Home > Sallie Mae Bank > Securities
Sallie Mae Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,411,622,000 | 130 |
| U.S. Government securities | $1,985,166,000 | 114 |
| U.S. Treasury securities | $1,529,202,000 | 42 |
| U.S. Government agency obligations | $455,964,000 | 300 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $426,456,000 | 102 |
| Privately issued residential mortgage-backed securities | $3,129,000 | 415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $423,327,000 | 27 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| 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 | $547,678,000 | 227 |
| Mortgage-backed securities | $409,556,000 | 275 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $406,427,000 | 181 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $3,129,000 | 314 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $2,411,622,000 | 97 |
| Total debt securities | $2,411,622,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $54,481,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $2,315,978,000 | 132 |
| U.S. Government securities | $1,924,119,000 | 114 |
| U.S. Treasury securities | $1,499,321,000 | 39 |
| U.S. Government agency obligations | $424,798,000 | 309 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $391,859,000 | 108 |
| Privately issued residential mortgage-backed securities | $2,853,000 | 405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $389,006,000 | 28 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| 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 | $489,103,000 | 243 |
| Mortgage-backed securities | $353,981,000 | 291 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $351,128,000 | 193 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $2,853,000 | 310 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $2,315,978,000 | 104 |
| Total debt securities | $2,315,978,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $52,561,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $2,372,846,000 | 135 |
| U.S. Government securities | $1,958,720,000 | 117 |
| U.S. Treasury securities | $1,493,427,000 | 42 |
| U.S. Government agency obligations | $465,293,000 | 292 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $414,126,000 | 101 |
| Privately issued residential mortgage-backed securities | $3,055,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $411,071,000 | 28 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $490,439,000 | 245 |
| Mortgage-backed securities | $355,967,000 | 300 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $352,912,000 | 195 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $3,055,000 | 305 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $2,372,846,000 | 105 |
| Total debt securities | $2,372,845,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $52,146,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $2,311,062,000 | 140 |
| U.S. Government securities | $1,990,818,000 | 123 |
| U.S. Treasury securities | $1,554,107,000 | 43 |
| U.S. Government agency obligations | $436,711,000 | 299 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $320,244,000 | 127 |
| Privately issued residential mortgage-backed securities | $3,166,000 | 426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $317,078,000 | 35 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $463,707,000 | 241 |
| Mortgage-backed securities | $328,500,000 | 341 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $325,334,000 | 221 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $3,166,000 | 320 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $2,311,062,000 | 113 |
| Total debt securities | $2,311,062,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $51,342,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $2,342,089,000 | 147 |
| U.S. Government securities | $2,009,674,000 | 127 |
| U.S. Treasury securities | $1,556,734,000 | 45 |
| U.S. Government agency obligations | $452,940,000 | 297 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $332,415,000 | 127 |
| Privately issued residential mortgage-backed securities | $3,227,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $329,188,000 | 32 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $473,095,000 | 211 |
| Mortgage-backed securities | $323,591,000 | 344 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $320,364,000 | 228 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $3,227,000 | 312 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $2,342,089,000 | 123 |
| Total debt securities | $2,342,089,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $50,786,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,427,540,000 | 147 |
| U.S. Government securities | $2,127,719,000 | 126 |
| U.S. Treasury securities | $1,672,699,000 | 46 |
| U.S. Government agency obligations | $455,020,000 | 295 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $299,821,000 | 134 |
| Privately issued residential mortgage-backed securities | $3,305,000 | 410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $296,516,000 | 33 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $549,539,000 | 186 |
| Mortgage-backed securities | $326,377,000 | 352 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $323,072,000 | 229 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $3,305,000 | 310 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $2,427,540,000 | 120 |
| Total debt securities | $2,427,540,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $47,386,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,566,556,000 | 143 |
| U.S. Government securities | $2,243,458,000 | 125 |
| U.S. Treasury securities | $1,711,952,000 | 43 |
| U.S. Government agency obligations | $531,506,000 | 274 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $323,098,000 | 119 |
| Privately issued residential mortgage-backed securities | $4,788,000 | 356 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $318,310,000 | 32 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| 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 | $627,266,000 | 169 |
| Mortgage-backed securities | $359,533,000 | 340 |
| Certificates of participation in pools of residential mortgages | $354,745,000 | 223 |
| Issued or guaranteed by U.S. | $354,745,000 | 222 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,788,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $4,788,000 | 272 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $2,566,556,000 | 120 |
| Total debt securities | $2,566,554,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $47,708,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,341,551,000 | 155 |
| U.S. Government securities | $2,106,330,000 | 134 |
| U.S. Treasury securities | $1,557,190,000 | 44 |
| U.S. Government agency obligations | $549,140,000 | 276 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $235,221,000 | 137 |
| Privately issued residential mortgage-backed securities | $4,849,000 | 338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $230,372,000 | 44 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| 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 | $729,368,000 | 145 |
| Mortgage-backed securities | $375,928,000 | 328 |
| Certificates of participation in pools of residential mortgages | $371,079,000 | 221 |
| Issued or guaranteed by U.S. | $371,079,000 | 221 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,849,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $4,849,000 | 249 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $2,341,551,000 | 132 |
| Total debt securities | $2,341,551,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $38,820,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,517,956,000 | 147 |
| U.S. Government securities | $2,318,750,000 | 124 |
| U.S. Treasury securities | $1,761,003,000 | 37 |
| U.S. Government agency obligations | $557,747,000 | 280 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $199,206,000 | 149 |
| Privately issued residential mortgage-backed securities | $6,961,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $192,245,000 | 50 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| 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 | $740,733,000 | 143 |
| Mortgage-backed securities | $378,058,000 | 333 |
| Certificates of participation in pools of residential mortgages | $371,097,000 | 220 |
| Issued or guaranteed by U.S. | $371,097,000 | 220 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $6,961,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $6,961,000 | 189 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $2,517,956,000 | 129 |
| Total debt securities | $2,517,956,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $37,465,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,505,372,000 | 144 |
| U.S. Government securities | $2,292,222,000 | 121 |
| U.S. Treasury securities | $1,722,123,000 | 37 |
| U.S. Government agency obligations | $570,099,000 | 273 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $213,150,000 | 127 |
| Privately issued residential mortgage-backed securities | $7,051,000 | 244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $206,099,000 | 45 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| 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 | $644,621,000 | 153 |
| Mortgage-backed securities | $372,824,000 | 332 |
| Certificates of participation in pools of residential mortgages | $365,773,000 | 222 |
| Issued or guaranteed by U.S. | $365,773,000 | 221 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,051,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $7,051,000 | 164 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $2,505,372,000 | 131 |
| Total debt securities | $2,505,372,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $36,792,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $2,072,308,000 | 157 |
| U.S. Government securities | $1,845,779,000 | 135 |
| U.S. Treasury securities | $1,091,849,000 | 40 |
| U.S. Government agency obligations | $753,930,000 | 216 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $226,529,000 | 115 |
| Privately issued residential mortgage-backed securities | $8,482,000 | 223 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $218,047,000 | 40 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| 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 | $825,412,000 | 124 |
| Mortgage-backed securities | $380,631,000 | 303 |
| Certificates of participation in pools of residential mortgages | $372,149,000 | 206 |
| Issued or guaranteed by U.S. | $372,149,000 | 205 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,482,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $8,482,000 | 146 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $2,072,308,000 | 138 |
| Total debt securities | $2,072,309,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $35,908,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,115,885,000 | 140 |
| U.S. Government securities | $1,908,310,000 | 124 |
| U.S. Treasury securities | $1,027,810,000 | 40 |
| U.S. Government agency obligations | $880,500,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $207,575,000 | 113 |
| Privately issued residential mortgage-backed securities | $8,440,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $199,135,000 | 44 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| 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 | $786,234,000 | 122 |
| Mortgage-backed securities | $353,467,000 | 304 |
| Certificates of participation in pools of residential mortgages | $345,027,000 | 205 |
| Issued or guaranteed by U.S. | $345,027,000 | 204 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,440,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $8,440,000 | 131 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $2,115,885,000 | 130 |
| Total debt securities | $2,115,885,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $30,594,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,996,634,000 | 144 |
| U.S. Government securities | $1,915,159,000 | 117 |
| U.S. Treasury securities | $1,138,011,000 | 36 |
| U.S. Government agency obligations | $777,148,000 | 190 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $81,475,000 | 215 |
| Privately issued residential mortgage-backed securities | $12,567,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $68,908,000 | 84 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| 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 | $814,924,000 | 119 |
| Mortgage-backed securities | $327,441,000 | 299 |
| Certificates of participation in pools of residential mortgages | $314,874,000 | 204 |
| Issued or guaranteed by U.S. | $314,874,000 | 203 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $12,567,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $12,567,000 | 112 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,996,634,000 | 127 |
| Total debt securities | $1,996,635,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $16,923,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,090,707,000 | 136 |
| U.S. Government securities | $2,005,861,000 | 108 |
| U.S. Treasury securities | $1,228,267,000 | 37 |
| U.S. Government agency obligations | $777,594,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $84,846,000 | 200 |
| Privately issued residential mortgage-backed securities | $12,527,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,319,000 | 76 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| 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 | $747,671,000 | 123 |
| Mortgage-backed securities | $326,854,000 | 278 |
| Certificates of participation in pools of residential mortgages | $314,327,000 | 186 |
| Issued or guaranteed by U.S. | $314,327,000 | 185 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,527,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $12,527,000 | 109 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,090,707,000 | 123 |
| Total debt securities | $2,090,707,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $14,651,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,020,947,000 | 136 |
| U.S. Government securities | $1,930,906,000 | 112 |
| U.S. Treasury securities | $1,303,355,000 | 37 |
| U.S. Government agency obligations | $627,551,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $90,041,000 | 186 |
| Privately issued residential mortgage-backed securities | $16,155,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $73,886,000 | 66 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| 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 | $556,850,000 | 162 |
| Mortgage-backed securities | $334,158,000 | 273 |
| Certificates of participation in pools of residential mortgages | $318,003,000 | 173 |
| Issued or guaranteed by U.S. | $318,003,000 | 171 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $16,155,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $16,155,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,020,947,000 | 123 |
| Total debt securities | $2,020,947,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $14,261,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $614,583,000 | 287 |
| U.S. Government securities | $522,730,000 | 247 |
| U.S. Treasury securities | $35,550,000 | 187 |
| U.S. Government agency obligations | $487,180,000 | 240 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $91,853,000 | 189 |
| Privately issued residential mortgage-backed securities | $16,013,000 | 135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $75,840,000 | 59 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| 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 | $285,219,000 | 254 |
| Mortgage-backed securities | $229,053,000 | 363 |
| Certificates of participation in pools of residential mortgages | $213,040,000 | 237 |
| Issued or guaranteed by U.S. | $213,040,000 | 233 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $16,013,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $16,013,000 | 90 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $614,583,000 | 257 |
| Total debt securities | $614,582,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $11,360,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $487,669,000 | 332 |
| U.S. Government securities | $468,133,000 | 259 |
| U.S. Treasury securities | $34,940,000 | 196 |
| U.S. Government agency obligations | $433,193,000 | 254 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $19,536,000 | 447 |
| Privately issued residential mortgage-backed securities | $19,536,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| 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 | $252,065,000 | 250 |
| Mortgage-backed securities | $236,661,000 | 341 |
| Certificates of participation in pools of residential mortgages | $217,125,000 | 231 |
| Issued or guaranteed by U.S. | $217,125,000 | 227 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $19,536,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $19,536,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $487,669,000 | 289 |
| Total debt securities | $487,669,000 | 327 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $455,968,000 | 340 |
| U.S. Government securities | $436,606,000 | 274 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $436,606,000 | 258 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $19,362,000 | 434 |
| Privately issued residential mortgage-backed securities | $19,362,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| 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 | $213,695,000 | 282 |
| Mortgage-backed securities | $239,977,000 | 332 |
| Certificates of participation in pools of residential mortgages | $220,615,000 | 214 |
| Issued or guaranteed by U.S. | $220,615,000 | 213 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $19,362,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $19,362,000 | 79 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $455,968,000 | 302 |
| Total debt securities | $455,967,000 | 335 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $331,541,000 | 439 |
| U.S. Government securities | $310,294,000 | 333 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $310,294,000 | 319 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $21,247,000 | 405 |
| Privately issued residential mortgage-backed securities | $21,247,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| 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 | $232,961,000 | 269 |
| Mortgage-backed securities | $254,209,000 | 314 |
| Certificates of participation in pools of residential mortgages | $232,962,000 | 205 |
| Issued or guaranteed by U.S. | $232,962,000 | 205 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $21,247,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $21,247,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $331,541,000 | 383 |
| Total debt securities | $331,540,000 | 429 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $207,907,000 | 661 |
| U.S. Government securities | $187,126,000 | 501 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $187,126,000 | 471 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $20,781,000 | 405 |
| Privately issued residential mortgage-backed securities | $20,781,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| 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 | $150,624,000 | 408 |
| Mortgage-backed securities | $207,907,000 | 362 |
| Certificates of participation in pools of residential mortgages | $187,126,000 | 235 |
| Issued or guaranteed by U.S. | $187,126,000 | 234 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,781,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $20,781,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $207,907,000 | 588 |
| Total debt securities | $207,907,000 | 653 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $176,245,000 | 771 |
| U.S. Government securities | $154,575,000 | 599 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $154,575,000 | 563 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $21,670,000 | 379 |
| Privately issued residential mortgage-backed securities | $21,670,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| 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 | $146,571,000 | 413 |
| Mortgage-backed securities | $176,245,000 | 407 |
| Certificates of participation in pools of residential mortgages | $154,575,000 | 284 |
| Issued or guaranteed by U.S. | $154,575,000 | 283 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $21,670,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $21,670,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $176,245,000 | 680 |
| Total debt securities | $176,245,000 | 761 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $172,370,000 | 789 |
| U.S. Government securities | $151,443,000 | 609 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $151,443,000 | 572 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $20,927,000 | 372 |
| Privately issued residential mortgage-backed securities | $20,927,000 | 85 |
| 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 | $151,443,000 | 404 |
| Mortgage-backed securities | $172,370,000 | 407 |
| Certificates of participation in pools of residential mortgages | $151,443,000 | 288 |
| Issued or guaranteed by U.S. | $151,443,000 | 287 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,927,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $20,927,000 | 78 |
| 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) | $172,370,000 | 691 |
| Total debt securities | $172,370,000 | 779 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $178,145,000 | 785 |
| U.S. Government securities | $160,416,000 | 587 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $160,416,000 | 551 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $17,729,000 | 461 |
| Privately issued residential mortgage-backed securities | $17,729,000 | 137 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| 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 | $160,416,000 | 396 |
| Mortgage-backed securities | $178,145,000 | 397 |
| Certificates of participation in pools of residential mortgages | $160,416,000 | 284 |
| Issued or guaranteed by U.S. | $160,416,000 | 283 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $17,729,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $17,729,000 | 81 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $178,145,000 | 681 |
| Total debt securities | $178,145,000 | 775 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $229,114,000 | 617 |
| U.S. Government securities | $211,144,000 | 465 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $211,144,000 | 438 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $17,970,000 | 404 |
| Privately issued residential mortgage-backed securities | $17,970,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| 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 | $211,144,000 | 319 |
| Mortgage-backed securities | $229,114,000 | 340 |
| Certificates of participation in pools of residential mortgages | $211,144,000 | 228 |
| Issued or guaranteed by U.S. | $211,144,000 | 226 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,970,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $17,970,000 | 81 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $229,114,000 | 542 |
| Total debt securities | $229,114,000 | 608 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $244,088,000 | 592 |
| U.S. Government securities | $225,047,000 | 444 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $225,047,000 | 423 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $19,041,000 | 391 |
| Privately issued residential mortgage-backed securities | $19,041,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| 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 | $225,047,000 | 301 |
| Mortgage-backed securities | $244,088,000 | 319 |
| Certificates of participation in pools of residential mortgages | $225,047,000 | 215 |
| Issued or guaranteed by U.S. | $225,047,000 | 213 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $19,041,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $19,041,000 | 88 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $244,088,000 | 524 |
| Total debt securities | $244,088,000 | 582 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $232,549,000 | 615 |
| U.S. Government securities | $214,657,000 | 451 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $214,657,000 | 431 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $17,892,000 | 415 |
| Privately issued residential mortgage-backed securities | $17,892,000 | 92 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| 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 | $214,656,000 | 320 |
| Mortgage-backed securities | $232,549,000 | 332 |
| Certificates of participation in pools of residential mortgages | $214,657,000 | 224 |
| Issued or guaranteed by U.S. | $214,657,000 | 223 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $17,892,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $17,892,000 | 85 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $232,549,000 | 540 |
| Total debt securities | $232,548,000 | 605 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $229,479,000 | 632 |
| U.S. Government securities | $211,622,000 | 468 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $211,622,000 | 445 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $17,857,000 | 430 |
| Privately issued residential mortgage-backed securities | $17,857,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| 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 | $211,622,000 | 323 |
| Mortgage-backed securities | $229,479,000 | 336 |
| Certificates of participation in pools of residential mortgages | $211,622,000 | 235 |
| Issued or guaranteed by U.S. | $211,622,000 | 234 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,857,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $17,857,000 | 90 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $229,479,000 | 555 |
| Total debt securities | $229,479,000 | 625 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $216,896,000 | 675 |
| U.S. Government securities | $203,822,000 | 481 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $203,822,000 | 457 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $13,074,000 | 519 |
| Privately issued residential mortgage-backed securities | $13,074,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| 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 | $203,822,000 | 344 |
| Mortgage-backed securities | $216,896,000 | 360 |
| Certificates of participation in pools of residential mortgages | $203,822,000 | 244 |
| Issued or guaranteed by U.S. | $203,822,000 | 243 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,074,000 | 984 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $13,074,000 | 103 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $216,896,000 | 592 |
| Total debt securities | $216,896,000 | 665 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $208,603,000 | 686 |
| U.S. Government securities | $194,293,000 | 500 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $194,293,000 | 469 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $14,310,000 | 480 |
| Privately issued residential mortgage-backed securities | $14,310,000 | 110 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| 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 | $194,292,000 | 348 |
| Mortgage-backed securities | $208,603,000 | 359 |
| Certificates of participation in pools of residential mortgages | $194,293,000 | 247 |
| Issued or guaranteed by U.S. | $194,293,000 | 246 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,310,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $14,310,000 | 105 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $208,603,000 | 607 |
| Total debt securities | $208,602,000 | 679 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $213,176,000 | 676 |
| U.S. Government securities | $213,176,000 | 460 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $213,176,000 | 435 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| 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 | $213,176,000 | 323 |
| Mortgage-backed securities | $213,176,000 | 351 |
| Certificates of participation in pools of residential mortgages | $213,176,000 | 222 |
| Issued or guaranteed by U.S. | $213,176,000 | 221 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $213,176,000 | 598 |
| Total debt securities | $213,176,000 | 670 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $206,785,000 | 702 |
| U.S. Government securities | $206,785,000 | 474 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $206,785,000 | 450 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| 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 | $206,785,000 | 336 |
| Mortgage-backed securities | $206,785,000 | 366 |
| Certificates of participation in pools of residential mortgages | $206,785,000 | 224 |
| Issued or guaranteed by U.S. | $206,785,000 | 223 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $206,785,000 | 617 |
| Total debt securities | $206,785,000 | 697 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $203,597,000 | 727 |
| U.S. Government securities | $203,597,000 | 494 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $203,597,000 | 472 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| 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 | $203,597,000 | 346 |
| Mortgage-backed securities | $203,597,000 | 374 |
| Certificates of participation in pools of residential mortgages | $203,597,000 | 226 |
| Issued or guaranteed by U.S. | $203,597,000 | 225 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $203,597,000 | 639 |
| Total debt securities | $203,597,000 | 720 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $195,391,000 | 759 |
| U.S. Government securities | $195,391,000 | 516 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $195,391,000 | 492 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| 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 | $0 | 1,770 |
| 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 | $195,391,000 | 357 |
| Mortgage-backed securities | $195,391,000 | 382 |
| Certificates of participation in pools of residential mortgages | $195,391,000 | 234 |
| Issued or guaranteed by U.S. | $195,391,000 | 233 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $195,391,000 | 663 |
| Total debt securities | $195,391,000 | 747 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $190,944,000 | 784 |
| U.S. Government securities | $190,944,000 | 537 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $190,944,000 | 514 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| 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 | $0 | 1,789 |
| 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 | $167,135,000 | 421 |
| Mortgage-backed securities | $190,944,000 | 398 |
| Certificates of participation in pools of residential mortgages | $190,944,000 | 239 |
| Issued or guaranteed by U.S. | $190,944,000 | 237 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $190,944,000 | 678 |
| Total debt securities | $190,944,000 | 774 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $173,845,000 | 872 |
| U.S. Government securities | $173,845,000 | 596 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $173,845,000 | 574 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| 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 | $148,355,000 | 467 |
| Mortgage-backed securities | $173,845,000 | 427 |
| Certificates of participation in pools of residential mortgages | $173,845,000 | 259 |
| Issued or guaranteed by U.S. | $173,845,000 | 258 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $173,845,000 | 753 |
| Total debt securities | $173,845,000 | 859 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $170,830,000 | 888 |
| U.S. Government securities | $170,830,000 | 622 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $170,830,000 | 593 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| 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 | $162,674,000 | 429 |
| Mortgage-backed securities | $170,830,000 | 439 |
| Certificates of participation in pools of residential mortgages | $170,830,000 | 267 |
| Issued or guaranteed by U.S. | $170,830,000 | 265 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $170,830,000 | 774 |
| Total debt securities | $170,831,000 | 878 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $168,935,000 | 893 |
| U.S. Government securities | $168,935,000 | 616 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $168,935,000 | 591 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| 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 | $168,934,000 | 413 |
| Mortgage-backed securities | $168,935,000 | 437 |
| Certificates of participation in pools of residential mortgages | $168,935,000 | 267 |
| Issued or guaranteed by U.S. | $168,935,000 | 266 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $168,935,000 | 772 |
| Total debt securities | $168,934,000 | 884 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $153,893,000 | 991 |
| U.S. Government securities | $153,893,000 | 688 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $153,893,000 | 651 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $145,111,000 | 467 |
| Mortgage-backed securities | $153,893,000 | 477 |
| Certificates of participation in pools of residential mortgages | $153,893,000 | 292 |
| Issued or guaranteed by U.S. | $153,893,000 | 290 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $153,893,000 | 866 |
| Total debt securities | $153,893,000 | 978 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $149,399,000 | 1,016 |
| U.S. Government securities | $149,399,000 | 700 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $149,399,000 | 670 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $143,356,000 | 469 |
| Mortgage-backed securities | $149,399,000 | 490 |
| Certificates of participation in pools of residential mortgages | $149,399,000 | 304 |
| Issued or guaranteed by U.S. | $149,399,000 | 302 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $149,399,000 | 888 |
| Total debt securities | $149,399,000 | 1,000 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $127,102,000 | 1,190 |
| U.S. Government securities | $127,102,000 | 815 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $127,102,000 | 785 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $127,102,000 | 519 |
| Mortgage-backed securities | $127,102,000 | 558 |
| Certificates of participation in pools of residential mortgages | $127,102,000 | 346 |
| Issued or guaranteed by U.S. | $127,102,000 | 346 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $127,102,000 | 1,051 |
| Total debt securities | $127,102,000 | 1,177 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $102,105,000 | 1,449 |
| U.S. Government securities | $102,105,000 | 995 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $102,105,000 | 958 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $102,105,000 | 631 |
| Mortgage-backed securities | $102,105,000 | 660 |
| Certificates of participation in pools of residential mortgages | $102,105,000 | 428 |
| Issued or guaranteed by U.S. | $102,105,000 | 427 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $102,105,000 | 1,285 |
| Total debt securities | $102,105,000 | 1,431 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $661,295,000 | 234 |
| U.S. Government securities | $76,868,000 | 1,292 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $76,868,000 | 1,254 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $584,427,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $584,427,000 | 26 |
| 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 | $661,295,000 | 122 |
| Mortgage-backed securities | $76,868,000 | 871 |
| Certificates of participation in pools of residential mortgages | $76,868,000 | 591 |
| Issued or guaranteed by U.S. | $76,868,000 | 590 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $661,295,000 | 205 |
| Total debt securities | $661,295,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $641,828,000 | 243 |
| U.S. Government securities | $63,044,000 | 1,537 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $63,044,000 | 1,491 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $578,784,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $578,784,000 | 28 |
| 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 | $641,828,000 | 124 |
| Mortgage-backed securities | $63,044,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $63,044,000 | 705 |
| Issued or guaranteed by U.S. | $63,044,000 | 703 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $641,828,000 | 215 |
| Total debt securities | $641,827,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $654,957,000 | 235 |
| U.S. Government securities | $65,854,000 | 1,508 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $65,854,000 | 1,462 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $589,103,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $589,103,000 | 27 |
| 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 | $654,957,000 | 121 |
| Mortgage-backed securities | $65,854,000 | 1,020 |
| Certificates of participation in pools of residential mortgages | $65,854,000 | 683 |
| Issued or guaranteed by U.S. | $65,854,000 | 682 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $654,957,000 | 213 |
| Total debt securities | $654,957,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $594,748,000 | 252 |
| U.S. Government securities | $62,592,000 | 1,558 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $62,592,000 | 1,510 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $532,156,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $532,156,000 | 30 |
| 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 | $594,747,000 | 130 |
| Mortgage-backed securities | $62,592,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $62,592,000 | 701 |
| Issued or guaranteed by U.S. | $62,592,000 | 700 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $594,748,000 | 226 |
| Total debt securities | $594,748,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $572,471,000 | 267 |
| U.S. Government securities | $49,776,000 | 1,895 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $49,776,000 | 1,853 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $522,695,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $522,695,000 | 30 |
| 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 | $572,471,000 | 131 |
| Mortgage-backed securities | $49,776,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $49,776,000 | 900 |
| Issued or guaranteed by U.S. | $49,776,000 | 898 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $572,471,000 | 239 |
| Total debt securities | $572,471,000 | 262 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $570,560,000 | 273 |
| U.S. Government securities | $46,905,000 | 2,002 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $46,905,000 | 1,955 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $523,655,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $523,655,000 | 28 |
| 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 | $570,559,000 | 137 |
| Mortgage-backed securities | $46,905,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $46,905,000 | 977 |
| Issued or guaranteed by U.S. | $46,905,000 | 977 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $570,560,000 | 244 |
| Total debt securities | $570,559,000 | 268 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $560,270,000 | 285 |
| U.S. Government securities | $51,949,000 | 1,910 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $51,949,000 | 1,859 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $508,321,000 | 52 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $508,321,000 | 28 |
| 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 | $560,270,000 | 138 |
| Mortgage-backed securities | $51,949,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $51,949,000 | 883 |
| Issued or guaranteed by U.S. | $51,949,000 | 882 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $560,270,000 | 247 |
| Total debt securities | $560,270,000 | 278 |
| 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 | $556,389,000 | 275 |
| U.S. Government securities | $57,732,000 | 1,678 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $57,732,000 | 1,640 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $498,657,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $498,657,000 | 22 |
| 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 | $556,389,000 | 133 |
| Mortgage-backed securities | $57,732,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $57,732,000 | 775 |
| Issued or guaranteed by U.S. | $57,732,000 | 771 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $556,389,000 | 244 |
| Total debt securities | $556,389,000 | 273 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $594,099,000 | 250 |
| U.S. Government securities | $63,565,000 | 1,509 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $63,565,000 | 1,460 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $530,534,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $530,534,000 | 22 |
| 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 | $594,099,000 | 123 |
| Mortgage-backed securities | $63,565,000 | 1,059 |
| Certificates of participation in pools of residential mortgages | $63,565,000 | 688 |
| Issued or guaranteed by U.S. | $63,565,000 | 684 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $594,099,000 | 221 |
| Total debt securities | $594,099,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $619,266,000 | 249 |
| U.S. Government securities | $63,884,000 | 1,540 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $63,884,000 | 1,494 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $555,382,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $555,382,000 | 22 |
| 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 | $619,266,000 | 120 |
| Mortgage-backed securities | $63,884,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $63,884,000 | 663 |
| Issued or guaranteed by U.S. | $63,884,000 | 660 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $619,266,000 | 216 |
| Total debt securities | $619,266,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $624,273,000 | 241 |
| U.S. Government securities | $64,414,000 | 1,517 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $64,414,000 | 1,459 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $559,859,000 | 55 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $559,859,000 | 23 |
| 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 | $624,273,000 | 123 |
| Mortgage-backed securities | $64,414,000 | 987 |
| Certificates of participation in pools of residential mortgages | $64,414,000 | 632 |
| Issued or guaranteed by U.S. | $64,414,000 | 628 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $624,273,000 | 213 |
| Total debt securities | $624,273,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $624,293,000 | 237 |
| U.S. Government securities | $67,330,000 | 1,372 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $67,330,000 | 1,316 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $556,963,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $556,963,000 | 25 |
| 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 | $624,293,000 | 121 |
| Mortgage-backed securities | $67,330,000 | 904 |
| Certificates of participation in pools of residential mortgages | $67,330,000 | 577 |
| Issued or guaranteed by U.S. | $67,330,000 | 571 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $624,293,000 | 209 |
| Total debt securities | $624,293,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $634,604,000 | 215 |
| U.S. Government securities | $76,431,000 | 1,200 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $76,431,000 | 1,145 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $558,173,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $558,173,000 | 23 |
| 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 | $634,604,000 | 115 |
| Mortgage-backed securities | $76,431,000 | 800 |
| Certificates of participation in pools of residential mortgages | $76,431,000 | 492 |
| Issued or guaranteed by U.S. | $76,431,000 | 485 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $634,604,000 | 187 |
| Total debt securities | $634,603,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $642,721,000 | 214 |
| U.S. Government securities | $80,648,000 | 1,161 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $80,648,000 | 1,117 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $562,073,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $562,073,000 | 23 |
| 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 | $642,721,000 | 116 |
| Mortgage-backed securities | $80,648,000 | 772 |
| Certificates of participation in pools of residential mortgages | $80,648,000 | 470 |
| Issued or guaranteed by U.S. | $80,648,000 | 466 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $642,721,000 | 188 |
| Total debt securities | $642,721,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $634,689,000 | 213 |
| U.S. Government securities | $80,199,000 | 1,175 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $80,199,000 | 1,126 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $554,490,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $554,490,000 | 22 |
| 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 | $634,689,000 | 113 |
| Mortgage-backed securities | $80,199,000 | 789 |
| Certificates of participation in pools of residential mortgages | $80,199,000 | 492 |
| Issued or guaranteed by U.S. | $80,199,000 | 488 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $634,689,000 | 184 |
| Total debt securities | $634,689,000 | 209 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $614,393,000 | 217 |
| U.S. Government securities | $82,926,000 | 1,103 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $82,926,000 | 1,065 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $526,639,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $526,639,000 | 24 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,828,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $610,254,000 | 123 |
| Mortgage-backed securities | $82,926,000 | 763 |
| Certificates of participation in pools of residential mortgages | $82,926,000 | 492 |
| Issued or guaranteed by U.S. | $82,926,000 | 489 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| 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) | $614,393,000 | 190 |
| Total debt securities | $609,566,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $663,784,000 | 208 |
| U.S. Government securities | $86,718,000 | 1,017 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $86,718,000 | 983 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $570,774,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $570,774,000 | 25 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $6,292,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $607,507,000 | 125 |
| Mortgage-backed securities | $86,718,000 | 738 |
| Certificates of participation in pools of residential mortgages | $86,718,000 | 493 |
| Issued or guaranteed by U.S. | $86,718,000 | 490 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| 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) | $663,784,000 | 179 |
| Total debt securities | $657,492,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $663,907,000 | 206 |
| U.S. Government securities | $86,268,000 | 1,005 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $86,268,000 | 964 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $521,347,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $521,347,000 | 26 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $56,292,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $507,626,000 | 141 |
| Mortgage-backed securities | $86,268,000 | 743 |
| Certificates of participation in pools of residential mortgages | $86,268,000 | 511 |
| Issued or guaranteed by U.S. | $86,268,000 | 505 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| 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) | $663,907,000 | 178 |
| Total debt securities | $607,614,000 | 219 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $598,904,000 | 239 |
| U.S. Government securities | $89,976,000 | 961 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $89,976,000 | 931 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $499,266,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $499,266,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $9,662,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $459,585,000 | 160 |
| Mortgage-backed securities | $89,976,000 | 724 |
| Certificates of participation in pools of residential mortgages | $89,976,000 | 500 |
| Issued or guaranteed by U.S. | $89,976,000 | 493 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| 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) | $598,904,000 | 206 |
| Total debt securities | $589,242,000 | 233 |
| 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 | $560,864,000 | 246 |
| U.S. Government securities | $11,000,000 | 4,945 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,000,000 | 4,857 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $535,223,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $535,223,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $14,641,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,237,000 | 183 |
| Mortgage-backed securities | $11,000,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $11,000,000 | 2,607 |
| Issued or guaranteed by U.S. | $11,000,000 | 2,592 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| 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) | $560,864,000 | 209 |
| Total debt securities | $546,223,000 | 247 |
| 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 | $75,000,000 | 1,574 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| 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 | $75,000,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| 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) | $75,000,000 | 1,358 |
| Total debt securities | $0 | 8,066 |
| 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 | $50,700,000 | 2,283 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| 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 | $50,700,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| 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) | $50,700,000 | 2,011 |
| Total debt securities | $0 | 8,104 |
| 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 | $61,800,000 | 1,913 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $61,800,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $61,800,000 | 1,680 |
| Total debt securities | $0 | 8,143 |
| 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 | $96,600,000 | 1,240 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $96,600,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $96,600,000 | 1,089 |
| Total debt securities | $0 | 8,190 |
| 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 | $65,850,000 | 1,787 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $65,850,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $65,850,000 | 1,542 |
| Total debt securities | $0 | 8,239 |
| 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 | $77,489,000 | 1,520 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $72,489,000 | 244 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,489,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $5,000,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $77,489,000 | 1,323 |
| Total debt securities | $72,489,000 | 1,593 |
| 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 | $50,992,000 | 2,269 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $50,992,000 | 286 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,992,000 | 44 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $50,992,000 | 1,952 |
| Total debt securities | $50,992,000 | 2,231 |
| 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 | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| 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 | $21,997,000 | 4,304 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $21,997,000 | 464 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,997,000 | 60 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,997,000 | 3,758 |
| Total debt securities | $21,997,000 | 4,248 |
| 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 | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $0 | 6,970 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| 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 | $1,999,000 | 8,134 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,999,000 | 1,582 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,999,000 | 141 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,999,000 | 7,354 |
| Total debt securities | $1,999,000 | 8,087 |
| 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 | $1,046,000 | 8,387 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,046,000 | 2,025 |
| 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 | $1,046,000 | 1,539 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,046,000 | 7,635 |
| Total debt securities | $1,046,000 | 8,339 |
| 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 |