Home > Stifel Bank > Securities
Stifel Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $2,975,716,000 | 118 |
| U.S. Government securities | $366,319,000 | 382 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $366,319,000 | 340 |
| Securities issued by states & political subdivisions | $0 | 3,672 |
| Other domestic debt securities | $2,609,397,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,458,000 | 104 |
| Structured financial products - Total | $2,278,636,000 | 17 |
| Other domestic debt securities - All other | $254,654,000 | 62 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,496,718,000 | 108 |
| Mortgage-backed securities | $387,275,000 | 289 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $344,132,000 | 196 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $233,000 | 2,575 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $42,910,000 | 201 |
| Held to maturity securities (book value) | $2,287,076,000 | 57 |
| Available-for-sale securities (fair market value) | $688,640,000 | 254 |
| Total debt securities | $2,975,718,000 | 115 |
| Structured notes | ||
| Amortized cost | $2,278,618,000 | 2 |
| Fair value | $2,277,113,000 | 2 |
| Trading account assets | $1,232,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,232,000 | 131 |
| 2024-12-31 | Rank | |
| Total securities | $3,313,978,000 | 104 |
| U.S. Government securities | $368,284,000 | 373 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $368,284,000 | 326 |
| Securities issued by states & political subdivisions | $0 | 3,707 |
| Other domestic debt securities | $2,945,694,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,609,000 | 107 |
| Structured financial products - Total | $2,593,797,000 | 15 |
| Other domestic debt securities - All other | $274,037,000 | 61 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,571,154,000 | 103 |
| Mortgage-backed securities | $389,307,000 | 282 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $344,542,000 | 196 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 2,562 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $44,517,000 | 195 |
| Held to maturity securities (book value) | $2,602,262,000 | 51 |
| Available-for-sale securities (fair market value) | $711,716,000 | 249 |
| Total debt securities | $3,313,977,000 | 102 |
| Structured notes | ||
| Amortized cost | $2,593,653,000 | 2 |
| Fair value | $2,601,597,000 | 2 |
| Trading account assets | $1,489,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $1,489,000 | 131 |
| 2024-09-30 | Rank | |
| Total securities | $3,324,287,000 | 106 |
| U.S. Government securities | $392,384,000 | 356 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $392,384,000 | 312 |
| Securities issued by states & political subdivisions | $0 | 3,746 |
| Other domestic debt securities | $2,931,903,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,330,000 | 95 |
| Structured financial products - Total | $2,557,357,000 | 18 |
| Other domestic debt securities - All other | $290,024,000 | 57 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,373,852,000 | 118 |
| Mortgage-backed securities | $411,554,000 | 277 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $366,820,000 | 192 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,545 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $44,466,000 | 204 |
| Held to maturity securities (book value) | $2,572,651,000 | 54 |
| Available-for-sale securities (fair market value) | $751,636,000 | 240 |
| Total debt securities | $3,324,286,000 | 104 |
| Structured notes | ||
| Amortized cost | $2,557,321,000 | 2 |
| Fair value | $2,562,731,000 | 2 |
| Trading account assets | $1,366,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,366,000 | 133 |
| 2024-06-30 | Rank | |
| Total securities | $2,873,605,000 | 116 |
| U.S. Government securities | $313,458,000 | 426 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $313,458,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 3,770 |
| Other domestic debt securities | $2,560,147,000 | 30 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,623,000 | 96 |
| Structured financial products - Total | $2,181,186,000 | 19 |
| Other domestic debt securities - All other | $294,870,000 | 65 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,158,027,000 | 136 |
| Mortgage-backed securities | $331,698,000 | 310 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $287,671,000 | 218 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 2,496 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $43,744,000 | 199 |
| Held to maturity securities (book value) | $2,174,018,000 | 58 |
| Available-for-sale securities (fair market value) | $699,587,000 | 257 |
| Total debt securities | $2,873,605,000 | 114 |
| Structured notes | ||
| Amortized cost | $2,181,215,000 | 2 |
| Fair value | $2,187,062,000 | 2 |
| Trading account assets | $1,825,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $3,141,733,000 | 107 |
| U.S. Government securities | $326,601,000 | 424 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $326,601,000 | 388 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $2,815,132,000 | 30 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,945,000 | 97 |
| Structured financial products - Total | $2,405,166,000 | 18 |
| Other domestic debt securities - All other | $325,573,000 | 34 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,341,282,000 | 124 |
| Mortgage-backed securities | $340,737,000 | 306 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $296,694,000 | 215 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 2,444 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $43,729,000 | 203 |
| Held to maturity securities (book value) | $2,395,426,000 | 56 |
| Available-for-sale securities (fair market value) | $746,307,000 | 245 |
| Total debt securities | $3,141,733,000 | 105 |
| Structured notes | ||
| Amortized cost | $2,405,100,000 | 2 |
| Fair value | $2,406,673,000 | 2 |
| Trading account assets | $1,955,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,955,000 | 138 |
| 2023-12-31 | Rank | |
| Total securities | $3,332,312,000 | 102 |
| U.S. Government securities | $342,901,000 | 409 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $342,901,000 | 371 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $2,989,411,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,123,000 | 98 |
| Structured financial products - Total | $2,569,757,000 | 19 |
| Other domestic debt securities - All other | $335,160,000 | 36 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,410,423,000 | 123 |
| Mortgage-backed securities | $354,089,000 | 299 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $310,085,000 | 209 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,416 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $43,660,000 | 198 |
| Held to maturity securities (book value) | $2,552,851,000 | 51 |
| Available-for-sale securities (fair market value) | $779,461,000 | 237 |
| Total debt securities | $3,332,311,000 | 100 |
| Structured notes | ||
| Amortized cost | $2,570,395,000 | 2 |
| Fair value | $2,557,862,000 | 2 |
| Trading account assets | $1,894,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $2,266,914,000 | 135 |
| U.S. Government securities | $331,654,000 | 438 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $331,654,000 | 381 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $1,935,260,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,621,000 | 101 |
| Structured financial products - Total | $1,532,778,000 | 23 |
| Other domestic debt securities - All other | $320,158,000 | 39 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,105,806,000 | 133 |
| Mortgage-backed securities | $340,167,000 | 302 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $296,790,000 | 220 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 2,397 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $43,010,000 | 203 |
| Held to maturity securities (book value) | $1,534,119,000 | 68 |
| Available-for-sale securities (fair market value) | $732,795,000 | 253 |
| Total debt securities | $2,266,914,000 | 133 |
| Structured notes | ||
| Amortized cost | $1,533,269,000 | 2 |
| Fair value | $1,513,273,000 | 2 |
| Trading account assets | $2,444,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $2,044,490,000 | 146 |
| U.S. Government securities | $354,414,000 | 408 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $354,414,000 | 367 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $1,690,076,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,542,000 | 134 |
| Structured financial products - Total | $1,306,445,000 | 26 |
| Other domestic debt securities - All other | $317,499,000 | 38 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,058,702,000 | 144 |
| Mortgage-backed securities | $358,772,000 | 297 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $315,426,000 | 213 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 2,362 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $42,909,000 | 205 |
| Held to maturity securities (book value) | $1,299,427,000 | 73 |
| Available-for-sale securities (fair market value) | $745,063,000 | 248 |
| Total debt securities | $2,044,490,000 | 144 |
| Structured notes | ||
| Amortized cost | $1,275,885,000 | 3 |
| Fair value | $1,245,579,000 | 3 |
| Trading account assets | $2,363,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $2,086,428,000 | 151 |
| U.S. Government securities | $369,569,000 | 419 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $369,569,000 | 349 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $1,716,859,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,314,000 | 96 |
| Structured financial products - Total | $1,311,606,000 | 26 |
| Other domestic debt securities - All other | $318,573,000 | 39 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,082,932,000 | 132 |
| Mortgage-backed securities | $371,722,000 | 308 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $327,541,000 | 215 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 2,376 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $43,693,000 | 216 |
| Held to maturity securities (book value) | $1,324,188,000 | 75 |
| Available-for-sale securities (fair market value) | $762,240,000 | 259 |
| Total debt securities | $2,086,428,000 | 147 |
| Structured notes | ||
| Amortized cost | $1,280,874,000 | 3 |
| Fair value | $1,243,463,000 | 3 |
| Trading account assets | $2,184,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $2,093,286,000 | 162 |
| U.S. Government securities | $368,672,000 | 417 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $368,672,000 | 343 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $1,724,614,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,540,000 | 95 |
| Structured financial products - Total | $1,314,892,000 | 26 |
| Other domestic debt securities - All other | $323,229,000 | 42 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,138,629,000 | 103 |
| Mortgage-backed securities | $373,179,000 | 310 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $329,363,000 | 222 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,378 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $43,294,000 | 220 |
| Held to maturity securities (book value) | $1,326,470,000 | 78 |
| Available-for-sale securities (fair market value) | $766,816,000 | 264 |
| Total debt securities | $2,093,284,000 | 158 |
| Structured notes | ||
| Amortized cost | $1,282,930,000 | 3 |
| Fair value | $1,234,471,000 | 3 |
| Trading account assets | $2,487,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $2,095,947,000 | 166 |
| U.S. Government securities | $376,161,000 | 411 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $376,161,000 | 347 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $1,719,786,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,435,000 | 98 |
| Structured financial products - Total | $1,315,220,000 | 23 |
| Other domestic debt securities - All other | $317,677,000 | 44 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $965,016,000 | 115 |
| Mortgage-backed securities | $378,132,000 | 313 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $333,739,000 | 221 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $577,000 | 2,379 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $43,816,000 | 243 |
| Held to maturity securities (book value) | $1,326,821,000 | 79 |
| Available-for-sale securities (fair market value) | $769,126,000 | 261 |
| Total debt securities | $2,095,948,000 | 162 |
| Structured notes | ||
| Amortized cost | $1,283,386,000 | 3 |
| Fair value | $1,219,472,000 | 3 |
| Trading account assets | $2,575,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $2,057,996,000 | 170 |
| U.S. Government securities | $412,010,000 | 395 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $412,010,000 | 334 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $1,645,986,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,539,000 | 103 |
| Structured financial products - Total | $1,138,018,000 | 15 |
| Other domestic debt securities - All other | $420,092,000 | 37 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,125,281,000 | 107 |
| Mortgage-backed securities | $409,275,000 | 305 |
| Certificates of participation in pools of residential mortgages | $363,902,000 | 219 |
| Issued or guaranteed by U.S. | $363,902,000 | 218 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $660,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 2,369 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $44,713,000 | 382 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $44,713,000 | 264 |
| Held to maturity securities (book value) | $1,157,557,000 | 83 |
| Available-for-sale securities (fair market value) | $900,439,000 | 240 |
| Total debt securities | $2,057,996,000 | 166 |
| Structured notes | ||
| Amortized cost | $1,114,018,000 | 3 |
| Fair value | $1,062,442,000 | 3 |
| Trading account assets | $1,877,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $2,131,017,000 | 168 |
| U.S. Government securities | $453,992,000 | 358 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $453,992,000 | 314 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $1,677,025,000 | 39 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,935,000 | 101 |
| Structured financial products - Total | $1,139,310,000 | 13 |
| Other domestic debt securities - All other | $447,790,000 | 37 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,176,416,000 | 100 |
| Mortgage-backed securities | $446,407,000 | 288 |
| Certificates of participation in pools of residential mortgages | $400,209,000 | 211 |
| Issued or guaranteed by U.S. | $400,209,000 | 211 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $756,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $756,000 | 2,333 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $45,442,000 | 387 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $45,442,000 | 269 |
| Held to maturity securities (book value) | $1,159,258,000 | 74 |
| Available-for-sale securities (fair market value) | $971,759,000 | 239 |
| Total debt securities | $2,131,019,000 | 164 |
| Structured notes | ||
| Amortized cost | $1,139,323,000 | 3 |
| Fair value | $1,127,169,000 | 3 |
| Trading account assets | $1,451,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $2,256,026,000 | 163 |
| U.S. Government securities | $512,331,000 | 317 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $512,331,000 | 292 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $1,743,695,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,701,000 | 107 |
| Structured financial products - Total | $1,143,045,000 | 12 |
| Other domestic debt securities - All other | $506,428,000 | 32 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,256,510,000 | 98 |
| Mortgage-backed securities | $496,165,000 | 273 |
| Certificates of participation in pools of residential mortgages | $447,258,000 | 196 |
| Issued or guaranteed by U.S. | $447,258,000 | 195 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $899,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $899,000 | 2,277 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $48,008,000 | 378 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $48,008,000 | 264 |
| Held to maturity securities (book value) | $1,164,746,000 | 64 |
| Available-for-sale securities (fair market value) | $1,091,280,000 | 223 |
| Total debt securities | $2,256,026,000 | 162 |
| Structured notes | ||
| Amortized cost | $1,143,045,000 | 3 |
| Fair value | $1,139,714,000 | 3 |
| Trading account assets | $523,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $2,135,461,000 | 164 |
| U.S. Government securities | $554,843,000 | 297 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $554,843,000 | 281 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $1,580,618,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,473,000 | 109 |
| Structured financial products - Total | $1,122,620,000 | 11 |
| Other domestic debt securities - All other | $363,002,000 | 42 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,107,751,000 | 103 |
| Mortgage-backed securities | $534,097,000 | 259 |
| Certificates of participation in pools of residential mortgages | $483,953,000 | 188 |
| Issued or guaranteed by U.S. | $483,953,000 | 187 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,051,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $1,051,000 | 2,241 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $49,093,000 | 365 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $49,093,000 | 257 |
| Held to maturity securities (book value) | $1,144,093,000 | 58 |
| Available-for-sale securities (fair market value) | $991,368,000 | 233 |
| Total debt securities | $2,135,462,000 | 163 |
| Structured notes | ||
| Amortized cost | $1,122,620,000 | 2 |
| Fair value | $1,121,606,000 | 3 |
| Trading account assets | $341,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $2,248,384,000 | 144 |
| U.S. Government securities | $597,218,000 | 270 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $597,218,000 | 255 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $1,651,166,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,912,000 | 89 |
| Structured financial products - Total | $1,209,003,000 | 8 |
| Other domestic debt securities - All other | $328,379,000 | 46 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,153,247,000 | 101 |
| Mortgage-backed securities | $574,398,000 | 233 |
| Certificates of participation in pools of residential mortgages | $518,664,000 | 169 |
| Issued or guaranteed by U.S. | $518,664,000 | 168 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,299,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $1,299,000 | 2,157 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $54,435,000 | 321 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $54,435,000 | 226 |
| Held to maturity securities (book value) | $1,248,915,000 | 50 |
| Available-for-sale securities (fair market value) | $999,469,000 | 225 |
| Total debt securities | $2,248,386,000 | 143 |
| Structured notes | ||
| Amortized cost | $1,209,003,000 | 2 |
| Fair value | $1,207,789,000 | 2 |
| Trading account assets | $258,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $1,937,635,000 | 152 |
| U.S. Government securities | $582,450,000 | 258 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $582,450,000 | 244 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $1,355,185,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,917,000 | 89 |
| Structured financial products - Total | $898,376,000 | 13 |
| Other domestic debt securities - All other | $343,070,000 | 35 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $983,274,000 | 106 |
| Mortgage-backed securities | $556,859,000 | 226 |
| Certificates of participation in pools of residential mortgages | $492,340,000 | 157 |
| Issued or guaranteed by U.S. | $492,340,000 | 157 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,562,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $1,562,000 | 2,058 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $62,957,000 | 287 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $62,957,000 | 199 |
| Held to maturity securities (book value) | $938,293,000 | 62 |
| Available-for-sale securities (fair market value) | $999,342,000 | 208 |
| Total debt securities | $1,937,635,000 | 150 |
| Structured notes | ||
| Amortized cost | $898,375,000 | 2 |
| Fair value | $896,904,000 | 2 |
| Trading account assets | $489,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $1,413,522,000 | 171 |
| U.S. Government securities | $453,553,000 | 275 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $453,553,000 | 263 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $959,969,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,427,000 | 92 |
| Structured financial products - Total | $721,151,000 | 12 |
| Other domestic debt securities - All other | $149,747,000 | 67 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $818,781,000 | 118 |
| Mortgage-backed securities | $437,768,000 | 240 |
| Certificates of participation in pools of residential mortgages | $386,992,000 | 174 |
| Issued or guaranteed by U.S. | $386,992,000 | 173 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,855,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $1,855,000 | 2,018 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $48,921,000 | 308 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $48,921,000 | 217 |
| Held to maturity securities (book value) | $737,861,000 | 61 |
| Available-for-sale securities (fair market value) | $675,661,000 | 266 |
| Total debt securities | $1,413,522,000 | 168 |
| Structured notes | ||
| Amortized cost | $721,434,000 | 3 |
| Fair value | $719,945,000 | 3 |
| Trading account assets | $190,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $1,173,373,000 | 183 |
| U.S. Government securities | $352,060,000 | 307 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $352,060,000 | 293 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $821,313,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,260,000 | 85 |
| Structured financial products - Total | $545,120,000 | 13 |
| Other domestic debt securities - All other | $161,618,000 | 66 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $737,616,000 | 125 |
| Mortgage-backed securities | $361,456,000 | 262 |
| Certificates of participation in pools of residential mortgages | $305,928,000 | 189 |
| Issued or guaranteed by U.S. | $305,928,000 | 188 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,213,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $2,213,000 | 1,951 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $53,315,000 | 281 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $53,315,000 | 194 |
| Held to maturity securities (book value) | $417,310,000 | 79 |
| Available-for-sale securities (fair market value) | $756,063,000 | 239 |
| Total debt securities | $1,173,374,000 | 181 |
| Structured notes | ||
| Amortized cost | $546,457,000 | 3 |
| Fair value | $539,195,000 | 3 |
| Trading account assets | $343,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $1,203,537,000 | 177 |
| U.S. Government securities | $397,823,000 | 282 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $397,823,000 | 266 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $805,714,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,313,000 | 76 |
| Structured financial products - Total | $542,289,000 | 12 |
| Other domestic debt securities - All other | $141,121,000 | 62 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $628,773,000 | 144 |
| Mortgage-backed securities | $413,144,000 | 237 |
| Certificates of participation in pools of residential mortgages | $349,570,000 | 161 |
| Issued or guaranteed by U.S. | $349,570,000 | 159 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,583,000 | 1,958 |
| CMOs issued by government agencies or sponsored agencies | $2,583,000 | 1,912 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $60,991,000 | 252 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $60,991,000 | 181 |
| Held to maturity securities (book value) | $382,363,000 | 79 |
| Available-for-sale securities (fair market value) | $821,174,000 | 217 |
| Total debt securities | $1,203,537,000 | 174 |
| Structured notes | ||
| Amortized cost | $546,498,000 | 3 |
| Fair value | $530,046,000 | 3 |
| Trading account assets | $346,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $1,236,610,000 | 172 |
| U.S. Government securities | $427,271,000 | 272 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $427,271,000 | 256 |
| Securities issued by states & political subdivisions | $14,679,000 | 1,916 |
| Other domestic debt securities | $794,660,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,326,000 | 68 |
| Structured financial products - Total | $533,495,000 | 13 |
| Other domestic debt securities - All other | $132,957,000 | 60 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $671,220,000 | 132 |
| Mortgage-backed securities | $446,138,000 | 230 |
| Certificates of participation in pools of residential mortgages | $376,329,000 | 149 |
| Issued or guaranteed by U.S. | $376,329,000 | 146 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,927,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $2,927,000 | 1,861 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $66,882,000 | 240 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $66,882,000 | 178 |
| Held to maturity securities (book value) | $382,376,000 | 80 |
| Available-for-sale securities (fair market value) | $854,234,000 | 203 |
| Total debt securities | $1,236,610,000 | 170 |
| Structured notes | ||
| Amortized cost | $533,495,000 | 3 |
| Fair value | $497,501,000 | 3 |
| Trading account assets | $708,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $842,764,000 | 226 |
| U.S. Government securities | $223,062,000 | 437 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $223,062,000 | 414 |
| Securities issued by states & political subdivisions | $21,829,000 | 1,425 |
| Other domestic debt securities | $597,873,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $14,147,000 | 78 |
| Asset backed securities | $61,244,000 | 69 |
| Structured financial products - Total | $473,824,000 | 13 |
| Other domestic debt securities - All other | $48,658,000 | 138 |
| 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 | $226,577,000 | 274 |
| Mortgage-backed securities | $237,209,000 | 339 |
| Certificates of participation in pools of residential mortgages | $219,961,000 | 228 |
| Issued or guaranteed by U.S. | $219,961,000 | 225 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,101,000 | 1,886 |
| CMOs issued by government agencies or sponsored agencies | $3,101,000 | 1,839 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $14,147,000 | 590 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $14,147,000 | 383 |
| Held to maturity securities (book value) | $291,494,000 | 99 |
| Available-for-sale securities (fair market value) | $551,270,000 | 262 |
| Total debt securities | $842,764,000 | 221 |
| Structured notes | ||
| Amortized cost | $474,250,000 | 4 |
| Fair value | $473,667,000 | 4 |
| Trading account assets | $168,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $842,173,000 | 222 |
| U.S. Government securities | $240,752,000 | 410 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $240,752,000 | 395 |
| Securities issued by states & political subdivisions | $29,086,000 | 1,130 |
| Other domestic debt securities | $572,335,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $10,631,000 | 91 |
| Asset backed securities | $61,472,000 | 73 |
| Structured financial products - Total | $452,181,000 | 14 |
| Other domestic debt securities - All other | $48,051,000 | 137 |
| 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 | $233,948,000 | 266 |
| Mortgage-backed securities | $251,383,000 | 320 |
| Certificates of participation in pools of residential mortgages | $237,400,000 | 196 |
| Issued or guaranteed by U.S. | $237,400,000 | 195 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,352,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $3,352,000 | 1,806 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $10,631,000 | 681 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $10,631,000 | 423 |
| Held to maturity securities (book value) | $297,722,000 | 107 |
| Available-for-sale securities (fair market value) | $544,451,000 | 268 |
| Total debt securities | $842,171,000 | 217 |
| Structured notes | ||
| Amortized cost | $452,250,000 | 4 |
| Fair value | $451,915,000 | 4 |
| Trading account assets | $277,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $686,962,000 | 257 |
| U.S. Government securities | $261,863,000 | 389 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $261,863,000 | 370 |
| Securities issued by states & political subdivisions | $40,839,000 | 811 |
| Other domestic debt securities | $384,260,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $61,543,000 | 69 |
| Structured financial products - Total | $274,986,000 | 18 |
| Other domestic debt securities - All other | $47,731,000 | 133 |
| 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 | $142,890,000 | 416 |
| Mortgage-backed securities | $261,863,000 | 309 |
| Certificates of participation in pools of residential mortgages | $246,743,000 | 195 |
| Issued or guaranteed by U.S. | $246,743,000 | 195 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,596,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $3,596,000 | 1,734 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $11,524,000 | 634 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $11,524,000 | 395 |
| Held to maturity securities (book value) | $367,031,000 | 96 |
| Available-for-sale securities (fair market value) | $319,931,000 | 395 |
| Total debt securities | $686,961,000 | 253 |
| Structured notes | ||
| Amortized cost | $336,623,000 | 7 |
| Fair value | $340,480,000 | 7 |
| Trading account assets | $166,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $720,742,000 | 250 |
| U.S. Government securities | $280,405,000 | 366 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $280,405,000 | 346 |
| Securities issued by states & political subdivisions | $46,301,000 | 749 |
| Other domestic debt securities | $394,036,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $347,140,000 | 15 |
| Other domestic debt securities - All other | $46,896,000 | 129 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $280,405,000 | 292 |
| Certificates of participation in pools of residential mortgages | $264,500,000 | 190 |
| Issued or guaranteed by U.S. | $264,500,000 | 190 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,795,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $3,795,000 | 1,713 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $12,110,000 | 581 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $12,110,000 | 348 |
| Held to maturity securities (book value) | $384,772,000 | 93 |
| Available-for-sale securities (fair market value) | $335,970,000 | 384 |
| Total debt securities | $720,742,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $197,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $211,259,000 | 659 |
| U.S. Government securities | $11,309,000 | 3,422 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,309,000 | 3,266 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $199,950,000 | 95 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $199,950,000 | 35 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $11,309,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $6,270,000 | 2,432 |
| Issued or guaranteed by U.S. | $6,270,000 | 2,397 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,866,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $3,866,000 | 1,709 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,173,000 | 1,386 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,173,000 | 804 |
| Held to maturity securities (book value) | $112,450,000 | 224 |
| Available-for-sale securities (fair market value) | $98,809,000 | 1,181 |
| Total debt securities | $211,259,000 | 653 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $371,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $12,178,000 | 4,167 |
| U.S. Government securities | $11,963,000 | 3,401 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,963,000 | 3,247 |
| Securities issued by states & political subdivisions | $215,000 | 4,445 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $11,963,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $6,703,000 | 2,401 |
| Issued or guaranteed by U.S. | $6,703,000 | 2,390 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,260,000 | 1,523 |
| CMOs issued by government agencies or sponsored agencies | $5,260,000 | 1,476 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,178,000 | 3,895 |
| Total debt securities | $12,178,000 | 4,144 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $689,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $52,445,000 | 2,170 |
| U.S. Government securities | $41,909,000 | 1,703 |
| U.S. Treasury securities | $6,379,000 | 551 |
| U.S. Government agency obligations | $35,530,000 | 1,819 |
| Securities issued by states & political subdivisions | $572,000 | 4,323 |
| Other domestic debt securities | $9,964,000 | 667 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $9,964,000 | 416 |
| 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 | $823,000 | 4,425 |
| Mortgage-backed securities | $12,865,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $7,259,000 | 2,364 |
| Issued or guaranteed by U.S. | $7,259,000 | 2,250 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,413,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $4,413,000 | 1,604 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,193,000 | 1,331 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,193,000 | 784 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $52,445,000 | 1,989 |
| Total debt securities | $52,445,000 | 2,149 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $604,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $53,428,000 | 2,164 |
| U.S. Government securities | $42,889,000 | 1,713 |
| U.S. Treasury securities | $6,390,000 | 536 |
| U.S. Government agency obligations | $36,499,000 | 1,844 |
| Securities issued by states & political subdivisions | $574,000 | 4,368 |
