Home > Bank of Colorado > Securities
Bank of Colorado, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,254,030,000 | 139 |
| U.S. Government securities | $2,182,215,000 | 99 |
| U.S. Treasury securities | $1,022,212,000 | 53 |
| U.S. Government agency obligations | $1,160,003,000 | 151 |
| Securities issued by states & political subdivisions | $71,742,000 | 642 |
| Other domestic debt securities | $73,000 | 2,298 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $73,000 | 1,852 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,518,410,000 | 115 |
| Mortgage-backed securities | $1,017,559,000 | 147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,518,000 | 2,936 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $479,581,000 | 93 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $535,460,000 | 53 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $2,254,030,000 | 106 |
| Total debt securities | $2,254,030,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,955,996,000 | 148 |
| U.S. Government securities | $1,885,167,000 | 115 |
| U.S. Treasury securities | $704,324,000 | 63 |
| U.S. Government agency obligations | $1,180,843,000 | 144 |
| Securities issued by states & political subdivisions | $70,770,000 | 632 |
| Other domestic debt securities | $59,000 | 2,310 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $59,000 | 1,866 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,483,581,000 | 113 |
| Mortgage-backed securities | $1,029,497,000 | 146 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,649,000 | 2,916 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $485,176,000 | 92 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $541,672,000 | 54 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,955,996,000 | 119 |
| Total debt securities | $1,955,996,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $2,052,978,000 | 144 |
| U.S. Government securities | $1,980,625,000 | 113 |
| U.S. Treasury securities | $710,194,000 | 61 |
| U.S. Government agency obligations | $1,270,431,000 | 143 |
| Securities issued by states & political subdivisions | $72,298,000 | 650 |
| Other domestic debt securities | $55,000 | 2,339 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $55,000 | 1,884 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,554,517,000 | 109 |
| Mortgage-backed securities | $1,096,901,000 | 136 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,913,000 | 2,904 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $518,274,000 | 87 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $575,714,000 | 52 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $2,052,978,000 | 115 |
| Total debt securities | $2,052,978,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $2,133,725,000 | 149 |
| U.S. Government securities | $2,058,468,000 | 119 |
| U.S. Treasury securities | $717,402,000 | 63 |
| U.S. Government agency obligations | $1,341,066,000 | 135 |
| Securities issued by states & political subdivisions | $75,206,000 | 656 |
| Other domestic debt securities | $51,000 | 2,392 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $51,000 | 1,918 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $919,157,000 | 150 |
| Mortgage-backed securities | $1,161,633,000 | 140 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,171,000 | 2,906 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $553,910,000 | 89 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $604,552,000 | 52 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $2,133,725,000 | 119 |
| Total debt securities | $2,133,725,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $2,177,074,000 | 154 |
| U.S. Government securities | $2,092,278,000 | 122 |
| U.S. Treasury securities | $707,239,000 | 70 |
| U.S. Government agency obligations | $1,385,039,000 | 141 |
| Securities issued by states & political subdivisions | $84,753,000 | 608 |
| Other domestic debt securities | $43,000 | 2,433 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $43,000 | 1,942 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $858,446,000 | 134 |
| Mortgage-backed securities | $1,199,191,000 | 143 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,393,000 | 2,891 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $573,211,000 | 92 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $622,587,000 | 52 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $2,177,074,000 | 126 |
| Total debt securities | $2,177,074,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,253,048,000 | 155 |
| U.S. Government securities | $2,151,121,000 | 124 |
| U.S. Treasury securities | $697,220,000 | 72 |
| U.S. Government agency obligations | $1,453,901,000 | 138 |
| Securities issued by states & political subdivisions | $101,888,000 | 498 |
| Other domestic debt securities | $39,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $39,000 | 1,949 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $874,163,000 | 125 |
| Mortgage-backed securities | $1,238,155,000 | 143 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,598,000 | 2,881 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $602,361,000 | 92 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $632,196,000 | 60 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $2,253,048,000 | 129 |
| Total debt securities | $2,253,048,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,320,119,000 | 155 |
| U.S. Government securities | $2,209,816,000 | 128 |
| U.S. Treasury securities | $742,305,000 | 67 |
| U.S. Government agency obligations | $1,467,511,000 | 142 |
| Securities issued by states & political subdivisions | $110,264,000 | 470 |
| Other domestic debt securities | $39,000 | 2,258 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $39,000 | 1,930 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,187,000 | 124 |
| Mortgage-backed securities | $1,224,233,000 | 149 |
| Certificates of participation in pools of residential mortgages | $4,059,000 | 2,925 |
| Issued or guaranteed by U.S. | $4,059,000 | 2,840 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $615,325,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $615,325,000 | 91 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $604,849,000 | 93 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $604,849,000 | 67 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $2,320,119,000 | 129 |
| Total debt securities | $2,320,119,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,483,724,000 | 147 |
| U.S. Government securities | $2,371,023,000 | 121 |
| U.S. Treasury securities | $790,738,000 | 63 |
| U.S. Government agency obligations | $1,580,285,000 | 135 |
| Securities issued by states & political subdivisions | $112,656,000 | 477 |
| Other domestic debt securities | $45,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $45,000 | 1,899 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $836,833,000 | 130 |
| Mortgage-backed securities | $1,279,025,000 | 143 |
| Certificates of participation in pools of residential mortgages | $4,540,000 | 2,869 |
| Issued or guaranteed by U.S. | $4,540,000 | 2,790 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $655,426,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $655,426,000 | 89 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $619,059,000 | 91 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $619,059,000 | 67 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $2,483,724,000 | 125 |
| Total debt securities | $2,483,724,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,512,446,000 | 148 |
| U.S. Government securities | $2,387,634,000 | 119 |
| U.S. Treasury securities | $836,128,000 | 54 |
| U.S. Government agency obligations | $1,551,506,000 | 141 |
| Securities issued by states & political subdivisions | $124,763,000 | 442 |
| Other domestic debt securities | $49,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $49,000 | 1,848 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $837,542,000 | 128 |
| Mortgage-backed securities | $1,216,873,000 | 156 |
| Certificates of participation in pools of residential mortgages | $5,212,000 | 2,768 |
| Issued or guaranteed by U.S. | $5,212,000 | 2,681 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $546,543,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $546,543,000 | 102 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $665,118,000 | 85 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $665,118,000 | 64 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $2,512,446,000 | 130 |
| Total debt securities | $2,512,446,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,412,034,000 | 147 |
| U.S. Government securities | $2,269,955,000 | 124 |
| U.S. Treasury securities | $695,269,000 | 52 |
| U.S. Government agency obligations | $1,574,686,000 | 138 |
| Securities issued by states & political subdivisions | $142,036,000 | 369 |
| Other domestic debt securities | $43,000 | 2,170 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $43,000 | 1,788 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $854,584,000 | 121 |
| Mortgage-backed securities | $1,196,546,000 | 154 |
| Certificates of participation in pools of residential mortgages | $5,826,000 | 2,716 |
| Issued or guaranteed by U.S. | $5,826,000 | 2,642 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $490,323,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $490,323,000 | 107 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $700,397,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $700,397,000 | 60 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $2,412,034,000 | 132 |
| Total debt securities | $2,412,034,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,896,932,000 | 164 |
| U.S. Government securities | $1,729,741,000 | 140 |
| U.S. Treasury securities | $210,009,000 | 75 |
| U.S. Government agency obligations | $1,519,732,000 | 134 |
| Securities issued by states & political subdivisions | $167,152,000 | 287 |
| Other domestic debt securities | $39,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $39,000 | 1,754 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $844,742,000 | 121 |
| Mortgage-backed securities | $1,132,282,000 | 151 |
| Certificates of participation in pools of residential mortgages | $6,482,000 | 2,626 |
| Issued or guaranteed by U.S. | $6,482,000 | 2,550 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $448,771,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $448,771,000 | 110 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $677,029,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $677,029,000 | 60 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,896,932,000 | 146 |
| Total debt securities | $1,896,932,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,775,083,000 | 160 |
| U.S. Government securities | $1,605,958,000 | 141 |
| U.S. Treasury securities | $209,451,000 | 68 |
| U.S. Government agency obligations | $1,396,507,000 | 137 |
| Securities issued by states & political subdivisions | $169,087,000 | 265 |
| Other domestic debt securities | $38,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $38,000 | 1,715 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $692,200,000 | 135 |
| Mortgage-backed securities | $1,005,092,000 | 157 |
| Certificates of participation in pools of residential mortgages | $7,267,000 | 2,475 |
| Issued or guaranteed by U.S. | $7,267,000 | 2,402 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $322,965,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $322,965,000 | 128 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $674,860,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $674,860,000 | 55 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,775,083,000 | 139 |
| Total debt securities | $1,775,083,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,627,724,000 | 158 |
| U.S. Government securities | $1,453,478,000 | 142 |
| U.S. Treasury securities | $51,354,000 | 135 |
| U.S. Government agency obligations | $1,402,124,000 | 135 |
| Securities issued by states & political subdivisions | $174,217,000 | 245 |
| Other domestic debt securities | $29,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $29,000 | 1,660 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $675,838,000 | 134 |
| Mortgage-backed securities | $983,469,000 | 155 |
| Certificates of participation in pools of residential mortgages | $8,131,000 | 2,279 |
| Issued or guaranteed by U.S. | $8,131,000 | 2,217 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $329,548,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $329,548,000 | 125 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $645,790,000 | 75 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $645,790,000 | 59 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,627,724,000 | 147 |
| Total debt securities | $1,627,724,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,501,350,000 | 158 |
| U.S. Government securities | $1,343,411,000 | 140 |
| U.S. Treasury securities | $51,568,000 | 138 |
| U.S. Government agency obligations | $1,291,843,000 | 133 |
| Securities issued by states & political subdivisions | $157,914,000 | 243 |
| Other domestic debt securities | $25,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $25,000 | 1,635 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $686,072,000 | 134 |
| Mortgage-backed securities | $937,347,000 | 152 |
| Certificates of participation in pools of residential mortgages | $9,095,000 | 2,151 |
| Issued or guaranteed by U.S. | $9,095,000 | 2,088 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $360,992,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $360,992,000 | 119 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $567,260,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $567,260,000 | 59 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,501,350,000 | 146 |
| Total debt securities | $1,501,350,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,417,593,000 | 160 |
| U.S. Government securities | $1,272,535,000 | 143 |
| U.S. Treasury securities | $61,771,000 | 131 |
| U.S. Government agency obligations | $1,210,764,000 | 135 |
| Securities issued by states & political subdivisions | $145,034,000 | 245 |
| Other domestic debt securities | $24,000 | 2,029 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,000 | 1,591 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $727,488,000 | 125 |
| Mortgage-backed securities | $926,432,000 | 153 |
| Certificates of participation in pools of residential mortgages | $10,079,000 | 2,033 |
| Issued or guaranteed by U.S. | $10,079,000 | 1,979 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $371,664,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $371,664,000 | 120 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $544,689,000 | 80 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $544,689,000 | 57 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,417,593,000 | 148 |
| Total debt securities | $1,417,593,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,425,552,000 | 152 |
| U.S. Government securities | $1,302,597,000 | 137 |
| U.S. Treasury securities | $61,944,000 | 120 |
| U.S. Government agency obligations | $1,240,653,000 | 133 |
| Securities issued by states & political subdivisions | $122,933,000 | 269 |
| Other domestic debt securities | $22,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $22,000 | 1,509 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $555,005,000 | 156 |
| Mortgage-backed securities | $945,047,000 | 146 |
| Certificates of participation in pools of residential mortgages | $10,948,000 | 1,945 |
| Issued or guaranteed by U.S. | $10,948,000 | 1,889 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $387,111,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $387,111,000 | 116 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $546,988,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $546,988,000 | 57 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,425,552,000 | 143 |
| Total debt securities | $1,425,552,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,368,218,000 | 160 |
| U.S. Government securities | $1,274,782,000 | 142 |
| U.S. Treasury securities | $60,359,000 | 128 |
| U.S. Government agency obligations | $1,214,423,000 | 137 |
| Securities issued by states & political subdivisions | $93,404,000 | 328 |
| Other domestic debt securities | $32,000 | 1,934 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $32,000 | 1,487 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $558,704,000 | 140 |
| Mortgage-backed securities | $922,213,000 | 154 |
| Certificates of participation in pools of residential mortgages | $11,612,000 | 1,850 |
| Issued or guaranteed by U.S. | $11,612,000 | 1,800 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $403,882,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $403,882,000 | 115 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $506,719,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $506,719,000 | 55 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,368,218,000 | 146 |
| Total debt securities | $1,368,218,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,387,915,000 | 155 |
| U.S. Government securities | $1,273,469,000 | 142 |
| U.S. Treasury securities | $105,402,000 | 100 |
| U.S. Government agency obligations | $1,168,067,000 | 143 |
| Securities issued by states & political subdivisions | $114,414,000 | 251 |
| Other domestic debt securities | $32,000 | 1,988 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $32,000 | 1,494 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $579,668,000 | 131 |
| Mortgage-backed securities | $869,098,000 | 158 |
| Certificates of participation in pools of residential mortgages | $12,599,000 | 1,773 |
| Issued or guaranteed by U.S. | $12,599,000 | 1,720 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $404,666,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $404,666,000 | 113 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $451,833,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $451,833,000 | 59 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,387,915,000 | 141 |
| Total debt securities | $1,387,915,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,276,159,000 | 166 |
| U.S. Government securities | $1,159,641,000 | 150 |
| U.S. Treasury securities | $60,329,000 | 129 |
| U.S. Government agency obligations | $1,099,312,000 | 146 |
| Securities issued by states & political subdivisions | $116,492,000 | 251 |
| Other domestic debt securities | $26,000 | 1,977 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $26,000 | 1,512 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $570,230,000 | 135 |
| Mortgage-backed securities | $799,954,000 | 165 |
| Certificates of participation in pools of residential mortgages | $13,610,000 | 1,681 |
| Issued or guaranteed by U.S. | $13,610,000 | 1,651 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $355,498,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $355,498,000 | 121 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $430,846,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $430,846,000 | 55 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,276,159,000 | 150 |
| Total debt securities | $1,276,159,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,248,486,000 | 170 |
| U.S. Government securities | $1,128,442,000 | 149 |
| U.S. Treasury securities | $59,523,000 | 138 |
| U.S. Government agency obligations | $1,068,919,000 | 145 |
| Securities issued by states & political subdivisions | $120,021,000 | 248 |
| Other domestic debt securities | $23,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $23,000 | 1,522 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $522,470,000 | 152 |
| Mortgage-backed securities | $767,439,000 | 158 |
| Certificates of participation in pools of residential mortgages | $14,554,000 | 1,604 |
| Issued or guaranteed by U.S. | $14,554,000 | 1,573 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $339,479,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $339,479,000 | 122 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $413,406,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $413,406,000 | 53 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,248,486,000 | 150 |
| Total debt securities | $1,248,490,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,164,378,000 | 179 |
| U.S. Government securities | $1,042,139,000 | 159 |
| U.S. Treasury securities | $58,729,000 | 139 |
| U.S. Government agency obligations | $983,410,000 | 156 |
| Securities issued by states & political subdivisions | $122,216,000 | 253 |
| Other domestic debt securities | $23,000 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $23,000 | 1,534 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $527,231,000 | 152 |
| Mortgage-backed securities | $679,800,000 | 170 |
| Certificates of participation in pools of residential mortgages | $15,312,000 | 1,558 |
| Issued or guaranteed by U.S. | $15,312,000 | 1,543 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $310,871,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $310,871,000 | 132 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $353,617,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $353,617,000 | 53 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,164,378,000 | 155 |
| Total debt securities | $1,164,378,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,058,356,000 | 187 |
| U.S. Government securities | $925,804,000 | 170 |
| U.S. Treasury securities | $58,009,000 | 138 |
| U.S. Government agency obligations | $867,795,000 | 165 |
| Securities issued by states & political subdivisions | $132,523,000 | 240 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $29,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,803,000 | 158 |
| Mortgage-backed securities | $605,074,000 | 180 |
| Certificates of participation in pools of residential mortgages | $16,256,000 | 1,526 |
| Issued or guaranteed by U.S. | $16,256,000 | 1,520 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $270,647,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $270,647,000 | 136 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $318,171,000 | 82 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $318,171,000 | 57 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,058,356,000 | 158 |
| Total debt securities | $1,058,327,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,047,742,000 | 189 |
| U.S. Government securities | $911,065,000 | 172 |
| U.S. Treasury securities | $58,381,000 | 138 |
| U.S. Government agency obligations | $852,684,000 | 163 |
| Securities issued by states & political subdivisions | $136,642,000 | 236 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $35,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,729,000 | 154 |
| Mortgage-backed securities | $618,140,000 | 181 |
| Certificates of participation in pools of residential mortgages | $17,643,000 | 1,479 |
| Issued or guaranteed by U.S. | $17,643,000 | 1,420 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $264,982,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $264,982,000 | 137 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $335,515,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $335,515,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,047,742,000 | 164 |
| Total debt securities | $1,047,707,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,068,385,000 | 185 |
| U.S. Government securities | $926,179,000 | 167 |
| U.S. Treasury securities | $58,678,000 | 132 |
| U.S. Government agency obligations | $867,501,000 | 161 |
| Securities issued by states & political subdivisions | $142,003,000 | 223 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $203,000 | 452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,941,000 | 168 |
| Mortgage-backed securities | $638,690,000 | 179 |
| Certificates of participation in pools of residential mortgages | $19,110,000 | 1,455 |
| Issued or guaranteed by U.S. | $19,110,000 | 1,452 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $279,837,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $279,837,000 | 136 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $339,743,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $339,743,000 | 55 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,068,385,000 | 159 |
| Total debt securities | $1,068,182,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,093,492,000 | 177 |
| U.S. Government securities | $947,803,000 | 155 |
| U.S. Treasury securities | $59,386,000 | 129 |
| U.S. Government agency obligations | $888,417,000 | 149 |
| Securities issued by states & political subdivisions | $145,500,000 | 223 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $189,000 | 702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,066,000 | 172 |
| Mortgage-backed securities | $665,255,000 | 170 |
| Certificates of participation in pools of residential mortgages | $20,726,000 | 1,387 |
| Issued or guaranteed by U.S. | $20,726,000 | 1,386 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $296,095,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $296,095,000 | 125 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $348,434,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $348,434,000 | 52 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,093,492,000 | 151 |
| Total debt securities | $1,093,303,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $900,795,000 | 200 |
| U.S. Government securities | $743,311,000 | 183 |
| U.S. Treasury securities | $10,158,000 | 370 |
| U.S. Government agency obligations | $733,153,000 | 175 |
| Securities issued by states & political subdivisions | $157,300,000 | 202 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $184,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $469,320,000 | 178 |
| Mortgage-backed securities | $557,996,000 | 190 |
| Certificates of participation in pools of residential mortgages | $22,519,000 | 1,339 |
| Issued or guaranteed by U.S. | $22,519,000 | 1,337 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $253,720,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $253,720,000 | 132 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $281,757,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $281,757,000 | 57 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $900,795,000 | 173 |
| Total debt securities | $900,611,000 | 196 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $904,537,000 | 204 |
| U.S. Government securities | $764,925,000 | 181 |
| U.S. Treasury securities | $10,170,000 | 374 |
| U.S. Government agency obligations | $754,755,000 | 174 |
| Securities issued by states & political subdivisions | $139,479,000 | 242 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $133,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,581,000 | 170 |
| Mortgage-backed securities | $554,074,000 | 193 |
| Certificates of participation in pools of residential mortgages | $18,042,000 | 1,602 |
| Issued or guaranteed by U.S. | $18,042,000 | 1,600 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $257,545,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $257,545,000 | 135 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $278,487,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $278,487,000 | 60 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $904,537,000 | 177 |
| Total debt securities | $904,404,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $899,071,000 | 204 |
| U.S. Government securities | $755,075,000 | 181 |
| U.S. Treasury securities | $10,144,000 | 394 |
| U.S. Government agency obligations | $744,931,000 | 177 |
| Securities issued by states & political subdivisions | $143,398,000 | 231 |
| Other domestic debt securities | $476,000 | 1,862 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $476,000 | 1,542 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $122,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $484,610,000 | 169 |
| Mortgage-backed securities | $563,727,000 | 188 |
| Certificates of participation in pools of residential mortgages | $19,508,000 | 1,552 |
| Issued or guaranteed by U.S. | $19,508,000 | 1,552 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $262,531,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $262,531,000 | 130 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $281,688,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $281,688,000 | 60 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $899,071,000 | 173 |
| Total debt securities | $898,949,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $841,719,000 | 214 |
| U.S. Government securities | $697,223,000 | 184 |
| U.S. Treasury securities | $10,116,000 | 389 |
| U.S. Government agency obligations | $687,107,000 | 180 |
| Securities issued by states & political subdivisions | $143,895,000 | 226 |
| Other domestic debt securities | $474,000 | 1,885 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $474,000 | 1,554 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $127,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,277,000 | 161 |
| Mortgage-backed securities | $531,304,000 | 197 |
| Certificates of participation in pools of residential mortgages | $20,965,000 | 1,478 |
| Issued or guaranteed by U.S. | $20,965,000 | 1,478 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $241,213,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $241,213,000 | 131 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $269,126,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $269,126,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $841,719,000 | 180 |
| Total debt securities | $841,592,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $750,819,000 | 225 |
| U.S. Government securities | $612,066,000 | 201 |
| U.S. Treasury securities | $10,416,000 | 336 |
| U.S. Government agency obligations | $601,650,000 | 197 |
| Securities issued by states & political subdivisions | $138,194,000 | 233 |
| Other domestic debt securities | $461,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $461,000 | 1,565 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $98,000 | 797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,763,000 | 153 |
| Mortgage-backed securities | $486,065,000 | 205 |
| Certificates of participation in pools of residential mortgages | $23,308,000 | 1,384 |
| Issued or guaranteed by U.S. | $23,308,000 | 1,383 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $206,816,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $206,816,000 | 145 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $255,941,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $255,941,000 | 57 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $750,819,000 | 193 |
| Total debt securities | $750,721,000 | 221 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $746,525,000 | 232 |
| U.S. Government securities | $631,983,000 | 200 |
| U.S. Treasury securities | $10,495,000 | 340 |
| U.S. Government agency obligations | $621,488,000 | 195 |
| Securities issued by states & political subdivisions | $114,018,000 | 299 |
| Other domestic debt securities | $449,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $449,000 | 1,584 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $75,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $520,018,000 | 152 |
| Mortgage-backed securities | $497,249,000 | 200 |
| Certificates of participation in pools of residential mortgages | $25,135,000 | 1,328 |
| Issued or guaranteed by U.S. | $25,135,000 | 1,324 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $223,792,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $223,792,000 | 143 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $248,322,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $248,322,000 | 59 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $746,525,000 | 201 |
| Total debt securities | $746,450,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $763,663,000 | 227 |
| U.S. Government securities | $654,235,000 | 195 |
| U.S. Treasury securities | $10,340,000 | 344 |
| U.S. Government agency obligations | $643,895,000 | 189 |
| Securities issued by states & political subdivisions | $108,924,000 | 307 |
| Other domestic debt securities | $426,000 | 1,968 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $426,000 | 1,597 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $78,000 | 834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,153,000 | 154 |
| Mortgage-backed securities | $496,742,000 | 200 |
| Certificates of participation in pools of residential mortgages | $26,877,000 | 1,256 |
| Issued or guaranteed by U.S. | $26,877,000 | 1,254 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $221,264,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $221,264,000 | 154 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $248,601,000 | 66 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $248,601,000 | 55 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $763,663,000 | 197 |
| Total debt securities | $763,585,000 | 222 |
| Structured notes | ||
| Amortized cost | $297,000 | 1,300 |
| Fair value | $299,000 | 1,297 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $798,452,000 | 216 |
| U.S. Government securities | $682,005,000 | 190 |
| U.S. Treasury securities | $10,177,000 | 383 |
| U.S. Government agency obligations | $671,828,000 | 183 |
| Securities issued by states & political subdivisions | $115,936,000 | 283 |
| Other domestic debt securities | $453,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $453,000 | 1,577 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $58,000 | 878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,672,000 | 166 |
| Mortgage-backed securities | $490,022,000 | 203 |
| Certificates of participation in pools of residential mortgages | $28,520,000 | 1,213 |
| Issued or guaranteed by U.S. | $28,520,000 | 1,211 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $232,477,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $232,477,000 | 148 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $229,025,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $229,025,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $798,452,000 | 182 |
| Total debt securities | $798,394,000 | 212 |
| Structured notes | ||
| Amortized cost | $297,000 | 1,450 |
| Fair value | $295,000 | 1,452 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $827,471,000 | 207 |
| U.S. Government securities | $709,448,000 | 174 |
| U.S. Treasury securities | $10,298,000 | 355 |
| U.S. Government agency obligations | $699,150,000 | 173 |
| Securities issued by states & political subdivisions | $117,513,000 | 274 |
| Other domestic debt securities | $454,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $454,000 | 1,579 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $56,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,380,000 | 166 |
| Mortgage-backed securities | $492,717,000 | 198 |
| Certificates of participation in pools of residential mortgages | $30,742,000 | 1,142 |
| Issued or guaranteed by U.S. | $30,742,000 | 1,141 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $232,766,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $232,766,000 | 147 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $229,209,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $229,209,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $827,471,000 | 171 |
| Total debt securities | $827,415,000 | 205 |
| Structured notes | ||
| Amortized cost | $297,000 | 1,634 |
| Fair value | $295,000 | 1,638 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $883,292,000 | 191 |
| U.S. Government securities | $763,647,000 | 164 |
| U.S. Treasury securities | $10,178,000 | 354 |
| U.S. Government agency obligations | $753,469,000 | 163 |
| Securities issued by states & political subdivisions | $119,125,000 | 259 |
| Other domestic debt securities | $459,000 | 1,975 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $459,000 | 1,600 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $61,000 | 905 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,393,000 | 153 |
| Mortgage-backed securities | $512,415,000 | 194 |
| Certificates of participation in pools of residential mortgages | $32,868,000 | 1,129 |
| Issued or guaranteed by U.S. | $32,868,000 | 1,128 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $249,422,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $249,422,000 | 148 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $230,125,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $230,125,000 | 50 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $883,292,000 | 156 |
| Total debt securities | $883,231,000 | 186 |
| Structured notes | ||
| Amortized cost | $297,000 | 1,782 |
| Fair value | $290,000 | 1,784 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $891,988,000 | 189 |
| U.S. Government securities | $765,899,000 | 168 |
| U.S. Treasury securities | $10,289,000 | 352 |
| U.S. Government agency obligations | $755,610,000 | 167 |
| Securities issued by states & political subdivisions | $125,572,000 | 235 |
| Other domestic debt securities | $464,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $464,000 | 1,631 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $53,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,166,000 | 169 |
| Mortgage-backed securities | $508,555,000 | 196 |
| Certificates of participation in pools of residential mortgages | $35,634,000 | 1,062 |
| Issued or guaranteed by U.S. | $35,634,000 | 1,061 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $268,346,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $268,346,000 | 138 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $204,575,000 | 65 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $204,575,000 | 52 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $891,988,000 | 157 |
| Total debt securities | $891,935,000 | 186 |
| Structured notes | ||
| Amortized cost | $297,000 | 1,893 |
| Fair value | $294,000 | 1,897 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $733,459,000 | 229 |
| U.S. Government securities | $641,369,000 | 197 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $641,369,000 | 190 |
| Securities issued by states & political subdivisions | $91,603,000 | 344 |
| Other domestic debt securities | $440,000 | 2,056 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $440,000 | 1,666 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $47,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,539,000 | 174 |
| Mortgage-backed securities | $418,872,000 | 223 |
| Certificates of participation in pools of residential mortgages | $9,524,000 | 2,575 |
| Issued or guaranteed by U.S. | $9,524,000 | 2,570 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $250,066,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $250,066,000 | 149 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $159,282,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $159,282,000 | 54 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $733,459,000 | 198 |
| Total debt securities | $733,412,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $751,770,000 | 217 |
| U.S. Government securities | $656,240,000 | 182 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $656,240,000 | 179 |
| Securities issued by states & political subdivisions | $95,011,000 | 324 |
| Other domestic debt securities | $466,000 | 2,109 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $466,000 | 1,690 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $53,000 | 974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $493,205,000 | 154 |
| Mortgage-backed securities | $421,550,000 | 218 |
| Certificates of participation in pools of residential mortgages | $10,202,000 | 2,561 |
| Issued or guaranteed by U.S. | $10,202,000 | 2,558 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $263,533,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $263,533,000 | 143 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $147,815,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $147,815,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $751,770,000 | 186 |
| Total debt securities | $751,717,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $754,270,000 | 217 |
| U.S. Government securities | $655,338,000 | 182 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $655,338,000 | 178 |
| Securities issued by states & political subdivisions | $98,423,000 | 306 |
| Other domestic debt securities | $456,000 | 2,162 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $456,000 | 1,743 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $53,000 | 992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $388,091,000 | 173 |
| Mortgage-backed securities | $420,997,000 | 219 |
| Certificates of participation in pools of residential mortgages | $10,988,000 | 2,515 |
| Issued or guaranteed by U.S. | $10,988,000 | 2,514 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $279,044,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $279,044,000 | 139 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $130,965,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $130,965,000 | 59 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $754,270,000 | 184 |
| Total debt securities | $754,217,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $780,459,000 | 211 |
| U.S. Government securities | $674,997,000 | 179 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $674,997,000 | 175 |
| Securities issued by states & political subdivisions | $104,555,000 | 280 |
| Other domestic debt securities | $851,000 | 1,939 |
| 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 | $851,000 | 1,537 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $56,000 | 1,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $379,573,000 | 184 |
| Mortgage-backed securities | $421,555,000 | 222 |
| Certificates of participation in pools of residential mortgages | $11,700,000 | 2,454 |
| Issued or guaranteed by U.S. | $11,700,000 | 2,453 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $293,534,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $293,534,000 | 135 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $116,321,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $116,321,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $780,459,000 | 175 |
| Total debt securities | $780,403,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $796,021,000 | 205 |
| U.S. Government securities | $686,995,000 | 170 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $686,995,000 | 166 |
| Securities issued by states & political subdivisions | $108,137,000 | 264 |
| Other domestic debt securities | $829,000 | 1,997 |
| 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 | $829,000 | 1,580 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $60,000 | 1,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $391,819,000 | 183 |
| Mortgage-backed securities | $416,607,000 | 225 |
| Certificates of participation in pools of residential mortgages | $12,413,000 | 2,372 |
| Issued or guaranteed by U.S. | $12,413,000 | 2,372 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $288,466,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $288,466,000 | 134 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $115,728,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $115,728,000 | 55 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $796,021,000 | 170 |
| Total debt securities | $795,961,000 | 202 |
| 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 | $826,521,000 | 193 |
| U.S. Government securities | $710,383,000 | 162 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $710,383,000 | 159 |
| Securities issued by states & political subdivisions | $115,243,000 | 238 |
| Other domestic debt securities | $829,000 | 2,057 |
| 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 | $829,000 | 1,615 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $66,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,229,000 | 181 |
| Mortgage-backed securities | $429,779,000 | 216 |
| Certificates of participation in pools of residential mortgages | $13,361,000 | 2,296 |
| Issued or guaranteed by U.S. | $13,361,000 | 2,294 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $303,061,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $303,061,000 | 129 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $113,357,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $113,357,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $826,521,000 | 165 |
| Total debt securities | $826,455,000 | 191 |
| 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 | $855,469,000 | 185 |
| U.S. Government securities | $736,353,000 | 159 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $736,353,000 | 156 |
| Securities issued by states & political subdivisions | $118,215,000 | 227 |
| Other domestic debt securities | $852,000 | 2,102 |
| 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 | $852,000 | 1,649 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $49,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,103,000 | 186 |
| Mortgage-backed securities | $455,262,000 | 208 |
| Certificates of participation in pools of residential mortgages | $14,394,000 | 2,193 |
| Issued or guaranteed by U.S. | $14,394,000 | 2,191 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $327,484,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $327,484,000 | 126 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $113,384,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $113,384,000 | 50 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $855,469,000 | 162 |
| Total debt securities | $855,420,000 | 184 |
| 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 | $855,523,000 | 187 |
| U.S. Government securities | $734,751,000 | 158 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $734,751,000 | 157 |
| Securities issued by states & political subdivisions | $120,719,000 | 216 |
| 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 | $53,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $321,793,000 | 218 |
| Mortgage-backed securities | $439,069,000 | 216 |
| Certificates of participation in pools of residential mortgages | $16,129,000 | 2,073 |
| Issued or guaranteed by U.S. | $16,129,000 | 2,072 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $422,940,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $422,940,000 | 101 |
| 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) | $855,523,000 | 164 |
| Total debt securities | $855,470,000 | 185 |
| 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 | $813,277,000 | 188 |
| U.S. Government securities | $699,288,000 | 162 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $699,288,000 | 160 |
| Securities issued by states & political subdivisions | $113,936,000 | 227 |
| 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 | $53,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $297,352,000 | 241 |
| Mortgage-backed securities | $402,240,000 | 224 |
| Certificates of participation in pools of residential mortgages | $17,577,000 | 1,931 |
| Issued or guaranteed by U.S. | $17,577,000 | 1,929 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $384,663,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $384,663,000 | 114 |
| 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) | $813,277,000 | 166 |
| Total debt securities | $813,224,000 | 186 |
| 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 | $768,974,000 | 201 |
| U.S. Government securities | $652,548,000 | 176 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $652,548,000 | 172 |
| Securities issued by states & political subdivisions | $116,381,000 | 209 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $45,000 | 1,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,966,000 | 241 |
| Mortgage-backed securities | $332,037,000 | 278 |
| Certificates of participation in pools of residential mortgages | $19,352,000 | 1,895 |
| Issued or guaranteed by U.S. | $19,352,000 | 1,893 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $312,685,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $312,685,000 | 142 |
| 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) | $768,974,000 | 176 |
| Total debt securities | $768,929,000 | 199 |
| 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 | $790,797,000 | 196 |
| U.S. Government securities | $673,056,000 | 171 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $673,056,000 | 167 |
| Securities issued by states & political subdivisions | $117,697,000 | 196 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $44,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $282,760,000 | 242 |
| Mortgage-backed securities | $348,954,000 | 272 |
| Certificates of participation in pools of residential mortgages | $20,803,000 | 1,825 |
| Issued or guaranteed by U.S. | $20,803,000 | 1,824 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $328,151,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $328,151,000 | 135 |
| 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) | $790,797,000 | 171 |
| Total debt securities | $790,753,000 | 194 |
| Structured notes | ||
| Amortized cost | $5,995,000 | 800 |
| Fair value | $6,023,000 | 775 |
| 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 | $783,542,000 | 205 |
| U.S. Government securities | $665,253,000 | 183 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $665,253,000 | 177 |
| Securities issued by states & political subdivisions | $118,250,000 | 189 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $39,000 | 1,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,962,000 | 272 |
| Mortgage-backed securities | $334,937,000 | 282 |
| Certificates of participation in pools of residential mortgages | $22,058,000 | 1,746 |
| Issued or guaranteed by U.S. | $22,058,000 | 1,740 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $312,879,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $312,879,000 | 141 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $783,542,000 | 177 |
| Total debt securities | $783,503,000 | 203 |
| Structured notes | ||
| Amortized cost | $11,992,000 | 500 |
| Fair value | $12,058,000 | 491 |
| 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 | $728,029,000 | 215 |
| U.S. Government securities | $609,998,000 | 188 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $609,998,000 | 187 |
| Securities issued by states & political subdivisions | $118,004,000 | 188 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $27,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,129,000 | 240 |
| Mortgage-backed securities | $287,289,000 | 310 |
| Certificates of participation in pools of residential mortgages | $23,266,000 | 1,582 |
| Issued or guaranteed by U.S. | $23,266,000 | 1,577 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $264,023,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $264,023,000 | 145 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $728,029,000 | 186 |
| Total debt securities | $728,002,000 | 211 |
| Structured notes | ||
| Amortized cost | $15,490,000 | 366 |
| Fair value | $15,603,000 | 364 |
| 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 | $642,701,000 | 235 |
| U.S. Government securities | $523,382,000 | 212 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $523,382,000 | 206 |
| Securities issued by states & political subdivisions | $119,290,000 | 169 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $29,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $276,740,000 | 217 |
| Mortgage-backed securities | $165,829,000 | 477 |
| Certificates of participation in pools of residential mortgages | $3,243,000 | 4,006 |
| Issued or guaranteed by U.S. | $3,243,000 | 3,992 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $162,586,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $162,586,000 | 209 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $642,701,000 | 205 |
| Total debt securities | $642,672,000 | 232 |
| Structured notes | ||
| Amortized cost | $18,889,000 | 293 |
| Fair value | $19,077,000 | 288 |
| 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 | $641,609,000 | 236 |
| U.S. Government securities | $525,654,000 | 220 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $525,654,000 | 210 |
| Securities issued by states & political subdivisions | $115,922,000 | 167 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $33,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,729,000 | 224 |
| Mortgage-backed securities | $97,446,000 | 735 |
| Certificates of participation in pools of residential mortgages | $3,507,000 | 3,901 |
| Issued or guaranteed by U.S. | $3,507,000 | 3,888 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $93,939,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $93,939,000 | 313 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $641,609,000 | 207 |
| Total debt securities | $641,576,000 | 234 |
| Structured notes | ||
| Amortized cost | $32,296,000 | 175 |
| Fair value | $32,600,000 | 173 |
| 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 | $630,909,000 | 239 |
| U.S. Government securities | $515,331,000 | 223 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $515,331,000 | 217 |
| Securities issued by states & political subdivisions | $115,547,000 | 170 |
| Other domestic debt securities | $1,000 | 2,865 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,342 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $30,000 | 1,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,901,000 | 251 |
| Mortgage-backed securities | $59,750,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $3,793,000 | 3,754 |
| Issued or guaranteed by U.S. | $3,793,000 | 3,745 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $55,957,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $55,956,000 | 451 |
| Privately issued | $1,000 | 1,277 |
| 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) | $630,909,000 | 210 |
| Total debt securities | $630,879,000 | 236 |
| Structured notes | ||
| Amortized cost | $44,780,000 | 134 |
| Fair value | $45,184,000 | 132 |
| 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 | $603,598,000 | 243 |
| U.S. Government securities | $488,171,000 | 224 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $488,171,000 | 220 |
| Securities issued by states & political subdivisions | $115,397,000 | 159 |
| Other domestic debt securities | $1,000 | 3,046 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,398 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $29,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,850,000 | 248 |
| Mortgage-backed securities | $36,973,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $4,152,000 | 3,567 |
| Issued or guaranteed by U.S. | $4,152,000 | 3,558 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $32,821,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $32,820,000 | 621 |
| Privately issued | $1,000 | 1,330 |
| 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) | $603,598,000 | 213 |
| Total debt securities | $603,569,000 | 241 |
| Structured notes | ||
| Amortized cost | $44,778,000 | 116 |
| Fair value | $45,359,000 | 111 |
| 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 | $568,729,000 | 248 |
| U.S. Government securities | $450,093,000 | 229 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $450,093,000 | 222 |
| Securities issued by states & political subdivisions | $118,615,000 | 146 |
| Other domestic debt securities | $1,000 | 3,131 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,471 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $20,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,311,000 | 227 |
| Mortgage-backed securities | $42,096,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $4,599,000 | 3,435 |
| Issued or guaranteed by U.S. | $4,599,000 | 3,428 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $37,497,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $37,496,000 | 556 |
| Privately issued | $1,000 | 1,400 |
| 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) | $568,729,000 | 211 |
| Total debt securities | $568,709,000 | 243 |
| Structured notes | ||
| Amortized cost | $44,775,000 | 107 |
| Fair value | $45,467,000 | 99 |
| 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 | $503,958,000 | 270 |
| U.S. Government securities | $391,565,000 | 249 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $391,565,000 | 240 |
| Securities issued by states & political subdivisions | $112,367,000 | 144 |
| Other domestic debt securities | $1,000 | 3,130 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,496 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $25,000 | 1,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,541,000 | 235 |
| Mortgage-backed securities | $45,940,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $5,099,000 | 3,336 |
| Issued or guaranteed by U.S. | $5,099,000 | 3,329 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $40,841,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $40,840,000 | 501 |
| Privately issued | $1,000 | 1,425 |
| 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) | $503,958,000 | 229 |
| Total debt securities | $503,933,000 | 262 |
| Structured notes | ||
| Amortized cost | $44,773,000 | 109 |
| Fair value | $45,492,000 | 107 |
| 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 | $519,992,000 | 256 |
| U.S. Government securities | $408,966,000 | 246 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $408,966,000 | 235 |
| Securities issued by states & political subdivisions | $111,005,000 | 140 |
| Other domestic debt securities | $1,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,529 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $20,000 | 1,360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,568,000 | 288 |
| Mortgage-backed securities | $49,019,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $5,471,000 | 3,345 |
| Issued or guaranteed by U.S. | $5,471,000 | 3,338 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $43,548,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $43,547,000 | 472 |
| Privately issued | $1,000 | 1,460 |
| 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) | $519,992,000 | 223 |
| Total debt securities | $519,972,000 | 249 |
| Structured notes | ||
| Amortized cost | $43,770,000 | 86 |
| Fair value | $43,992,000 | 84 |
| 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 | $479,929,000 | 278 |
| U.S. Government securities | $367,643,000 | 259 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $367,643,000 | 250 |
| Securities issued by states & political subdivisions | $112,271,000 | 141 |
| Other domestic debt securities | $1,000 | 3,241 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,565 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $14,000 | 1,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,438,000 | 279 |
| Mortgage-backed securities | $49,235,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | $5,916,000 | 3,301 |
| Issued or guaranteed by U.S. | $5,916,000 | 3,293 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $43,319,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $43,318,000 | 461 |
| Privately issued | $1,000 | 1,486 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $479,929,000 | 237 |
| Total debt securities | $479,915,000 | 272 |
| Structured notes | ||
| Amortized cost | $26,045,000 | 123 |
| Fair value | $26,108,000 | 120 |
| 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 | $444,296,000 | 305 |
| U.S. Government securities | $331,598,000 | 285 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $331,598,000 | 274 |
| Securities issued by states & political subdivisions | $112,684,000 | 143 |
| Other domestic debt securities | $1,000 | 3,336 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,621 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $13,000 | 1,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,669,000 | 270 |
| Mortgage-backed securities | $52,384,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $6,576,000 | 3,237 |
| Issued or guaranteed by U.S. | $6,576,000 | 3,228 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $45,808,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $45,807,000 | 421 |
| Privately issued | $1,000 | 1,537 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $444,296,000 | 264 |
| Total debt securities | $444,283,000 | 294 |
| Structured notes | ||
| Amortized cost | $17,650,000 | 132 |
| Fair value | $17,818,000 | 130 |
| 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 | $438,289,000 | 308 |
| U.S. Government securities | $330,550,000 | 289 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $330,550,000 | 278 |
| Securities issued by states & political subdivisions | $107,729,000 | 148 |
| Other domestic debt securities | $1,000 | 3,406 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,637 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $9,000 | 1,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,623,000 | 241 |
| Mortgage-backed securities | $36,827,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $6,910,000 | 3,231 |
| Issued or guaranteed by U.S. | $6,910,000 | 3,220 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $29,917,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $29,916,000 | 526 |
| Privately issued | $1,000 | 1,553 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $438,289,000 | 262 |
| Total debt securities | $438,280,000 | 294 |
| Structured notes | ||
| Amortized cost | $12,651,000 | 114 |
| Fair value | $12,624,000 | 112 |
| 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 | $407,915,000 | 328 |
| U.S. Government securities | $299,839,000 | 313 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $299,839,000 | 305 |
| Securities issued by states & political subdivisions | $108,070,000 | 144 |
| Other domestic debt securities | $1,000 | 3,328 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,000 | 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 | $223,357,000 | 288 |
| Mortgage-backed securities | $39,184,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $7,509,000 | 3,189 |
| Issued or guaranteed by U.S. | $7,509,000 | 3,178 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $31,675,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $31,674,000 | 485 |
| Privately issued | $1,000 | 1,572 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $407,915,000 | 280 |
| Total debt securities | $407,910,000 | 315 |
| 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 | $314,791,000 | 412 |
| U.S. Government securities | $223,832,000 | 394 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $223,832,000 | 386 |
| Securities issued by states & political subdivisions | $90,952,000 | 179 |
| Other domestic debt securities | $1,000 | 3,252 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $6,000 | 1,643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,687,000 | 291 |
| Mortgage-backed securities | $28,773,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $7,897,000 | 3,070 |
| Issued or guaranteed by U.S. | $7,897,000 | 3,058 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $20,876,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $20,875,000 | 645 |
| Privately issued | $1,000 | 1,530 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $314,791,000 | 348 |
| Total debt securities | $314,785,000 | 403 |
| 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 | $323,344,000 | 388 |
| U.S. Government securities | $237,712,000 | 359 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $237,712,000 | 352 |
| Securities issued by states & political subdivisions | $85,626,000 | 182 |
| Other domestic debt securities | $1,000 | 3,216 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,044,000 | 275 |
| Mortgage-backed securities | $2,072,000 | 5,122 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 4,851 |
| Issued or guaranteed by U.S. | $1,635,000 | 4,836 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $437,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,812 |
| Privately issued | $1,000 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $323,344,000 | 326 |
| Total debt securities | $323,339,000 | 377 |
| 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 | $304,482,000 | 417 |
| U.S. Government securities | $219,928,000 | 390 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $219,928,000 | 380 |
| Securities issued by states & political subdivisions | $73,618,000 | 216 |
| Other domestic debt securities | $1,000 | 3,180 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $10,935,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,783,000 | 284 |
| Mortgage-backed securities | $2,747,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $1,760,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,760,000 | 4,789 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $987,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,445 |
| Privately issued | $1,000 | 1,479 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $304,482,000 | 354 |
| Total debt securities | $293,547,000 | 419 |
| 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 | $343,116,000 | 387 |
| U.S. Government securities | $250,077,000 | 342 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $250,077,000 | 334 |
| Securities issued by states & political subdivisions | $81,866,000 | 188 |
| Other domestic debt securities | $1,000 | 3,150 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $11,172,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,244,000 | 318 |
| Mortgage-backed securities | $3,850,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $1,948,000 | 4,648 |
| Issued or guaranteed by U.S. | $1,948,000 | 4,627 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,902,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $1,901,000 | 2,054 |
| Privately issued | $1,000 | 1,465 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $343,116,000 | 333 |
| Total debt securities | $331,944,000 | 386 |
| 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 | $380,279,000 | 347 |
| U.S. Government securities | $312,700,000 | 287 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $312,700,000 | 280 |
| Securities issued by states & political subdivisions | $66,027,000 | 246 |
| Other domestic debt securities | $2,000 | 2,983 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,550,000 | 858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,704,000 | 264 |
| Mortgage-backed securities | $4,801,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $2,122,000 | 4,297 |
| Issued or guaranteed by U.S. | $2,122,000 | 4,282 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,679,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,677,000 | 1,739 |
| Privately issued | $2,000 | 1,364 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $380,279,000 | 295 |
| Total debt securities | $378,729,000 | 340 |
| Structured notes | ||
| Amortized cost | $3,451,000 | 708 |
| Fair value | $3,503,000 | 699 |
| 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 | $389,809,000 | 342 |
| U.S. Government securities | $336,523,000 | 280 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $336,523,000 | 271 |
| Securities issued by states & political subdivisions | $51,076,000 | 335 |
| Other domestic debt securities | $2,000 | 2,955 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,208,000 | 712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,501,000 | 278 |
| Mortgage-backed securities | $6,005,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 4,049 |
| Issued or guaranteed by U.S. | $2,318,000 | 4,035 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,687,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $3,685,000 | 1,492 |
| Privately issued | $2,000 | 1,336 |
| 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) | $100,000 | 3,435 |
| Available-for-sale securities (fair market value) | $389,709,000 | 287 |
| Total debt securities | $387,601,000 | 332 |
| Structured notes | ||
| Amortized cost | $8,424,000 | 360 |
| Fair value | $8,493,000 | 353 |
| 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 | $393,668,000 | 347 |
| U.S. Government securities | $346,040,000 | 277 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $346,040,000 | 269 |
| Securities issued by states & political subdivisions | $45,042,000 | 394 |
| Other domestic debt securities | $2,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,387 |
| 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 | $2,584,000 | 662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,254,000 | 296 |
| Mortgage-backed securities | $7,654,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $2,521,000 | 3,923 |
| Issued or guaranteed by U.S. | $2,521,000 | 3,911 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,133,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $5,131,000 | 1,283 |
| Privately issued | $2,000 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $393,668,000 | 292 |
| Total debt securities | $391,084,000 | 336 |
| Structured notes | ||
| Amortized cost | $8,420,000 | 377 |
| Fair value | $8,389,000 | 367 |
| 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 | $399,257,000 | 346 |
| U.S. Government securities | $355,183,000 | 276 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $355,183,000 | 266 |
| Securities issued by states & political subdivisions | $41,462,000 | 437 |
| Other domestic debt securities | $2,000 | 2,942 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,355 |
| 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 | $2,610,000 | 665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,667,000 | 317 |
| Mortgage-backed securities | $9,314,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $2,725,000 | 3,825 |
| Issued or guaranteed by U.S. | $2,725,000 | 3,809 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,589,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $6,587,000 | 1,107 |
| Privately issued | $2,000 | 1,250 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $399,257,000 | 285 |
| Total debt securities | $396,647,000 | 335 |
| Structured notes | ||
| Amortized cost | $8,417,000 | 410 |
| Fair value | $8,449,000 | 402 |
| 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 | $464,222,000 | 293 |
| U.S. Government securities | $416,939,000 | 241 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $416,939,000 | 234 |
| Securities issued by states & political subdivisions | $44,302,000 | 396 |
| Other domestic debt securities | $2,000 | 2,996 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,350 |
| 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 | $2,979,000 | 647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,512,000 | 323 |
| Mortgage-backed securities | $10,877,000 | 2,531 |
| Certificates of participation in pools of residential mortgages | $2,947,000 | 3,718 |
| Issued or guaranteed by U.S. | $2,947,000 | 3,707 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,930,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $7,928,000 | 1,000 |
| Privately issued | $2,000 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $464,222,000 | 245 |
| Total debt securities | $461,243,000 | 283 |
| Structured notes | ||
| Amortized cost | $18,048,000 | 165 |
| Fair value | $18,051,000 | 160 |
| 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 | $424,666,000 | 319 |
| U.S. Government securities | $381,145,000 | 264 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $381,145,000 | 256 |
| Securities issued by states & political subdivisions | $40,590,000 | 431 |
| Other domestic debt securities | $2,000 | 3,050 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,338 |
| 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 | $2,929,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,420,000 | 324 |
| Mortgage-backed securities | $13,157,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $3,716,000 | 3,450 |
| Issued or guaranteed by U.S. | $3,716,000 | 3,434 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,441,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $9,439,000 | 876 |
| Privately issued | $2,000 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $424,666,000 | 268 |
| Total debt securities | $421,737,000 | 312 |
| Structured notes | ||
| Amortized cost | $18,048,000 | 182 |
| Fair value | $18,051,000 | 178 |
| 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 | $350,703,000 | 391 |
| U.S. Government securities | $321,888,000 | 312 |
| U.S. Treasury securities | $2,989,000 | 679 |
| U.S. Government agency obligations | $318,899,000 | 301 |
| Securities issued by states & political subdivisions | $25,902,000 | 729 |
| Other domestic debt securities | $3,000 | 3,113 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,326 |
| 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 | $2,910,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,137,000 | 320 |
| Mortgage-backed securities | $14,690,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | $4,052,000 | 3,317 |
| Issued or guaranteed by U.S. | $4,052,000 | 3,305 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,638,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $10,635,000 | 808 |
| Privately issued | $3,000 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $350,703,000 | 327 |
| Total debt securities | $347,791,000 | 385 |
| Structured notes | ||
| Amortized cost | $14,957,000 | 270 |
| Fair value | $14,758,000 | 256 |
| 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 | $351,680,000 | 399 |
| U.S. Government securities | $323,114,000 | 320 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $323,114,000 | 308 |
| Securities issued by states & political subdivisions | $25,127,000 | 750 |
| Other domestic debt securities | $404,000 | 2,603 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $401,000 | 2,068 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $3,035,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,986,000 | 320 |
| Mortgage-backed securities | $18,349,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $4,837,000 | 3,114 |
| Issued or guaranteed by U.S. | $4,837,000 | 3,101 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,512,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $13,509,000 | 705 |
| Privately issued | $3,000 | 1,218 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $351,680,000 | 336 |
| Total debt securities | $348,647,000 | 391 |
| Structured notes | ||
| Amortized cost | $11,303,000 | 385 |
| Fair value | $11,144,000 | 384 |
| 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 | $349,264,000 | 409 |
| U.S. Government securities | $318,153,000 | 336 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $318,153,000 | 323 |
| Securities issued by states & political subdivisions | $26,392,000 | 702 |
| Other domestic debt securities | $1,905,000 | 1,679 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,902,000 | 1,240 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,814,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,874,000 | 348 |
| Mortgage-backed securities | $19,866,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $5,409,000 | 3,006 |
| Issued or guaranteed by U.S. | $5,409,000 | 2,994 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,457,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $14,454,000 | 676 |
| Privately issued | $3,000 | 1,200 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $349,264,000 | 339 |
| Total debt securities | $346,450,000 | 402 |
| Structured notes | ||
| Amortized cost | $13,794,000 | 315 |
| Fair value | $13,650,000 | 313 |
| 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 | $315,200,000 | 441 |
| U.S. Government securities | $280,529,000 | 373 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $280,529,000 | 357 |
| Securities issued by states & political subdivisions | $29,959,000 | 611 |
| Other domestic debt securities | $1,904,000 | 1,705 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,901,000 | 1,281 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,808,000 | 712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,080,000 | 323 |
| Mortgage-backed securities | $21,416,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | $6,063,000 | 2,867 |
| Issued or guaranteed by U.S. | $6,063,000 | 2,856 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,353,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $15,350,000 | 658 |
| Privately issued | $3,000 | 1,184 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $315,200,000 | 370 |
| Total debt securities | $312,394,000 | 434 |
| Structured notes | ||
| Amortized cost | $13,789,000 | 309 |
| Fair value | $13,661,000 | 308 |
| 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 | $203,915,000 | 638 |
| U.S. Government securities | $170,755,000 | 578 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $170,755,000 | 556 |
| Securities issued by states & political subdivisions | $28,386,000 | 636 |
| Other domestic debt securities | $1,909,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,905,000 | 1,322 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,865,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,082,000 | 333 |
| Mortgage-backed securities | $22,960,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $6,692,000 | 2,793 |
| Issued or guaranteed by U.S. | $6,692,000 | 2,782 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,268,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $16,264,000 | 659 |
| Privately issued | $4,000 | 1,142 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $203,915,000 | 527 |
| Total debt securities | $201,050,000 | 624 |
| Structured notes | ||
| Amortized cost | $11,527,000 | 375 |
| Fair value | $11,413,000 | 378 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $213,691,000 | 622 |
| U.S. Government securities | $178,498,000 | 568 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $178,498,000 | 543 |
| Securities issued by states & political subdivisions | $29,390,000 | 605 |
| Other domestic debt securities | $2,917,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,913,000 | 1,111 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,886,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,229,000 | 347 |
| Mortgage-backed securities | $24,346,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $7,497,000 | 2,698 |
| Issued or guaranteed by U.S. | $7,497,000 | 2,689 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,849,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $16,845,000 | 656 |
| Privately issued | $4,000 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $213,691,000 | 515 |
| Total debt securities | $210,805,000 | 611 |
| Structured notes | ||
| Amortized cost | $9,998,000 | 429 |
| Fair value | $9,811,000 | 431 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $211,772,000 | 636 |
| U.S. Government securities | $184,550,000 | 570 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $184,550,000 | 545 |
| Securities issued by states & political subdivisions | $22,754,000 | 833 |
| Other domestic debt securities | $1,512,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,508,000 | 1,630 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,956,000 | 767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,286,000 | 388 |
| Mortgage-backed securities | $20,191,000 | 1,931 |
| Certificates of participation in pools of residential mortgages | $7,349,000 | 2,775 |
| Issued or guaranteed by U.S. | $7,349,000 | 2,768 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $12,842,000 | 961 |
| CMOs issued by government agencies or sponsored agencies | $12,838,000 | 815 |
| Privately issued | $4,000 | 1,137 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $211,772,000 | 526 |
| Total debt securities | $208,816,000 | 622 |
| Structured notes | ||
| Amortized cost | $9,529,000 | 445 |
| Fair value | $9,439,000 | 448 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $174,527,000 | 751 |
| U.S. Government securities | $143,838,000 | 684 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $143,838,000 | 654 |
| Securities issued by states & political subdivisions | $26,184,000 | 710 |
| Other domestic debt securities | $1,527,000 | 2,013 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,522,000 | 1,666 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,978,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,483,000 | 453 |
| Mortgage-backed securities | $22,202,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $8,519,000 | 2,580 |
| Issued or guaranteed by U.S. | $8,519,000 | 2,570 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,683,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $13,678,000 | 787 |
| Privately issued | $5,000 | 1,099 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $174,527,000 | 635 |
| Total debt securities | $171,549,000 | 739 |
| Structured notes | ||
| Amortized cost | $11,379,000 | 375 |
| Fair value | $11,332,000 | 374 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $166,839,000 | 789 |
| U.S. Government securities | $136,296,000 | 727 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $136,296,000 | 697 |
| Securities issued by states & political subdivisions | $26,011,000 | 695 |
| Other domestic debt securities | $1,529,000 | 2,100 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,524,000 | 1,755 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,003,000 | 797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,646,000 | 456 |
| Mortgage-backed securities | $23,137,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $9,050,000 | 2,527 |
| Issued or guaranteed by U.S. | $9,050,000 | 2,520 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,087,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $14,082,000 | 781 |
| Privately issued | $5,000 | 1,099 |
| 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) | $14,000 | 4,501 |
| Available-for-sale securities (fair market value) | $166,825,000 | 674 |
| Total debt securities | $163,836,000 | 778 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $152,593,000 | 862 |
| U.S. Government securities | $119,243,000 | 823 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $119,243,000 | 787 |
| Securities issued by states & political subdivisions | $26,861,000 | 683 |
| Other domestic debt securities | $3,573,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,567,000 | 1,187 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,916,000 | 869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,574,000 | 491 |
| Mortgage-backed securities | $25,665,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $10,583,000 | 2,331 |
| Issued or guaranteed by U.S. | $10,583,000 | 2,320 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $15,082,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $15,076,000 | 778 |
| Privately issued | $6,000 | 1,151 |
| 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) | $14,000 | 4,542 |
| Available-for-sale securities (fair market value) | $152,579,000 | 740 |
| Total debt securities | $149,677,000 | 856 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $184,340,000 | 737 |
| U.S. Government securities | $150,382,000 | 702 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $150,382,000 | 675 |
| Securities issued by states & political subdivisions | $26,344,000 | 694 |
| Other domestic debt securities | $4,607,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,601,000 | 1,083 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,007,000 | 845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,637,000 | 517 |
| Mortgage-backed securities | $26,173,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $11,669,000 | 2,224 |
| Issued or guaranteed by U.S. | $11,669,000 | 2,209 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $14,504,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $14,498,000 | 858 |
| Privately issued | $6,000 | 983 |
| 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) | $14,000 | 4,615 |
| Available-for-sale securities (fair market value) | $184,326,000 | 629 |
| Total debt securities | $181,333,000 | 730 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $152,735,000 | 883 |
| U.S. Government securities | $118,061,000 | 846 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $118,061,000 | 814 |
| Securities issued by states & political subdivisions | $26,913,000 | 672 |
| Other domestic debt securities | $4,651,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,645,000 | 1,157 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,110,000 | 869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,549,000 | 516 |
| Mortgage-backed securities | $19,081,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $13,218,000 | 2,037 |
| Issued or guaranteed by U.S. | $13,218,000 | 2,027 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,863,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $5,857,000 | 1,395 |
| Privately issued | $6,000 | 1,056 |
| 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) | $14,000 | 4,644 |
| Available-for-sale securities (fair market value) | $152,721,000 | 751 |
| Total debt securities | $149,625,000 | 871 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $145,764,000 | 905 |
| U.S. Government securities | $112,783,000 | 851 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $112,783,000 | 822 |
| Securities issued by states & political subdivisions | $25,169,000 | 724 |
| Other domestic debt securities | $4,715,000 | 1,440 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,708,000 | 1,179 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,097,000 | 891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,797,000 | 1,081 |
| Mortgage-backed securities | $34,251,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $16,074,000 | 1,763 |
| Issued or guaranteed by U.S. | $16,074,000 | 1,753 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $18,177,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $18,170,000 | 803 |
| Privately issued | $7,000 | 1,106 |
| 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) | $26,000 | 4,616 |
| Available-for-sale securities (fair market value) | $145,738,000 | 773 |
| Total debt securities | $142,667,000 | 888 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $162,375,000 | 798 |
| U.S. Government securities | $130,084,000 | 756 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $130,084,000 | 725 |
| Securities issued by states & political subdivisions | $23,821,000 | 736 |
| Other domestic debt securities | $5,430,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,422,000 | 1,082 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,040,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,445,000 | 441 |
| Mortgage-backed securities | $51,138,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $19,616,000 | 1,514 |
| Issued or guaranteed by U.S. | $19,616,000 | 1,508 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $31,522,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $31,514,000 | 584 |
| Privately issued | $8,000 | 1,131 |
| 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) | $26,000 | 4,666 |
| Available-for-sale securities (fair market value) | $162,349,000 | 681 |
| Total debt securities | $159,335,000 | 781 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $183,598,000 | 698 |
| U.S. Government securities | $150,397,000 | 631 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $150,397,000 | 603 |
| Securities issued by states & political subdivisions | $23,681,000 | 714 |
| Other domestic debt securities | $6,404,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,395,000 | 975 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,116,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,296,000 | 416 |
| Mortgage-backed securities | $62,000,000 | 864 |
| Certificates of participation in pools of residential mortgages | $22,590,000 | 1,337 |
| Issued or guaranteed by U.S. | $22,590,000 | 1,333 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $39,410,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $39,401,000 | 501 |
| Privately issued | $9,000 | 1,150 |
| 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) | $26,000 | 4,758 |
| Available-for-sale securities (fair market value) | $183,572,000 | 594 |
| Total debt securities | $180,482,000 | 684 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $168,808,000 | 690 |
| U.S. Government securities | $135,785,000 | 633 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $135,785,000 | 600 |
| Securities issued by states & political subdivisions | $20,719,000 | 794 |
| Other domestic debt securities | $11,147,000 | 894 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,135,000 | 673 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,157,000 | 1,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,465,000 | 490 |
| Mortgage-backed securities | $77,997,000 | 680 |
| Certificates of participation in pools of residential mortgages | $31,854,000 | 914 |
| Issued or guaranteed by U.S. | $31,854,000 | 906 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $46,143,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $46,131,000 | 429 |
| Privately issued | $12,000 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,000 | 4,978 |
| Available-for-sale securities (fair market value) | $168,771,000 | 583 |
| Total debt securities | $167,651,000 | 675 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $174,878,000 | 644 |
| U.S. Government securities | $141,200,000 | 612 |
| U.S. Treasury securities | $6,265,000 | 892 |
| U.S. Government agency obligations | $134,935,000 | 594 |
| Securities issued by states & political subdivisions | $17,467,000 | 914 |
| Other domestic debt securities | $11,765,000 | 741 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,751,000 | 602 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,446,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,070,000 | 499 |
| Mortgage-backed securities | $59,546,000 | 694 |
| Certificates of participation in pools of residential mortgages | $21,828,000 | 1,017 |
| Issued or guaranteed by U.S. | $21,828,000 | 1,008 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $37,718,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $37,704,000 | 395 |
| Privately issued | $14,000 | 1,197 |
| 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) | $47,000 | 5,577 |
| Available-for-sale securities (fair market value) | $174,831,000 | 520 |
| Total debt securities | $170,432,000 | 628 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $113,475,000 | 1,012 |
| U.S. Government securities | $96,118,000 | 905 |
| U.S. Treasury securities | $550,000 | 4,270 |
| U.S. Government agency obligations | $95,568,000 | 842 |
| Securities issued by states & political subdivisions | $3,402,000 | 3,673 |
| Other domestic debt securities | $10,622,000 | 799 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,451 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,605,000 | 642 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $3,333,000 | 1,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,316,000 | 933 |
| Mortgage-backed securities | $75,773,000 | 640 |
| Certificates of participation in pools of residential mortgages | $21,329,000 | 1,087 |
| Issued or guaranteed by U.S. | $21,329,000 | 1,079 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $54,444,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $54,427,000 | 348 |
| Privately issued | $17,000 | 1,262 |
| 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) | $56,000 | 5,978 |
| Available-for-sale securities (fair market value) | $113,419,000 | 784 |
| Total debt securities | $110,142,000 | 1,003 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $141,386,000 | 829 |
| U.S. Government securities | $132,398,000 | 697 |
| U.S. Treasury securities | $4,331,000 | 2,476 |
| U.S. Government agency obligations | $128,067,000 | 620 |
| Securities issued by states & political subdivisions | $4,312,000 | 3,237 |
| Other domestic debt securities | $1,424,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,399,000 | 1,605 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,252,000 | 1,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,888,000 | 707 |
| Mortgage-backed securities | $86,089,000 | 604 |
| Certificates of participation in pools of residential mortgages | $25,726,000 | 1,025 |
| Issued or guaranteed by U.S. | $25,726,000 | 1,014 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $60,363,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $60,338,000 | 308 |
| Privately issued | $25,000 | 1,277 |
| 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) | $64,000 | 6,471 |
| Available-for-sale securities (fair market value) | $141,322,000 | 638 |
| Total debt securities | $138,134,000 | 818 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $117,129,000 | 981 |
| U.S. Government securities | $110,941,000 | 851 |
| U.S. Treasury securities | $8,083,000 | 2,196 |
| U.S. Government agency obligations | $102,858,000 | 749 |
| Securities issued by states & political subdivisions | $3,054,000 | 3,788 |
| Other domestic debt securities | $622,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 1,731 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,512,000 | 1,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,741,000 | 752 |
| Mortgage-backed securities | $60,121,000 | 761 |
| Certificates of participation in pools of residential mortgages | $12,693,000 | 1,660 |
| Issued or guaranteed by U.S. | $12,693,000 | 1,649 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $47,428,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $47,406,000 | 369 |
| Privately issued | $22,000 | 1,334 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $117,129,000 | 704 |
| Total debt securities | $114,617,000 | 960 |
| Structured notes | ||
| Amortized cost | $967,000 | 1,501 |
| Fair value | $975,000 | 1,432 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $142,066,000 | 879 |
| U.S. Government securities | $133,546,000 | 763 |
| U.S. Treasury securities | $11,902,000 | 1,940 |
| U.S. Government agency obligations | $121,644,000 | 668 |
| Securities issued by states & political subdivisions | $4,217,000 | 3,172 |
| Other domestic debt securities | $1,890,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,853 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,858,000 | 1,169 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,413,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,084,000 | 567 |
| Mortgage-backed securities | $64,617,000 | 778 |
| Certificates of participation in pools of residential mortgages | $12,860,000 | 1,820 |
| Issued or guaranteed by U.S. | $12,860,000 | 1,805 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $51,757,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $51,725,000 | 361 |
| Privately issued | $32,000 | 1,570 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $142,066,000 | 617 |
| Total debt securities | $139,653,000 | 853 |
| Structured notes | ||
| Amortized cost | $2,860,000 | 772 |
| Fair value | $2,911,000 | 751 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $166,637,000 | 788 |
| U.S. Government securities | $157,458,000 | 687 |
| U.S. Treasury securities | $18,701,000 | 1,541 |
| U.S. Government agency obligations | $138,757,000 | 590 |
| Securities issued by states & political subdivisions | $5,373,000 | 2,660 |
| Other domestic debt securities | $2,864,000 | 1,486 |
| Privately issued residential mortgage-backed securities | $131,000 | 1,774 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,733,000 | 1,159 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $942,000 | 2,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,187,000 | 442 |
| Mortgage-backed securities | $33,616,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $3,845,000 | 3,765 |
| Issued or guaranteed by U.S. | $3,815,000 | 3,746 |
| Privately issued | $30,000 | 504 |
| Collaterized mortgage obligations | $29,771,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $29,670,000 | 563 |
| Privately issued | $101,000 | 1,556 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $166,637,000 | 555 |
| Total debt securities | $165,695,000 | 769 |
| Structured notes | ||
| Amortized cost | $2,680,000 | 1,326 |
| Fair value | $2,824,000 | 1,263 |
| 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 | $66,876,000 | 1,960 |
| U.S. Government securities | $56,368,000 | 1,875 |
| U.S. Treasury securities | $14,273,000 | 2,461 |
| U.S. Government agency obligations | $42,095,000 | 1,618 |
| Securities issued by states & political subdivisions | $6,036,000 | 2,500 |
| Other domestic debt securities | $3,878,000 | 1,360 |
| Privately issued residential mortgage-backed securities | $259,000 | 1,657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,619,000 | 1,099 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $594,000 | 2,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,359,000 | 1,231 |
| Mortgage-backed securities | $14,992,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $4,719,000 | 3,504 |
| Issued or guaranteed by U.S. | $4,680,000 | 3,490 |
| Privately issued | $39,000 | 502 |
| Collaterized mortgage obligations | $10,273,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $10,053,000 | 1,392 |
| Privately issued | $220,000 | 1,488 |
| 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) | $56,050,000 | 1,318 |
| Available-for-sale securities (fair market value) | $10,826,000 | 4,520 |
| Total debt securities | $66,282,000 | 1,926 |
| 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 | $38,026,000 | 3,627 |
| U.S. Government securities | $25,272,000 | 4,201 |
| U.S. Treasury securities | $6,044,000 | 5,048 |
| U.S. Government agency obligations | $19,228,000 | 3,413 |
| Securities issued by states & political subdivisions | $7,502,000 | 2,076 |
| Other domestic debt securities | $4,291,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $826,000 | 1,342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,465,000 | 1,319 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $961,000 | 2,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,517,000 | 3,469 |
| Mortgage-backed securities | $18,065,000 | 2,442 |
| Certificates of participation in pools of residential mortgages | $6,127,000 | 3,360 |
| Issued or guaranteed by U.S. | $6,059,000 | 3,343 |
| Privately issued | $68,000 | 616 |
| Collaterized mortgage obligations | $11,938,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $11,180,000 | 1,479 |
| Privately issued | $758,000 | 1,084 |
| 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 | $37,065,000 | 3,628 |
| 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 | $35,471,000 | 3,838 |
| U.S. Government securities | $19,150,000 | 5,230 |
| U.S. Treasury securities | $4,876,000 | 5,932 |
| U.S. Government agency obligations | $14,274,000 | 4,263 |
| Securities issued by states & political subdivisions | $8,767,000 | 1,548 |
| Other domestic debt securities | $6,613,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $4,112,000 | 754 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,501,000 | 1,825 |
| Foreign debt securities | $80,000 | 446 |
| Equity securities | $861,000 | 2,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,459,000 | 2,377 |
| Mortgage-backed securities | $16,936,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $6,431,000 | 3,404 |
| Issued or guaranteed by U.S. | $5,990,000 | 3,532 |
| Privately issued | $441,000 | 506 |
| Collaterized mortgage obligations | $10,505,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $6,834,000 | 1,961 |
| Privately issued | $3,671,000 | 583 |
| 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 | $34,610,000 | 3,848 |
| 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 |