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Sterling Savings Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $1,386,161,000 | 137 |
| U.S. Government securities | $1,206,160,000 | 114 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,206,160,000 | 110 |
| Securities issued by states & political subdivisions | $180,001,000 | 134 |
| 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 | $1,124,217,000 | 92 |
| Mortgage-backed securities | $1,206,160,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,189,660,000 | 61 |
| Issued or guaranteed by U.S. | $1,189,660,000 | 58 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $16,500,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $16,500,000 | 974 |
| 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) | $1,386,161,000 | 111 |
| Total debt securities | $1,386,161,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $4,493,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,429,589,000 | 135 |
| U.S. Government securities | $1,239,899,000 | 113 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,239,899,000 | 109 |
| Securities issued by states & political subdivisions | $189,690,000 | 120 |
| 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 | $1,082,570,000 | 97 |
| Mortgage-backed securities | $1,239,899,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,222,804,000 | 60 |
| Issued or guaranteed by U.S. | $1,222,804,000 | 58 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $17,095,000 | 1,008 |
| CMOs issued by government agencies or sponsored agencies | $17,095,000 | 954 |
| 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) | $1,429,589,000 | 109 |
| Total debt securities | $1,429,588,000 | 135 |
| 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 | $1,498,205,000 | 126 |
| U.S. Government securities | $1,305,456,000 | 108 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,305,456,000 | 104 |
| Securities issued by states & political subdivisions | $192,749,000 | 111 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,217,000 | 101 |
| Mortgage-backed securities | $1,305,456,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,287,608,000 | 58 |
| Issued or guaranteed by U.S. | $1,287,608,000 | 56 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $17,848,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $17,848,000 | 952 |
| 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) | $1,498,205,000 | 103 |
| Total debt securities | $1,498,206,000 | 125 |
| 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 | $1,538,710,000 | 123 |
| U.S. Government securities | $1,343,181,000 | 108 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,343,181,000 | 105 |
| Securities issued by states & political subdivisions | $195,529,000 | 111 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $894,717,000 | 101 |
| Mortgage-backed securities | $1,343,181,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,324,586,000 | 56 |
| Issued or guaranteed by U.S. | $1,324,586,000 | 54 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,595,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $18,595,000 | 927 |
| 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) | $1,538,710,000 | 104 |
| Total debt securities | $1,538,710,000 | 123 |
| 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 | $1,471,394,000 | 129 |
| U.S. Government securities | $1,268,330,000 | 112 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,268,330,000 | 107 |
| Securities issued by states & political subdivisions | $203,064,000 | 105 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $926,434,000 | 97 |
| Mortgage-backed securities | $1,268,330,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,248,836,000 | 58 |
| Issued or guaranteed by U.S. | $1,248,836,000 | 56 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $19,494,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $19,494,000 | 957 |
| 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) | $1,471,394,000 | 108 |
| Total debt securities | $1,471,396,000 | 128 |
| 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 | $1,513,144,000 | 127 |
| U.S. Government securities | $1,308,838,000 | 112 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,308,838,000 | 107 |
| Securities issued by states & political subdivisions | $204,306,000 | 96 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,273,000 | 90 |
| Mortgage-backed securities | $1,308,838,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,288,575,000 | 59 |
| Issued or guaranteed by U.S. | $1,288,575,000 | 58 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $20,263,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $20,263,000 | 934 |
| 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) | $1,513,144,000 | 104 |
| Total debt securities | $1,513,143,000 | 127 |
| 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 | $2,049,956,000 | 104 |
| U.S. Government securities | $1,825,449,000 | 90 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,825,449,000 | 86 |
| Securities issued by states & political subdivisions | $205,405,000 | 96 |
| Other domestic debt securities | $19,102,000 | 473 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $19,102,000 | 304 |
| 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 | $1,548,019,000 | 67 |
| Mortgage-backed securities | $1,825,449,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,804,276,000 | 46 |
| Issued or guaranteed by U.S. | $1,804,276,000 | 45 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $21,173,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $21,173,000 | 954 |
| 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) | $2,049,956,000 | 83 |
| Total debt securities | $2,049,956,000 | 103 |
| 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 | $2,119,003,000 | 98 |
| U.S. Government securities | $1,897,310,000 | 84 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,897,310,000 | 83 |
| Securities issued by states & political subdivisions | $203,537,000 | 94 |
| Other domestic debt securities | $18,156,000 | 491 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $18,156,000 | 322 |
| 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 | $1,548,019,000 | 66 |
| Mortgage-backed securities | $1,897,310,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,875,427,000 | 44 |
| Issued or guaranteed by U.S. | $1,875,427,000 | 43 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,883,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $21,883,000 | 926 |
| 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) | $2,119,003,000 | 80 |
| Total debt securities | $2,119,003,000 | 97 |
| 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 | $2,459,875,000 | 88 |
| U.S. Government securities | $2,219,538,000 | 77 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,219,538,000 | 75 |
| Securities issued by states & political subdivisions | $206,742,000 | 88 |
| Other domestic debt securities | $33,595,000 | 322 |
| Privately issued residential mortgage-backed securities | $13,638,000 | 203 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $19,957,000 | 292 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,611,760,000 | 68 |
| Mortgage-backed securities | $2,233,176,000 | 71 |
| Certificates of participation in pools of residential mortgages | $2,083,301,000 | 42 |
| Issued or guaranteed by U.S. | $2,083,301,000 | 41 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $149,875,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $136,237,000 | 267 |
| Privately issued | $13,638,000 | 196 |
| 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) | $2,459,875,000 | 76 |
| Total debt securities | $2,459,875,000 | 88 |
| 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 | $2,547,872,000 | 79 |
| U.S. Government securities | $2,303,523,000 | 72 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,303,523,000 | 72 |
| Securities issued by states & political subdivisions | $207,456,000 | 84 |
| Other domestic debt securities | $36,893,000 | 309 |
| Privately issued residential mortgage-backed securities | $17,412,000 | 222 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $19,481,000 | 283 |
| 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 | $1,867,248,000 | 54 |
| Mortgage-backed securities | $2,320,935,000 | 70 |
| Certificates of participation in pools of residential mortgages | $2,138,566,000 | 42 |
| Issued or guaranteed by U.S. | $2,138,566,000 | 42 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $182,369,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $164,957,000 | 213 |
| Privately issued | $17,412,000 | 215 |
| 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) | $2,547,872,000 | 73 |
| Total debt securities | $2,547,872,000 | 79 |
| 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 | $2,446,517,000 | 84 |
| U.S. Government securities | $2,200,702,000 | 75 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,200,702,000 | 75 |
| Securities issued by states & political subdivisions | $205,005,000 | 83 |
| Other domestic debt securities | $40,810,000 | 289 |
| Privately issued residential mortgage-backed securities | $21,245,000 | 206 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $19,565,000 | 267 |
| 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 | $1,916,538,000 | 54 |
| Mortgage-backed securities | $2,221,947,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,998,520,000 | 43 |
| Issued or guaranteed by U.S. | $1,998,520,000 | 42 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $223,427,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $202,182,000 | 186 |
| Privately issued | $21,245,000 | 199 |
| 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) | $2,446,517,000 | 75 |
| Total debt securities | $2,446,518,000 | 84 |
| 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 | $2,493,998,000 | 83 |
| U.S. Government securities | $2,255,087,000 | 74 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,255,087,000 | 71 |
| Securities issued by states & political subdivisions | $189,648,000 | 89 |
| Other domestic debt securities | $49,263,000 | 249 |
| Privately issued residential mortgage-backed securities | $27,410,000 | 189 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $21,853,000 | 222 |
| 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 | $2,066,156,000 | 50 |
| Mortgage-backed securities | $2,282,497,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,039,805,000 | 42 |
| Issued or guaranteed by U.S. | $2,039,805,000 | 42 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $242,692,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $215,282,000 | 170 |
| Privately issued | $27,410,000 | 182 |
| 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) | $2,493,998,000 | 75 |
| Total debt securities | $2,493,997,000 | 84 |
| 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 | $2,808,025,000 | 78 |
| U.S. Government securities | $2,546,364,000 | 70 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,546,364,000 | 67 |
| Securities issued by states & political subdivisions | $200,859,000 | 80 |
| Other domestic debt securities | $60,802,000 | 219 |
| Privately issued residential mortgage-backed securities | $37,939,000 | 156 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $22,863,000 | 214 |
| 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 | $2,201,134,000 | 52 |
| Mortgage-backed securities | $2,584,303,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,123,425,000 | 41 |
| Issued or guaranteed by U.S. | $2,123,425,000 | 41 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $460,878,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $422,939,000 | 95 |
| Privately issued | $37,939,000 | 153 |
| 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) | $2,808,025,000 | 70 |
| Total debt securities | $2,808,025,000 | 78 |
| 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 | $2,825,004,000 | 78 |
| U.S. Government securities | $2,551,775,000 | 70 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,551,775,000 | 64 |
| Securities issued by states & political subdivisions | $201,143,000 | 81 |
| Other domestic debt securities | $72,086,000 | 204 |
| Privately issued residential mortgage-backed securities | $50,834,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $21,252,000 | 222 |
| 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 | $2,301,873,000 | 46 |
| Mortgage-backed securities | $2,602,609,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,089,510,000 | 38 |
| Issued or guaranteed by U.S. | $2,089,510,000 | 37 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $513,099,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $462,265,000 | 81 |
| Privately issued | $50,834,000 | 130 |
| 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) | $2,825,004,000 | 68 |
| Total debt securities | $2,825,007,000 | 76 |
| 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 | $2,708,591,000 | 76 |
| U.S. Government securities | $2,428,524,000 | 70 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,428,524,000 | 66 |
| Securities issued by states & political subdivisions | $198,569,000 | 80 |
| Other domestic debt securities | $81,498,000 | 182 |
| Privately issued residential mortgage-backed securities | $60,605,000 | 124 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $20,893,000 | 217 |
| 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 | $1,814,822,000 | 59 |
| Mortgage-backed securities | $2,489,129,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,705,001,000 | 47 |
| Issued or guaranteed by U.S. | $1,705,001,000 | 47 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $784,128,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $723,523,000 | 55 |
| Privately issued | $60,605,000 | 119 |
| 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) | $2,708,591,000 | 69 |
| Total debt securities | $2,708,591,000 | 76 |
| 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 | $1,912,679,000 | 97 |
| U.S. Government securities | $1,651,415,000 | 85 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,651,415,000 | 84 |
| Securities issued by states & political subdivisions | $173,290,000 | 82 |
| Other domestic debt securities | $87,974,000 | 172 |
| Privately issued residential mortgage-backed securities | $66,885,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $21,089,000 | 200 |
| 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 | $1,533,686,000 | 64 |
| Mortgage-backed securities | $1,718,300,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,360,957,000 | 59 |
| Issued or guaranteed by U.S. | $1,360,957,000 | 58 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $357,343,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $290,458,000 | 103 |
| Privately issued | $66,885,000 | 118 |
| 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) | $1,912,679,000 | 84 |
| Total debt securities | $1,912,677,000 | 98 |
| 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 | $1,907,649,000 | 94 |
| U.S. Government securities | $1,569,180,000 | 86 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,569,180,000 | 85 |
| Securities issued by states & political subdivisions | $182,545,000 | 82 |
| Other domestic debt securities | $155,924,000 | 119 |
| Privately issued residential mortgage-backed securities | $135,010,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $20,914,000 | 204 |
| 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 | $1,491,399,000 | 64 |
| Mortgage-backed securities | $1,704,190,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,259,797,000 | 61 |
| Issued or guaranteed by U.S. | $1,259,797,000 | 61 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $444,393,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $309,383,000 | 99 |
| Privately issued | $135,010,000 | 77 |
| 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) | $1,907,649,000 | 79 |
| Total debt securities | $1,907,651,000 | 95 |
| 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 | $2,112,185,000 | 92 |
| U.S. Government securities | $1,750,428,000 | 82 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,750,428,000 | 79 |
| Securities issued by states & political subdivisions | $186,332,000 | 80 |
| Other domestic debt securities | $175,425,000 | 120 |
| Privately issued residential mortgage-backed securities | $155,219,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $20,206,000 | 207 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,445,556,000 | 66 |
| Mortgage-backed securities | $1,905,647,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,383,910,000 | 57 |
| Issued or guaranteed by U.S. | $1,383,910,000 | 55 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $521,737,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $366,518,000 | 77 |
| Privately issued | $155,219,000 | 69 |
| 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) | $1,243,000 | 2,266 |
| Available-for-sale securities (fair market value) | $2,110,942,000 | 76 |
| Total debt securities | $2,112,185,000 | 91 |
| 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 | $2,604,682,000 | 83 |
| U.S. Government securities | $2,176,494,000 | 73 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,176,494,000 | 72 |
| Securities issued by states & political subdivisions | $198,537,000 | 79 |
| Other domestic debt securities | $229,651,000 | 109 |
| Privately issued residential mortgage-backed securities | $211,493,000 | 66 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $18,158,000 | 241 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,450,191,000 | 68 |
| Mortgage-backed securities | $2,387,987,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,680,361,000 | 48 |
| Issued or guaranteed by U.S. | $1,680,361,000 | 48 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $707,626,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $496,133,000 | 63 |
| Privately issued | $211,493,000 | 64 |
| 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) | $149,518,000 | 139 |
| Available-for-sale securities (fair market value) | $2,455,164,000 | 68 |
| Total debt securities | $2,604,682,000 | 84 |
| 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 | $2,673,902,000 | 82 |
| U.S. Government securities | $2,183,426,000 | 73 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,183,426,000 | 72 |
| Securities issued by states & political subdivisions | $191,224,000 | 79 |
| Other domestic debt securities | $299,252,000 | 102 |
| Privately issued residential mortgage-backed securities | $239,206,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $60,046,000 | 106 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,540,723,000 | 69 |
| Mortgage-backed securities | $2,422,632,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,839,640,000 | 48 |
| Issued or guaranteed by U.S. | $1,839,640,000 | 47 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $582,992,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $343,786,000 | 84 |
| Privately issued | $239,206,000 | 60 |
| 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) | $148,978,000 | 134 |
| Available-for-sale securities (fair market value) | $2,524,924,000 | 71 |
| Total debt securities | $2,673,902,000 | 81 |
| 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 | $2,863,574,000 | 78 |
| U.S. Government securities | $2,277,670,000 | 68 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,277,670,000 | 65 |
| Securities issued by states & political subdivisions | $168,396,000 | 82 |
| Other domestic debt securities | $417,508,000 | 81 |
| Privately issued residential mortgage-backed securities | $207,894,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $209,614,000 | 37 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,822,755,000 | 60 |
| Mortgage-backed securities | $2,485,564,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,126,230,000 | 38 |
| Issued or guaranteed by U.S. | $2,126,230,000 | 38 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $359,334,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $151,440,000 | 163 |
| Privately issued | $207,894,000 | 79 |
| 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) | $154,842,000 | 135 |
| Available-for-sale securities (fair market value) | $2,708,732,000 | 69 |
| Total debt securities | $2,863,574,000 | 75 |
| 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 | $2,761,713,000 | 75 |
| U.S. Government securities | $2,178,292,000 | 67 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,178,292,000 | 65 |
| Securities issued by states & political subdivisions | $243,834,000 | 62 |
| Other domestic debt securities | $339,587,000 | 86 |
| Privately issued residential mortgage-backed securities | $227,522,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,065,000 | 61 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,075,782,000 | 55 |
| Mortgage-backed securities | $2,405,814,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,004,346,000 | 41 |
| Issued or guaranteed by U.S. | $2,004,346,000 | 41 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $401,468,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $173,946,000 | 132 |
| Privately issued | $227,522,000 | 69 |
| 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) | $154,967,000 | 129 |
| Available-for-sale securities (fair market value) | $2,606,746,000 | 67 |
| Total debt securities | $2,761,712,000 | 74 |
| 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 | $2,253,640,000 | 81 |
| U.S. Government securities | $1,801,022,000 | 69 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,801,022,000 | 68 |
| Securities issued by states & political subdivisions | $164,806,000 | 85 |
| Other domestic debt securities | $287,812,000 | 97 |
| Privately issued residential mortgage-backed securities | $266,498,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,314,000 | 211 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,039,908,000 | 53 |
| Mortgage-backed securities | $2,067,520,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,623,378,000 | 48 |
| Issued or guaranteed by U.S. | $1,623,378,000 | 46 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $444,142,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $177,644,000 | 126 |
| Privately issued | $266,498,000 | 67 |
| 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) | $155,527,000 | 129 |
| Available-for-sale securities (fair market value) | $2,098,113,000 | 72 |
| Total debt securities | $2,253,639,000 | 81 |
| 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 | $2,178,026,000 | 89 |
| U.S. Government securities | $1,708,004,000 | 78 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,708,004,000 | 75 |
| Securities issued by states & political subdivisions | $166,883,000 | 87 |
| Other domestic debt securities | $303,139,000 | 101 |
| Privately issued residential mortgage-backed securities | $281,955,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,184,000 | 241 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,788,631,000 | 58 |
| Mortgage-backed securities | $1,989,959,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,556,798,000 | 53 |
| Issued or guaranteed by U.S. | $1,556,798,000 | 52 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $433,161,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $151,206,000 | 153 |
| Privately issued | $281,955,000 | 68 |
| 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) | $157,271,000 | 123 |
| Available-for-sale securities (fair market value) | $2,020,755,000 | 78 |
| Total debt securities | $2,178,021,000 | 89 |
| 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 | $2,291,094,000 | 90 |
| U.S. Government securities | $1,817,760,000 | 73 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,817,760,000 | 71 |
| Securities issued by states & political subdivisions | $158,655,000 | 91 |
| Other domestic debt securities | $314,679,000 | 102 |
| Privately issued residential mortgage-backed securities | $294,411,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,268,000 | 247 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,764,045,000 | 62 |
| Mortgage-backed securities | $2,112,171,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,655,519,000 | 51 |
| Issued or guaranteed by U.S. | $1,655,519,000 | 47 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $456,652,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $162,241,000 | 145 |
| Privately issued | $294,411,000 | 68 |
| 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) | $148,951,000 | 122 |
| Available-for-sale securities (fair market value) | $2,142,143,000 | 81 |
| Total debt securities | $2,291,095,000 | 89 |
| 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 | $1,959,518,000 | 104 |
| U.S. Government securities | $1,484,564,000 | 90 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,484,564,000 | 89 |
| Securities issued by states & political subdivisions | $142,862,000 | 103 |
| Other domestic debt securities | $332,092,000 | 94 |
| Privately issued residential mortgage-backed securities | $310,460,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,632,000 | 236 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,683,669,000 | 59 |
| Mortgage-backed securities | $1,785,030,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,306,663,000 | 60 |
| Issued or guaranteed by U.S. | $1,306,663,000 | 56 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $478,367,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $167,907,000 | 136 |
| Privately issued | $310,460,000 | 66 |
| 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) | $132,425,000 | 150 |
| Available-for-sale securities (fair market value) | $1,827,093,000 | 91 |
| Total debt securities | $1,959,510,000 | 104 |
| 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 | $1,785,098,000 | 116 |
| U.S. Government securities | $1,318,380,000 | 103 |
| U.S. Treasury securities | $1,998,000 | 596 |
| U.S. Government agency obligations | $1,316,382,000 | 98 |
| Securities issued by states & political subdivisions | $125,780,000 | 116 |
| Other domestic debt securities | $340,938,000 | 100 |
| Privately issued residential mortgage-backed securities | $316,425,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,513,000 | 203 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,298,024,000 | 74 |
| Mortgage-backed securities | $1,622,844,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,173,031,000 | 61 |
| Issued or guaranteed by U.S. | $1,173,031,000 | 59 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $449,813,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $133,388,000 | 154 |
| Privately issued | $316,425,000 | 65 |
| 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) | $115,263,000 | 166 |
| Available-for-sale securities (fair market value) | $1,669,835,000 | 98 |
| Total debt securities | $1,785,108,000 | 111 |
| 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 | $1,685,871,000 | 124 |
| U.S. Government securities | $1,241,771,000 | 113 |
| U.S. Treasury securities | $15,298,000 | 174 |
| U.S. Government agency obligations | $1,226,473,000 | 108 |
| Securities issued by states & political subdivisions | $118,825,000 | 116 |
| Other domestic debt securities | $325,275,000 | 102 |
| Privately issued residential mortgage-backed securities | $325,275,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,112,108,000 | 86 |
| Mortgage-backed securities | $1,540,836,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,124,240,000 | 64 |
| Issued or guaranteed by U.S. | $1,124,240,000 | 58 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $416,596,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $91,321,000 | 202 |
| Privately issued | $325,275,000 | 65 |
| 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) | $108,175,000 | 182 |
| Available-for-sale securities (fair market value) | $1,577,696,000 | 111 |
| Total debt securities | $1,685,861,000 | 120 |
| 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 | $1,758,217,000 | 118 |
| U.S. Government securities | $1,316,645,000 | 108 |
| U.S. Treasury securities | $13,154,000 | 226 |
| U.S. Government agency obligations | $1,303,491,000 | 105 |
| Securities issued by states & political subdivisions | $100,895,000 | 143 |
| Other domestic debt securities | $340,677,000 | 96 |
| Privately issued residential mortgage-backed securities | $340,677,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,514,902,000 | 70 |
| Mortgage-backed securities | $1,633,270,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,196,743,000 | 62 |
| Issued or guaranteed by U.S. | $1,196,743,000 | 57 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $436,527,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $95,850,000 | 192 |
| Privately issued | $340,677,000 | 63 |
| 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) | $100,895,000 | 199 |
| Available-for-sale securities (fair market value) | $1,657,322,000 | 104 |
| Total debt securities | $1,758,212,000 | 116 |
| 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 | $1,802,814,000 | 116 |
| U.S. Government securities | $1,359,753,000 | 114 |
| U.S. Treasury securities | $10,473,000 | 277 |
| U.S. Government agency obligations | $1,349,280,000 | 111 |
| Securities issued by states & political subdivisions | $92,807,000 | 161 |
| Other domestic debt securities | $350,254,000 | 92 |
| Privately issued residential mortgage-backed securities | $350,254,000 | 71 |
| 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 | $1,609,168,000 | 70 |
| Mortgage-backed securities | $1,687,679,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,239,020,000 | 59 |
| Issued or guaranteed by U.S. | $1,239,020,000 | 54 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $448,659,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $98,405,000 | 199 |
| Privately issued | $350,254,000 | 64 |
| 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) | $92,807,000 | 227 |
| Available-for-sale securities (fair market value) | $1,710,007,000 | 102 |
| Total debt securities | $1,802,806,000 | 114 |
| 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 | $1,852,834,000 | 118 |
| U.S. Government securities | $1,407,680,000 | 112 |
| U.S. Treasury securities | $10,935,000 | 280 |
| U.S. Government agency obligations | $1,396,745,000 | 110 |
| Securities issued by states & political subdivisions | $83,332,000 | 180 |
| Other domestic debt securities | $361,822,000 | 97 |
| Privately issued residential mortgage-backed securities | $361,822,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,605,541,000 | 73 |
| Mortgage-backed securities | $1,746,734,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,282,878,000 | 63 |
| Issued or guaranteed by U.S. | $1,282,878,000 | 59 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $463,856,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $102,034,000 | 197 |
| Privately issued | $361,822,000 | 64 |
| 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) | $83,332,000 | 258 |
| Available-for-sale securities (fair market value) | $1,769,502,000 | 104 |
| Total debt securities | $1,852,834,000 | 115 |
| 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 | $1,880,472,000 | 114 |
| U.S. Government securities | $1,430,970,000 | 110 |
| U.S. Treasury securities | $10,429,000 | 301 |
| U.S. Government agency obligations | $1,420,541,000 | 107 |
| Securities issued by states & political subdivisions | $80,931,000 | 181 |
| Other domestic debt securities | $368,571,000 | 91 |
| Privately issued residential mortgage-backed securities | $368,571,000 | 73 |
| 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 | $1,703,592,000 | 69 |
| Mortgage-backed securities | $1,777,381,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,304,871,000 | 60 |
| Issued or guaranteed by U.S. | $1,304,871,000 | 56 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $472,510,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $103,939,000 | 192 |
| Privately issued | $368,571,000 | 64 |
| 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) | $80,931,000 | 276 |
| Available-for-sale securities (fair market value) | $1,799,541,000 | 100 |
| Total debt securities | $1,880,470,000 | 112 |
| 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 | $1,952,159,000 | 112 |
| U.S. Government securities | $1,506,587,000 | 104 |
| U.S. Treasury securities | $10,007,000 | 326 |
| U.S. Government agency obligations | $1,496,580,000 | 103 |
| Securities issued by states & political subdivisions | $62,854,000 | 238 |
| Other domestic debt securities | $382,718,000 | 93 |
| Privately issued residential mortgage-backed securities | $382,718,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,691,278,000 | 71 |
| Mortgage-backed securities | $1,867,540,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,375,633,000 | 57 |
| Issued or guaranteed by U.S. | $1,375,633,000 | 54 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $491,907,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $109,189,000 | 187 |
| Privately issued | $382,718,000 | 63 |
| 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) | $62,854,000 | 357 |
| Available-for-sale securities (fair market value) | $1,889,305,000 | 99 |
| Total debt securities | $1,952,159,000 | 110 |
| 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 | $2,033,283,000 | 114 |
| U.S. Government securities | $1,583,494,000 | 106 |
| U.S. Treasury securities | $9,995,000 | 341 |
| U.S. Government agency obligations | $1,573,499,000 | 104 |
| Securities issued by states & political subdivisions | $50,907,000 | 322 |
| Other domestic debt securities | $398,882,000 | 90 |
| Privately issued residential mortgage-backed securities | $398,882,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,370,564,000 | 77 |
| Mortgage-backed securities | $1,960,583,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,447,679,000 | 58 |
| Issued or guaranteed by U.S. | $1,447,679,000 | 52 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $512,904,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $114,022,000 | 187 |
| Privately issued | $398,882,000 | 58 |
| 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) | $50,907,000 | 452 |
| Available-for-sale securities (fair market value) | $1,982,376,000 | 101 |
| Total debt securities | $2,033,282,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,869,195,000 | 122 |
| U.S. Government securities | $1,562,808,000 | 102 |
| U.S. Treasury securities | $9,994,000 | 335 |
| U.S. Government agency obligations | $1,552,814,000 | 101 |
| Securities issued by states & political subdivisions | $48,502,000 | 343 |
| Other domestic debt securities | $257,885,000 | 117 |
| Privately issued residential mortgage-backed securities | $257,885,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,138,933,000 | 84 |
| Mortgage-backed securities | $1,798,849,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,502,572,000 | 55 |
| Issued or guaranteed by U.S. | $1,502,572,000 | 51 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $296,277,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $38,392,000 | 375 |
| Privately issued | $257,885,000 | 73 |
| 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) | $48,502,000 | 476 |
| Available-for-sale securities (fair market value) | $1,820,693,000 | 109 |
| Total debt securities | $1,869,195,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,951,229,000 | 119 |
| U.S. Government securities | $1,635,883,000 | 102 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,635,883,000 | 99 |
| Securities issued by states & political subdivisions | $48,745,000 | 343 |
| Other domestic debt securities | $266,601,000 | 116 |
| Privately issued residential mortgage-backed securities | $266,601,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,887,441,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,620,840,000 | 52 |
| Issued or guaranteed by U.S. | $1,620,840,000 | 47 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $266,601,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $266,601,000 | 72 |
| 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) | $48,745,000 | 479 |
| Available-for-sale securities (fair market value) | $1,902,484,000 | 104 |
| Total debt securities | $1,951,229,000 | 118 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $2,024,186,000 | 118 |
| U.S. Government securities | $1,695,965,000 | 103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,695,965,000 | 99 |
| Securities issued by states & political subdivisions | $48,873,000 | 328 |
| Other domestic debt securities | $279,348,000 | 111 |
| Privately issued residential mortgage-backed securities | $279,348,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,960,338,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,680,990,000 | 53 |
| Issued or guaranteed by U.S. | $1,680,990,000 | 49 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $279,348,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $279,348,000 | 68 |
| 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) | $48,874,000 | 482 |
| Available-for-sale securities (fair market value) | $1,975,312,000 | 103 |
| Total debt securities | $2,024,186,000 | 116 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $2,112,439,000 | 116 |
| U.S. Government securities | $1,807,672,000 | 100 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,807,672,000 | 96 |
| Securities issued by states & political subdivisions | $47,449,000 | 343 |
| Other domestic debt securities | $257,318,000 | 119 |
| Privately issued residential mortgage-backed securities | $257,318,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,036,920,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,779,602,000 | 52 |
| Issued or guaranteed by U.S. | $1,779,602,000 | 47 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $257,318,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $257,318,000 | 72 |
| 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) | $61,490,000 | 389 |
| Available-for-sale securities (fair market value) | $2,050,949,000 | 107 |
| Total debt securities | $2,112,439,000 | 115 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $2,130,356,000 | 113 |
| U.S. Government securities | $1,845,003,000 | 96 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,845,003,000 | 89 |
| Securities issued by states & political subdivisions | $47,841,000 | 341 |
| Other domestic debt securities | $237,512,000 | 128 |
| Privately issued residential mortgage-backed securities | $237,068,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $444,000 | 2,492 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,053,872,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,816,804,000 | 51 |
| Issued or guaranteed by U.S. | $1,816,804,000 | 46 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $237,068,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $237,068,000 | 75 |
| 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) | $48,387,000 | 472 |
| Available-for-sale securities (fair market value) | $2,081,969,000 | 100 |
| Total debt securities | $2,130,356,000 | 113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $1,920,574,000 | 129 |
| U.S. Government securities | $1,583,054,000 | 113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,583,054,000 | 108 |
| Securities issued by states & political subdivisions | $49,298,000 | 320 |
| Other domestic debt securities | $288,213,000 | 105 |
| Privately issued residential mortgage-backed securities | $288,213,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 2,172 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,848,114,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,559,901,000 | 62 |
| Issued or guaranteed by U.S. | $1,559,901,000 | 57 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $288,213,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $288,213,000 | 65 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,709,000 | 2,592 |
| Available-for-sale securities (fair market value) | $1,917,865,000 | 112 |
| Total debt securities | $1,920,565,000 | 128 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $1,941,048,000 | 127 |
| U.S. Government securities | $1,510,257,000 | 114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,510,257,000 | 109 |
| Securities issued by states & political subdivisions | $51,285,000 | 308 |
| Other domestic debt securities | $379,497,000 | 90 |
| Privately issued residential mortgage-backed securities | $364,938,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,000,000 | 485 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 2,195 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,851,730,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,486,792,000 | 60 |
| Issued or guaranteed by U.S. | $1,486,792,000 | 55 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $364,938,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $364,938,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,832,000 | 2,539 |
| Available-for-sale securities (fair market value) | $1,938,216,000 | 108 |
| Total debt securities | $1,941,039,000 | 127 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $1,016,887,000 | 181 |
| U.S. Government securities | $996,290,000 | 154 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $996,290,000 | 148 |
| Securities issued by states & political subdivisions | $6,285,000 | 2,733 |
| Other domestic debt securities | $14,311,000 | 688 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,311,000 | 501 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,332 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $982,957,000 | 132 |
| Certificates of participation in pools of residential mortgages | $915,294,000 | 88 |
| Issued or guaranteed by U.S. | $915,294,000 | 85 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $67,663,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $67,663,000 | 334 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,024,000 | 2,846 |
| Available-for-sale securities (fair market value) | $1,014,863,000 | 165 |
| Total debt securities | $1,016,886,000 | 181 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $956,697,000 | 186 |
| U.S. Government securities | $934,038,000 | 154 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $934,038,000 | 149 |
| Securities issued by states & political subdivisions | $6,593,000 | 2,638 |
| Other domestic debt securities | $14,013,000 | 711 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,013,000 | 534 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,053,000 | 1,058 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $920,527,000 | 135 |
| Certificates of participation in pools of residential mortgages | $808,943,000 | 91 |
| Issued or guaranteed by U.S. | $808,943,000 | 89 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $111,584,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $111,584,000 | 242 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,101,000 | 2,845 |
| Available-for-sale securities (fair market value) | $954,596,000 | 171 |
| Total debt securities | $954,644,000 | 185 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $1,020,787,000 | 169 |
| U.S. Government securities | $993,386,000 | 147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $993,386,000 | 141 |
| Securities issued by states & political subdivisions | $6,537,000 | 2,604 |
| Other domestic debt securities | $18,708,000 | 617 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,708,000 | 450 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,156,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $979,736,000 | 128 |
| Certificates of participation in pools of residential mortgages | $841,717,000 | 84 |
| Issued or guaranteed by U.S. | $841,717,000 | 82 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $138,019,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $138,019,000 | 220 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,268,000 | 1,735 |
| Available-for-sale securities (fair market value) | $1,013,519,000 | 157 |
| Total debt securities | $1,018,631,000 | 168 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $933,999,000 | 184 |
| U.S. Government securities | $908,096,000 | 151 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $908,096,000 | 148 |
| Securities issued by states & political subdivisions | $5,022,000 | 2,933 |
| Other domestic debt securities | $18,756,000 | 627 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,756,000 | 451 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,125,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $894,453,000 | 136 |
| Certificates of participation in pools of residential mortgages | $743,998,000 | 92 |
| Issued or guaranteed by U.S. | $743,998,000 | 90 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $150,455,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $150,455,000 | 214 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,347,000 | 2,813 |
| Available-for-sale securities (fair market value) | $931,652,000 | 162 |
| Total debt securities | $931,874,000 | 181 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $787,091,000 | 210 |
| U.S. Government securities | $755,817,000 | 174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $755,817,000 | 166 |
| Securities issued by states & political subdivisions | $5,505,000 | 2,768 |
| Other domestic debt securities | $23,700,000 | 527 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,700,000 | 370 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,069,000 | 1,072 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $742,151,000 | 152 |
| Certificates of participation in pools of residential mortgages | $578,483,000 | 113 |
| Issued or guaranteed by U.S. | $578,483,000 | 112 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $163,668,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $163,668,000 | 189 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,780,000 | 2,723 |
| Available-for-sale securities (fair market value) | $784,311,000 | 182 |
| Total debt securities | $785,022,000 | 206 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $652,119,000 | 222 |
| U.S. Government securities | $621,491,000 | 184 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $621,491,000 | 173 |
| Securities issued by states & political subdivisions | $9,241,000 | 1,829 |
| Other domestic debt securities | $19,387,000 | 616 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,387,000 | 441 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $614,313,000 | 159 |
| Certificates of participation in pools of residential mortgages | $614,313,000 | 100 |
| Issued or guaranteed by U.S. | $614,313,000 | 99 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,183,000 | 823 |
| Available-for-sale securities (fair market value) | $628,936,000 | 199 |
| Total debt securities | $650,119,000 | 219 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $444,788,000 | 291 |
| U.S. Government securities | $408,792,000 | 247 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $408,792,000 | 228 |
| Securities issued by states & political subdivisions | $11,483,000 | 1,453 |
| Other domestic debt securities | $24,504,000 | 473 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,504,000 | 362 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,946 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $314,434,000 | 222 |
| Certificates of participation in pools of residential mortgages | $208,920,000 | 192 |
| Issued or guaranteed by U.S. | $208,920,000 | 189 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $105,514,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $105,514,000 | 200 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,765,000 | 890 |
| Available-for-sale securities (fair market value) | $418,023,000 | 247 |
| Total debt securities | $444,779,000 | 281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $470,962,000 | 301 |
| U.S. Government securities | $434,140,000 | 247 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $434,140,000 | 227 |
| Securities issued by states & political subdivisions | $12,873,000 | 1,301 |
| Other domestic debt securities | $23,805,000 | 494 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,805,000 | 374 |
| Foreign debt securities | NA | NA |
| Equity securities | $144,000 | 6,256 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $343,310,000 | 235 |
| Certificates of participation in pools of residential mortgages | $225,694,000 | 191 |
| Issued or guaranteed by U.S. | $225,694,000 | 189 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $117,616,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $117,616,000 | 211 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,051,000 | 763 |
| Available-for-sale securities (fair market value) | $435,911,000 | 261 |
| Total debt securities | $470,818,000 | 289 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $553,800,000 | 261 |
| U.S. Government securities | $520,766,000 | 220 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $520,766,000 | 194 |
| Securities issued by states & political subdivisions | $13,047,000 | 1,270 |
| Other domestic debt securities | $19,408,000 | 507 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,408,000 | 372 |
| Foreign debt securities | NA | NA |
| Equity securities | $579,000 | 3,276 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $405,723,000 | 205 |
| Certificates of participation in pools of residential mortgages | $230,064,000 | 209 |
| Issued or guaranteed by U.S. | $230,064,000 | 205 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $175,659,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $175,659,000 | 159 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,446,000 | 913 |
| Available-for-sale securities (fair market value) | $522,354,000 | 227 |
| Total debt securities | $553,221,000 | 251 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $640,998,000 | 229 |
| U.S. Government securities | $628,242,000 | 193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $628,242,000 | 163 |
| Securities issued by states & political subdivisions | $12,748,000 | 1,113 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 7,999 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $469,241,000 | 179 |
| Certificates of participation in pools of residential mortgages | $453,581,000 | 121 |
| Issued or guaranteed by U.S. | $453,581,000 | 118 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $15,660,000 | 812 |
| CMOs issued by government agencies or sponsored agencies | $15,660,000 | 778 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,747,000 | 2,355 |
| Available-for-sale securities (fair market value) | $628,251,000 | 184 |
| Total debt securities | $640,990,000 | 225 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $455,694,000 | 328 |
| U.S. Government securities | $438,948,000 | 283 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $438,948,000 | 226 |
| Securities issued by states & political subdivisions | $11,845,000 | 1,208 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 8,125 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-4,893,000 | 1,313 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $372,029,000 | 226 |
| Certificates of participation in pools of residential mortgages | $364,832,000 | 164 |
| Issued or guaranteed by U.S. | $364,832,000 | 156 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $7,197,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $7,197,000 | 1,468 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,846,000 | 2,830 |
| Available-for-sale securities (fair market value) | $443,848,000 | 253 |
| Total debt securities | $450,793,000 | 324 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $495,124,000 | 320 |
| U.S. Government securities | $477,809,000 | 280 |
| U.S. Treasury securities | $1,996,000 | 7,205 |
| U.S. Government agency obligations | $475,813,000 | 214 |
| Securities issued by states & political subdivisions | $11,987,000 | 1,196 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,474 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-5,325,000 | 1,413 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $440,925,000 | 217 |
| Certificates of participation in pools of residential mortgages | $430,901,000 | 143 |
| Issued or guaranteed by U.S. | $430,901,000 | 133 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $10,024,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $10,024,000 | 1,331 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,199,000 | 761 |
| Available-for-sale securities (fair market value) | $440,925,000 | 274 |
| Total debt securities | $489,796,000 | 316 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $402,867,000 | 392 |
| U.S. Government securities | $385,425,000 | 358 |
| U.S. Treasury securities | $1,843,000 | 8,547 |
| U.S. Government agency obligations | $383,582,000 | 256 |
| Securities issued by states & political subdivisions | $12,233,000 | 1,176 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-5,207,000 | 1,510 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $342,035,000 | 261 |
| Certificates of participation in pools of residential mortgages | $311,841,000 | 175 |
| Issued or guaranteed by U.S. | $311,841,000 | 168 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $30,194,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $30,194,000 | 624 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $212,716,000 | 419 |
| Available-for-sale securities (fair market value) | $190,151,000 | 310 |
| Total debt securities | $397,658,000 | 391 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $346,864,000 | 454 |
| U.S. Government securities | $335,810,000 | 403 |
| U.S. Treasury securities | $3,101,000 | 7,224 |
| U.S. Government agency obligations | $332,709,000 | 295 |
| Securities issued by states & political subdivisions | $11,056,000 | 1,354 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 344 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $315,962,000 | 292 |
| Certificates of participation in pools of residential mortgages | $315,962,000 | 177 |
| Issued or guaranteed by U.S. | $315,962,000 | 156 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $346,866,000 | 447 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $74,719,000 | 1,804 |
| U.S. Government securities | $74,734,000 | 1,460 |
| U.S. Treasury securities | $3,026,000 | 7,502 |
| U.S. Government agency obligations | $71,708,000 | 997 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 9,084 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $16,000 | 403 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,170,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $55,170,000 | 692 |
| Issued or guaranteed by U.S. | $55,170,000 | 657 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $74,734,000 | 1,751 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |