Home > Columbia State Bank > Securities
Columbia State Bank, Securities
| 2022-12-31 | Rank | |
| Total securities | $6,621,856,000 | 78 |
| U.S. Government securities | $4,875,025,000 | 73 |
| U.S. Treasury securities | $167,663,000 | 194 |
| U.S. Government agency obligations | $4,707,362,000 | 67 |
| Securities issued by states & political subdivisions | $834,073,000 | 48 |
| Other domestic debt securities | $909,364,000 | 62 |
| Privately issued residential mortgage-backed securities | $291,298,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,079,000 | 100 |
| Structured financial products - Total | $576,987,000 | 40 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $902,422,000 | 127 |
| Mortgage-backed securities | $4,481,055,000 | 68 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,978,249,000 | 68 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $322,534,000 | 127 |
| Privately issued | $291,298,000 | 30 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,282,178,000 | 21 |
| Other commercial mortgage-backed securities | $606,796,000 | 53 |
| Held to maturity securities (book value) | $2,034,792,000 | 63 |
| Available-for-sale securities (fair market value) | $4,583,670,000 | 77 |
| Total debt securities | $6,618,463,000 | 77 |
| 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 | $6,777,487,000 | 76 |
| U.S. Government securities | $5,607,456,000 | 70 |
| U.S. Treasury securities | $166,074,000 | 202 |
| U.S. Government agency obligations | $5,441,382,000 | 62 |
| Securities issued by states & political subdivisions | $826,834,000 | 52 |
| Other domestic debt securities | $340,405,000 | 122 |
| Privately issued residential mortgage-backed securities | $297,855,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,550,000 | 101 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $953,740,000 | 117 |
| Mortgage-backed securities | $5,198,806,000 | 64 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,016,183,000 | 70 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $344,006,000 | 125 |
| Privately issued | $297,855,000 | 31 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,340,959,000 | 21 |
| Other commercial mortgage-backed securities | $1,199,803,000 | 39 |
| Held to maturity securities (book value) | $2,079,285,000 | 64 |
| Available-for-sale securities (fair market value) | $4,695,410,000 | 79 |
| Total debt securities | $6,774,696,000 | 75 |
| 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 | $7,269,968,000 | 73 |
| U.S. Government securities | $6,020,163,000 | 69 |
| U.S. Treasury securities | $171,082,000 | 187 |
| U.S. Government agency obligations | $5,849,081,000 | 62 |
| Securities issued by states & political subdivisions | $878,328,000 | 51 |
| Other domestic debt securities | $369,310,000 | 107 |
| Privately issued residential mortgage-backed securities | $324,761,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,549,000 | 101 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $924,583,000 | 120 |
| Mortgage-backed securities | $5,577,996,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,162,257,000 | 70 |
| Issued or guaranteed by U.S. | $2,162,257,000 | 70 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $703,483,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $378,722,000 | 122 |
| Privately issued | $324,761,000 | 27 |
| Commercial mortgage-backed securities | $2,712,256,000 | 34 |
| Commercial mortgage pass-through securities | $1,456,333,000 | 20 |
| Other commercial mortgage-backed securities | $1,255,923,000 | 43 |
| Held to maturity securities (book value) | $2,149,255,000 | 60 |
| Available-for-sale securities (fair market value) | $5,118,546,000 | 76 |
| Total debt securities | $7,267,801,000 | 73 |
| 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 | $7,727,561,000 | 72 |
| U.S. Government securities | $6,377,153,000 | 67 |
| U.S. Treasury securities | $173,103,000 | 162 |
| U.S. Government agency obligations | $6,204,050,000 | 60 |
| Securities issued by states & political subdivisions | $938,965,000 | 47 |
| Other domestic debt securities | $409,638,000 | 94 |
| Privately issued residential mortgage-backed securities | $360,089,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,549,000 | 95 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $955,630,000 | 116 |
| Mortgage-backed securities | $5,932,294,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,317,307,000 | 69 |
| Issued or guaranteed by U.S. | $2,317,307,000 | 69 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $785,198,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $425,109,000 | 120 |
| Privately issued | $360,089,000 | 24 |
| Commercial mortgage-backed securities | $2,829,789,000 | 34 |
| Commercial mortgage pass-through securities | $1,531,921,000 | 20 |
| Other commercial mortgage-backed securities | $1,297,868,000 | 42 |
| Held to maturity securities (book value) | $2,202,437,000 | 52 |
| Available-for-sale securities (fair market value) | $5,523,319,000 | 77 |
| Total debt securities | $7,725,756,000 | 72 |
| 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 | $8,056,842,000 | 67 |
| U.S. Government securities | $6,715,357,000 | 62 |
| U.S. Treasury securities | $157,288,000 | 126 |
| U.S. Government agency obligations | $6,558,069,000 | 55 |
| Securities issued by states & political subdivisions | $997,291,000 | 45 |
| Other domestic debt securities | $342,526,000 | 108 |
| Privately issued residential mortgage-backed securities | $294,932,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,594,000 | 105 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $965,155,000 | 113 |
| Mortgage-backed securities | $6,143,124,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,461,849,000 | 67 |
| Issued or guaranteed by U.S. | $2,461,849,000 | 67 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $774,981,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $480,049,000 | 108 |
| Privately issued | $294,932,000 | 27 |
| Commercial mortgage-backed securities | $2,906,294,000 | 35 |
| Commercial mortgage pass-through securities | $1,575,179,000 | 21 |
| Other commercial mortgage-backed securities | $1,331,115,000 | 41 |
| Held to maturity securities (book value) | $2,148,327,000 | 38 |
| Available-for-sale securities (fair market value) | $5,906,847,000 | 72 |
| Total debt securities | $8,055,175,000 | 66 |
| 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 | $6,903,782,000 | 71 |
| U.S. Government securities | $6,121,488,000 | 64 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,121,488,000 | 57 |
| Securities issued by states & political subdivisions | $781,173,000 | 54 |
| Other domestic debt securities | $229,000 | 2,108 |
| Privately issued residential mortgage-backed securities | $229,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $843,019,000 | 123 |
| Mortgage-backed securities | $5,420,350,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,054,941,000 | 73 |
| Issued or guaranteed by U.S. | $2,054,941,000 | 73 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $450,069,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $449,840,000 | 113 |
| Privately issued | $229,000 | 371 |
| Commercial mortgage-backed securities | $2,915,340,000 | 35 |
| Commercial mortgage pass-through securities | $1,618,173,000 | 20 |
| Other commercial mortgage-backed securities | $1,297,167,000 | 42 |
| Held to maturity securities (book value) | $2,075,158,000 | 36 |
| Available-for-sale securities (fair market value) | $4,827,732,000 | 78 |
| Total debt securities | $6,902,890,000 | 71 |
| 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 | $6,211,470,000 | 75 |
| U.S. Government securities | $5,446,202,000 | 65 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,446,202,000 | 58 |
| Securities issued by states & political subdivisions | $764,060,000 | 52 |
| Other domestic debt securities | $323,000 | 2,050 |
| Privately issued residential mortgage-backed securities | $323,000 | 529 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,517,000 | 130 |
| Mortgage-backed securities | $4,728,187,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,419,056,000 | 81 |
| Issued or guaranteed by U.S. | $1,419,056,000 | 81 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $514,851,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $514,528,000 | 99 |
| Privately issued | $323,000 | 350 |
| Commercial mortgage-backed securities | $2,794,280,000 | 34 |
| Commercial mortgage pass-through securities | $1,619,399,000 | 19 |
| Other commercial mortgage-backed securities | $1,174,881,000 | 43 |
| Held to maturity securities (book value) | $2,024,715,000 | 34 |
| Available-for-sale securities (fair market value) | $4,185,870,000 | 87 |
| Total debt securities | $6,210,585,000 | 75 |
| 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 | $5,492,654,000 | 78 |
| U.S. Government securities | $4,740,275,000 | 69 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,740,275,000 | 63 |
| Securities issued by states & political subdivisions | $751,286,000 | 50 |
| Other domestic debt securities | $517,000 | 1,917 |
| Privately issued residential mortgage-backed securities | $517,000 | 495 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $801,728,000 | 119 |
| Mortgage-backed securities | $4,060,464,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,055,784,000 | 94 |
| Issued or guaranteed by U.S. | $1,055,784,000 | 94 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $579,782,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $579,265,000 | 92 |
| Privately issued | $517,000 | 317 |
| Commercial mortgage-backed securities | $2,424,898,000 | 36 |
| Commercial mortgage pass-through securities | $1,567,318,000 | 17 |
| Other commercial mortgage-backed securities | $857,580,000 | 48 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $5,492,078,000 | 68 |
| Total debt securities | $5,492,077,000 | 78 |
| 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 | $5,205,993,000 | 81 |
| U.S. Government securities | $4,451,760,000 | 69 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,451,760,000 | 64 |
| Securities issued by states & political subdivisions | $753,572,000 | 49 |
| Other domestic debt securities | $571,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $571,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $858,610,000 | 116 |
| Mortgage-backed securities | $3,768,337,000 | 63 |
| Certificates of participation in pools of residential mortgages | $787,356,000 | 99 |
| Issued or guaranteed by U.S. | $787,356,000 | 98 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $633,012,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $632,441,000 | 87 |
| Privately issued | $571,000 | 298 |
| Commercial mortgage-backed securities | $2,347,969,000 | 35 |
| Commercial mortgage pass-through securities | $1,591,901,000 | 18 |
| Other commercial mortgage-backed securities | $756,068,000 | 53 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,205,903,000 | 71 |
| Total debt securities | $5,205,903,000 | 80 |
| 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 | $4,278,050,000 | 85 |
| U.S. Government securities | $3,719,892,000 | 73 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,719,892,000 | 65 |
| Securities issued by states & political subdivisions | $557,444,000 | 58 |
| Other domestic debt securities | $637,000 | 1,783 |
| Privately issued residential mortgage-backed securities | $637,000 | 450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $719,251,000 | 129 |
| Mortgage-backed securities | $3,085,713,000 | 69 |
| Certificates of participation in pools of residential mortgages | $675,886,000 | 106 |
| Issued or guaranteed by U.S. | $675,886,000 | 106 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $490,731,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $490,094,000 | 99 |
| Privately issued | $637,000 | 281 |
| Commercial mortgage-backed securities | $1,919,096,000 | 37 |
| Commercial mortgage pass-through securities | $1,310,604,000 | 17 |
| Other commercial mortgage-backed securities | $608,492,000 | 58 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,277,973,000 | 72 |
| Total debt securities | $4,277,971,000 | 84 |
| 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 | $3,690,102,000 | 91 |
| U.S. Government securities | $3,220,691,000 | 78 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,220,691,000 | 66 |
| Securities issued by states & political subdivisions | $468,615,000 | 67 |
| Other domestic debt securities | $718,000 | 1,709 |
| Privately issued residential mortgage-backed securities | $718,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $708,969,000 | 128 |
| Mortgage-backed securities | $2,834,094,000 | 73 |
| Certificates of participation in pools of residential mortgages | $676,659,000 | 102 |
| Issued or guaranteed by U.S. | $676,659,000 | 101 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $375,801,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $375,083,000 | 119 |
| Privately issued | $718,000 | 258 |
| Commercial mortgage-backed securities | $1,781,634,000 | 36 |
| Commercial mortgage pass-through securities | $1,258,735,000 | 17 |
| Other commercial mortgage-backed securities | $522,899,000 | 62 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,690,024,000 | 76 |
| Total debt securities | $3,690,025,000 | 90 |
| 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 | $3,549,433,000 | 92 |
| U.S. Government securities | $3,100,489,000 | 78 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,100,489,000 | 67 |
| Securities issued by states & political subdivisions | $448,060,000 | 67 |
| Other domestic debt securities | $817,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $817,000 | 427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $579,423,000 | 151 |
| Mortgage-backed securities | $2,750,416,000 | 74 |
| Certificates of participation in pools of residential mortgages | $732,342,000 | 96 |
| Issued or guaranteed by U.S. | $732,342,000 | 96 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $368,431,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $367,614,000 | 119 |
| Privately issued | $817,000 | 258 |
| Commercial mortgage-backed securities | $1,649,643,000 | 37 |
| Commercial mortgage pass-through securities | $1,162,560,000 | 18 |
| Other commercial mortgage-backed securities | $487,083,000 | 61 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,549,366,000 | 77 |
| Total debt securities | $3,549,366,000 | 91 |
| 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 | $3,742,544,000 | 88 |
| U.S. Government securities | $3,252,773,000 | 74 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,252,773,000 | 65 |
| Securities issued by states & political subdivisions | $488,802,000 | 60 |
| Other domestic debt securities | $867,000 | 1,573 |
| Privately issued residential mortgage-backed securities | $867,000 | 395 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $585,627,000 | 136 |
| Mortgage-backed securities | $2,878,877,000 | 70 |
| Certificates of participation in pools of residential mortgages | $842,696,000 | 87 |
| Issued or guaranteed by U.S. | $842,696,000 | 87 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $379,306,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $378,439,000 | 119 |
| Privately issued | $867,000 | 245 |
| Commercial mortgage-backed securities | $1,656,875,000 | 36 |
| Commercial mortgage pass-through securities | $1,174,743,000 | 18 |
| Other commercial mortgage-backed securities | $482,132,000 | 57 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,742,442,000 | 71 |
| Total debt securities | $3,742,443,000 | 86 |
| 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 | $3,363,719,000 | 87 |
| U.S. Government securities | $2,865,359,000 | 78 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,865,359,000 | 67 |
| Securities issued by states & political subdivisions | $497,314,000 | 56 |
| Other domestic debt securities | $946,000 | 1,582 |
| Privately issued residential mortgage-backed securities | $946,000 | 399 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $707,520,000 | 118 |
| Mortgage-backed securities | $2,467,217,000 | 77 |
| Certificates of participation in pools of residential mortgages | $835,081,000 | 87 |
| Issued or guaranteed by U.S. | $835,081,000 | 87 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $397,821,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $396,875,000 | 114 |
| Privately issued | $946,000 | 226 |
| Commercial mortgage-backed securities | $1,234,315,000 | 42 |
| Commercial mortgage pass-through securities | $912,085,000 | 19 |
| Other commercial mortgage-backed securities | $322,230,000 | 71 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,363,619,000 | 73 |
| Total debt securities | $3,363,620,000 | 86 |
| 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 | $2,860,564,000 | 93 |
| U.S. Government securities | $2,349,788,000 | 91 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,349,788,000 | 81 |
| Securities issued by states & political subdivisions | $509,679,000 | 54 |
| Other domestic debt securities | $1,009,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $1,009,000 | 358 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,576,000 | 156 |
| Mortgage-backed securities | $1,990,153,000 | 92 |
| Certificates of participation in pools of residential mortgages | $669,990,000 | 97 |
| Issued or guaranteed by U.S. | $669,990,000 | 97 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $360,787,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $359,778,000 | 120 |
| Privately issued | $1,009,000 | 230 |
| Commercial mortgage-backed securities | $959,376,000 | 44 |
| Commercial mortgage pass-through securities | $764,124,000 | 19 |
| Other commercial mortgage-backed securities | $195,252,000 | 92 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,860,476,000 | 79 |
| Total debt securities | $2,860,476,000 | 92 |
| 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 | $3,023,447,000 | 94 |
| U.S. Government securities | $2,485,742,000 | 88 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,485,742,000 | 77 |
| Securities issued by states & political subdivisions | $536,490,000 | 52 |
| Other domestic debt securities | $1,124,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $1,124,000 | 354 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,376,000 | 165 |
| Mortgage-backed securities | $2,005,708,000 | 90 |
| Certificates of participation in pools of residential mortgages | $725,614,000 | 93 |
| Issued or guaranteed by U.S. | $725,614,000 | 93 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $371,387,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $370,263,000 | 117 |
| Privately issued | $1,124,000 | 230 |
| Commercial mortgage-backed securities | $908,707,000 | 45 |
| Commercial mortgage pass-through securities | $700,013,000 | 21 |
| Other commercial mortgage-backed securities | $208,694,000 | 83 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,023,356,000 | 78 |
| Total debt securities | $3,023,356,000 | 93 |
| 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 | $3,163,636,000 | 88 |
| U.S. Government securities | $2,588,045,000 | 85 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,588,045,000 | 76 |
| Securities issued by states & political subdivisions | $574,323,000 | 51 |
| Other domestic debt securities | $1,192,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $1,192,000 | 325 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $464,248,000 | 169 |
| Mortgage-backed securities | $2,030,076,000 | 89 |
| Certificates of participation in pools of residential mortgages | $745,901,000 | 92 |
| Issued or guaranteed by U.S. | $745,901,000 | 92 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $382,613,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $381,421,000 | 115 |
| Privately issued | $1,192,000 | 230 |
| Commercial mortgage-backed securities | $901,562,000 | 43 |
| Commercial mortgage pass-through securities | $694,634,000 | 24 |
| Other commercial mortgage-backed securities | $206,928,000 | 81 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,163,560,000 | 71 |
| Total debt securities | $3,163,558,000 | 87 |
| 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 | $2,922,154,000 | 90 |
| U.S. Government securities | $2,348,161,000 | 89 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,348,161,000 | 77 |
| Securities issued by states & political subdivisions | $567,819,000 | 54 |
| Other domestic debt securities | $1,273,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $1,273,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,037,000 | 185 |
| Mortgage-backed securities | $1,799,530,000 | 91 |
| Certificates of participation in pools of residential mortgages | $734,629,000 | 92 |
| Issued or guaranteed by U.S. | $734,629,000 | 92 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $393,045,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $391,772,000 | 107 |
| Privately issued | $1,273,000 | 225 |
| Commercial mortgage-backed securities | $671,856,000 | 47 |
| Commercial mortgage pass-through securities | $501,722,000 | 25 |
| Other commercial mortgage-backed securities | $170,134,000 | 88 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,917,253,000 | 75 |
| Total debt securities | $2,917,252,000 | 89 |
| 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 | $2,647,309,000 | 99 |
| U.S. Government securities | $2,063,266,000 | 96 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,063,266,000 | 85 |
| Securities issued by states & political subdivisions | $577,695,000 | 54 |
| Other domestic debt securities | $1,385,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $1,385,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,264,000 | 194 |
| Mortgage-backed securities | $1,563,623,000 | 99 |
| Certificates of participation in pools of residential mortgages | $694,482,000 | 97 |
| Issued or guaranteed by U.S. | $694,482,000 | 96 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $405,129,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $403,744,000 | 104 |
| Privately issued | $1,385,000 | 226 |
| Commercial mortgage-backed securities | $464,012,000 | 59 |
| Commercial mortgage pass-through securities | $303,100,000 | 35 |
| Other commercial mortgage-backed securities | $160,912,000 | 88 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,642,346,000 | 82 |
| Total debt securities | $2,642,346,000 | 98 |
| 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 | $2,625,178,000 | 102 |
| U.S. Government securities | $2,035,924,000 | 97 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,035,924,000 | 86 |
| Securities issued by states & political subdivisions | $582,748,000 | 54 |
| Other domestic debt securities | $1,506,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $1,506,000 | 237 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,198,000 | 196 |
| Mortgage-backed securities | $1,527,495,000 | 97 |
| Certificates of participation in pools of residential mortgages | $709,932,000 | 97 |
| Issued or guaranteed by U.S. | $709,932,000 | 96 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $425,611,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $424,105,000 | 102 |
| Privately issued | $1,506,000 | 222 |
| Commercial mortgage-backed securities | $391,952,000 | 62 |
| Commercial mortgage pass-through securities | $291,202,000 | 34 |
| Other commercial mortgage-backed securities | $100,750,000 | 108 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,620,178,000 | 80 |
| Total debt securities | $2,620,178,000 | 101 |
| 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 | $2,739,456,000 | 94 |
| U.S. Government securities | $2,136,761,000 | 92 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,136,761,000 | 82 |
| Securities issued by states & political subdivisions | $596,004,000 | 53 |
| Other domestic debt securities | $1,611,000 | 1,308 |
| Privately issued residential mortgage-backed securities | $1,611,000 | 237 |
| 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 | $5,080,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,506,000 | 193 |
| Mortgage-backed securities | $1,609,835,000 | 93 |
| Certificates of participation in pools of residential mortgages | $757,438,000 | 94 |
| Issued or guaranteed by U.S. | $757,438,000 | 93 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $448,384,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $446,773,000 | 93 |
| Privately issued | $1,611,000 | 223 |
| Commercial mortgage-backed securities | $404,013,000 | 58 |
| Commercial mortgage pass-through securities | $297,598,000 | 33 |
| Other commercial mortgage-backed securities | $106,415,000 | 98 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,739,456,000 | 78 |
| Total debt securities | $2,734,376,000 | 93 |
| 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 | $2,204,484,000 | 109 |
| U.S. Government securities | $1,714,471,000 | 103 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,714,471,000 | 94 |
| Securities issued by states & political subdivisions | $483,489,000 | 62 |
| Other domestic debt securities | $1,410,000 | 1,393 |
| Privately issued residential mortgage-backed securities | $1,410,000 | 255 |
| 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 | $5,114,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,417,000 | 197 |
| Mortgage-backed securities | $1,292,559,000 | 105 |
| Certificates of participation in pools of residential mortgages | $646,265,000 | 105 |
| Issued or guaranteed by U.S. | $646,265,000 | 104 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $370,318,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $368,908,000 | 107 |
| Privately issued | $1,410,000 | 241 |
| Commercial mortgage-backed securities | $275,976,000 | 75 |
| Commercial mortgage pass-through securities | $224,735,000 | 35 |
| Other commercial mortgage-backed securities | $51,241,000 | 141 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,204,484,000 | 90 |
| Total debt securities | $2,199,370,000 | 107 |
| 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 | $2,261,247,000 | 107 |
| U.S. Government securities | $1,771,559,000 | 96 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,771,559,000 | 87 |
| Securities issued by states & political subdivisions | $483,093,000 | 62 |
| Other domestic debt securities | $1,498,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $1,498,000 | 262 |
| 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 | $5,097,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,341,000 | 189 |
| Mortgage-backed securities | $1,346,711,000 | 104 |
| Certificates of participation in pools of residential mortgages | $681,240,000 | 101 |
| Issued or guaranteed by U.S. | $681,240,000 | 100 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $387,533,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $386,035,000 | 104 |
| Privately issued | $1,498,000 | 246 |
| Commercial mortgage-backed securities | $277,938,000 | 77 |
| Commercial mortgage pass-through securities | $226,039,000 | 33 |
| Other commercial mortgage-backed securities | $51,899,000 | 139 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,261,247,000 | 88 |
| Total debt securities | $2,256,150,000 | 106 |
| 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 | $2,327,967,000 | 105 |
| U.S. Government securities | $1,833,923,000 | 94 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,833,923,000 | 86 |
| Securities issued by states & political subdivisions | $487,355,000 | 63 |
| Other domestic debt securities | $1,618,000 | 1,368 |
| Privately issued residential mortgage-backed securities | $1,618,000 | 266 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $5,071,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,411,000 | 192 |
| Mortgage-backed securities | $1,409,308,000 | 100 |
| Certificates of participation in pools of residential mortgages | $712,803,000 | 98 |
| Issued or guaranteed by U.S. | $712,803,000 | 97 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $403,827,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $402,209,000 | 100 |
| Privately issued | $1,618,000 | 252 |
| Commercial mortgage-backed securities | $292,678,000 | 70 |
| Commercial mortgage pass-through securities | $240,759,000 | 29 |
| Other commercial mortgage-backed securities | $51,919,000 | 131 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,327,967,000 | 86 |
| Total debt securities | $2,322,896,000 | 104 |
| 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 | $2,275,185,000 | 105 |
| U.S. Government securities | $1,793,298,000 | 94 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,793,298,000 | 88 |
| Securities issued by states & political subdivisions | $475,060,000 | 62 |
| Other domestic debt securities | $1,743,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $1,743,000 | 267 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $5,084,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $396,001,000 | 190 |
| Mortgage-backed securities | $1,391,994,000 | 97 |
| Certificates of participation in pools of residential mortgages | $693,018,000 | 98 |
| Issued or guaranteed by U.S. | $693,018,000 | 97 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $422,100,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $420,357,000 | 97 |
| Privately issued | $1,743,000 | 252 |
| Commercial mortgage-backed securities | $276,876,000 | 72 |
| Commercial mortgage pass-through securities | $224,716,000 | 28 |
| Other commercial mortgage-backed securities | $52,160,000 | 128 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,275,185,000 | 85 |
| Total debt securities | $2,270,101,000 | 104 |
| 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 | $2,357,184,000 | 104 |
| U.S. Government securities | $1,847,002,000 | 92 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,847,002,000 | 84 |
| Securities issued by states & political subdivisions | $503,117,000 | 58 |
| Other domestic debt securities | $1,862,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $1,862,000 | 264 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $5,203,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,494,000 | 173 |
| Mortgage-backed securities | $1,437,043,000 | 94 |
| Certificates of participation in pools of residential mortgages | $731,347,000 | 90 |
| Issued or guaranteed by U.S. | $731,347,000 | 89 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $438,782,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $436,920,000 | 93 |
| Privately issued | $1,862,000 | 253 |
| Commercial mortgage-backed securities | $266,914,000 | 67 |
| Commercial mortgage pass-through securities | $213,176,000 | 28 |
| Other commercial mortgage-backed securities | $53,738,000 | 118 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,357,184,000 | 82 |
| Total debt securities | $2,351,981,000 | 102 |
| 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 | $2,277,750,000 | 102 |
| U.S. Government securities | $1,752,190,000 | 93 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,752,190,000 | 88 |
| Securities issued by states & political subdivisions | $518,365,000 | 57 |
| Other domestic debt securities | $1,986,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $1,986,000 | 267 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $5,209,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $592,956,000 | 130 |
| Mortgage-backed securities | $1,354,387,000 | 96 |
| Certificates of participation in pools of residential mortgages | $624,955,000 | 98 |
| Issued or guaranteed by U.S. | $624,955,000 | 97 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $471,487,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $469,501,000 | 92 |
| Privately issued | $1,986,000 | 250 |
| Commercial mortgage-backed securities | $257,945,000 | 70 |
| Commercial mortgage pass-through securities | $203,363,000 | 29 |
| Other commercial mortgage-backed securities | $54,582,000 | 112 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,277,750,000 | 83 |
| Total debt securities | $2,272,541,000 | 100 |
| 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 | $2,184,367,000 | 104 |
| U.S. Government securities | $1,685,683,000 | 94 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,685,683,000 | 89 |
| Securities issued by states & political subdivisions | $491,388,000 | 54 |
| Other domestic debt securities | $2,105,000 | 1,273 |
| Privately issued residential mortgage-backed securities | $2,105,000 | 262 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $5,191,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $543,306,000 | 146 |
| Mortgage-backed securities | $1,281,156,000 | 100 |
| Certificates of participation in pools of residential mortgages | $598,310,000 | 101 |
| Issued or guaranteed by U.S. | $598,310,000 | 100 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $453,273,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $451,168,000 | 99 |
| Privately issued | $2,105,000 | 249 |
| Commercial mortgage-backed securities | $229,573,000 | 72 |
| Commercial mortgage pass-through securities | $175,265,000 | 31 |
| Other commercial mortgage-backed securities | $54,308,000 | 104 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,184,367,000 | 82 |
| Total debt securities | $2,179,176,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,155,697,000 | 103 |
| U.S. Government securities | $1,656,210,000 | 94 |
| U.S. Treasury securities | $19,588,000 | 277 |
| U.S. Government agency obligations | $1,636,622,000 | 89 |
| Securities issued by states & political subdivisions | $492,168,000 | 49 |
| Other domestic debt securities | $2,202,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $2,202,000 | 250 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,117,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,652,000 | 148 |
| Mortgage-backed securities | $1,242,826,000 | 105 |
| Certificates of participation in pools of residential mortgages | $573,714,000 | 105 |
| Issued or guaranteed by U.S. | $573,714,000 | 104 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $443,267,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $441,065,000 | 98 |
| Privately issued | $2,202,000 | 239 |
| Commercial mortgage-backed securities | $225,845,000 | 70 |
| Commercial mortgage pass-through securities | $172,279,000 | 28 |
| Other commercial mortgage-backed securities | $53,566,000 | 99 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,155,697,000 | 83 |
| Total debt securities | $2,150,580,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,025,188,000 | 109 |
| U.S. Government securities | $1,528,220,000 | 100 |
| U.S. Treasury securities | $19,850,000 | 253 |
| U.S. Government agency obligations | $1,508,370,000 | 93 |
| Securities issued by states & political subdivisions | $489,469,000 | 54 |
| Other domestic debt securities | $2,367,000 | 1,220 |
| Privately issued residential mortgage-backed securities | $2,367,000 | 245 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $5,132,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,337,000 | 141 |
| Mortgage-backed securities | $1,128,156,000 | 107 |
| Certificates of participation in pools of residential mortgages | $527,930,000 | 106 |
| Issued or guaranteed by U.S. | $527,930,000 | 105 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $449,174,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $446,807,000 | 95 |
| Privately issued | $2,367,000 | 235 |
| Commercial mortgage-backed securities | $151,052,000 | 82 |
| Commercial mortgage pass-through securities | $96,076,000 | 42 |
| Other commercial mortgage-backed securities | $54,976,000 | 95 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,025,188,000 | 89 |
| Total debt securities | $2,020,056,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,910,983,000 | 114 |
| U.S. Government securities | $1,414,385,000 | 108 |
| U.S. Treasury securities | $19,613,000 | 249 |
| U.S. Government agency obligations | $1,394,772,000 | 101 |
| Securities issued by states & political subdivisions | $489,031,000 | 54 |
| Other domestic debt securities | $2,456,000 | 1,212 |
| Privately issued residential mortgage-backed securities | $2,456,000 | 254 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $5,111,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $533,790,000 | 144 |
| Mortgage-backed securities | $1,018,959,000 | 112 |
| Certificates of participation in pools of residential mortgages | $454,208,000 | 117 |
| Issued or guaranteed by U.S. | $454,208,000 | 116 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $457,400,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $454,944,000 | 100 |
| Privately issued | $2,456,000 | 242 |
| Commercial mortgage-backed securities | $107,351,000 | 83 |
| Commercial mortgage pass-through securities | $67,329,000 | 51 |
| Other commercial mortgage-backed securities | $40,022,000 | 101 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,910,983,000 | 91 |
| Total debt securities | $1,905,872,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,997,923,000 | 112 |
| U.S. Government securities | $1,493,675,000 | 98 |
| U.S. Treasury securities | $19,728,000 | 251 |
| U.S. Government agency obligations | $1,473,947,000 | 96 |
| Securities issued by states & political subdivisions | $501,670,000 | 51 |
| Other domestic debt securities | $2,578,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $2,578,000 | 270 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $514,526,000 | 151 |
| Mortgage-backed securities | $1,079,495,000 | 108 |
| Certificates of participation in pools of residential mortgages | $487,698,000 | 113 |
| Issued or guaranteed by U.S. | $487,698,000 | 112 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $494,580,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $492,002,000 | 93 |
| Privately issued | $2,578,000 | 256 |
| Commercial mortgage-backed securities | $97,217,000 | 88 |
| Commercial mortgage pass-through securities | $56,942,000 | 57 |
| Other commercial mortgage-backed securities | $40,275,000 | 98 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,997,923,000 | 86 |
| Total debt securities | $1,997,923,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,089,056,000 | 105 |
| U.S. Government securities | $1,589,871,000 | 98 |
| U.S. Treasury securities | $19,450,000 | 256 |
| U.S. Government agency obligations | $1,570,421,000 | 93 |
| Securities issued by states & political subdivisions | $496,485,000 | 50 |
| Other domestic debt securities | $2,700,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $2,700,000 | 266 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,567,000 | 144 |
| Mortgage-backed securities | $1,137,761,000 | 105 |
| Certificates of participation in pools of residential mortgages | $521,339,000 | 110 |
| Issued or guaranteed by U.S. | $521,339,000 | 109 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $518,624,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $515,924,000 | 87 |
| Privately issued | $2,700,000 | 251 |
| Commercial mortgage-backed securities | $97,798,000 | 86 |
| Commercial mortgage pass-through securities | $57,418,000 | 55 |
| Other commercial mortgage-backed securities | $40,380,000 | 94 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,089,056,000 | 82 |
| Total debt securities | $2,089,056,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,602,493,000 | 121 |
| U.S. Government securities | $1,212,997,000 | 113 |
| U.S. Treasury securities | $19,253,000 | 251 |
| U.S. Government agency obligations | $1,193,744,000 | 108 |
| Securities issued by states & political subdivisions | $389,496,000 | 61 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,601,000 | 188 |
| Mortgage-backed securities | $862,468,000 | 123 |
| Certificates of participation in pools of residential mortgages | $323,065,000 | 152 |
| Issued or guaranteed by U.S. | $323,065,000 | 151 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $467,428,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $467,428,000 | 95 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $71,975,000 | 101 |
| Commercial mortgage pass-through securities | $37,593,000 | 76 |
| Other commercial mortgage-backed securities | $34,382,000 | 97 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,602,493,000 | 96 |
| Total debt securities | $1,602,493,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,580,826,000 | 124 |
| U.S. Government securities | $1,200,320,000 | 114 |
| U.S. Treasury securities | $19,288,000 | 218 |
| U.S. Government agency obligations | $1,181,032,000 | 109 |
| Securities issued by states & political subdivisions | $380,506,000 | 62 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,690,000 | 179 |
| Mortgage-backed securities | $862,617,000 | 127 |
| Certificates of participation in pools of residential mortgages | $329,040,000 | 151 |
| Issued or guaranteed by U.S. | $329,040,000 | 150 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $471,486,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $471,486,000 | 91 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $62,091,000 | 110 |
| Commercial mortgage pass-through securities | $27,142,000 | 89 |
| Other commercial mortgage-backed securities | $34,949,000 | 96 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,580,826,000 | 98 |
| Total debt securities | $1,580,826,000 | 123 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 411 |
| Fair value | $9,962,000 | 406 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,630,247,000 | 121 |
| U.S. Government securities | $1,256,568,000 | 113 |
| U.S. Treasury securities | $19,053,000 | 222 |
| U.S. Government agency obligations | $1,237,515,000 | 108 |
| Securities issued by states & political subdivisions | $373,679,000 | 62 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $361,154,000 | 197 |
| Mortgage-backed securities | $912,300,000 | 121 |
| Certificates of participation in pools of residential mortgages | $344,646,000 | 148 |
| Issued or guaranteed by U.S. | $344,646,000 | 147 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $504,500,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $504,500,000 | 90 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $63,154,000 | 105 |
| Commercial mortgage pass-through securities | $28,335,000 | 82 |
| Other commercial mortgage-backed securities | $34,819,000 | 93 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,630,247,000 | 97 |
| Total debt securities | $1,630,247,000 | 120 |
| 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 | $1,655,012,000 | 117 |
| U.S. Government securities | $1,290,542,000 | 109 |
| U.S. Treasury securities | $18,866,000 | 203 |
| U.S. Government agency obligations | $1,271,676,000 | 105 |
| Securities issued by states & political subdivisions | $364,470,000 | 62 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,212,000 | 197 |
| Mortgage-backed securities | $948,407,000 | 123 |
| Certificates of participation in pools of residential mortgages | $363,656,000 | 141 |
| Issued or guaranteed by U.S. | $363,656,000 | 140 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $521,236,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $521,236,000 | 86 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $63,515,000 | 97 |
| Commercial mortgage pass-through securities | $28,865,000 | 78 |
| Other commercial mortgage-backed securities | $34,650,000 | 91 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,655,012,000 | 97 |
| Total debt securities | $1,655,012,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,560,697,000 | 119 |
| U.S. Government securities | $1,205,802,000 | 115 |
| U.S. Treasury securities | $19,169,000 | 185 |
| U.S. Government agency obligations | $1,186,633,000 | 111 |
| Securities issued by states & political subdivisions | $354,895,000 | 60 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,926,000 | 204 |
| Mortgage-backed securities | $861,669,000 | 126 |
| Certificates of participation in pools of residential mortgages | $357,169,000 | 133 |
| Issued or guaranteed by U.S. | $357,169,000 | 132 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $455,093,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $455,093,000 | 90 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $49,407,000 | 111 |
| Commercial mortgage pass-through securities | $29,436,000 | 76 |
| Other commercial mortgage-backed securities | $19,971,000 | 109 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,560,697,000 | 99 |
| Total debt securities | $1,560,697,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,499,434,000 | 127 |
| U.S. Government securities | $1,155,614,000 | 114 |
| U.S. Treasury securities | $19,113,000 | 187 |
| U.S. Government agency obligations | $1,136,501,000 | 113 |
| Securities issued by states & political subdivisions | $343,820,000 | 59 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,821,000 | 171 |
| Mortgage-backed securities | $808,276,000 | 132 |
| Certificates of participation in pools of residential mortgages | $359,467,000 | 135 |
| Issued or guaranteed by U.S. | $359,467,000 | 134 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $417,981,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $417,981,000 | 99 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $30,828,000 | 141 |
| Commercial mortgage pass-through securities | $29,598,000 | 72 |
| Other commercial mortgage-backed securities | $1,230,000 | 357 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,499,434,000 | 106 |
| Total debt securities | $1,499,434,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,008,795,000 | 167 |
| U.S. Government securities | $733,189,000 | 160 |
| U.S. Treasury securities | $19,706,000 | 192 |
| U.S. Government agency obligations | $713,483,000 | 162 |
| Securities issued by states & political subdivisions | $275,606,000 | 74 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $372,378,000 | 191 |
| Mortgage-backed securities | $511,956,000 | 189 |
| Certificates of participation in pools of residential mortgages | $130,172,000 | 356 |
| Issued or guaranteed by U.S. | $130,172,000 | 355 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $381,784,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $381,784,000 | 113 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,008,795,000 | 144 |
| Total debt securities | $1,008,795,000 | 164 |
| 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 | $998,273,000 | 167 |
| U.S. Government securities | $712,698,000 | 157 |
| U.S. Treasury securities | $19,828,000 | 195 |
| U.S. Government agency obligations | $692,870,000 | 162 |
| Securities issued by states & political subdivisions | $285,575,000 | 69 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,730,000 | 193 |
| Mortgage-backed securities | $572,370,000 | 168 |
| Certificates of participation in pools of residential mortgages | $147,791,000 | 315 |
| Issued or guaranteed by U.S. | $147,791,000 | 313 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $424,579,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $424,579,000 | 104 |
| 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) | $998,273,000 | 147 |
| Total debt securities | $998,273,000 | 166 |
| 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 | $940,215,000 | 174 |
| U.S. Government securities | $657,715,000 | 173 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $657,715,000 | 169 |
| Securities issued by states & political subdivisions | $282,500,000 | 65 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,107,000 | 208 |
| Mortgage-backed securities | $563,208,000 | 172 |
| Certificates of participation in pools of residential mortgages | $164,793,000 | 302 |
| Issued or guaranteed by U.S. | $164,793,000 | 300 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $398,415,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $398,415,000 | 108 |
| 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) | $940,215,000 | 153 |
| Total debt securities | $940,215,000 | 174 |
| 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 | $994,379,000 | 167 |
| U.S. Government securities | $715,572,000 | 159 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $715,572,000 | 155 |
| Securities issued by states & political subdivisions | $278,807,000 | 63 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $447,857,000 | 166 |
| Mortgage-backed securities | $621,278,000 | 160 |
| Certificates of participation in pools of residential mortgages | $177,099,000 | 281 |
| Issued or guaranteed by U.S. | $177,099,000 | 278 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $444,179,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $444,179,000 | 100 |
| 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) | $994,379,000 | 145 |
| Total debt securities | $994,379,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $995,889,000 | 172 |
| U.S. Government securities | $712,337,000 | 168 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $712,337,000 | 164 |
| Securities issued by states & political subdivisions | $283,552,000 | 61 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,549,000 | 179 |
| Mortgage-backed securities | $669,585,000 | 154 |
| Certificates of participation in pools of residential mortgages | $190,439,000 | 264 |
| Issued or guaranteed by U.S. | $190,439,000 | 262 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $479,146,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $479,146,000 | 96 |
| 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) | $995,889,000 | 150 |
| Total debt securities | $995,889,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,024,780,000 | 166 |
| U.S. Government securities | $739,018,000 | 154 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $739,018,000 | 152 |
| Securities issued by states & political subdivisions | $285,762,000 | 57 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $420,243,000 | 154 |
| Mortgage-backed securities | $695,955,000 | 148 |
| Certificates of participation in pools of residential mortgages | $205,203,000 | 234 |
| Issued or guaranteed by U.S. | $205,203,000 | 232 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $490,752,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $490,752,000 | 90 |
| 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) | $1,024,780,000 | 138 |
| Total debt securities | $1,024,780,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $992,523,000 | 165 |
| U.S. Government securities | $716,106,000 | 169 |
| U.S. Treasury securities | $45,520,000 | 91 |
| U.S. Government agency obligations | $670,586,000 | 171 |
| Securities issued by states & political subdivisions | $276,417,000 | 60 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $438,837,000 | 145 |
| Mortgage-backed securities | $644,726,000 | 150 |
| Certificates of participation in pools of residential mortgages | $140,248,000 | 331 |
| Issued or guaranteed by U.S. | $140,248,000 | 329 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $504,478,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $504,478,000 | 87 |
| 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) | $992,523,000 | 138 |
| Total debt securities | $992,523,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $986,500,000 | 166 |
| U.S. Government securities | $723,691,000 | 163 |
| U.S. Treasury securities | $30,278,000 | 140 |
| U.S. Government agency obligations | $693,413,000 | 162 |
| Securities issued by states & political subdivisions | $262,809,000 | 63 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $426,236,000 | 148 |
| Mortgage-backed securities | $667,453,000 | 144 |
| Certificates of participation in pools of residential mortgages | $145,872,000 | 316 |
| Issued or guaranteed by U.S. | $145,872,000 | 314 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $521,581,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $521,581,000 | 79 |
| 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) | $986,500,000 | 142 |
| Total debt securities | $986,500,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $884,962,000 | 179 |
| U.S. Government securities | $628,945,000 | 185 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $628,945,000 | 179 |
| Securities issued by states & political subdivisions | $256,017,000 | 66 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $479,747,000 | 146 |
| Mortgage-backed securities | $626,845,000 | 145 |
| Certificates of participation in pools of residential mortgages | $144,182,000 | 316 |
| Issued or guaranteed by U.S. | $144,182,000 | 315 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $482,663,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $482,663,000 | 83 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $884,962,000 | 158 |
| Total debt securities | $884,962,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $760,623,000 | 198 |
| U.S. Government securities | $508,690,000 | 217 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $508,690,000 | 213 |
| Securities issued by states & political subdivisions | $251,933,000 | 64 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $458,532,000 | 145 |
| Mortgage-backed securities | $506,566,000 | 172 |
| Certificates of participation in pools of residential mortgages | $136,104,000 | 318 |
| Issued or guaranteed by U.S. | $136,104,000 | 315 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $370,462,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $370,462,000 | 100 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $760,623,000 | 172 |
| Total debt securities | $760,623,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $689,434,000 | 206 |
| U.S. Government securities | $448,242,000 | 231 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $448,242,000 | 224 |
| Securities issued by states & political subdivisions | $241,192,000 | 66 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $376,382,000 | 168 |
| Mortgage-backed securities | $445,082,000 | 181 |
| Certificates of participation in pools of residential mortgages | $99,604,000 | 406 |
| Issued or guaranteed by U.S. | $99,604,000 | 404 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $345,478,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $345,478,000 | 92 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $689,434,000 | 178 |
| Total debt securities | $689,434,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $706,622,000 | 195 |
| U.S. Government securities | $470,556,000 | 220 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $470,556,000 | 213 |
| Securities issued by states & political subdivisions | $236,066,000 | 64 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $282,645,000 | 216 |
| Mortgage-backed securities | $467,371,000 | 171 |
| Certificates of participation in pools of residential mortgages | $107,748,000 | 369 |
| Issued or guaranteed by U.S. | $107,748,000 | 366 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $359,623,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $359,623,000 | 88 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $706,622,000 | 176 |
| Total debt securities | $706,622,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $715,794,000 | 196 |
| U.S. Government securities | $479,229,000 | 213 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $479,229,000 | 203 |
| Securities issued by states & political subdivisions | $236,565,000 | 63 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,076,000 | 162 |
| Mortgage-backed securities | $476,032,000 | 174 |
| Certificates of participation in pools of residential mortgages | $107,355,000 | 400 |
| Issued or guaranteed by U.S. | $107,355,000 | 397 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $368,677,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $368,677,000 | 82 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $715,794,000 | 174 |
| Total debt securities | $715,794,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $619,067,000 | 215 |
| U.S. Government securities | $400,156,000 | 239 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $400,156,000 | 231 |
| Securities issued by states & political subdivisions | $218,911,000 | 67 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,448,000 | 176 |
| Mortgage-backed securities | $400,156,000 | 198 |
| Certificates of participation in pools of residential mortgages | $76,832,000 | 530 |
| Issued or guaranteed by U.S. | $76,832,000 | 527 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $323,324,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $323,324,000 | 89 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $619,067,000 | 189 |
| Total debt securities | $619,067,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $645,642,000 | 210 |
| U.S. Government securities | $434,182,000 | 221 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $434,182,000 | 216 |
| Securities issued by states & political subdivisions | $209,960,000 | 72 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | $1,500,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,464,000 | 172 |
| Mortgage-backed securities | $434,182,000 | 192 |
| Certificates of participation in pools of residential mortgages | $98,385,000 | 444 |
| Issued or guaranteed by U.S. | $98,385,000 | 441 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $335,797,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $335,797,000 | 81 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $645,642,000 | 181 |
| Total debt securities | $644,142,000 | 204 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $545,442,000 | 244 |
| U.S. Government securities | $346,344,000 | 271 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $346,344,000 | 260 |
| Securities issued by states & political subdivisions | $198,602,000 | 75 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | $496,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,627,000 | 180 |
| Mortgage-backed securities | $346,344,000 | 229 |
| Certificates of participation in pools of residential mortgages | $79,882,000 | 534 |
| Issued or guaranteed by U.S. | $79,882,000 | 528 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $266,462,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $266,462,000 | 103 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $545,442,000 | 208 |
| Total debt securities | $544,946,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $543,410,000 | 259 |
| U.S. Government securities | $348,456,000 | 278 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $348,456,000 | 270 |
| Securities issued by states & political subdivisions | $194,474,000 | 73 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| 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 | $480,000 | 972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,964,000 | 196 |
| Mortgage-backed securities | $348,456,000 | 238 |
| Certificates of participation in pools of residential mortgages | $86,046,000 | 522 |
| Issued or guaranteed by U.S. | $86,046,000 | 515 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $262,410,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $262,410,000 | 101 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $543,410,000 | 220 |
| Total debt securities | $542,930,000 | 251 |
| 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 | $527,980,000 | 257 |
| U.S. Government securities | $341,839,000 | 270 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $341,839,000 | 266 |
| Securities issued by states & political subdivisions | $185,653,000 | 79 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| 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 | $488,000 | 955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,030,000 | 189 |
| Mortgage-backed securities | $341,839,000 | 242 |
| Certificates of participation in pools of residential mortgages | $89,660,000 | 491 |
| Issued or guaranteed by U.S. | $89,660,000 | 486 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $252,179,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $252,179,000 | 103 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $527,980,000 | 222 |
| Total debt securities | $527,492,000 | 251 |
| 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 | $535,337,000 | 243 |
| U.S. Government securities | $346,659,000 | 264 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $346,659,000 | 260 |
| Securities issued by states & political subdivisions | $187,166,000 | 73 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,512,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,443,000 | 266 |
| Mortgage-backed securities | $346,659,000 | 234 |
| Certificates of participation in pools of residential mortgages | $91,094,000 | 469 |
| Issued or guaranteed by U.S. | $91,094,000 | 465 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $255,565,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $255,565,000 | 92 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $535,337,000 | 206 |
| Total debt securities | $533,825,000 | 243 |
| 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 | $548,816,000 | 246 |
| U.S. Government securities | $336,914,000 | 264 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $336,914,000 | 261 |
| Securities issued by states & political subdivisions | $191,664,000 | 74 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $20,238,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,542,000 | 256 |
| Mortgage-backed securities | $336,914,000 | 239 |
| Certificates of participation in pools of residential mortgages | $82,338,000 | 502 |
| Issued or guaranteed by U.S. | $82,338,000 | 498 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $254,576,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $254,576,000 | 98 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $548,816,000 | 209 |
| Total debt securities | $528,578,000 | 251 |
| 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 | $554,650,000 | 246 |
| U.S. Government securities | $351,827,000 | 257 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $351,827,000 | 250 |
| Securities issued by states & political subdivisions | $184,295,000 | 80 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $18,528,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,048,000 | 253 |
| Mortgage-backed securities | $341,982,000 | 239 |
| Certificates of participation in pools of residential mortgages | $85,848,000 | 472 |
| Issued or guaranteed by U.S. | $85,848,000 | 466 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $256,134,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $256,134,000 | 97 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $554,650,000 | 212 |
| Total debt securities | $536,122,000 | 250 |
| 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 | $533,263,000 | 253 |
| U.S. Government securities | $349,825,000 | 258 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $349,825,000 | 250 |
| Securities issued by states & political subdivisions | $183,438,000 | 76 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,888,000 | 211 |
| Mortgage-backed securities | $289,321,000 | 247 |
| Certificates of participation in pools of residential mortgages | $81,916,000 | 449 |
| Issued or guaranteed by U.S. | $81,916,000 | 444 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $207,405,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $207,405,000 | 113 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $533,263,000 | 217 |
| Total debt securities | $533,263,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $535,046,000 | 256 |
| U.S. Government securities | $352,281,000 | 262 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $352,281,000 | 250 |
| Securities issued by states & political subdivisions | $182,765,000 | 80 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,885,000 | 209 |
| Mortgage-backed securities | $291,431,000 | 245 |
| Certificates of participation in pools of residential mortgages | $83,737,000 | 423 |
| Issued or guaranteed by U.S. | $83,737,000 | 418 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $207,694,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $207,694,000 | 110 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,245,000 | 2,611 |
| Available-for-sale securities (fair market value) | $533,801,000 | 213 |
| Total debt securities | $535,046,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $528,172,000 | 257 |
| U.S. Government securities | $353,035,000 | 274 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $353,035,000 | 265 |
| Securities issued by states & political subdivisions | $175,137,000 | 82 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,279,000 | 211 |
| Mortgage-backed securities | $293,908,000 | 240 |
| Certificates of participation in pools of residential mortgages | $85,932,000 | 420 |
| Issued or guaranteed by U.S. | $85,932,000 | 415 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $207,976,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $207,976,000 | 118 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,573,000 | 2,514 |
| Available-for-sale securities (fair market value) | $526,599,000 | 220 |
| Total debt securities | $528,172,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $554,000,000 | 251 |
| U.S. Government securities | $374,778,000 | 258 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $374,778,000 | 249 |
| Securities issued by states & political subdivisions | $179,222,000 | 83 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $338,029,000 | 211 |
| Mortgage-backed securities | $305,336,000 | 239 |
| Certificates of participation in pools of residential mortgages | $89,599,000 | 412 |
| Issued or guaranteed by U.S. | $89,599,000 | 407 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $215,737,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $215,737,000 | 113 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,572,000 | 2,559 |
| Available-for-sale securities (fair market value) | $552,428,000 | 211 |
| Total debt securities | $554,000,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $557,092,000 | 250 |
| U.S. Government securities | $377,861,000 | 262 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $377,861,000 | 251 |
| Securities issued by states & political subdivisions | $179,231,000 | 80 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $342,211,000 | 205 |
| Mortgage-backed securities | $308,675,000 | 230 |
| Certificates of participation in pools of residential mortgages | $92,425,000 | 401 |
| Issued or guaranteed by U.S. | $92,425,000 | 397 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $216,250,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $216,250,000 | 116 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,822,000 | 2,534 |
| Available-for-sale securities (fair market value) | $555,270,000 | 209 |
| Total debt securities | $557,092,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $563,100,000 | 247 |
| U.S. Government securities | $386,985,000 | 259 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $386,985,000 | 252 |
| Securities issued by states & political subdivisions | $176,115,000 | 83 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,896,000 | 199 |
| Mortgage-backed securities | $318,073,000 | 230 |
| Certificates of participation in pools of residential mortgages | $96,023,000 | 401 |
| Issued or guaranteed by U.S. | $96,023,000 | 396 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $222,050,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $222,050,000 | 121 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,197,000 | 2,456 |
| Available-for-sale securities (fair market value) | $560,903,000 | 209 |
| Total debt securities | $563,100,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $602,087,000 | 247 |
| U.S. Government securities | $429,766,000 | 247 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $429,766,000 | 239 |
| Securities issued by states & political subdivisions | $172,321,000 | 85 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,681,000 | 180 |
| Mortgage-backed securities | $321,602,000 | 247 |
| Certificates of participation in pools of residential mortgages | $99,875,000 | 398 |
| Issued or guaranteed by U.S. | $99,875,000 | 395 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $221,727,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $221,727,000 | 117 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,525,000 | 2,399 |
| Available-for-sale securities (fair market value) | $599,562,000 | 209 |
| Total debt securities | $602,087,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $578,295,000 | 262 |
| U.S. Government securities | $443,508,000 | 252 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $443,508,000 | 241 |
| Securities issued by states & political subdivisions | $134,787,000 | 100 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,962,000 | 183 |
| Mortgage-backed securities | $334,762,000 | 236 |
| Certificates of participation in pools of residential mortgages | $107,101,000 | 389 |
| Issued or guaranteed by U.S. | $107,101,000 | 384 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $227,661,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $227,661,000 | 115 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,525,000 | 2,428 |
| Available-for-sale securities (fair market value) | $575,770,000 | 220 |
| Total debt securities | $578,295,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $526,479,000 | 284 |
| U.S. Government securities | $409,802,000 | 269 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $409,802,000 | 256 |
| Securities issued by states & political subdivisions | $116,677,000 | 117 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $445,341,000 | 170 |
| Mortgage-backed securities | $270,718,000 | 278 |
| Certificates of participation in pools of residential mortgages | $93,128,000 | 434 |
| Issued or guaranteed by U.S. | $93,128,000 | 429 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $177,590,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $177,590,000 | 136 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,524,000 | 2,468 |
| Available-for-sale securities (fair market value) | $523,955,000 | 246 |
| Total debt securities | $526,479,000 | 280 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $533,294,000 | 284 |
| U.S. Government securities | $431,894,000 | 255 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $431,894,000 | 248 |
| Securities issued by states & political subdivisions | $101,400,000 | 136 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $477,655,000 | 155 |
| Mortgage-backed securities | $291,778,000 | 265 |
| Certificates of participation in pools of residential mortgages | $120,269,000 | 374 |
| Issued or guaranteed by U.S. | $120,269,000 | 370 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $171,509,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $171,509,000 | 147 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,774,000 | 2,432 |
| Available-for-sale securities (fair market value) | $530,520,000 | 242 |
| Total debt securities | $533,294,000 | 278 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $547,859,000 | 276 |
| U.S. Government securities | $446,804,000 | 252 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $446,804,000 | 245 |
| Securities issued by states & political subdivisions | $101,055,000 | 133 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,362,000 | 152 |
| Mortgage-backed securities | $305,956,000 | 260 |
| Certificates of participation in pools of residential mortgages | $130,921,000 | 358 |
| Issued or guaranteed by U.S. | $130,921,000 | 350 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $175,035,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $175,035,000 | 153 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,102,000 | 2,376 |
| Available-for-sale securities (fair market value) | $544,757,000 | 236 |
| Total debt securities | $547,859,000 | 270 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $554,795,000 | 278 |
| U.S. Government securities | $458,633,000 | 251 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $458,633,000 | 242 |
| Securities issued by states & political subdivisions | $96,162,000 | 134 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $507,317,000 | 151 |
| Mortgage-backed securities | $318,063,000 | 260 |
| Certificates of participation in pools of residential mortgages | $142,070,000 | 336 |
| Issued or guaranteed by U.S. | $142,070,000 | 331 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $175,993,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $175,993,000 | 156 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,102,000 | 2,395 |
| Available-for-sale securities (fair market value) | $551,693,000 | 233 |
| Total debt securities | $554,795,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $576,126,000 | 271 |
| U.S. Government securities | $480,015,000 | 251 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $480,015,000 | 240 |
| Securities issued by states & political subdivisions | $96,111,000 | 138 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,893,000 | 150 |
| Mortgage-backed securities | $337,419,000 | 258 |
| Certificates of participation in pools of residential mortgages | $155,517,000 | 317 |
| Issued or guaranteed by U.S. | $155,517,000 | 312 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $181,902,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $181,902,000 | 155 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,101,000 | 2,431 |
| Available-for-sale securities (fair market value) | $573,025,000 | 233 |
| Total debt securities | $576,126,000 | 266 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $592,694,000 | 270 |
| U.S. Government securities | $497,983,000 | 235 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $497,983,000 | 227 |
| Securities issued by states & political subdivisions | $94,711,000 | 138 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $546,943,000 | 147 |
| Mortgage-backed securities | $353,586,000 | 248 |
| Certificates of participation in pools of residential mortgages | $166,704,000 | 301 |
| Issued or guaranteed by U.S. | $166,704,000 | 294 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $186,882,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $186,882,000 | 150 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,026,000 | 2,230 |
| Available-for-sale securities (fair market value) | $588,668,000 | 239 |
| Total debt securities | $592,694,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $471,279,000 | 334 |
| U.S. Government securities | $386,899,000 | 300 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $386,899,000 | 283 |
| Securities issued by states & political subdivisions | $84,380,000 | 155 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $412,776,000 | 178 |
| Mortgage-backed securities | $342,412,000 | 260 |
| Certificates of participation in pools of residential mortgages | $176,110,000 | 289 |
| Issued or guaranteed by U.S. | $176,110,000 | 284 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $166,302,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $166,302,000 | 163 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,354,000 | 2,170 |
| Available-for-sale securities (fair market value) | $466,925,000 | 292 |
| Total debt securities | $471,279,000 | 322 |
| 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 | $491,841,000 | 320 |
| U.S. Government securities | $405,733,000 | 288 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $405,733,000 | 274 |
| Securities issued by states & political subdivisions | $86,108,000 | 151 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $444,873,000 | 165 |
| Mortgage-backed securities | $380,530,000 | 247 |
| Certificates of participation in pools of residential mortgages | $197,359,000 | 271 |
| Issued or guaranteed by U.S. | $197,359,000 | 262 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $183,171,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $183,171,000 | 158 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,353,000 | 2,154 |
| Available-for-sale securities (fair market value) | $487,488,000 | 281 |
| Total debt securities | $491,841,000 | 313 |
| 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 | $507,774,000 | 317 |
| U.S. Government securities | $425,627,000 | 292 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $425,627,000 | 279 |
| Securities issued by states & political subdivisions | $82,147,000 | 155 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $463,953,000 | 152 |
| Mortgage-backed securities | $401,169,000 | 238 |
| Certificates of participation in pools of residential mortgages | $210,686,000 | 260 |
| Issued or guaranteed by U.S. | $210,686,000 | 252 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $190,483,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $190,483,000 | 164 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,548,000 | 2,151 |
| Available-for-sale securities (fair market value) | $503,226,000 | 274 |
| Total debt securities | $507,774,000 | 307 |
| 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 | $417,419,000 | 366 |
| U.S. Government securities | $352,598,000 | 338 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $352,598,000 | 317 |
| Securities issued by states & political subdivisions | $61,494,000 | 237 |
| Other domestic debt securities | $3,327,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,327,000 | 1,400 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,596,000 | 182 |
| Mortgage-backed securities | $352,372,000 | 256 |
| Certificates of participation in pools of residential mortgages | $216,209,000 | 251 |
| Issued or guaranteed by U.S. | $216,209,000 | 244 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $136,163,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $136,163,000 | 207 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,307,000 | 2,033 |
| Available-for-sale securities (fair market value) | $412,112,000 | 322 |
| Total debt securities | $417,419,000 | 356 |
| 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 | $373,381,000 | 384 |
| U.S. Government securities | $268,789,000 | 424 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $268,789,000 | 410 |
| Securities issued by states & political subdivisions | $65,165,000 | 217 |
| Other domestic debt securities | $39,427,000 | 360 |
| Privately issued residential mortgage-backed securities | $35,827,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,600,000 | 1,418 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,294,000 | 190 |
| Mortgage-backed securities | $304,379,000 | 295 |
| Certificates of participation in pools of residential mortgages | $210,305,000 | 251 |
| Issued or guaranteed by U.S. | $210,305,000 | 244 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $94,074,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $58,247,000 | 386 |
| Privately issued | $35,827,000 | 132 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,023,000 | 1,915 |
| Available-for-sale securities (fair market value) | $367,358,000 | 340 |
| Total debt securities | $373,381,000 | 377 |
| 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 | $411,189,000 | 359 |
| U.S. Government securities | $285,155,000 | 402 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $285,155,000 | 390 |
| Securities issued by states & political subdivisions | $61,419,000 | 223 |
| Other domestic debt securities | $64,615,000 | 258 |
| Privately issued residential mortgage-backed securities | $61,375,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,240,000 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,278,000 | 173 |
| Mortgage-backed securities | $342,995,000 | 269 |
| Certificates of participation in pools of residential mortgages | $219,118,000 | 239 |
| Issued or guaranteed by U.S. | $219,118,000 | 232 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $123,877,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $62,502,000 | 361 |
| Privately issued | $61,375,000 | 112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,023,000 | 1,974 |
| Available-for-sale securities (fair market value) | $405,166,000 | 315 |
| Total debt securities | $411,189,000 | 350 |
| 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 | $326,685,000 | 417 |
| U.S. Government securities | $170,886,000 | 578 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $170,886,000 | 558 |
| Securities issued by states & political subdivisions | $54,750,000 | 251 |
| Other domestic debt securities | $101,049,000 | 180 |
| Privately issued residential mortgage-backed securities | $97,849,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,200,000 | 1,518 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,632,000 | 198 |
| Mortgage-backed securities | $265,211,000 | 306 |
| Certificates of participation in pools of residential mortgages | $151,233,000 | 302 |
| Issued or guaranteed by U.S. | $151,233,000 | 301 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $113,978,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $16,129,000 | 877 |
| Privately issued | $97,849,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,192,000 | 1,978 |
| Available-for-sale securities (fair market value) | $320,493,000 | 364 |
| Total debt securities | $326,685,000 | 404 |
| 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 | $146,283,000 | 786 |
| U.S. Government securities | $66,158,000 | 1,218 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $66,158,000 | 1,154 |
| Securities issued by states & political subdivisions | $36,112,000 | 396 |
| Other domestic debt securities | $44,013,000 | 349 |
| Privately issued residential mortgage-backed securities | $40,409,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,604,000 | 1,397 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,018,000 | 690 |
| Mortgage-backed securities | $97,458,000 | 579 |
| Certificates of participation in pools of residential mortgages | $57,049,000 | 565 |
| Issued or guaranteed by U.S. | $57,049,000 | 559 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $40,409,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $40,409,000 | 138 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,856,000 | 1,803 |
| Available-for-sale securities (fair market value) | $138,427,000 | 694 |
| Total debt securities | $146,283,000 | 762 |
| 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 | $119,261,000 | 947 |
| U.S. Government securities | $82,590,000 | 999 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $82,590,000 | 933 |
| Securities issued by states & political subdivisions | $11,602,000 | 1,438 |
| Other domestic debt securities | $16,530,000 | 600 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,530,000 | 475 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $8,539,000 | 568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,256,000 | 1,314 |
| Mortgage-backed securities | $9,107,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $9,107,000 | 1,841 |
| Issued or guaranteed by U.S. | $9,107,000 | 1,829 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,435,000 | 2,236 |
| Available-for-sale securities (fair market value) | $111,826,000 | 774 |
| Total debt securities | $110,722,000 | 973 |
| 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 | $95,032,000 | 1,194 |
| U.S. Government securities | $80,038,000 | 1,079 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $80,038,000 | 978 |
| Securities issued by states & political subdivisions | $6,587,000 | 2,412 |
| Other domestic debt securities | $1,488,000 | 2,064 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,488,000 | 1,729 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $6,919,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,520,000 | 1,459 |
| Mortgage-backed securities | $9,416,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $9,416,000 | 1,949 |
| Issued or guaranteed by U.S. | $9,416,000 | 1,938 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,084,000 | 2,570 |
| Available-for-sale securities (fair market value) | $87,948,000 | 987 |
| Total debt securities | $88,113,000 | 1,243 |
| 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 | $99,645,000 | 1,154 |
| U.S. Government securities | $87,195,000 | 1,019 |
| U.S. Treasury securities | $3,521,000 | 2,858 |
| U.S. Government agency obligations | $83,674,000 | 928 |
| Securities issued by states & political subdivisions | $5,116,000 | 2,927 |
| Other domestic debt securities | $1,526,000 | 1,895 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,526,000 | 1,540 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $5,808,000 | 737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,824,000 | 4,379 |
| Mortgage-backed securities | $10,672,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $10,672,000 | 1,885 |
| Issued or guaranteed by U.S. | $10,672,000 | 1,872 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,109,000 | 3,084 |
| Available-for-sale securities (fair market value) | $93,536,000 | 925 |
| Total debt securities | $93,837,000 | 1,198 |
| 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 | $64,321,000 | 1,788 |
| U.S. Government securities | $53,225,000 | 1,721 |
| U.S. Treasury securities | $17,985,000 | 1,056 |
| U.S. Government agency obligations | $35,240,000 | 1,976 |
| Securities issued by states & political subdivisions | $4,191,000 | 3,111 |
| Other domestic debt securities | $1,498,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,498,000 | 1,231 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $5,407,000 | 753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,282,000 | 4,850 |
| Mortgage-backed securities | $7,019,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $7,019,000 | 2,411 |
| Issued or guaranteed by U.S. | $7,019,000 | 2,397 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| 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) | $9,429,000 | 2,916 |
| Available-for-sale securities (fair market value) | $54,892,000 | 1,454 |
| Total debt securities | $58,914,000 | 1,903 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $303,000 | 2,327 |
| 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 | $41,499,000 | 2,911 |
| U.S. Government securities | $37,234,000 | 2,595 |
| U.S. Treasury securities | $17,040,000 | 1,353 |
| U.S. Government agency obligations | $20,194,000 | 3,323 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $4,265,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,714,000 | 5,338 |
| Mortgage-backed securities | $10,760,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $10,760,000 | 2,051 |
| Issued or guaranteed by U.S. | $10,760,000 | 2,033 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| 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) | $41,499,000 | 1,985 |
| Total debt securities | $37,234,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $22,698,000 | 5,070 |
| U.S. Government securities | $19,394,000 | 4,765 |
| U.S. Treasury securities | $4,911,000 | 4,706 |
| U.S. Government agency obligations | $14,483,000 | 4,296 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,304,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,038,000 | 5,910 |
| Mortgage-backed securities | $12,445,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $12,445,000 | 1,880 |
| Issued or guaranteed by U.S. | $12,445,000 | 1,863 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| 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) | $22,698,000 | 3,568 |
| Total debt securities | $19,394,000 | 5,565 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $22,259,000 | 5,441 |
| U.S. Government securities | $20,110,000 | 4,906 |
| U.S. Treasury securities | $1,003,000 | 9,562 |
| U.S. Government agency obligations | $19,107,000 | 3,313 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,149,000 | 1,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,021,000 | 7,015 |
| Mortgage-backed securities | $19,107,000 | 2,104 |
| Certificates of participation in pools of residential mortgages | $12,202,000 | 1,977 |
| Issued or guaranteed by U.S. | $12,202,000 | 1,956 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,905,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $6,905,000 | 1,767 |
| Privately issued | $0 | 2,507 |
| 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) | $17,393,000 | 3,847 |
| Available-for-sale securities (fair market value) | $4,866,000 | 6,965 |
| Total debt securities | $20,110,000 | 5,763 |
| 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 | $1,009,000 | 12,890 |
| U.S. Government securities | $1,009,000 | 12,682 |
| U.S. Treasury securities | $1,009,000 | 9,881 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 9,795 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,009,000 | 12,768 |
| 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 |