| Other domestic debt securities | $9,965,000 | 586 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $9,965,000 | 425 |
| 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 | $897,000 | 4,470 |
| Mortgage-backed securities | $13,819,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $7,833,000 | 2,324 |
| Issued or guaranteed by U.S. | $7,833,000 | 2,321 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,748,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $4,748,000 | 1,546 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,238,000 | 1,169 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,238,000 | 763 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $53,428,000 | 1,981 |
| Total debt securities | $53,428,000 | 2,143 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $498,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $54,719,000 | 2,157 |
| U.S. Government securities | $44,081,000 | 1,700 |
| U.S. Treasury securities | $6,435,000 | 504 |
| U.S. Government agency obligations | $37,646,000 | 1,800 |
| Securities issued by states & political subdivisions | $577,000 | 4,436 |
| Other domestic debt securities | $10,061,000 | 581 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $10,061,000 | 422 |
| Foreign debt securities | $0 | 316 |
| 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 | $975,000 | 4,519 |
| Mortgage-backed securities | $14,847,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $8,492,000 | 2,286 |
| Issued or guaranteed by U.S. | $8,492,000 | 2,284 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,088,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $5,088,000 | 1,491 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,267,000 | 1,147 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,267,000 | 739 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $54,719,000 | 1,979 |
| Total debt securities | $54,719,000 | 2,138 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $230,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $51,628,000 | 2,273 |
| U.S. Government securities | $40,906,000 | 1,797 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $40,906,000 | 1,721 |
| Securities issued by states & political subdivisions | $581,000 | 4,481 |
| Other domestic debt securities | $10,141,000 | 578 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $10,141,000 | 431 |
| Foreign debt securities | $0 | 334 |
| 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 | $1,045,000 | 4,525 |
| Mortgage-backed securities | $15,938,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $9,116,000 | 2,257 |
| Issued or guaranteed by U.S. | $9,116,000 | 2,256 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,525,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $5,525,000 | 1,436 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,297,000 | 1,133 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,297,000 | 726 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $51,628,000 | 2,085 |
| Total debt securities | $51,628,000 | 2,252 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $160,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $50,982,000 | 2,321 |
| U.S. Government securities | $39,488,000 | 1,886 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $39,488,000 | 1,803 |
| Securities issued by states & political subdivisions | $1,335,000 | 4,260 |
| Other domestic debt securities | $10,159,000 | 589 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $10,159,000 | 437 |
| 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 | $1,130,000 | 4,537 |
| Mortgage-backed securities | $16,986,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $9,702,000 | 2,230 |
| Issued or guaranteed by U.S. | $9,702,000 | 2,229 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,979,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $5,979,000 | 1,396 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,305,000 | 1,101 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,305,000 | 697 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $50,982,000 | 2,129 |
| Total debt securities | $50,982,000 | 2,301 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $164,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $53,317,000 | 2,283 |
| U.S. Government securities | $41,375,000 | 1,860 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $41,375,000 | 1,777 |
| Securities issued by states & political subdivisions | $1,782,000 | 4,176 |
| Other domestic debt securities | $10,160,000 | 600 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $10,160,000 | 439 |
| 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 | $1,651,000 | 4,452 |
| Mortgage-backed securities | $17,888,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | $10,292,000 | 2,209 |
| Issued or guaranteed by U.S. | $10,292,000 | 2,209 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,303,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $6,303,000 | 1,365 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,293,000 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,293,000 | 687 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $53,317,000 | 2,092 |
| Total debt securities | $53,317,000 | 2,259 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $188,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $54,204,000 | 2,244 |
| U.S. Government securities | $42,285,000 | 1,815 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $42,285,000 | 1,724 |
| Securities issued by states & political subdivisions | $1,787,000 | 4,207 |
| Other domestic debt securities | $10,132,000 | 591 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $10,132,000 | 424 |
| 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 | $1,766,000 | 4,465 |
| Mortgage-backed securities | $18,818,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $10,808,000 | 2,176 |
| Issued or guaranteed by U.S. | $10,808,000 | 2,175 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,702,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $6,702,000 | 1,302 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,308,000 | 1,033 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,308,000 | 663 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $54,204,000 | 2,059 |
| Total debt securities | $54,204,000 | 2,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $208,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $208,000 | 133 |
| Revaluation losses on off-balance sheet contracts | $208,000 | 133 |
| 2016-09-30 | Rank | |
| Total securities | $55,131,000 | 2,199 |
| U.S. Government securities | $42,587,000 | 1,802 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $42,587,000 | 1,717 |
| Securities issued by states & political subdivisions | $2,236,000 | 4,103 |
| Other domestic debt securities | $10,308,000 | 577 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $10,308,000 | 426 |
| 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 | $1,989,000 | 4,477 |
| Mortgage-backed securities | $20,728,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $11,915,000 | 2,093 |
| Issued or guaranteed by U.S. | $11,915,000 | 2,093 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,442,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $7,442,000 | 1,257 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,371,000 | 977 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,371,000 | 635 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $55,131,000 | 2,016 |
| Total debt securities | $55,131,000 | 2,174 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $945,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $946,000 | 123 |
| Revaluation losses on off-balance sheet contracts | $945,000 | 121 |
| 2016-06-30 | Rank | |
| Total securities | $62,541,000 | 2,050 |
| U.S. Government securities | $49,974,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $49,974,000 | 1,547 |
| Securities issued by states & political subdivisions | $2,250,000 | 4,125 |
| Other domestic debt securities | $10,317,000 | 588 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $10,317,000 | 425 |
| 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 | $10,404,000 | 2,982 |
| Mortgage-backed securities | $22,008,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $12,647,000 | 2,052 |
| Issued or guaranteed by U.S. | $12,647,000 | 2,048 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,965,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $7,965,000 | 1,241 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,396,000 | 920 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,396,000 | 628 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $62,541,000 | 1,856 |
| Total debt securities | $62,541,000 | 2,025 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $1,136,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $1,136,000 | 122 |
| Revaluation losses on off-balance sheet contracts | $1,136,000 | 119 |
| 2016-03-31 | Rank | |
| Total securities | $66,161,000 | 2,005 |
| U.S. Government securities | $53,209,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $53,209,000 | 1,515 |
| Securities issued by states & political subdivisions | $2,707,000 | 4,036 |
| Other domestic debt securities | $10,245,000 | 595 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $10,245,000 | 425 |
| 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 | $7,154,000 | 3,474 |
| Mortgage-backed securities | $23,263,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $13,336,000 | 2,004 |
| Issued or guaranteed by U.S. | $13,336,000 | 2,002 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,523,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $8,523,000 | 1,217 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,404,000 | 903 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,404,000 | 605 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $66,161,000 | 1,811 |
| Total debt securities | $66,161,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $832,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $832,000 | 120 |
| Revaluation losses on off-balance sheet contracts | $832,000 | 121 |
| 2015-12-31 | Rank | |
| Total securities | $75,040,000 | 1,820 |
| U.S. Government securities | $61,817,000 | 1,426 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $61,817,000 | 1,354 |
| Securities issued by states & political subdivisions | $3,085,000 | 3,980 |
| Other domestic debt securities | $10,138,000 | 590 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $10,138,000 | 413 |
| 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 | $7,931,000 | 3,407 |
| Mortgage-backed securities | $24,185,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $13,880,000 | 1,971 |
| Issued or guaranteed by U.S. | $13,880,000 | 1,969 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,898,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $8,898,000 | 1,196 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,407,000 | 863 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,407,000 | 560 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $75,040,000 | 1,643 |
| Total debt securities | $75,040,000 | 1,795 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $427,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $427,000 | 123 |
| Revaluation losses on off-balance sheet contracts | $427,000 | 125 |
| 2015-09-30 | Rank | |
| Total securities | $71,971,000 | 1,883 |
| U.S. Government securities | $57,625,000 | 1,514 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $57,625,000 | 1,449 |
| Securities issued by states & political subdivisions | $4,126,000 | 3,791 |
| Other domestic debt securities | $10,220,000 | 592 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $10,220,000 | 419 |
| 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 | $4,097,000 | 4,142 |
| Mortgage-backed securities | $22,557,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $14,768,000 | 1,905 |
| Issued or guaranteed by U.S. | $14,768,000 | 1,904 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,789,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $7,789,000 | 1,302 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $71,971,000 | 1,705 |
| Total debt securities | $71,971,000 | 1,857 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $695,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $695,000 | 126 |
| Revaluation losses on off-balance sheet contracts | $695,000 | 124 |
| 2015-06-30 | Rank | |
| Total securities | $68,146,000 | 2,018 |
| U.S. Government securities | $53,676,000 | 1,659 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $53,676,000 | 1,588 |
| Securities issued by states & political subdivisions | $4,345,000 | 3,754 |
| Other domestic debt securities | $10,125,000 | 587 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $10,125,000 | 406 |
| 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 | $4,246,000 | 4,168 |
| Mortgage-backed securities | $23,722,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $15,370,000 | 1,918 |
| Issued or guaranteed by U.S. | $15,370,000 | 1,918 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,352,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $8,352,000 | 1,310 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $68,146,000 | 1,827 |
| Total debt securities | $68,146,000 | 1,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $395,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $395,000 | 125 |
| Revaluation losses on off-balance sheet contracts | $395,000 | 126 |
| 2015-03-31 | Rank | |
| Total securities | $75,401,000 | 1,854 |
| U.S. Government securities | $60,751,000 | 1,503 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $60,751,000 | 1,442 |
| Securities issued by states & political subdivisions | $4,372,000 | 3,744 |
| Other domestic debt securities | $10,278,000 | 573 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $10,278,000 | 398 |
| 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 | $10,892,000 | 3,085 |
| Mortgage-backed securities | $25,541,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $16,501,000 | 1,873 |
| Issued or guaranteed by U.S. | $16,501,000 | 1,873 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,040,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $9,040,000 | 1,300 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $75,401,000 | 1,677 |
| Total debt securities | $75,401,000 | 1,837 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $759,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $759,000 | 118 |
| Revaluation losses on off-balance sheet contracts | $759,000 | 118 |
| 2014-12-31 | Rank | |
| Total securities | $81,005,000 | 1,752 |
| U.S. Government securities | $66,468,000 | 1,408 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $66,468,000 | 1,349 |
| Securities issued by states & political subdivisions | $4,416,000 | 3,783 |
| Other domestic debt securities | $10,121,000 | 587 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $10,121,000 | 404 |
| 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 | $11,324,000 | 3,041 |
| Mortgage-backed securities | $26,725,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $17,150,000 | 1,866 |
| Issued or guaranteed by U.S. | $17,150,000 | 1,864 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,575,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $9,575,000 | 1,293 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $81,005,000 | 1,571 |
| Total debt securities | $81,005,000 | 1,733 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $433,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $433,000 | 121 |
| Revaluation losses on off-balance sheet contracts | $433,000 | 123 |
| 2014-09-30 | Rank | |
| Total securities | $53,010,000 | 2,531 |
| U.S. Government securities | $48,563,000 | 1,908 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $48,563,000 | 1,837 |
| Securities issued by states & political subdivisions | $4,447,000 | 3,816 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| 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 | $7,787,000 | 3,603 |
| Mortgage-backed securities | $28,644,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | $17,757,000 | 1,890 |
| Issued or guaranteed by U.S. | $17,757,000 | 1,889 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,887,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $10,887,000 | 1,223 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $53,010,000 | 2,292 |
| Total debt securities | $53,010,000 | 2,510 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $281,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $281,000 | 125 |
| Revaluation losses on off-balance sheet contracts | $281,000 | 125 |
| 2014-06-30 | Rank | |
| Total securities | $50,578,000 | 2,645 |
| U.S. Government securities | $46,087,000 | 2,006 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $46,087,000 | 1,934 |
| Securities issued by states & political subdivisions | $4,491,000 | 3,839 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $9,034,000 | 3,403 |
| Mortgage-backed securities | $31,060,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $18,747,000 | 1,853 |
| Issued or guaranteed by U.S. | $18,747,000 | 1,852 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,313,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $12,313,000 | 1,151 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $50,578,000 | 2,414 |
| Total debt securities | $50,578,000 | 2,619 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $392,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $392,000 | 117 |
| Revaluation losses on off-balance sheet contracts | $392,000 | 116 |
| 2014-03-31 | Rank | |
| Total securities | $52,183,000 | 2,601 |
| U.S. Government securities | $47,680,000 | 1,971 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $47,680,000 | 1,912 |
| Securities issued by states & political subdivisions | $4,503,000 | 3,854 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| 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 | $8,536,000 | 3,512 |
| Mortgage-backed securities | $32,679,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $19,451,000 | 1,796 |
| Issued or guaranteed by U.S. | $19,451,000 | 1,795 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,228,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $13,228,000 | 1,115 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $52,183,000 | 2,369 |
| Total debt securities | $52,183,000 | 2,579 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $402,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $402,000 | 113 |
| Revaluation losses on off-balance sheet contracts | $402,000 | 113 |
| 2013-12-31 | Rank | |
| Total securities | $53,774,000 | 2,531 |
| U.S. Government securities | $49,054,000 | 1,901 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $49,054,000 | 1,850 |
| Securities issued by states & political subdivisions | $4,720,000 | 3,829 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| 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 | $8,680,000 | 3,479 |
| Mortgage-backed securities | $38,993,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $20,040,000 | 1,761 |
| Issued or guaranteed by U.S. | $20,040,000 | 1,760 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $18,953,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $18,953,000 | 891 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $53,774,000 | 2,302 |
| Total debt securities | $53,774,000 | 2,507 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $646,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $646,000 | 111 |
| Revaluation losses on off-balance sheet contracts | $646,000 | 109 |
| 2013-09-30 | Rank | |
| Total securities | $55,053,000 | 2,500 |
| U.S. Government securities | $51,256,000 | 1,843 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $51,256,000 | 1,791 |
| Securities issued by states & political subdivisions | $3,797,000 | 4,056 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| 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 | $8,426,000 | 3,544 |
| Mortgage-backed securities | $41,174,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $20,901,000 | 1,725 |
| Issued or guaranteed by U.S. | $20,901,000 | 1,722 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $20,273,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $20,273,000 | 878 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $55,053,000 | 2,265 |
| Total debt securities | $55,053,000 | 2,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $360,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $360,000 | 113 |
| Revaluation losses on off-balance sheet contracts | $360,000 | 116 |
| 2013-06-30 | Rank | |
| Total securities | $52,027,000 | 2,600 |
| U.S. Government securities | $51,273,000 | 1,828 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $51,273,000 | 1,776 |
| Securities issued by states & political subdivisions | $754,000 | 5,073 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| 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 | $9,669,000 | 3,318 |
| Mortgage-backed securities | $41,179,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $19,100,000 | 1,844 |
| Issued or guaranteed by U.S. | $19,100,000 | 1,842 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,031,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $22,031,000 | 841 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $48,000 | 858 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $48,000 | 447 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $52,027,000 | 2,365 |
| Total debt securities | $52,027,000 | 2,575 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $400,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $400,000 | 109 |
| Revaluation losses on off-balance sheet contracts | $400,000 | 107 |
| 2013-03-31 | Rank | |
| Total securities | $52,694,000 | 2,601 |
| U.S. Government securities | $52,323,000 | 1,828 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $52,323,000 | 1,778 |
| Securities issued by states & political subdivisions | $371,000 | 5,312 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| 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 | $10,447,000 | 3,238 |
| Mortgage-backed securities | $42,011,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $17,667,000 | 1,962 |
| Issued or guaranteed by U.S. | $17,667,000 | 1,962 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $24,259,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $24,259,000 | 827 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $85,000 | 758 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $85,000 | 369 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $52,694,000 | 2,396 |
| Total debt securities | $52,694,000 | 2,578 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $661,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $661,000 | 101 |
| Revaluation losses on off-balance sheet contracts | $661,000 | 101 |
| 2012-12-31 | Rank | |
| Total securities | $38,966,000 | 3,158 |
| U.S. Government securities | $38,561,000 | 2,293 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $38,561,000 | 2,234 |
| Securities issued by states & political subdivisions | $405,000 | 5,328 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| 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 | $10,811,000 | 3,179 |
| Mortgage-backed securities | $28,208,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $5,152,000 | 3,490 |
| Issued or guaranteed by U.S. | $5,152,000 | 3,489 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $22,908,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $22,908,000 | 856 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $148,000 | 631 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $148,000 | 297 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $38,966,000 | 2,922 |
| Total debt securities | $38,966,000 | 3,130 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $746,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $746,000 | 94 |
| Revaluation losses on off-balance sheet contracts | $746,000 | 93 |
| 2012-09-30 | Rank | |
| Total securities | $54,990,000 | 2,484 |
| U.S. Government securities | $54,584,000 | 1,770 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $54,584,000 | 1,729 |
| Securities issued by states & political subdivisions | $406,000 | 5,384 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| 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 | $9,369,000 | 3,435 |
| Mortgage-backed securities | $44,182,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $11,395,000 | 2,619 |
| Issued or guaranteed by U.S. | $11,395,000 | 2,617 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $32,611,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $32,611,000 | 702 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $176,000 | 600 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $176,000 | 289 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $54,990,000 | 2,273 |
| Total debt securities | $54,990,000 | 2,462 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $556,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $556,000 | 96 |
| Revaluation losses on off-balance sheet contracts | $556,000 | 98 |
| 2012-06-30 | Rank | |
| Total securities | $51,655,000 | 2,607 |
| U.S. Government securities | $51,218,000 | 1,877 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $51,218,000 | 1,832 |
| Securities issued by states & political subdivisions | $437,000 | 5,366 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| 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 | $8,637,000 | 3,602 |
| Mortgage-backed securities | $40,877,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $12,351,000 | 2,547 |
| Issued or guaranteed by U.S. | $12,351,000 | 2,544 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $28,324,000 | 851 |
| CMOs issued by government agencies or sponsored agencies | $28,324,000 | 792 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $202,000 | 561 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $202,000 | 265 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $51,655,000 | 2,396 |
| Total debt securities | $51,655,000 | 2,585 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $194,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $194,000 | 100 |
| Revaluation losses on off-balance sheet contracts | $194,000 | 108 |
| 2012-03-31 | Rank | |
| Total securities | $48,787,000 | 2,719 |
| U.S. Government securities | $48,349,000 | 2,016 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $48,349,000 | 1,968 |
| Securities issued by states & political subdivisions | $438,000 | 5,354 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| 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 | $1,548,000 | 5,524 |
| Mortgage-backed securities | $37,754,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $13,418,000 | 2,421 |
| Issued or guaranteed by U.S. | $13,418,000 | 2,417 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $24,070,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $24,070,000 | 905 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $266,000 | 509 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $266,000 | 238 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $48,787,000 | 2,490 |
| Total debt securities | $48,787,000 | 2,699 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $49,178,000 | 2,624 |
| U.S. Government securities | $48,671,000 | 1,940 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $48,671,000 | 1,889 |
| Securities issued by states & political subdivisions | $507,000 | 5,293 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| 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 | $2,515,000 | 4,935 |
| Mortgage-backed securities | $40,090,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $13,391,000 | 2,325 |
| Issued or guaranteed by U.S. | $13,391,000 | 2,321 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $26,416,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $26,416,000 | 800 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $283,000 | 437 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $283,000 | 192 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $49,178,000 | 2,385 |
| Total debt securities | $49,178,000 | 2,604 |
| Structured notes | ||
| Amortized cost | $638,000 | 2,504 |
| Fair value | $643,000 | 2,502 |
| 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 | $50,109,000 | 2,523 |
| U.S. Government securities | $49,601,000 | 1,846 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $49,601,000 | 1,798 |
| Securities issued by states & political subdivisions | $508,000 | 5,284 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,939,000 | 4,812 |
| Mortgage-backed securities | $43,989,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $15,953,000 | 2,034 |
| Issued or guaranteed by U.S. | $15,953,000 | 2,028 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $27,751,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $27,751,000 | 738 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $285,000 | 389 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $285,000 | 162 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $50,109,000 | 2,290 |
| Total debt securities | $50,109,000 | 2,501 |
| Structured notes | ||
| Amortized cost | $682,000 | 2,567 |
| Fair value | $693,000 | 2,564 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $51,003,000 | 2,513 |
| U.S. Government securities | $50,464,000 | 1,837 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $50,464,000 | 1,788 |
| Securities issued by states & political subdivisions | $539,000 | 5,228 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,400,000 | 4,714 |
| Mortgage-backed securities | $47,238,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $18,807,000 | 1,753 |
| Issued or guaranteed by U.S. | $18,807,000 | 1,750 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $28,145,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $28,145,000 | 727 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $286,000 | 377 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $286,000 | 143 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $51,003,000 | 2,277 |
| Total debt securities | $51,003,000 | 2,490 |
| Structured notes | ||
| Amortized cost | $712,000 | 2,726 |
| Fair value | $728,000 | 2,723 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $74,570,000 | 1,800 |
| U.S. Government securities | $73,981,000 | 1,344 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $73,981,000 | 1,291 |
| Securities issued by states & political subdivisions | $589,000 | 5,191 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,143,000 | 4,187 |
| Mortgage-backed securities | $69,209,000 | 922 |
| Certificates of participation in pools of residential mortgages | $21,260,000 | 1,559 |
| Issued or guaranteed by U.S. | $21,260,000 | 1,555 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $47,665,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $47,665,000 | 503 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $284,000 | 366 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $284,000 | 139 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $74,570,000 | 1,632 |
| Total debt securities | $74,570,000 | 1,782 |
| Structured notes | ||
| Amortized cost | $4,747,000 | 1,286 |
| Fair value | $4,772,000 | 1,278 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $72,894,000 | 1,756 |
| U.S. Government securities | $71,990,000 | 1,303 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $71,990,000 | 1,246 |
| Securities issued by states & political subdivisions | $616,000 | 5,187 |
| Other domestic debt securities | $288,000 | 2,674 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $288,000 | 334 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,368,000 | 4,094 |
| Mortgage-backed securities | $67,436,000 | 903 |
| Certificates of participation in pools of residential mortgages | $22,884,000 | 1,425 |
| Issued or guaranteed by U.S. | $22,884,000 | 1,419 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $44,264,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $44,264,000 | 503 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $288,000 | 334 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $288,000 | 109 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $72,894,000 | 1,590 |
| Total debt securities | $72,895,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $4,817,000 | 1,176 |
| Fair value | $4,842,000 | 1,167 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $53,595,000 | 2,250 |
| U.S. Government securities | $52,986,000 | 1,655 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $52,986,000 | 1,592 |
| Securities issued by states & political subdivisions | $609,000 | 5,128 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,113,000 | 3,720 |
| Mortgage-backed securities | $46,808,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $19,429,000 | 1,566 |
| Issued or guaranteed by U.S. | $19,429,000 | 1,563 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,379,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $27,379,000 | 703 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $53,595,000 | 2,017 |
| Total debt securities | $53,595,000 | 2,222 |
| Structured notes | ||
| Amortized cost | $4,910,000 | 1,169 |
| Fair value | $4,963,000 | 1,168 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $46,122,000 | 2,539 |
| U.S. Government securities | $45,488,000 | 1,914 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $45,488,000 | 1,846 |
| Securities issued by states & political subdivisions | $634,000 | 5,088 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,718,000 | 3,870 |
| Mortgage-backed securities | $43,257,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $15,602,000 | 1,851 |
| Issued or guaranteed by U.S. | $15,602,000 | 1,844 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $27,655,000 | 791 |
| CMOs issued by government agencies or sponsored agencies | $27,655,000 | 659 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $46,122,000 | 2,268 |
| Total debt securities | $46,122,000 | 2,508 |
| Structured notes | ||
| Amortized cost | $936,000 | 2,680 |
| Fair value | $1,001,000 | 2,607 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $64,366,000 | 1,953 |
| U.S. Government securities | $63,699,000 | 1,445 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $63,699,000 | 1,388 |
| Securities issued by states & political subdivisions | $667,000 | 5,082 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,696,000 | 3,556 |
| Mortgage-backed securities | $54,425,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $21,084,000 | 1,564 |
| Issued or guaranteed by U.S. | $21,084,000 | 1,560 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $33,341,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $33,341,000 | 573 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $64,366,000 | 1,743 |
| Total debt securities | $64,366,000 | 1,924 |
| Structured notes | ||
| Amortized cost | $5,478,000 | 910 |
| Fair value | $5,532,000 | 890 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $68,161,000 | 1,832 |
| U.S. Government securities | $66,337,000 | 1,351 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $66,337,000 | 1,304 |
| Securities issued by states & political subdivisions | $1,202,000 | 4,754 |
| Other domestic debt securities | $622,000 | 2,552 |
| Privately issued residential mortgage-backed securities | $622,000 | 1,223 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,954,000 | 3,347 |
| Mortgage-backed securities | $57,155,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $22,421,000 | 1,542 |
| Issued or guaranteed by U.S. | $22,421,000 | 1,535 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $34,734,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $34,112,000 | 530 |
| Privately issued | $622,000 | 1,171 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $68,161,000 | 1,624 |
| Total debt securities | $68,162,000 | 1,810 |
| Structured notes | ||
| Amortized cost | $5,545,000 | 729 |
| Fair value | $5,546,000 | 726 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $37,036,000 | 3,026 |
| U.S. Government securities | $35,178,000 | 2,347 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $35,178,000 | 2,284 |
| Securities issued by states & political subdivisions | $1,205,000 | 4,789 |
| Other domestic debt securities | $653,000 | 2,636 |
| Privately issued residential mortgage-backed securities | $653,000 | 1,274 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,621,000 | 3,257 |
| Mortgage-backed securities | $32,436,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $16,959,000 | 1,952 |
| Issued or guaranteed by U.S. | $16,959,000 | 1,944 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,477,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $14,824,000 | 889 |
| Privately issued | $653,000 | 1,219 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $37,036,000 | 2,702 |
| Total debt securities | $37,036,000 | 3,000 |
| Structured notes | ||
| Amortized cost | $1,093,000 | 1,488 |
| Fair value | $1,117,000 | 1,479 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $28,917,000 | 3,535 |
| U.S. Government securities | $26,963,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $26,963,000 | 2,769 |
| Securities issued by states & political subdivisions | $1,231,000 | 4,769 |
| Other domestic debt securities | $723,000 | 2,623 |
| Privately issued residential mortgage-backed securities | $723,000 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,600,000 | 2,973 |
| Mortgage-backed securities | $23,230,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $14,043,000 | 2,239 |
| Issued or guaranteed by U.S. | $14,043,000 | 2,231 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $9,187,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $8,464,000 | 1,194 |
| Privately issued | $723,000 | 1,219 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $28,917,000 | 3,169 |
| Total debt securities | $28,918,000 | 3,496 |
| Structured notes | ||
| Amortized cost | $1,162,000 | 1,065 |
| Fair value | $1,162,000 | 1,066 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $23,741,000 | 4,013 |
| U.S. Government securities | $21,310,000 | 3,384 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,310,000 | 3,318 |
| Securities issued by states & political subdivisions | $1,235,000 | 4,683 |
| Other domestic debt securities | $1,196,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $1,196,000 | 1,174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,215,000 | 2,813 |
| Mortgage-backed securities | $19,209,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | $10,331,000 | 2,726 |
| Issued or guaranteed by U.S. | $10,331,000 | 2,707 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,878,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $7,682,000 | 1,232 |
| Privately issued | $1,196,000 | 1,120 |
| 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) | $23,741,000 | 3,605 |
| Total debt securities | $23,741,000 | 3,982 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $22,427,000 | 4,158 |
| U.S. Government securities | $19,618,000 | 3,616 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,618,000 | 3,540 |
| Securities issued by states & political subdivisions | $1,292,000 | 4,618 |
| Other domestic debt securities | $1,517,000 | 2,010 |
| Privately issued residential mortgage-backed securities | $1,517,000 | 1,053 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,931,000 | 2,756 |
| Mortgage-backed securities | $18,813,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $9,274,000 | 2,830 |
| Issued or guaranteed by U.S. | $9,274,000 | 2,814 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,539,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $8,022,000 | 1,168 |
| Privately issued | $1,517,000 | 1,010 |
| 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 | 3,539 |
| Available-for-sale securities (fair market value) | $22,427,000 | 3,717 |
| Total debt securities | $22,427,000 | 4,118 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $16,696,000 | 4,830 |
| U.S. Government securities | $13,406,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,406,000 | 4,388 |
| Securities issued by states & political subdivisions | $1,640,000 | 4,395 |
| Other domestic debt securities | $1,650,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $1,650,000 | 1,021 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,362,000 | 2,698 |
| Mortgage-backed securities | $12,781,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $2,885,000 | 4,326 |
| Issued or guaranteed by U.S. | $2,885,000 | 4,314 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,896,000 | 1,275 |
| CMOs issued by government agencies or sponsored agencies | $8,246,000 | 1,100 |
| Privately issued | $1,650,000 | 979 |
| 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 | 3,569 |
| Available-for-sale securities (fair market value) | $16,696,000 | 4,334 |
| Total debt securities | $16,696,000 | 4,791 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $17,232,000 | 4,795 |
| U.S. Government securities | $13,766,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,766,000 | 4,355 |
| Securities issued by states & political subdivisions | $1,666,000 | 4,422 |
| Other domestic debt securities | $1,800,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $1,800,000 | 980 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,566,000 | 2,630 |
| Mortgage-backed securities | $13,310,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $3,027,000 | 4,274 |
| Issued or guaranteed by U.S. | $3,027,000 | 4,258 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,283,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $8,483,000 | 1,087 |
| Privately issued | $1,800,000 | 932 |
| 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) | $17,232,000 | 4,318 |
| Total debt securities | $17,232,000 | 4,738 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $15,002,000 | 5,114 |
| U.S. Government securities | $12,531,000 | 4,645 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,531,000 | 4,561 |
| Securities issued by states & political subdivisions | $2,471,000 | 4,024 |
| 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 | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,531,000 | 2,974 |
| Mortgage-backed securities | $10,208,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $5,756,000 | 3,345 |
| Issued or guaranteed by U.S. | $5,756,000 | 3,327 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,452,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $4,452,000 | 1,471 |
| 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) | $15,002,000 | 4,628 |
| Total debt securities | $15,002,000 | 5,055 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $15,577,000 | 5,066 |
| U.S. Government securities | $13,084,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,084,000 | 4,555 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,024 |
| 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 | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,084,000 | 2,918 |
| Mortgage-backed securities | $10,815,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $6,310,000 | 2,913 |
| Issued or guaranteed by U.S. | $6,310,000 | 2,898 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,505,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $4,505,000 | 1,406 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $15,577,000 | 4,526 |
| Total debt securities | $15,578,000 | 5,018 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $16,912,000 | 4,903 |
| U.S. Government securities | $14,432,000 | 4,486 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,432,000 | 4,387 |
| Securities issued by states & political subdivisions | $2,480,000 | 4,027 |
| 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 | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,432,000 | 2,735 |
| Mortgage-backed securities | $11,208,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $6,598,000 | 2,688 |
| Issued or guaranteed by U.S. | $6,598,000 | 2,675 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,610,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $4,610,000 | 1,355 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $16,912,000 | 4,342 |
| Total debt securities | $16,912,000 | 4,854 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $6,831,000 | 6,780 |
| U.S. Government securities | $4,382,000 | 6,891 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,382,000 | 6,766 |
| Securities issued by states & political subdivisions | $2,449,000 | 4,041 |
| 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 | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,382,000 | 4,773 |
| Mortgage-backed securities | $3,389,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $772,000 | 4,994 |
| Issued or guaranteed by U.S. | $772,000 | 4,979 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,617,000 | 1,970 |
| CMOs issued by government agencies or sponsored agencies | $2,617,000 | 1,689 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,831,000 | 6,126 |
| Total debt securities | $6,831,000 | 6,726 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $6,805,000 | 6,825 |
| U.S. Government securities | $4,640,000 | 6,871 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,640,000 | 6,737 |
| Securities issued by states & political subdivisions | $2,165,000 | 4,185 |
| 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 | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,461,000 | 4,745 |
| Mortgage-backed securities | $3,651,000 | 4,047 |
| Certificates of participation in pools of residential mortgages | $843,000 | 4,957 |
| Issued or guaranteed by U.S. | $843,000 | 4,939 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,808,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $2,808,000 | 1,635 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $6,805,000 | 6,158 |
| Total debt securities | $6,805,000 | 6,775 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $6,509,000 | 6,913 |
| U.S. Government securities | $4,843,000 | 6,856 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,843,000 | 6,731 |
| Securities issued by states & political subdivisions | $1,666,000 | 4,493 |
| 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 | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,843,000 | 4,643 |
| Mortgage-backed securities | $3,857,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $913,000 | 4,885 |
| Issued or guaranteed by U.S. | $913,000 | 4,868 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,944,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $2,944,000 | 1,621 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,509,000 | 6,231 |
| Total debt securities | $6,509,000 | 6,863 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $7,715,000 | 6,716 |
| U.S. Government securities | $6,043,000 | 6,566 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,043,000 | 6,434 |
| Securities issued by states & political subdivisions | $1,672,000 | 4,506 |
| 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 | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,624,000 | 4,719 |
| Mortgage-backed securities | $4,064,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $983,000 | 4,830 |
| Issued or guaranteed by U.S. | $983,000 | 4,806 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,081,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $3,081,000 | 1,574 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $7,715,000 | 6,025 |
| Total debt securities | $7,716,000 | 6,655 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,339,000 | 7,059 |
| U.S. Government securities | $4,714,000 | 6,997 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,714,000 | 6,860 |
| Securities issued by states & political subdivisions | $1,625,000 | 4,538 |
| 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 | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,714,000 | 4,741 |
| Mortgage-backed securities | $2,753,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 4,815 |
| Issued or guaranteed by U.S. | $1,036,000 | 4,792 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,717,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $1,717,000 | 1,902 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,339,000 | 6,320 |
| Total debt securities | $6,339,000 | 7,004 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,767,000 | 7,473 |
| U.S. Government securities | $3,107,000 | 7,542 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,107,000 | 7,402 |
| Securities issued by states & political subdivisions | $1,660,000 | 4,545 |
| 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 | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,108,000 | 5,299 |
| Mortgage-backed securities | $1,147,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $1,147,000 | 4,764 |
| Issued or guaranteed by U.S. | $1,147,000 | 4,745 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,767,000 | 6,730 |
| Total debt securities | $4,768,000 | 7,421 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,839,000 | 7,498 |
| U.S. Government securities | $3,195,000 | 7,532 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,195,000 | 7,387 |
| Securities issued by states & political subdivisions | $1,644,000 | 4,589 |
| 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 | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,197,000 | 5,288 |
| Mortgage-backed securities | $1,237,000 | 5,261 |
| Certificates of participation in pools of residential mortgages | $1,237,000 | 4,743 |
| Issued or guaranteed by U.S. | $1,237,000 | 4,723 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,839,000 | 6,739 |
| Total debt securities | $4,840,000 | 7,441 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,984,000 | 7,484 |
| U.S. Government securities | $3,312,000 | 7,522 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,312,000 | 7,378 |
| Securities issued by states & political subdivisions | $1,672,000 | 4,575 |
| 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 | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,313,000 | 5,241 |
| Mortgage-backed securities | $1,344,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 4,714 |
| Issued or guaranteed by U.S. | $1,344,000 | 4,695 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,984,000 | 6,713 |
| Total debt securities | $4,984,000 | 7,423 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,939,000 | 7,781 |
| U.S. Government securities | $3,431,000 | 7,521 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,431,000 | 7,377 |
| Securities issued by states & political subdivisions | $508,000 | 5,598 |
| 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 | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,939,000 | 4,959 |
| Mortgage-backed securities | $1,460,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $1,460,000 | 4,703 |
| Issued or guaranteed by U.S. | $1,460,000 | 4,682 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,939,000 | 6,996 |
| Total debt securities | $3,939,000 | 7,728 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,515,000 | 7,973 |
| U.S. Government securities | $3,515,000 | 7,564 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,515,000 | 7,395 |
| 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 | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,515,000 | 5,175 |
| Mortgage-backed securities | $1,557,000 | 5,258 |
| Certificates of participation in pools of residential mortgages | $1,557,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,557,000 | 4,694 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,515,000 | 7,170 |
| Total debt securities | $3,515,000 | 7,915 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,670,000 | 7,976 |
| U.S. Government securities | $3,670,000 | 7,525 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,670,000 | 7,362 |
| 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 | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,670,000 | 5,085 |
| Mortgage-backed securities | $1,685,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $1,685,000 | 4,662 |
| Issued or guaranteed by U.S. | $1,685,000 | 4,645 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,670,000 | 7,169 |
| Total debt securities | $3,670,000 | 7,910 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,783,000 | 7,974 |
| U.S. Government securities | $3,783,000 | 7,517 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,783,000 | 7,366 |
| 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 | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,783,000 | 5,064 |
| Mortgage-backed securities | $1,277,000 | 5,459 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 4,938 |
| Issued or guaranteed by U.S. | $1,277,000 | 4,928 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,783,000 | 7,176 |
| Total debt securities | $3,783,000 | 7,908 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,300,000 | 8,171 |
| U.S. Government securities | $3,300,000 | 7,752 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,300,000 | 7,593 |
| 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 | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,823,000 | 6,037 |
| Mortgage-backed securities | $819,000 | 5,860 |
| Certificates of participation in pools of residential mortgages | $819,000 | 5,368 |
| Issued or guaranteed by U.S. | $819,000 | 5,352 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,300,000 | 7,359 |
| Total debt securities | $3,301,000 | 8,108 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,950,000 | 8,491 |
| U.S. Government securities | $1,950,000 | 8,175 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,950,000 | 8,029 |
| 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 | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,950,000 | 5,935 |
| Mortgage-backed securities | $936,000 | 5,833 |
| Certificates of participation in pools of residential mortgages | $936,000 | 5,324 |
| Issued or guaranteed by U.S. | $936,000 | 5,306 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,950,000 | 7,694 |
| Total debt securities | $1,950,000 | 8,427 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,047,000 | 8,530 |
| U.S. Government securities | $2,047,000 | 8,211 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,047,000 | 8,048 |
| 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 | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,047,000 | 5,817 |
| Mortgage-backed securities | $1,025,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 5,262 |
| Issued or guaranteed by U.S. | $1,025,000 | 5,240 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| 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 | 4,692 |
| Available-for-sale securities (fair market value) | $2,047,000 | 7,721 |
| Total debt securities | $2,047,000 | 8,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,677,000 | 8,385 |
| U.S. Government securities | $2,677,000 | 7,958 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,677,000 | 7,779 |
| 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 | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,677,000 | 5,450 |
| Mortgage-backed securities | $1,145,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $1,145,000 | 5,165 |
| Issued or guaranteed by U.S. | $1,145,000 | 5,142 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| 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 | 4,716 |
| Available-for-sale securities (fair market value) | $2,677,000 | 7,555 |
| Total debt securities | $2,677,000 | 8,310 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,041,000 | 8,799 |
| U.S. Government securities | $1,041,000 | 8,554 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,041,000 | 8,406 |
| 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 | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,041,000 | 6,513 |
| 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 | $0 | 1,203 |
| 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 | 4,735 |
| Available-for-sale securities (fair market value) | $1,041,000 | 8,016 |
| Total debt securities | $1,041,000 | 8,735 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,043,000 | 8,860 |
| U.S. Government securities | $1,043,000 | 8,619 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,043,000 | 8,459 |
| 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 | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,043,000 | 6,541 |
| 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 | $0 | 1,231 |
| 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 | 4,788 |
| Available-for-sale securities (fair market value) | $1,043,000 | 8,059 |
| Total debt securities | $1,043,000 | 8,789 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,047,000 | 8,897 |
| U.S. Government securities | $1,047,000 | 8,665 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,047,000 | 8,509 |
| 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 | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,047,000 | 6,543 |
| 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 | $0 | 1,253 |
| 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 | 4,875 |
| Available-for-sale securities (fair market value) | $1,047,000 | 8,079 |
| Total debt securities | $1,047,000 | 8,823 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |