Home > Mutual of Omaha Bank > Securities
Mutual of Omaha Bank, Securities
| 2019-12-31 | Rank | |
| Total securities | $1,693,319,000 | 139 |
| U.S. Government securities | $1,276,488,000 | 140 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,276,488,000 | 129 |
| Securities issued by states & political subdivisions | $26,192,000 | 1,248 |
| Other domestic debt securities | $390,639,000 | 66 |
| Privately issued residential mortgage-backed securities | $156,460,000 | 31 |
| Commercial mortgage-backed securities - Total | $5,694,000 | 105 |
| Asset backed securities | $213,715,000 | 36 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $14,770,000 | 335 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,951,000 | 219 |
| Mortgage-backed securities | $1,438,642,000 | 116 |
| Certificates of participation in pools of residential mortgages | $244,696,000 | 209 |
| Issued or guaranteed by U.S. | $244,696,000 | 206 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $996,801,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $840,341,000 | 71 |
| Privately issued | $156,460,000 | 24 |
| Commercial mortgage-backed securities | $197,145,000 | 137 |
| Commercial mortgage pass-through securities | $80,308,000 | 101 |
| Other commercial mortgage-backed securities | $116,837,000 | 130 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,693,319,000 | 127 |
| Total debt securities | $1,693,319,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,734,451,000 | 139 |
| U.S. Government securities | $1,284,722,000 | 140 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,284,722,000 | 131 |
| Securities issued by states & political subdivisions | $30,829,000 | 1,062 |
| Other domestic debt securities | $418,900,000 | 64 |
| Privately issued residential mortgage-backed securities | $171,631,000 | 26 |
| Commercial mortgage-backed securities - Total | $5,757,000 | 112 |
| Asset backed securities | $226,767,000 | 37 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,745,000 | 326 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $307,656,000 | 220 |
| Mortgage-backed securities | $1,462,110,000 | 111 |
| Certificates of participation in pools of residential mortgages | $220,056,000 | 215 |
| Issued or guaranteed by U.S. | $220,056,000 | 214 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,039,378,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $867,747,000 | 70 |
| Privately issued | $171,631,000 | 24 |
| Commercial mortgage-backed securities | $202,676,000 | 131 |
| Commercial mortgage pass-through securities | $80,421,000 | 99 |
| Other commercial mortgage-backed securities | $122,255,000 | 123 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,734,451,000 | 126 |
| Total debt securities | $1,734,451,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,751,569,000 | 137 |
| U.S. Government securities | $1,320,987,000 | 139 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,320,987,000 | 128 |
| Securities issued by states & political subdivisions | $31,001,000 | 1,078 |
| Other domestic debt securities | $399,581,000 | 65 |
| Privately issued residential mortgage-backed securities | $159,961,000 | 26 |
| Commercial mortgage-backed securities - Total | $5,716,000 | 109 |
| Asset backed securities | $219,127,000 | 37 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $14,777,000 | 325 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,832,000 | 234 |
| Mortgage-backed securities | $1,477,464,000 | 106 |
| Certificates of participation in pools of residential mortgages | $228,857,000 | 209 |
| Issued or guaranteed by U.S. | $228,857,000 | 209 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,010,851,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $850,890,000 | 71 |
| Privately issued | $159,961,000 | 25 |
| Commercial mortgage-backed securities | $237,756,000 | 115 |
| Commercial mortgage pass-through securities | $79,067,000 | 97 |
| Other commercial mortgage-backed securities | $158,689,000 | 106 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,751,569,000 | 125 |
| Total debt securities | $1,751,569,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,688,913,000 | 136 |
| U.S. Government securities | $1,317,747,000 | 135 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,317,747,000 | 126 |
| Securities issued by states & political subdivisions | $33,533,000 | 1,022 |
| Other domestic debt securities | $337,633,000 | 68 |
| Privately issued residential mortgage-backed securities | $134,478,000 | 27 |
| Commercial mortgage-backed securities - Total | $5,585,000 | 99 |
| Asset backed securities | $182,998,000 | 39 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,572,000 | 333 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $278,302,000 | 241 |
| Mortgage-backed securities | $1,448,610,000 | 105 |
| Certificates of participation in pools of residential mortgages | $232,089,000 | 205 |
| Issued or guaranteed by U.S. | $232,089,000 | 205 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $981,219,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $846,741,000 | 69 |
| Privately issued | $134,478,000 | 25 |
| Commercial mortgage-backed securities | $235,302,000 | 111 |
| Commercial mortgage pass-through securities | $83,199,000 | 90 |
| Other commercial mortgage-backed securities | $152,103,000 | 98 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,688,913,000 | 124 |
| Total debt securities | $1,688,913,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,728,359,000 | 138 |
| U.S. Government securities | $1,375,356,000 | 133 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,375,356,000 | 120 |
| Securities issued by states & political subdivisions | $16,000,000 | 1,924 |
| Other domestic debt securities | $337,003,000 | 68 |
| Privately issued residential mortgage-backed securities | $125,872,000 | 31 |
| Commercial mortgage-backed securities - Total | $5,426,000 | 89 |
| Asset backed securities | $197,015,000 | 36 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,690,000 | 459 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,913,000 | 275 |
| Mortgage-backed securities | $1,497,547,000 | 105 |
| Certificates of participation in pools of residential mortgages | $231,274,000 | 199 |
| Issued or guaranteed by U.S. | $231,274,000 | 199 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,030,623,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $904,751,000 | 67 |
| Privately issued | $125,872,000 | 26 |
| Commercial mortgage-backed securities | $235,650,000 | 105 |
| Commercial mortgage pass-through securities | $79,338,000 | 87 |
| Other commercial mortgage-backed securities | $156,312,000 | 94 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,728,359,000 | 127 |
| Total debt securities | $1,728,359,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,704,154,000 | 137 |
| U.S. Government securities | $1,369,752,000 | 129 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,369,752,000 | 116 |
| Securities issued by states & political subdivisions | $16,103,000 | 1,946 |
| Other domestic debt securities | $318,299,000 | 69 |
| Privately issued residential mortgage-backed securities | $118,207,000 | 30 |
| Commercial mortgage-backed securities - Total | $5,369,000 | 87 |
| Asset backed securities | $186,031,000 | 35 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $8,692,000 | 453 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,997,000 | 265 |
| Mortgage-backed securities | $1,484,401,000 | 104 |
| Certificates of participation in pools of residential mortgages | $235,599,000 | 197 |
| Issued or guaranteed by U.S. | $235,599,000 | 196 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,009,206,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $890,999,000 | 69 |
| Privately issued | $118,207,000 | 25 |
| Commercial mortgage-backed securities | $239,596,000 | 99 |
| Commercial mortgage pass-through securities | $78,873,000 | 85 |
| Other commercial mortgage-backed securities | $160,723,000 | 91 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,704,154,000 | 125 |
| Total debt securities | $1,704,154,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,652,027,000 | 135 |
| U.S. Government securities | $1,321,278,000 | 131 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,321,278,000 | 119 |
| Securities issued by states & political subdivisions | $16,243,000 | 1,980 |
| Other domestic debt securities | $314,506,000 | 67 |
| Privately issued residential mortgage-backed securities | $132,768,000 | 29 |
| Commercial mortgage-backed securities - Total | $3,000 | 144 |
| Asset backed securities | $168,012,000 | 36 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $13,723,000 | 325 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,487,000 | 264 |
| Mortgage-backed securities | $1,445,051,000 | 102 |
| Certificates of participation in pools of residential mortgages | $230,384,000 | 203 |
| Issued or guaranteed by U.S. | $230,384,000 | 201 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $992,155,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $859,387,000 | 68 |
| Privately issued | $132,768,000 | 25 |
| Commercial mortgage-backed securities | $222,512,000 | 101 |
| Commercial mortgage pass-through securities | $72,195,000 | 89 |
| Other commercial mortgage-backed securities | $150,317,000 | 92 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,652,027,000 | 123 |
| Total debt securities | $1,652,026,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,511,126,000 | 142 |
| U.S. Government securities | $1,170,705,000 | 142 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,170,705,000 | 132 |
| Securities issued by states & political subdivisions | $52,520,000 | 716 |
| Other domestic debt securities | $287,901,000 | 70 |
| Privately issued residential mortgage-backed securities | $93,474,000 | 37 |
| Commercial mortgage-backed securities - Total | $105,000 | 143 |
| Asset backed securities | $173,946,000 | 36 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $20,376,000 | 254 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $257,469,000 | 273 |
| Mortgage-backed securities | $1,255,232,000 | 116 |
| Certificates of participation in pools of residential mortgages | $217,214,000 | 223 |
| Issued or guaranteed by U.S. | $217,214,000 | 221 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $871,613,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $778,139,000 | 69 |
| Privately issued | $93,474,000 | 34 |
| Commercial mortgage-backed securities | $166,405,000 | 114 |
| Commercial mortgage pass-through securities | $26,851,000 | 157 |
| Other commercial mortgage-backed securities | $139,554,000 | 93 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,511,126,000 | 129 |
| Total debt securities | $1,511,125,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,370,677,000 | 152 |
| U.S. Government securities | $1,076,288,000 | 140 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,076,288,000 | 130 |
| Securities issued by states & political subdivisions | $52,947,000 | 754 |
| Other domestic debt securities | $236,260,000 | 77 |
| Privately issued residential mortgage-backed securities | $48,893,000 | 55 |
| Commercial mortgage-backed securities - Total | $4,340,000 | 79 |
| Asset backed securities | $139,176,000 | 38 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $43,851,000 | 140 |
| Foreign debt securities | $5,182,000 | 83 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,259,000 | 327 |
| Mortgage-backed securities | $1,120,357,000 | 121 |
| Certificates of participation in pools of residential mortgages | $229,975,000 | 210 |
| Issued or guaranteed by U.S. | $229,975,000 | 208 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $725,984,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $677,091,000 | 75 |
| Privately issued | $48,893,000 | 53 |
| Commercial mortgage-backed securities | $164,398,000 | 113 |
| Commercial mortgage pass-through securities | $18,223,000 | 199 |
| Other commercial mortgage-backed securities | $146,175,000 | 85 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,370,677,000 | 132 |
| Total debt securities | $1,370,677,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,319,799,000 | 153 |
| U.S. Government securities | $1,052,401,000 | 145 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,052,401,000 | 135 |
| Securities issued by states & political subdivisions | $45,705,000 | 884 |
| Other domestic debt securities | $216,462,000 | 83 |
| Privately issued residential mortgage-backed securities | $41,616,000 | 61 |
| Commercial mortgage-backed securities - Total | $6,435,000 | 72 |
| Asset backed securities | $119,866,000 | 40 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $48,545,000 | 129 |
| Foreign debt securities | $5,231,000 | 85 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,973,000 | 322 |
| Mortgage-backed securities | $1,091,303,000 | 121 |
| Certificates of participation in pools of residential mortgages | $260,832,000 | 189 |
| Issued or guaranteed by U.S. | $260,832,000 | 187 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $659,523,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $617,907,000 | 78 |
| Privately issued | $41,616,000 | 57 |
| Commercial mortgage-backed securities | $170,948,000 | 105 |
| Commercial mortgage pass-through securities | $17,972,000 | 203 |
| Other commercial mortgage-backed securities | $152,976,000 | 80 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,319,799,000 | 130 |
| Total debt securities | $1,319,799,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,315,712,000 | 155 |
| U.S. Government securities | $1,056,483,000 | 143 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,056,483,000 | 134 |
| Securities issued by states & political subdivisions | $45,967,000 | 891 |
| Other domestic debt securities | $213,262,000 | 84 |
| Privately issued residential mortgage-backed securities | $37,174,000 | 66 |
| Commercial mortgage-backed securities - Total | $6,933,000 | 68 |
| Asset backed securities | $115,191,000 | 45 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $53,964,000 | 120 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,851,000 | 402 |
| Mortgage-backed securities | $1,091,411,000 | 125 |
| Certificates of participation in pools of residential mortgages | $242,953,000 | 204 |
| Issued or guaranteed by U.S. | $242,953,000 | 202 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $669,413,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $632,239,000 | 77 |
| Privately issued | $37,174,000 | 63 |
| Commercial mortgage-backed securities | $179,045,000 | 98 |
| Commercial mortgage pass-through securities | $17,866,000 | 201 |
| Other commercial mortgage-backed securities | $161,179,000 | 77 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,315,712,000 | 132 |
| Total debt securities | $1,315,712,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,242,667,000 | 162 |
| U.S. Government securities | $1,047,680,000 | 140 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,047,680,000 | 133 |
| Securities issued by states & political subdivisions | $46,268,000 | 895 |
| Other domestic debt securities | $148,719,000 | 107 |
| Privately issued residential mortgage-backed securities | $6,846,000 | 153 |
| Commercial mortgage-backed securities - Total | $13,332,000 | 60 |
| Asset backed securities | $61,112,000 | 60 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $67,429,000 | 101 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,363,000 | 304 |
| Mortgage-backed securities | $1,067,858,000 | 121 |
| Certificates of participation in pools of residential mortgages | $253,647,000 | 199 |
| Issued or guaranteed by U.S. | $253,647,000 | 197 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $623,693,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $616,847,000 | 82 |
| Privately issued | $6,846,000 | 147 |
| Commercial mortgage-backed securities | $190,518,000 | 89 |
| Commercial mortgage pass-through securities | $17,684,000 | 197 |
| Other commercial mortgage-backed securities | $172,834,000 | 72 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,242,667,000 | 136 |
| Total debt securities | $1,242,667,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,185,589,000 | 160 |
| U.S. Government securities | $1,000,642,000 | 142 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,000,642,000 | 134 |
| Securities issued by states & political subdivisions | $46,232,000 | 887 |
| Other domestic debt securities | $138,715,000 | 109 |
| Privately issued residential mortgage-backed securities | $1,101,000 | 320 |
| Commercial mortgage-backed securities - Total | $22,250,000 | 48 |
| Asset backed securities | $47,898,000 | 66 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $67,466,000 | 102 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,994,000 | 291 |
| Mortgage-backed securities | $1,023,993,000 | 123 |
| Certificates of participation in pools of residential mortgages | $241,123,000 | 206 |
| Issued or guaranteed by U.S. | $241,123,000 | 205 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $576,912,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $575,811,000 | 79 |
| Privately issued | $1,101,000 | 302 |
| Commercial mortgage-backed securities | $205,958,000 | 87 |
| Commercial mortgage pass-through securities | $17,947,000 | 188 |
| Other commercial mortgage-backed securities | $188,011,000 | 67 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,185,589,000 | 138 |
| Total debt securities | $1,185,589,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,334,837,000 | 142 |
| U.S. Government securities | $1,092,722,000 | 128 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,092,722,000 | 120 |
| Securities issued by states & political subdivisions | $49,376,000 | 827 |
| Other domestic debt securities | $192,739,000 | 94 |
| Privately issued residential mortgage-backed securities | $1,241,000 | 309 |
| Commercial mortgage-backed securities - Total | $26,637,000 | 44 |
| Asset backed securities | $55,705,000 | 60 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $109,156,000 | 68 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $257,515,000 | 269 |
| Mortgage-backed securities | $1,120,600,000 | 115 |
| Certificates of participation in pools of residential mortgages | $259,665,000 | 181 |
| Issued or guaranteed by U.S. | $259,665,000 | 180 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $636,938,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $635,697,000 | 77 |
| Privately issued | $1,241,000 | 296 |
| Commercial mortgage-backed securities | $223,997,000 | 76 |
| Commercial mortgage pass-through securities | $18,860,000 | 172 |
| Other commercial mortgage-backed securities | $205,137,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,334,837,000 | 122 |
| Total debt securities | $1,334,837,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,376,208,000 | 140 |
| U.S. Government securities | $1,124,854,000 | 129 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,124,854,000 | 121 |
| Securities issued by states & political subdivisions | $49,968,000 | 816 |
| Other domestic debt securities | $201,386,000 | 92 |
| Privately issued residential mortgage-backed securities | $1,448,000 | 306 |
| Commercial mortgage-backed securities - Total | $29,934,000 | 42 |
| Asset backed securities | $60,834,000 | 59 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $109,170,000 | 75 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,293,000 | 288 |
| Mortgage-backed securities | $1,156,236,000 | 112 |
| Certificates of participation in pools of residential mortgages | $236,978,000 | 197 |
| Issued or guaranteed by U.S. | $236,978,000 | 195 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $683,374,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $681,926,000 | 72 |
| Privately issued | $1,448,000 | 288 |
| Commercial mortgage-backed securities | $235,884,000 | 73 |
| Commercial mortgage pass-through securities | $16,930,000 | 180 |
| Other commercial mortgage-backed securities | $218,954,000 | 63 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,376,208,000 | 115 |
| Total debt securities | $1,376,209,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,292,507,000 | 148 |
| U.S. Government securities | $1,069,609,000 | 137 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,069,609,000 | 128 |
| Securities issued by states & political subdivisions | $50,068,000 | 801 |
| Other domestic debt securities | $172,830,000 | 100 |
| Privately issued residential mortgage-backed securities | $1,660,000 | 295 |
| Commercial mortgage-backed securities - Total | $37,651,000 | 39 |
| Asset backed securities | $29,729,000 | 76 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $103,790,000 | 77 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,801,000 | 265 |
| Mortgage-backed securities | $1,108,920,000 | 113 |
| Certificates of participation in pools of residential mortgages | $234,202,000 | 204 |
| Issued or guaranteed by U.S. | $234,202,000 | 202 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $626,307,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $624,647,000 | 78 |
| Privately issued | $1,660,000 | 280 |
| Commercial mortgage-backed securities | $248,411,000 | 67 |
| Commercial mortgage pass-through securities | $16,674,000 | 172 |
| Other commercial mortgage-backed securities | $231,737,000 | 57 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,292,507,000 | 126 |
| Total debt securities | $1,292,508,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,256,825,000 | 151 |
| U.S. Government securities | $1,040,961,000 | 133 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,040,961,000 | 129 |
| Securities issued by states & political subdivisions | $50,071,000 | 796 |
| Other domestic debt securities | $165,793,000 | 103 |
| Privately issued residential mortgage-backed securities | $3,110,000 | 214 |
| Commercial mortgage-backed securities - Total | $44,322,000 | 36 |
| Asset backed securities | $15,628,000 | 105 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $102,733,000 | 79 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,774,000 | 292 |
| Mortgage-backed securities | $1,068,505,000 | 115 |
| Certificates of participation in pools of residential mortgages | $227,045,000 | 203 |
| Issued or guaranteed by U.S. | $227,045,000 | 202 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $603,420,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $600,310,000 | 76 |
| Privately issued | $3,110,000 | 204 |
| Commercial mortgage-backed securities | $238,040,000 | 66 |
| Commercial mortgage pass-through securities | $16,338,000 | 167 |
| Other commercial mortgage-backed securities | $221,702,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,256,825,000 | 126 |
| Total debt securities | $1,256,825,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,308,251,000 | 146 |
| U.S. Government securities | $1,113,788,000 | 126 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,113,788,000 | 119 |
| Securities issued by states & political subdivisions | $50,638,000 | 781 |
| Other domestic debt securities | $143,825,000 | 113 |
| Privately issued residential mortgage-backed securities | $3,490,000 | 205 |
| Commercial mortgage-backed securities - Total | $46,145,000 | 36 |
| Asset backed securities | $6,451,000 | 155 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $87,739,000 | 87 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,194,000 | 257 |
| Mortgage-backed securities | $1,118,359,000 | 108 |
| Certificates of participation in pools of residential mortgages | $239,583,000 | 193 |
| Issued or guaranteed by U.S. | $239,583,000 | 192 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $639,171,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $635,681,000 | 70 |
| Privately issued | $3,490,000 | 195 |
| Commercial mortgage-backed securities | $239,605,000 | 63 |
| Commercial mortgage pass-through securities | $12,518,000 | 180 |
| Other commercial mortgage-backed securities | $227,087,000 | 52 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,308,251,000 | 117 |
| Total debt securities | $1,308,251,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,325,340,000 | 143 |
| U.S. Government securities | $1,136,597,000 | 122 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,136,597,000 | 118 |
| Securities issued by states & political subdivisions | $50,409,000 | 768 |
| Other domestic debt securities | $138,334,000 | 110 |
| Privately issued residential mortgage-backed securities | $3,981,000 | 204 |
| Commercial mortgage-backed securities - Total | $48,133,000 | 35 |
| Asset backed securities | $7,169,000 | 153 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $79,051,000 | 90 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,080,000 | 226 |
| Mortgage-backed securities | $1,144,298,000 | 105 |
| Certificates of participation in pools of residential mortgages | $246,414,000 | 183 |
| Issued or guaranteed by U.S. | $246,414,000 | 182 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $651,862,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $647,881,000 | 72 |
| Privately issued | $3,981,000 | 194 |
| Commercial mortgage-backed securities | $246,022,000 | 58 |
| Commercial mortgage pass-through securities | $11,587,000 | 174 |
| Other commercial mortgage-backed securities | $234,435,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,325,340,000 | 117 |
| Total debt securities | $1,325,340,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,127,259,000 | 154 |
| U.S. Government securities | $948,129,000 | 138 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $948,129,000 | 133 |
| Securities issued by states & political subdivisions | $45,073,000 | 852 |
| Other domestic debt securities | $134,057,000 | 109 |
| Privately issued residential mortgage-backed securities | $4,978,000 | 187 |
| Commercial mortgage-backed securities - Total | $49,163,000 | 36 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $79,916,000 | 90 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,587,000 | 220 |
| Mortgage-backed securities | $957,243,000 | 117 |
| Certificates of participation in pools of residential mortgages | $237,745,000 | 194 |
| Issued or guaranteed by U.S. | $237,745,000 | 193 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $489,884,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $484,906,000 | 97 |
| Privately issued | $4,978,000 | 176 |
| Commercial mortgage-backed securities | $229,614,000 | 61 |
| Commercial mortgage pass-through securities | $6,844,000 | 231 |
| Other commercial mortgage-backed securities | $222,770,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,127,259,000 | 130 |
| Total debt securities | $1,127,259,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,097,893,000 | 155 |
| U.S. Government securities | $918,040,000 | 137 |
| U.S. Treasury securities | $19,473,000 | 255 |
| U.S. Government agency obligations | $898,567,000 | 136 |
| Securities issued by states & political subdivisions | $45,098,000 | 855 |
| Other domestic debt securities | $134,755,000 | 109 |
| Privately issued residential mortgage-backed securities | $5,572,000 | 180 |
| Commercial mortgage-backed securities - Total | $49,537,000 | 36 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $79,646,000 | 91 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,429,000 | 249 |
| Mortgage-backed securities | $928,918,000 | 119 |
| Certificates of participation in pools of residential mortgages | $247,552,000 | 187 |
| Issued or guaranteed by U.S. | $247,552,000 | 186 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $474,305,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $468,733,000 | 96 |
| Privately issued | $5,572,000 | 170 |
| Commercial mortgage-backed securities | $207,061,000 | 62 |
| Commercial mortgage pass-through securities | $4,228,000 | 297 |
| Other commercial mortgage-backed securities | $202,833,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,097,893,000 | 131 |
| Total debt securities | $1,097,890,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,134,523,000 | 151 |
| U.S. Government securities | $942,560,000 | 134 |
| U.S. Treasury securities | $18,956,000 | 255 |
| U.S. Government agency obligations | $923,604,000 | 136 |
| Securities issued by states & political subdivisions | $45,306,000 | 847 |
| Other domestic debt securities | $146,657,000 | 107 |
| Privately issued residential mortgage-backed securities | $6,161,000 | 188 |
| Commercial mortgage-backed securities - Total | $50,383,000 | 36 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $90,113,000 | 86 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $324,155,000 | 223 |
| Mortgage-backed securities | $955,724,000 | 116 |
| Certificates of participation in pools of residential mortgages | $244,295,000 | 185 |
| Issued or guaranteed by U.S. | $244,295,000 | 184 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $499,616,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $493,455,000 | 88 |
| Privately issued | $6,161,000 | 179 |
| Commercial mortgage-backed securities | $211,813,000 | 58 |
| Commercial mortgage pass-through securities | $4,152,000 | 303 |
| Other commercial mortgage-backed securities | $207,661,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,134,523,000 | 128 |
| Total debt securities | $1,134,523,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,030,389,000 | 168 |
| U.S. Government securities | $835,147,000 | 149 |
| U.S. Treasury securities | $18,944,000 | 224 |
| U.S. Government agency obligations | $816,203,000 | 146 |
| Securities issued by states & political subdivisions | $45,271,000 | 840 |
| Other domestic debt securities | $149,971,000 | 106 |
| Privately issued residential mortgage-backed securities | $7,018,000 | 182 |
| Commercial mortgage-backed securities - Total | $51,860,000 | 37 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $91,093,000 | 88 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,614,000 | 198 |
| Mortgage-backed securities | $850,687,000 | 130 |
| Certificates of participation in pools of residential mortgages | $240,256,000 | 193 |
| Issued or guaranteed by U.S. | $240,256,000 | 192 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $508,613,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $501,595,000 | 87 |
| Privately issued | $7,018,000 | 174 |
| Commercial mortgage-backed securities | $101,818,000 | 80 |
| Commercial mortgage pass-through securities | $4,176,000 | 308 |
| Other commercial mortgage-backed securities | $97,642,000 | 65 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,030,389,000 | 143 |
| Total debt securities | $1,030,389,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,049,030,000 | 169 |
| U.S. Government securities | $853,682,000 | 148 |
| U.S. Treasury securities | $18,528,000 | 223 |
| U.S. Government agency obligations | $835,154,000 | 147 |
| Securities issued by states & political subdivisions | $44,835,000 | 851 |
| Other domestic debt securities | $150,513,000 | 104 |
| Privately issued residential mortgage-backed securities | $7,807,000 | 174 |
| Commercial mortgage-backed securities - Total | $52,169,000 | 38 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $90,537,000 | 91 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $337,564,000 | 217 |
| Mortgage-backed securities | $871,194,000 | 128 |
| Certificates of participation in pools of residential mortgages | $233,868,000 | 199 |
| Issued or guaranteed by U.S. | $233,868,000 | 198 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $533,596,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $525,789,000 | 87 |
| Privately issued | $7,807,000 | 165 |
| Commercial mortgage-backed securities | $103,730,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $103,730,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,049,030,000 | 141 |
| Total debt securities | $1,049,030,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $938,887,000 | 180 |
| U.S. Government securities | $749,660,000 | 157 |
| U.S. Treasury securities | $18,027,000 | 206 |
| U.S. Government agency obligations | $731,633,000 | 157 |
| Securities issued by states & political subdivisions | $36,069,000 | 1,060 |
| Other domestic debt securities | $153,158,000 | 107 |
| Privately issued residential mortgage-backed securities | $10,304,000 | 158 |
| Commercial mortgage-backed securities - Total | $52,254,000 | 36 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $90,600,000 | 90 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,705,000 | 189 |
| Mortgage-backed securities | $794,191,000 | 136 |
| Certificates of participation in pools of residential mortgages | $240,316,000 | 192 |
| Issued or guaranteed by U.S. | $240,316,000 | 191 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $464,704,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $454,400,000 | 95 |
| Privately issued | $10,304,000 | 152 |
| Commercial mortgage-backed securities | $89,171,000 | 78 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $89,171,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $938,887,000 | 151 |
| Total debt securities | $938,887,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $873,805,000 | 181 |
| U.S. Government securities | $701,895,000 | 165 |
| U.S. Treasury securities | $18,533,000 | 191 |
| U.S. Government agency obligations | $683,362,000 | 163 |
| Securities issued by states & political subdivisions | $13,417,000 | 2,449 |
| Other domestic debt securities | $158,493,000 | 111 |
| Privately issued residential mortgage-backed securities | $11,543,000 | 161 |
| Commercial mortgage-backed securities - Total | $56,144,000 | 33 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $90,806,000 | 91 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $390,801,000 | 180 |
| Mortgage-backed securities | $751,049,000 | 134 |
| Certificates of participation in pools of residential mortgages | $253,995,000 | 182 |
| Issued or guaranteed by U.S. | $253,995,000 | 181 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $403,070,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $391,527,000 | 104 |
| Privately issued | $11,543,000 | 152 |
| Commercial mortgage-backed securities | $93,984,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $93,984,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $873,805,000 | 157 |
| Total debt securities | $873,805,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $862,219,000 | 182 |
| U.S. Government securities | $697,441,000 | 169 |
| U.S. Treasury securities | $18,731,000 | 188 |
| U.S. Government agency obligations | $678,710,000 | 166 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $164,778,000 | 109 |
| Privately issued residential mortgage-backed securities | $12,724,000 | 150 |
| Commercial mortgage-backed securities - Total | $56,436,000 | 29 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $95,618,000 | 87 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,920,000 | 176 |
| Mortgage-backed securities | $747,870,000 | 136 |
| Certificates of participation in pools of residential mortgages | $230,420,000 | 203 |
| Issued or guaranteed by U.S. | $230,420,000 | 202 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $420,914,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $408,190,000 | 100 |
| Privately issued | $12,724,000 | 143 |
| Commercial mortgage-backed securities | $96,536,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $96,536,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $862,219,000 | 158 |
| Total debt securities | $862,219,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $764,388,000 | 208 |
| U.S. Government securities | $640,536,000 | 177 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $640,536,000 | 174 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $123,852,000 | 127 |
| Privately issued residential mortgage-backed securities | $14,360,000 | 152 |
| Commercial mortgage-backed securities - Total | $58,227,000 | 31 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $51,265,000 | 149 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $445,046,000 | 161 |
| Mortgage-backed securities | $713,123,000 | 146 |
| Certificates of participation in pools of residential mortgages | $188,221,000 | 244 |
| Issued or guaranteed by U.S. | $188,221,000 | 243 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $419,607,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $405,247,000 | 106 |
| Privately issued | $14,360,000 | 147 |
| Commercial mortgage-backed securities | $105,295,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $105,295,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $764,388,000 | 186 |
| Total debt securities | $764,388,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $784,493,000 | 196 |
| U.S. Government securities | $674,238,000 | 171 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $674,238,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $110,255,000 | 134 |
| Privately issued residential mortgage-backed securities | $16,531,000 | 149 |
| Commercial mortgage-backed securities - Total | $58,954,000 | 29 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $34,770,000 | 185 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $492,503,000 | 148 |
| Mortgage-backed securities | $749,723,000 | 136 |
| Certificates of participation in pools of residential mortgages | $185,551,000 | 250 |
| Issued or guaranteed by U.S. | $185,551,000 | 248 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $449,534,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $433,003,000 | 100 |
| Privately issued | $16,531,000 | 143 |
| Commercial mortgage-backed securities | $114,638,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $114,638,000 | 44 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $784,493,000 | 173 |
| Total debt securities | $784,493,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $884,608,000 | 182 |
| U.S. Government securities | $768,486,000 | 153 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $768,486,000 | 152 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $116,122,000 | 134 |
| Privately issued residential mortgage-backed securities | $21,360,000 | 132 |
| Commercial mortgage-backed securities - Total | $58,707,000 | 31 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $36,055,000 | 195 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,789,000 | 144 |
| Mortgage-backed securities | $848,553,000 | 135 |
| Certificates of participation in pools of residential mortgages | $201,662,000 | 240 |
| Issued or guaranteed by U.S. | $201,662,000 | 239 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $521,053,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $499,693,000 | 94 |
| Privately issued | $21,360,000 | 125 |
| Commercial mortgage-backed securities | $125,838,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $125,838,000 | 36 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $884,608,000 | 163 |
| Total debt securities | $884,608,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $833,002,000 | 190 |
| U.S. Government securities | $713,864,000 | 160 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $713,864,000 | 156 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $119,138,000 | 135 |
| Privately issued residential mortgage-backed securities | $28,894,000 | 112 |
| Commercial mortgage-backed securities - Total | $54,568,000 | 33 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $35,676,000 | 196 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $554,703,000 | 139 |
| Mortgage-backed securities | $797,326,000 | 134 |
| Certificates of participation in pools of residential mortgages | $149,289,000 | 332 |
| Issued or guaranteed by U.S. | $149,289,000 | 331 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $521,704,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $492,810,000 | 91 |
| Privately issued | $28,894,000 | 106 |
| Commercial mortgage-backed securities | $126,333,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $126,333,000 | 35 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $833,002,000 | 164 |
| Total debt securities | $833,002,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $929,785,000 | 180 |
| U.S. Government securities | $796,332,000 | 153 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $796,332,000 | 151 |
| Securities issued by states & political subdivisions | $100,000 | 5,636 |
| Other domestic debt securities | $133,353,000 | 126 |
| Privately issued residential mortgage-backed securities | $38,666,000 | 99 |
| Commercial mortgage-backed securities - Total | $59,610,000 | 32 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $35,077,000 | 191 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $615,278,000 | 128 |
| Mortgage-backed securities | $894,608,000 | 126 |
| Certificates of participation in pools of residential mortgages | $253,549,000 | 203 |
| Issued or guaranteed by U.S. | $253,549,000 | 202 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $508,246,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $469,580,000 | 98 |
| Privately issued | $38,666,000 | 95 |
| Commercial mortgage-backed securities | $132,813,000 | 43 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $132,813,000 | 34 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $929,785,000 | 156 |
| Total debt securities | $929,785,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $52,817,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,029,544,000 | 165 |
| U.S. Government securities | $882,893,000 | 142 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $882,893,000 | 141 |
| Securities issued by states & political subdivisions | $100,000 | 5,629 |
| Other domestic debt securities | $146,551,000 | 127 |
| Privately issued residential mortgage-backed securities | $51,824,000 | 106 |
| Commercial mortgage-backed securities - Total | $60,121,000 | 26 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $34,606,000 | 171 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $551,923,000 | 134 |
| Mortgage-backed securities | $994,838,000 | 115 |
| Certificates of participation in pools of residential mortgages | $269,022,000 | 187 |
| Issued or guaranteed by U.S. | $269,022,000 | 187 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $587,895,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $536,071,000 | 86 |
| Privately issued | $51,824,000 | 102 |
| Commercial mortgage-backed securities | $137,921,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $137,921,000 | 28 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,029,544,000 | 137 |
| Total debt securities | $1,029,544,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,145,192,000 | 151 |
| U.S. Government securities | $991,279,000 | 135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $991,279,000 | 132 |
| Securities issued by states & political subdivisions | $99,000 | 5,660 |
| Other domestic debt securities | $153,814,000 | 128 |
| Privately issued residential mortgage-backed securities | $119,479,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,335,000 | 169 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,110,758,000 | 108 |
| Certificates of participation in pools of residential mortgages | $280,685,000 | 170 |
| Issued or guaranteed by U.S. | $280,685,000 | 169 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $830,073,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $710,594,000 | 68 |
| Privately issued | $119,479,000 | 69 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,145,192,000 | 127 |
| Total debt securities | $1,145,192,000 | 150 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $1,204,665,000 | 145 |
| U.S. Government securities | $1,020,490,000 | 131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,020,490,000 | 127 |
| Securities issued by states & political subdivisions | $189,000 | 5,574 |
| Other domestic debt securities | $183,986,000 | 112 |
| Privately issued residential mortgage-backed securities | $148,803,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,183,000 | 153 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,154,191,000 | 105 |
| Certificates of participation in pools of residential mortgages | $264,714,000 | 179 |
| Issued or guaranteed by U.S. | $264,714,000 | 178 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $889,477,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $740,674,000 | 65 |
| Privately issued | $148,803,000 | 62 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 2,968 |
| Available-for-sale securities (fair market value) | $1,204,660,000 | 120 |
| Total debt securities | $1,204,665,000 | 144 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $1,197,027,000 | 143 |
| U.S. Government securities | $972,029,000 | 135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $972,029,000 | 129 |
| Securities issued by states & political subdivisions | $186,000 | 5,598 |
| Other domestic debt securities | $224,812,000 | 101 |
| Privately issued residential mortgage-backed securities | $175,692,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,510,000 | 133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,131,476,000 | 109 |
| Certificates of participation in pools of residential mortgages | $224,055,000 | 209 |
| Issued or guaranteed by U.S. | $224,055,000 | 207 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $907,421,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $731,729,000 | 60 |
| Privately issued | $175,692,000 | 59 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,015 |
| Available-for-sale securities (fair market value) | $1,197,026,000 | 122 |
| Total debt securities | $1,197,027,000 | 142 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $1,140,004,000 | 144 |
| U.S. Government securities | $887,453,000 | 140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $887,453,000 | 135 |
| Securities issued by states & political subdivisions | $400,000 | 5,379 |
| Other domestic debt securities | $252,151,000 | 93 |
| Privately issued residential mortgage-backed securities | $201,550,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,195,000 | 130 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $992,598,000 | 109 |
| Certificates of participation in pools of residential mortgages | $190,410,000 | 231 |
| Issued or guaranteed by U.S. | $190,410,000 | 229 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $802,188,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $600,638,000 | 67 |
| Privately issued | $201,550,000 | 51 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,052 |
| Available-for-sale securities (fair market value) | $1,140,003,000 | 122 |
| Total debt securities | $1,140,004,000 | 143 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $1,325,614,000 | 124 |
| U.S. Government securities | $1,024,117,000 | 118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,024,117,000 | 114 |
| Securities issued by states & political subdivisions | $902,000 | 4,939 |
| Other domestic debt securities | $300,595,000 | 84 |
| Privately issued residential mortgage-backed securities | $248,917,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,370,000 | 127 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,157,093,000 | 93 |
| Certificates of participation in pools of residential mortgages | $210,505,000 | 203 |
| Issued or guaranteed by U.S. | $210,505,000 | 201 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $946,588,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $697,671,000 | 57 |
| Privately issued | $248,917,000 | 47 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,325,614,000 | 105 |
| Total debt securities | $1,325,614,000 | 123 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $1,403,529,000 | 122 |
| U.S. Government securities | $1,088,121,000 | 109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,088,121,000 | 106 |
| Securities issued by states & political subdivisions | $903,000 | 4,915 |
| Other domestic debt securities | $314,505,000 | 80 |
| Privately issued residential mortgage-backed securities | $263,225,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,971,000 | 127 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,220,058,000 | 88 |
| Certificates of participation in pools of residential mortgages | $205,063,000 | 203 |
| Issued or guaranteed by U.S. | $205,063,000 | 201 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,014,995,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $751,770,000 | 52 |
| Privately issued | $263,225,000 | 46 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,403,529,000 | 102 |
| Total debt securities | $1,403,529,000 | 121 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $1,138,154,000 | 138 |
| U.S. Government securities | $802,417,000 | 145 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $802,417,000 | 137 |
| Securities issued by states & political subdivisions | $1,208,000 | 4,717 |
| Other domestic debt securities | $334,529,000 | 77 |
| Privately issued residential mortgage-backed securities | $276,565,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,672,000 | 115 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $928,009,000 | 105 |
| Certificates of participation in pools of residential mortgages | $183,373,000 | 242 |
| Issued or guaranteed by U.S. | $183,373,000 | 240 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $744,636,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $468,071,000 | 70 |
| Privately issued | $276,565,000 | 46 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,138,154,000 | 120 |
| Total debt securities | $1,138,154,000 | 138 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $1,060,635,000 | 152 |
| U.S. Government securities | $710,491,000 | 154 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $710,491,000 | 150 |
| Securities issued by states & political subdivisions | $1,213,000 | 4,749 |
| Other domestic debt securities | $348,931,000 | 81 |
| Privately issued residential mortgage-backed securities | $273,312,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,896,000 | 111 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $844,087,000 | 115 |
| Certificates of participation in pools of residential mortgages | $200,941,000 | 227 |
| Issued or guaranteed by U.S. | $200,941,000 | 225 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $643,146,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $369,834,000 | 76 |
| Privately issued | $273,312,000 | 48 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,307 |
| Available-for-sale securities (fair market value) | $1,060,634,000 | 132 |
| Total debt securities | $1,060,635,000 | 147 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $966,809,000 | 158 |
| U.S. Government securities | $537,044,000 | 189 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $537,044,000 | 183 |
| Securities issued by states & political subdivisions | $1,311,000 | 4,732 |
| Other domestic debt securities | $428,454,000 | 81 |
| Privately issued residential mortgage-backed securities | $249,404,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $143,762,000 | 55 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $739,730,000 | 130 |
| Certificates of participation in pools of residential mortgages | $170,810,000 | 269 |
| Issued or guaranteed by U.S. | $170,810,000 | 265 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $568,920,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $319,516,000 | 90 |
| Privately issued | $249,404,000 | 57 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $966,809,000 | 136 |
| Total debt securities | $966,809,000 | 157 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $933,855,000 | 162 |
| U.S. Government securities | $544,601,000 | 183 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $544,601,000 | 180 |
| Securities issued by states & political subdivisions | $1,536,000 | 4,570 |
| Other domestic debt securities | $387,718,000 | 89 |
| Privately issued residential mortgage-backed securities | $225,084,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,941,000 | 56 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $722,659,000 | 131 |
| Certificates of participation in pools of residential mortgages | $186,280,000 | 252 |
| Issued or guaranteed by U.S. | $186,280,000 | 249 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $536,379,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $311,295,000 | 93 |
| Privately issued | $225,084,000 | 63 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $933,855,000 | 143 |
| Total debt securities | $933,855,000 | 161 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $943,751,000 | 160 |
| U.S. Government securities | $555,726,000 | 194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $555,726,000 | 190 |
| Securities issued by states & political subdivisions | $1,736,000 | 4,404 |
| Other domestic debt securities | $386,289,000 | 86 |
| Privately issued residential mortgage-backed securities | $221,433,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $142,370,000 | 58 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $730,128,000 | 131 |
| Certificates of participation in pools of residential mortgages | $204,044,000 | 247 |
| Issued or guaranteed by U.S. | $204,044,000 | 242 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $526,084,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $304,651,000 | 90 |
| Privately issued | $221,433,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $943,751,000 | 139 |
| Total debt securities | $943,751,000 | 159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,083,231,000 | 143 |
| U.S. Government securities | $769,957,000 | 144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $769,957,000 | 140 |
| Securities issued by states & political subdivisions | $1,724,000 | 4,362 |
| Other domestic debt securities | $311,550,000 | 92 |
| Privately issued residential mortgage-backed securities | $142,798,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $143,426,000 | 46 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $714,954,000 | 132 |
| Certificates of participation in pools of residential mortgages | $213,563,000 | 226 |
| Issued or guaranteed by U.S. | $213,563,000 | 222 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $501,391,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $358,593,000 | 82 |
| Privately issued | $142,798,000 | 92 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,507 |
| Available-for-sale securities (fair market value) | $1,083,230,000 | 122 |
| Total debt securities | $1,083,231,000 | 140 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,360,103,000 | 114 |
| U.S. Government securities | $1,043,860,000 | 104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,043,860,000 | 103 |
| Securities issued by states & political subdivisions | $1,710,000 | 4,367 |
| Other domestic debt securities | $314,533,000 | 90 |
| Privately issued residential mortgage-backed securities | $166,404,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,116,000 | 41 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $639,656,000 | 136 |
| Certificates of participation in pools of residential mortgages | $207,362,000 | 225 |
| Issued or guaranteed by U.S. | $207,362,000 | 220 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $432,294,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $265,890,000 | 86 |
| Privately issued | $166,404,000 | 88 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,599,000 | 608 |
| Available-for-sale securities (fair market value) | $1,333,504,000 | 99 |
| Total debt securities | $1,360,103,000 | 112 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $23,542,000 | 4,015 |
| U.S. Government securities | $3,259,000 | 6,977 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,259,000 | 6,873 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,364 |
| Other domestic debt securities | $18,516,000 | 586 |
| Privately issued residential mortgage-backed securities | $18,516,000 | 372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,516,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $18,516,000 | 855 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $18,516,000 | 351 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $23,542,000 | 3,581 |
| Total debt securities | $23,542,000 | 3,967 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $12,847,000 | 5,455 |
| U.S. Government securities | $10,881,000 | 4,963 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,881,000 | 4,865 |
| Securities issued by states & political subdivisions | $1,966,000 | 4,263 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,222,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,222,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $3,222,000 | 1,691 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $12,847,000 | 4,963 |
| Total debt securities | $12,847,000 | 5,382 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $18,745,000 | 4,618 |
| U.S. Government securities | $16,786,000 | 4,041 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,786,000 | 3,954 |
| Securities issued by states & political subdivisions | $1,959,000 | 4,292 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,150,000 | 1,559 |
| Available-for-sale securities (fair market value) | $12,595,000 | 5,010 |
| Total debt securities | $18,745,000 | 4,566 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $2,000,000 | 7,816 |
| U.S. Government securities | $2,000,000 | 7,559 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000,000 | 7,448 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,349 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $2,000,000 | 7,769 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $3,000,000 | 7,636 |
| U.S. Government securities | $3,000,000 | 7,312 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,182 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,122 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $3,000,000 | 7,591 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $3,000,000 | 7,683 |
| U.S. Government securities | $3,000,000 | 7,340 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,211 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,152 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $3,000,000 | 7,635 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $3,000,000 | 7,708 |
| U.S. Government securities | $3,000,000 | 7,385 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,257 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,188 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $3,000,000 | 7,663 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $3,000,000 | 7,789 |
| U.S. Government securities | $3,000,000 | 7,470 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,333 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,245 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $3,000,000 | 7,742 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $3,000,000 | 7,860 |
| U.S. Government securities | $3,000,000 | 7,512 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,374 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,261 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $3,000,000 | 7,810 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $3,000,000 | 7,915 |
| U.S. Government securities | $3,000,000 | 7,579 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,436 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,310 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $3,000,000 | 7,870 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $3,000,000 | 7,949 |
| U.S. Government securities | $3,000,000 | 7,586 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,447 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,355 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $3,000,000 | 7,899 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $3,000,000 | 7,979 |
| U.S. Government securities | $3,000,000 | 7,612 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,476 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,376 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $3,000,000 | 7,923 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $3,000,000 | 8,006 |
| U.S. Government securities | $3,000,000 | 7,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,511 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,402 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $3,000,000 | 7,953 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $3,000,000 | 8,081 |
| U.S. Government securities | $3,000,000 | 7,724 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,564 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,422 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $3,000,000 | 8,028 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $3,000,000 | 8,138 |
| U.S. Government securities | $3,000,000 | 7,736 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,576 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,457 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $3,000,000 | 8,076 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $3,000,000 | 8,175 |
| U.S. Government securities | $3,000,000 | 7,764 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,609 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,478 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $3,000,000 | 8,115 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $3,000,000 | 8,245 |
| U.S. Government securities | $3,000,000 | 7,863 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,693 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,498 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $3,000,000 | 8,190 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $2,000,000 | 8,477 |
| U.S. Government securities | $2,000,000 | 8,155 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000,000 | 8,007 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,822 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $2,000,000 | 8,414 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $3,000,000 | 8,303 |
| U.S. Government securities | $3,000,000 | 7,905 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,719 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,514 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $3,000,000 | 8,229 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $3,000,000 | 8,306 |
| U.S. Government securities | $3,000,000 | 7,842 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,657 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,521 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $3,000,000 | 8,226 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $3,000,000 | 8,323 |
| U.S. Government securities | $3,000,000 | 7,840 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,663 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,562 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $3,000,000 | 8,244 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $3,000,000 | 8,380 |
| U.S. Government securities | $3,000,000 | 7,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,711 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,592 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $3,000,000 | 8,298 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $3,000,000 | 8,434 |
| U.S. Government securities | $3,000,000 | 7,944 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 7,734 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,644 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $3,000,000 | 8,344 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $2,000,000 | 8,859 |
| U.S. Government securities | $2,000,000 | 8,485 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000,000 | 8,291 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 3,196 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,000,000 | 8,778 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $3,000,000 | 9,007 |
| U.S. Government securities | $3,000,000 | 8,607 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 8,278 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 3,415 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $3,000,000 | 8,898 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,000,000 | 9,021 |
| U.S. Government securities | $4,000,000 | 8,500 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,000,000 | 7,989 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,000,000 | 3,386 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $4,000,000 | 8,906 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,000,000 | 9,498 |
| U.S. Government securities | $3,000,000 | 8,999 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,000,000 | 8,226 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 4,196 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $3,000,000 | 9,374 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,994,000 | 9,615 |
| U.S. Government securities | $2,994,000 | 9,576 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,994,000 | 8,447 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $1,000,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,463 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,994,000 | 4,563 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $3,994,000 | 9,514 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $4,232,000 | 10,083 |
| U.S. Government securities | $2,982,000 | 10,163 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,982,000 | 8,847 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $1,000,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,561 |
| Foreign debt securities | NA | NA |
| Equity securities | $250,000 | 4,883 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,232,000 | 5,050 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $3,982,000 | 10,092 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,992,000 | 10,635 |
| U.S. Government securities | $2,967,000 | 10,604 |
| U.S. Treasury securities | $1,989,000 | 7,242 |
| U.S. Government agency obligations | $978,000 | 10,536 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,000,000 | 2,490 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,946 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,634 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,992,000 | 5,491 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $3,967,000 | 10,536 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,973,000 | 11,268 |
| U.S. Government securities | $2,963,000 | 11,277 |
| U.S. Treasury securities | $2,005,000 | 8,191 |
| U.S. Government agency obligations | $958,000 | 10,938 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,000,000 | 2,806 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,264 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,973,000 | 8,639 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $3,963,000 | 11,177 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,070,000 | 11,698 |
| U.S. Government securities | $1,056,000 | 12,664 |
| U.S. Treasury securities | $1,056,000 | 9,749 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,014,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,056,000 | 12,757 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,028,000 | 13,057 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $2,000,000 | 2,930 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 2,071 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 7,214 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,000,000 | 12,955 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |