Home > Sandy Spring Bank > Securities
Sandy Spring Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,338,846,000 | 203 |
| U.S. Government securities | $1,036,732,000 | 187 |
| U.S. Treasury securities | $93,998,000 | 277 |
| U.S. Government agency obligations | $942,734,000 | 181 |
| Securities issued by states & political subdivisions | $268,214,000 | 148 |
| Other domestic debt securities | $33,900,000 | 528 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $33,900,000 | 152 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $654,683,000 | 203 |
| Mortgage-backed securities | $926,090,000 | 155 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $512,951,000 | 145 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $374,420,000 | 109 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $34,558,000 | 221 |
| Other commercial mortgage-backed securities | $4,161,000 | 765 |
| Held to maturity securities (book value) | $236,165,000 | 225 |
| Available-for-sale securities (fair market value) | $1,102,681,000 | 185 |
| Total debt securities | $1,338,846,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,316,553,000 | 206 |
| U.S. Government securities | $1,031,134,000 | 186 |
| U.S. Treasury securities | $91,955,000 | 291 |
| U.S. Government agency obligations | $939,179,000 | 178 |
| Securities issued by states & political subdivisions | $251,880,000 | 154 |
| Other domestic debt securities | $33,539,000 | 517 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $33,539,000 | 147 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $632,486,000 | 206 |
| Mortgage-backed securities | $926,364,000 | 153 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $514,272,000 | 150 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $372,899,000 | 110 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $34,488,000 | 214 |
| Other commercial mortgage-backed securities | $4,705,000 | 712 |
| Held to maturity securities (book value) | $241,464,000 | 223 |
| Available-for-sale securities (fair market value) | $1,075,089,000 | 188 |
| Total debt securities | $1,316,553,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,391,502,000 | 198 |
| U.S. Government securities | $1,089,791,000 | 180 |
| U.S. Treasury securities | $91,471,000 | 288 |
| U.S. Government agency obligations | $998,320,000 | 178 |
| Securities issued by states & political subdivisions | $268,252,000 | 151 |
| Other domestic debt securities | $33,459,000 | 514 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $33,459,000 | 137 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $697,540,000 | 194 |
| Mortgage-backed securities | $984,440,000 | 148 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $545,816,000 | 145 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $393,549,000 | 108 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $40,354,000 | 189 |
| Other commercial mortgage-backed securities | $4,721,000 | 715 |
| Held to maturity securities (book value) | $247,814,000 | 214 |
| Available-for-sale securities (fair market value) | $1,143,688,000 | 182 |
| Total debt securities | $1,391,502,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,449,947,000 | 205 |
| U.S. Government securities | $1,143,304,000 | 184 |
| U.S. Treasury securities | $92,202,000 | 306 |
| U.S. Government agency obligations | $1,051,102,000 | 166 |
| Securities issued by states & political subdivisions | $272,928,000 | 157 |
| Other domestic debt securities | $33,715,000 | 539 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $33,715,000 | 139 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,741,000 | 269 |
| Mortgage-backed securities | $1,036,353,000 | 151 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $576,135,000 | 145 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $414,156,000 | 108 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $41,272,000 | 206 |
| Other commercial mortgage-backed securities | $4,790,000 | 726 |
| Held to maturity securities (book value) | $254,219,000 | 221 |
| Available-for-sale securities (fair market value) | $1,195,728,000 | 189 |
| Total debt securities | $1,449,947,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,473,990,000 | 208 |
| U.S. Government securities | $1,171,558,000 | 186 |
| U.S. Treasury securities | $90,758,000 | 336 |
| U.S. Government agency obligations | $1,080,800,000 | 168 |
| Securities issued by states & political subdivisions | $265,997,000 | 169 |
| Other domestic debt securities | $36,435,000 | 533 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $36,435,000 | 134 |
| 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 | $471,659,000 | 212 |
| Mortgage-backed securities | $1,064,541,000 | 152 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $593,030,000 | 148 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $424,861,000 | 108 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $41,856,000 | 205 |
| Other commercial mortgage-backed securities | $4,794,000 | 729 |
| Held to maturity securities (book value) | $259,452,000 | 230 |
| Available-for-sale securities (fair market value) | $1,214,538,000 | 199 |
| Total debt securities | $1,473,990,000 | 204 |
| 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 | $1,509,983,000 | 203 |
| U.S. Government securities | $1,193,832,000 | 184 |
| U.S. Treasury securities | $89,941,000 | 350 |
| U.S. Government agency obligations | $1,103,891,000 | 170 |
| Securities issued by states & political subdivisions | $276,940,000 | 163 |
| Other domestic debt securities | $39,211,000 | 476 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $39,211,000 | 112 |
| 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 | $480,182,000 | 202 |
| Mortgage-backed securities | $1,086,651,000 | 156 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $613,749,000 | 143 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $425,672,000 | 110 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $42,388,000 | 202 |
| Other commercial mortgage-backed securities | $4,842,000 | 756 |
| Held to maturity securities (book value) | $265,648,000 | 224 |
| Available-for-sale securities (fair market value) | $1,244,335,000 | 198 |
| Total debt securities | $1,509,983,000 | 200 |
| 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 | $1,543,160,000 | 206 |
| U.S. Government securities | $1,243,938,000 | 182 |
| U.S. Treasury securities | $98,486,000 | 314 |
| U.S. Government agency obligations | $1,145,452,000 | 171 |
| Securities issued by states & political subdivisions | $299,222,000 | 159 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $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 | $494,321,000 | 191 |
| Mortgage-backed securities | $1,126,186,000 | 158 |
| Certificates of participation in pools of residential mortgages | $652,965,000 | 141 |
| Issued or guaranteed by U.S. | $652,965,000 | 140 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $411,873,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $411,873,000 | 119 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $61,348,000 | 316 |
| Commercial mortgage pass-through securities | $39,637,000 | 218 |
| Other commercial mortgage-backed securities | $21,711,000 | 399 |
| Held to maturity securities (book value) | $274,337,000 | 211 |
| Available-for-sale securities (fair market value) | $1,268,823,000 | 196 |
| Total debt securities | $1,543,160,000 | 205 |
| 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 | $1,545,284,000 | 204 |
| U.S. Government securities | $1,223,432,000 | 185 |
| U.S. Treasury securities | $99,528,000 | 285 |
| U.S. Government agency obligations | $1,123,904,000 | 175 |
| Securities issued by states & political subdivisions | $321,852,000 | 147 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $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 | $478,811,000 | 197 |
| Mortgage-backed securities | $1,099,950,000 | 163 |
| Certificates of participation in pools of residential mortgages | $631,025,000 | 154 |
| Issued or guaranteed by U.S. | $631,025,000 | 153 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $413,719,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $413,719,000 | 122 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $55,206,000 | 344 |
| Commercial mortgage pass-through securities | $41,180,000 | 214 |
| Other commercial mortgage-backed securities | $14,026,000 | 504 |
| Held to maturity securities (book value) | $285,339,000 | 191 |
| Available-for-sale securities (fair market value) | $1,259,945,000 | 199 |
| Total debt securities | $1,545,284,000 | 202 |
| 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 | $1,465,896,000 | 213 |
| U.S. Government securities | $1,139,495,000 | 184 |
| U.S. Treasury securities | $59,416,000 | 303 |
| U.S. Government agency obligations | $1,080,079,000 | 176 |
| Securities issued by states & political subdivisions | $326,401,000 | 154 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $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 | $528,572,000 | 174 |
| Mortgage-backed securities | $1,050,531,000 | 166 |
| Certificates of participation in pools of residential mortgages | $641,769,000 | 153 |
| Issued or guaranteed by U.S. | $641,769,000 | 151 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $345,313,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $345,313,000 | 132 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $63,449,000 | 320 |
| Commercial mortgage pass-through securities | $44,382,000 | 201 |
| Other commercial mortgage-backed securities | $19,067,000 | 425 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,465,896,000 | 185 |
| Total debt securities | $1,465,896,000 | 209 |
| 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 | $1,422,146,000 | 208 |
| U.S. Government securities | $1,094,355,000 | 189 |
| U.S. Treasury securities | $36,064,000 | 359 |
| U.S. Government agency obligations | $1,058,291,000 | 178 |
| Securities issued by states & political subdivisions | $327,791,000 | 137 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $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 | $535,815,000 | 174 |
| Mortgage-backed securities | $1,024,739,000 | 163 |
| Certificates of participation in pools of residential mortgages | $667,121,000 | 142 |
| Issued or guaranteed by U.S. | $667,121,000 | 141 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $292,123,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $292,123,000 | 143 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $65,495,000 | 305 |
| Commercial mortgage pass-through securities | $45,503,000 | 195 |
| Other commercial mortgage-backed securities | $19,992,000 | 407 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,422,146,000 | 183 |
| Total debt securities | $1,422,146,000 | 204 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,433,554,000 | 191 |
| U.S. Government securities | $1,074,084,000 | 187 |
| U.S. Treasury securities | $33,168,000 | 329 |
| U.S. Government agency obligations | $1,040,916,000 | 176 |
| Securities issued by states & political subdivisions | $359,470,000 | 114 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $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 | $518,973,000 | 178 |
| Mortgage-backed securities | $1,002,536,000 | 162 |
| Certificates of participation in pools of residential mortgages | $610,420,000 | 142 |
| Issued or guaranteed by U.S. | $610,420,000 | 140 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $324,625,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $324,625,000 | 135 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $67,491,000 | 284 |
| Commercial mortgage pass-through securities | $47,168,000 | 177 |
| Other commercial mortgage-backed securities | $20,323,000 | 388 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,433,554,000 | 172 |
| Total debt securities | $1,433,554,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,420,297,000 | 184 |
| U.S. Government securities | $1,054,265,000 | 180 |
| U.S. Treasury securities | $33,283,000 | 242 |
| U.S. Government agency obligations | $1,020,982,000 | 170 |
| Securities issued by states & political subdivisions | $366,032,000 | 111 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $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 | $470,237,000 | 185 |
| Mortgage-backed securities | $981,055,000 | 158 |
| Certificates of participation in pools of residential mortgages | $585,916,000 | 134 |
| Issued or guaranteed by U.S. | $585,916,000 | 134 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $327,979,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $327,979,000 | 127 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $67,160,000 | 279 |
| Commercial mortgage pass-through securities | $46,683,000 | 172 |
| Other commercial mortgage-backed securities | $20,477,000 | 366 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,420,297,000 | 164 |
| Total debt securities | $1,420,297,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,338,096,000 | 177 |
| U.S. Government securities | $848,046,000 | 198 |
| U.S. Treasury securities | $28,406,000 | 220 |
| U.S. Government agency obligations | $819,640,000 | 187 |
| Securities issued by states & political subdivisions | $390,366,000 | 103 |
| Other domestic debt securities | $99,684,000 | 185 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $99,684,000 | 63 |
| 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 | $482,124,000 | 180 |
| Mortgage-backed securities | $777,751,000 | 175 |
| Certificates of participation in pools of residential mortgages | $409,773,000 | 167 |
| Issued or guaranteed by U.S. | $409,773,000 | 165 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $297,882,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $297,882,000 | 132 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $70,096,000 | 252 |
| Commercial mortgage pass-through securities | $49,405,000 | 151 |
| Other commercial mortgage-backed securities | $20,691,000 | 347 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,338,096,000 | 161 |
| Total debt securities | $1,338,096,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,347,710,000 | 170 |
| U.S. Government securities | $892,356,000 | 180 |
| U.S. Treasury securities | $25,089,000 | 236 |
| U.S. Government agency obligations | $867,267,000 | 176 |
| Securities issued by states & political subdivisions | $352,987,000 | 103 |
| Other domestic debt securities | $102,367,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $99,363,000 | 62 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,004,000 | 910 |
| 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 | $435,538,000 | 189 |
| Mortgage-backed securities | $823,883,000 | 169 |
| Certificates of participation in pools of residential mortgages | $455,784,000 | 138 |
| Issued or guaranteed by U.S. | $455,784,000 | 138 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $307,941,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $307,941,000 | 126 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $60,158,000 | 255 |
| Commercial mortgage pass-through securities | $39,372,000 | 167 |
| Other commercial mortgage-backed securities | $20,786,000 | 325 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,347,710,000 | 152 |
| Total debt securities | $1,347,710,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,346,636,000 | 163 |
| U.S. Government securities | $948,847,000 | 166 |
| U.S. Treasury securities | $53,903,000 | 141 |
| U.S. Government agency obligations | $894,944,000 | 161 |
| Securities issued by states & political subdivisions | $297,580,000 | 118 |
| Other domestic debt securities | $100,209,000 | 176 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $97,179,000 | 57 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,030,000 | 862 |
| 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 | $499,983,000 | 175 |
| Mortgage-backed securities | $848,000,000 | 162 |
| Certificates of participation in pools of residential mortgages | $498,833,000 | 127 |
| Issued or guaranteed by U.S. | $498,833,000 | 125 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $288,323,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $288,323,000 | 132 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $60,844,000 | 253 |
| Commercial mortgage pass-through securities | $39,999,000 | 160 |
| Other commercial mortgage-backed securities | $20,845,000 | 324 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,346,636,000 | 152 |
| Total debt securities | $1,346,636,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,178,330,000 | 177 |
| U.S. Government securities | $812,229,000 | 183 |
| U.S. Treasury securities | $69,740,000 | 111 |
| U.S. Government agency obligations | $742,489,000 | 188 |
| Securities issued by states & political subdivisions | $276,449,000 | 109 |
| Other domestic debt securities | $89,652,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $86,597,000 | 57 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $3,055,000 | 784 |
| 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 | $415,622,000 | 191 |
| Mortgage-backed securities | $690,265,000 | 181 |
| Certificates of participation in pools of residential mortgages | $481,886,000 | 126 |
| Issued or guaranteed by U.S. | $481,886,000 | 126 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $166,237,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $166,237,000 | 186 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $42,142,000 | 309 |
| Commercial mortgage pass-through securities | $39,081,000 | 163 |
| Other commercial mortgage-backed securities | $3,061,000 | 761 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,178,330,000 | 161 |
| Total debt securities | $1,178,330,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,062,903,000 | 190 |
| U.S. Government securities | $737,267,000 | 202 |
| U.S. Treasury securities | $69,317,000 | 114 |
| U.S. Government agency obligations | $667,950,000 | 202 |
| Securities issued by states & political subdivisions | $233,649,000 | 123 |
| Other domestic debt securities | $91,987,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $91,987,000 | 52 |
| 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 | $428,205,000 | 177 |
| Mortgage-backed securities | $540,628,000 | 208 |
| Certificates of participation in pools of residential mortgages | $347,134,000 | 159 |
| Issued or guaranteed by U.S. | $347,134,000 | 159 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $150,397,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $150,397,000 | 196 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $43,097,000 | 299 |
| Commercial mortgage pass-through securities | $40,074,000 | 157 |
| Other commercial mortgage-backed securities | $3,023,000 | 731 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,062,903,000 | 171 |
| Total debt securities | $1,062,903,000 | 187 |
| 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 | $883,883,000 | 214 |
| U.S. Government securities | $568,587,000 | 230 |
| U.S. Treasury securities | $69,277,000 | 128 |
| U.S. Government agency obligations | $499,310,000 | 235 |
| Securities issued by states & political subdivisions | $221,481,000 | 121 |
| Other domestic debt securities | $93,815,000 | 174 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $93,815,000 | 51 |
| 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 | $424,557,000 | 177 |
| Mortgage-backed securities | $344,159,000 | 257 |
| Certificates of participation in pools of residential mortgages | $204,771,000 | 224 |
| Issued or guaranteed by U.S. | $204,771,000 | 223 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $105,644,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $105,644,000 | 239 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $33,744,000 | 347 |
| Commercial mortgage pass-through securities | $30,718,000 | 185 |
| Other commercial mortgage-backed securities | $3,026,000 | 710 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $883,883,000 | 193 |
| Total debt securities | $883,883,000 | 208 |
| 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 | $890,692,000 | 213 |
| U.S. Government securities | $546,426,000 | 243 |
| U.S. Treasury securities | $69,258,000 | 123 |
| U.S. Government agency obligations | $477,168,000 | 247 |
| Securities issued by states & political subdivisions | $249,576,000 | 105 |
| Other domestic debt securities | $94,690,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $94,690,000 | 52 |
| 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 | $470,515,000 | 163 |
| Mortgage-backed securities | $292,702,000 | 286 |
| Certificates of participation in pools of residential mortgages | $164,302,000 | 269 |
| Issued or guaranteed by U.S. | $164,302,000 | 269 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $111,207,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $111,207,000 | 234 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $17,193,000 | 504 |
| Commercial mortgage pass-through securities | $14,171,000 | 328 |
| Other commercial mortgage-backed securities | $3,022,000 | 675 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $890,692,000 | 189 |
| Total debt securities | $890,692,000 | 208 |
| 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 | $916,265,000 | 209 |
| U.S. Government securities | $555,865,000 | 241 |
| U.S. Treasury securities | $68,827,000 | 130 |
| U.S. Government agency obligations | $487,038,000 | 247 |
| Securities issued by states & political subdivisions | $264,580,000 | 100 |
| Other domestic debt securities | $95,820,000 | 142 |
| Privately issued residential mortgage-backed securities | $1,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $95,819,000 | 48 |
| 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 | $443,565,000 | 175 |
| Mortgage-backed securities | $302,950,000 | 278 |
| Certificates of participation in pools of residential mortgages | $170,403,000 | 262 |
| Issued or guaranteed by U.S. | $170,403,000 | 261 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $114,622,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $114,621,000 | 227 |
| Privately issued | $1,000 | 489 |
| Commercial mortgage-backed securities | $17,925,000 | 473 |
| Commercial mortgage pass-through securities | $14,940,000 | 313 |
| Other commercial mortgage-backed securities | $2,985,000 | 625 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $916,265,000 | 185 |
| Total debt securities | $916,265,000 | 204 |
| 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 | $927,217,000 | 205 |
| U.S. Government securities | $565,170,000 | 233 |
| U.S. Treasury securities | $70,092,000 | 120 |
| U.S. Government agency obligations | $495,078,000 | 243 |
| Securities issued by states & political subdivisions | $282,023,000 | 95 |
| Other domestic debt securities | $80,024,000 | 164 |
| Privately issued residential mortgage-backed securities | $1,000 | 653 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $80,023,000 | 55 |
| 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 | $468,163,000 | 168 |
| Mortgage-backed securities | $311,888,000 | 266 |
| Certificates of participation in pools of residential mortgages | $175,212,000 | 253 |
| Issued or guaranteed by U.S. | $175,212,000 | 252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $117,845,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $117,844,000 | 225 |
| Privately issued | $1,000 | 486 |
| Commercial mortgage-backed securities | $18,831,000 | 454 |
| Commercial mortgage pass-through securities | $15,875,000 | 295 |
| Other commercial mortgage-backed securities | $2,956,000 | 605 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $927,217,000 | 182 |
| Total debt securities | $927,217,000 | 201 |
| 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 | $916,593,000 | 205 |
| U.S. Government securities | $620,086,000 | 216 |
| U.S. Treasury securities | $61,066,000 | 132 |
| U.S. Government agency obligations | $559,020,000 | 219 |
| Securities issued by states & political subdivisions | $296,506,000 | 93 |
| Other domestic debt securities | $1,000 | 2,003 |
| Privately issued residential mortgage-backed securities | $1,000 | 617 |
| 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 | $581,550,000 | 141 |
| Mortgage-backed securities | $360,987,000 | 247 |
| Certificates of participation in pools of residential mortgages | $205,233,000 | 221 |
| Issued or guaranteed by U.S. | $205,233,000 | 219 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $135,949,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $135,948,000 | 207 |
| Privately issued | $1,000 | 504 |
| Commercial mortgage-backed securities | $19,805,000 | 437 |
| Commercial mortgage pass-through securities | $16,881,000 | 280 |
| Other commercial mortgage-backed securities | $2,924,000 | 604 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $916,593,000 | 181 |
| Total debt securities | $916,593,000 | 200 |
| 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 | $932,716,000 | 202 |
| U.S. Government securities | $610,209,000 | 215 |
| U.S. Treasury securities | $7,923,000 | 489 |
| U.S. Government agency obligations | $602,286,000 | 205 |
| Securities issued by states & political subdivisions | $322,506,000 | 85 |
| Other domestic debt securities | $1,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $1,000 | 915 |
| 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 | $620,878,000 | 133 |
| Mortgage-backed securities | $383,146,000 | 240 |
| Certificates of participation in pools of residential mortgages | $218,391,000 | 216 |
| Issued or guaranteed by U.S. | $218,391,000 | 214 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $143,930,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $143,929,000 | 201 |
| Privately issued | $1,000 | 530 |
| Commercial mortgage-backed securities | $20,825,000 | 399 |
| Commercial mortgage pass-through securities | $17,896,000 | 258 |
| Other commercial mortgage-backed securities | $2,929,000 | 595 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $932,716,000 | 176 |
| Total debt securities | $932,715,000 | 198 |
| 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 | $966,994,000 | 194 |
| U.S. Government securities | $636,447,000 | 210 |
| U.S. Treasury securities | $7,944,000 | 478 |
| U.S. Government agency obligations | $628,503,000 | 205 |
| Securities issued by states & political subdivisions | $330,546,000 | 83 |
| Other domestic debt securities | $1,000 | 2,024 |
| Privately issued residential mortgage-backed securities | $1,000 | 586 |
| 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 | $640,008,000 | 133 |
| Mortgage-backed securities | $387,299,000 | 238 |
| Certificates of participation in pools of residential mortgages | $231,449,000 | 208 |
| Issued or guaranteed by U.S. | $231,449,000 | 206 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $152,024,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $152,023,000 | 192 |
| Privately issued | $1,000 | 544 |
| Commercial mortgage-backed securities | $3,826,000 | 814 |
| Commercial mortgage pass-through securities | $882,000 | 883 |
| Other commercial mortgage-backed securities | $2,944,000 | 583 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $966,994,000 | 170 |
| Total debt securities | $966,993,000 | 191 |
| 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 | $719,863,000 | 242 |
| U.S. Government securities | $406,608,000 | 288 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $406,608,000 | 272 |
| Securities issued by states & political subdivisions | $312,252,000 | 95 |
| Other domestic debt securities | $1,003,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $1,000 | 591 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $1,002,000 | 145 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $431,274,000 | 189 |
| Mortgage-backed securities | $299,618,000 | 282 |
| Certificates of participation in pools of residential mortgages | $197,041,000 | 240 |
| Issued or guaranteed by U.S. | $197,041,000 | 239 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $102,577,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $102,576,000 | 244 |
| Privately issued | $1,000 | 555 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $719,863,000 | 215 |
| Total debt securities | $719,863,000 | 236 |
| 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 | $746,335,000 | 232 |
| U.S. Government securities | $424,218,000 | 281 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $424,218,000 | 269 |
| Securities issued by states & political subdivisions | $321,127,000 | 90 |
| Other domestic debt securities | $990,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $1,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $989,000 | 156 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $451,778,000 | 183 |
| Mortgage-backed securities | $316,405,000 | 262 |
| Certificates of participation in pools of residential mortgages | $207,871,000 | 234 |
| Issued or guaranteed by U.S. | $207,871,000 | 233 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $108,534,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $108,533,000 | 238 |
| Privately issued | $1,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $746,335,000 | 205 |
| Total debt securities | $746,335,000 | 226 |
| 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 | $770,477,000 | 228 |
| U.S. Government securities | $444,634,000 | 270 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $444,634,000 | 259 |
| Securities issued by states & political subdivisions | $324,933,000 | 90 |
| Other domestic debt securities | $910,000 | 1,591 |
| Privately issued residential mortgage-backed securities | $2,000 | 619 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $908,000 | 162 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $431,755,000 | 184 |
| Mortgage-backed securities | $331,789,000 | 257 |
| Certificates of participation in pools of residential mortgages | $217,572,000 | 227 |
| Issued or guaranteed by U.S. | $217,572,000 | 226 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $114,217,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $114,215,000 | 234 |
| Privately issued | $2,000 | 581 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $770,477,000 | 200 |
| Total debt securities | $770,477,000 | 223 |
| 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 | $803,468,000 | 223 |
| U.S. Government securities | $468,028,000 | 255 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $468,028,000 | 243 |
| Securities issued by states & political subdivisions | $334,488,000 | 89 |
| Other domestic debt securities | $952,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $2,000 | 653 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $950,000 | 156 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,206,000 | 173 |
| Mortgage-backed securities | $345,589,000 | 254 |
| Certificates of participation in pools of residential mortgages | $225,692,000 | 224 |
| Issued or guaranteed by U.S. | $225,692,000 | 223 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $119,897,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $119,895,000 | 228 |
| Privately issued | $2,000 | 617 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $803,468,000 | 195 |
| Total debt securities | $803,468,000 | 219 |
| 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 | $723,197,000 | 234 |
| U.S. Government securities | $434,498,000 | 268 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $434,498,000 | 254 |
| Securities issued by states & political subdivisions | $287,684,000 | 101 |
| Other domestic debt securities | $1,015,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $3,000 | 677 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,012,000 | 155 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,318,000 | 167 |
| Mortgage-backed securities | $312,032,000 | 263 |
| Certificates of participation in pools of residential mortgages | $205,870,000 | 234 |
| Issued or guaranteed by U.S. | $205,870,000 | 233 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $106,162,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $106,159,000 | 237 |
| Privately issued | $3,000 | 637 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $723,197,000 | 205 |
| Total debt securities | $723,197,000 | 229 |
| 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 | $645,073,000 | 254 |
| U.S. Government securities | $346,256,000 | 317 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $346,256,000 | 300 |
| Securities issued by states & political subdivisions | $297,791,000 | 97 |
| Other domestic debt securities | $1,026,000 | 1,541 |
| Privately issued residential mortgage-backed securities | $3,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $1,023,000 | 155 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $476,395,000 | 157 |
| Mortgage-backed securities | $290,780,000 | 278 |
| Certificates of participation in pools of residential mortgages | $179,724,000 | 253 |
| Issued or guaranteed by U.S. | $179,724,000 | 252 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $111,056,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $111,053,000 | 241 |
| Privately issued | $3,000 | 644 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $645,073,000 | 219 |
| Total debt securities | $645,073,000 | 247 |
| 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 | $697,147,000 | 239 |
| U.S. Government securities | $390,977,000 | 288 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $390,977,000 | 278 |
| Securities issued by states & political subdivisions | $305,160,000 | 96 |
| Other domestic debt securities | $1,010,000 | 1,586 |
| Privately issued residential mortgage-backed securities | $3,000 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $1,007,000 | 158 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $490,343,000 | 155 |
| Mortgage-backed securities | $310,442,000 | 268 |
| Certificates of participation in pools of residential mortgages | $190,841,000 | 243 |
| Issued or guaranteed by U.S. | $190,841,000 | 242 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $119,601,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $119,598,000 | 234 |
| Privately issued | $3,000 | 660 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $697,147,000 | 207 |
| Total debt securities | $697,147,000 | 234 |
| 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 | $701,493,000 | 237 |
| U.S. Government securities | $388,897,000 | 294 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $388,897,000 | 281 |
| Securities issued by states & political subdivisions | $311,557,000 | 90 |
| Other domestic debt securities | $1,039,000 | 1,586 |
| Privately issued residential mortgage-backed securities | $4,000 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $1,035,000 | 157 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $453,177,000 | 166 |
| Mortgage-backed securities | $261,732,000 | 300 |
| Certificates of participation in pools of residential mortgages | $134,706,000 | 329 |
| Issued or guaranteed by U.S. | $134,706,000 | 328 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $127,026,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $127,022,000 | 228 |
| Privately issued | $4,000 | 664 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $701,493,000 | 205 |
| Total debt securities | $701,493,000 | 232 |
| 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 | $796,991,000 | 217 |
| U.S. Government securities | $481,719,000 | 244 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $481,719,000 | 233 |
| Securities issued by states & political subdivisions | $314,245,000 | 87 |
| Other domestic debt securities | $1,027,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $4,000 | 705 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $1,023,000 | 159 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,457,000 | 175 |
| Mortgage-backed securities | $316,026,000 | 267 |
| Certificates of participation in pools of residential mortgages | $183,665,000 | 245 |
| Issued or guaranteed by U.S. | $183,665,000 | 244 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $132,361,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $132,357,000 | 223 |
| Privately issued | $4,000 | 669 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $206,165,000 | 156 |
| Available-for-sale securities (fair market value) | $590,826,000 | 233 |
| Total debt securities | $796,991,000 | 213 |
| 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 | $821,438,000 | 208 |
| U.S. Government securities | $508,610,000 | 232 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $508,610,000 | 222 |
| Securities issued by states & political subdivisions | $311,828,000 | 85 |
| Other domestic debt securities | $1,000,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $5,000 | 721 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $995,000 | 163 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $444,614,000 | 168 |
| Mortgage-backed securities | $303,424,000 | 275 |
| Certificates of participation in pools of residential mortgages | $161,459,000 | 276 |
| Issued or guaranteed by U.S. | $161,459,000 | 275 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $141,965,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $141,960,000 | 213 |
| Privately issued | $5,000 | 683 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $214,542,000 | 153 |
| Available-for-sale securities (fair market value) | $606,896,000 | 230 |
| Total debt securities | $821,438,000 | 206 |
| 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 | $839,862,000 | 203 |
| U.S. Government securities | $526,816,000 | 222 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $526,816,000 | 215 |
| Securities issued by states & political subdivisions | $312,022,000 | 85 |
| Other domestic debt securities | $1,024,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $6,000 | 741 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $1,018,000 | 166 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,401,000 | 169 |
| Mortgage-backed securities | $323,343,000 | 261 |
| Certificates of participation in pools of residential mortgages | $172,750,000 | 263 |
| Issued or guaranteed by U.S. | $172,750,000 | 262 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $150,593,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $150,587,000 | 211 |
| Privately issued | $6,000 | 703 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $214,766,000 | 151 |
| Available-for-sale securities (fair market value) | $625,096,000 | 225 |
| Total debt securities | $839,862,000 | 199 |
| 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 | $874,543,000 | 192 |
| U.S. Government securities | $554,900,000 | 215 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $554,900,000 | 211 |
| Securities issued by states & political subdivisions | $318,635,000 | 80 |
| Other domestic debt securities | $1,008,000 | 1,663 |
| Privately issued residential mortgage-backed securities | $9,000 | 776 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $999,000 | 156 |
| 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 | $413,476,000 | 175 |
| Mortgage-backed securities | $345,368,000 | 257 |
| Certificates of participation in pools of residential mortgages | $184,537,000 | 247 |
| Issued or guaranteed by U.S. | $184,537,000 | 245 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $160,831,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $160,822,000 | 201 |
| Privately issued | $9,000 | 736 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $217,557,000 | 150 |
| Available-for-sale securities (fair market value) | $656,986,000 | 214 |
| Total debt securities | $874,543,000 | 189 |
| 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 | $891,459,000 | 188 |
| U.S. Government securities | $567,903,000 | 212 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $567,903,000 | 209 |
| Securities issued by states & political subdivisions | $322,314,000 | 78 |
| Other domestic debt securities | $1,242,000 | 1,575 |
| Privately issued residential mortgage-backed securities | $9,000 | 777 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $1,233,000 | 144 |
| 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 | $421,741,000 | 171 |
| Mortgage-backed securities | $360,448,000 | 255 |
| Certificates of participation in pools of residential mortgages | $192,717,000 | 239 |
| Issued or guaranteed by U.S. | $192,717,000 | 238 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $167,731,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $167,722,000 | 196 |
| Privately issued | $9,000 | 734 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $219,973,000 | 150 |
| Available-for-sale securities (fair market value) | $671,486,000 | 209 |
| Total debt securities | $891,459,000 | 184 |
| 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 | $913,074,000 | 183 |
| U.S. Government securities | $585,332,000 | 200 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $585,332,000 | 196 |
| Securities issued by states & political subdivisions | $324,556,000 | 74 |
| Other domestic debt securities | $3,186,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $10,000 | 808 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $1,174,000 | 150 |
| Other domestic debt securities - All other | $2,002,000 | 1,067 |
| 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 | $412,150,000 | 169 |
| Mortgage-backed securities | $378,785,000 | 247 |
| Certificates of participation in pools of residential mortgages | $202,622,000 | 225 |
| Issued or guaranteed by U.S. | $202,622,000 | 224 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $176,163,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $176,153,000 | 192 |
| Privately issued | $10,000 | 769 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $221,690,000 | 148 |
| Available-for-sale securities (fair market value) | $691,384,000 | 203 |
| Total debt securities | $913,075,000 | 180 |
| 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 | $943,680,000 | 177 |
| U.S. Government securities | $613,905,000 | 195 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $613,905,000 | 189 |
| Securities issued by states & political subdivisions | $326,623,000 | 70 |
| Other domestic debt securities | $3,152,000 | 1,170 |
| Privately issued residential mortgage-backed securities | $11,000 | 834 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $1,140,000 | 150 |
| Other domestic debt securities - All other | $2,001,000 | 1,106 |
| 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 | $366,970,000 | 183 |
| Mortgage-backed securities | $403,561,000 | 229 |
| Certificates of participation in pools of residential mortgages | $215,805,000 | 215 |
| Issued or guaranteed by U.S. | $215,805,000 | 214 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $187,756,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $187,745,000 | 188 |
| Privately issued | $11,000 | 796 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $223,518,000 | 146 |
| Available-for-sale securities (fair market value) | $720,162,000 | 194 |
| Total debt securities | $943,681,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $959,294,000 | 177 |
| U.S. Government securities | $630,655,000 | 189 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $630,655,000 | 186 |
| Securities issued by states & political subdivisions | $325,503,000 | 68 |
| Other domestic debt securities | $3,136,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $12,000 | 866 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $1,121,000 | 153 |
| Other domestic debt securities - All other | $2,003,000 | 1,126 |
| 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 | $372,521,000 | 190 |
| Mortgage-backed securities | $422,067,000 | 221 |
| Certificates of participation in pools of residential mortgages | $225,122,000 | 207 |
| Issued or guaranteed by U.S. | $225,122,000 | 206 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $196,945,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $196,933,000 | 182 |
| Privately issued | $12,000 | 826 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $223,747,000 | 140 |
| Available-for-sale securities (fair market value) | $735,547,000 | 183 |
| Total debt securities | $959,294,000 | 175 |
| 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 | $975,199,000 | 175 |
| U.S. Government securities | $646,455,000 | 182 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $646,455,000 | 177 |
| Securities issued by states & political subdivisions | $325,318,000 | 65 |
| Other domestic debt securities | $3,426,000 | 1,203 |
| Privately issued residential mortgage-backed securities | $13,000 | 897 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $1,409,000 | 159 |
| Other domestic debt securities - All other | $2,004,000 | 1,154 |
| 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 | $356,514,000 | 202 |
| Mortgage-backed securities | $440,806,000 | 210 |
| Certificates of participation in pools of residential mortgages | $235,595,000 | 196 |
| Issued or guaranteed by U.S. | $235,595,000 | 195 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $205,211,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $205,198,000 | 169 |
| Privately issued | $13,000 | 854 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $224,638,000 | 137 |
| Available-for-sale securities (fair market value) | $750,561,000 | 180 |
| Total debt securities | $975,199,000 | 174 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $2,004,000 | 1,193 |
| 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 | $1,040,816,000 | 163 |
| U.S. Government securities | $709,265,000 | 163 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $709,265,000 | 160 |
| Securities issued by states & political subdivisions | $328,097,000 | 65 |
| Other domestic debt securities | $3,454,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $14,000 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $1,435,000 | 168 |
| Other domestic debt securities - All other | $2,005,000 | 1,191 |
| 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 | $364,685,000 | 193 |
| Mortgage-backed securities | $470,780,000 | 201 |
| Certificates of participation in pools of residential mortgages | $251,640,000 | 185 |
| Issued or guaranteed by U.S. | $251,640,000 | 184 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $219,140,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $219,126,000 | 163 |
| Privately issued | $14,000 | 889 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $225,994,000 | 129 |
| Available-for-sale securities (fair market value) | $814,822,000 | 167 |
| Total debt securities | $1,040,816,000 | 162 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $2,005,000 | 1,174 |
| 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 | $1,064,174,000 | 161 |
| U.S. Government securities | $731,871,000 | 162 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $731,871,000 | 159 |
| Securities issued by states & political subdivisions | $328,840,000 | 63 |
| Other domestic debt securities | $3,463,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $15,000 | 946 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $1,442,000 | 160 |
| Other domestic debt securities - All other | $2,006,000 | 1,220 |
| 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 | $369,473,000 | 189 |
| Mortgage-backed securities | $490,805,000 | 193 |
| Certificates of participation in pools of residential mortgages | $260,771,000 | 176 |
| Issued or guaranteed by U.S. | $260,771,000 | 175 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $230,034,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $230,019,000 | 159 |
| Privately issued | $15,000 | 905 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $226,457,000 | 114 |
| Available-for-sale securities (fair market value) | $837,717,000 | 167 |
| Total debt securities | $1,064,174,000 | 159 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $2,006,000 | 1,163 |
| 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 | $976,733,000 | 169 |
| U.S. Government securities | $653,205,000 | 176 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $653,205,000 | 171 |
| Securities issued by states & political subdivisions | $320,006,000 | 61 |
| Other domestic debt securities | $3,522,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $29,000 | 970 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $1,486,000 | 155 |
| Other domestic debt securities - All other | $2,007,000 | 1,205 |
| 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 | $351,699,000 | 204 |
| Mortgage-backed securities | $455,779,000 | 210 |
| Certificates of participation in pools of residential mortgages | $266,406,000 | 178 |
| Issued or guaranteed by U.S. | $266,406,000 | 176 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $189,373,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $189,344,000 | 187 |
| Privately issued | $29,000 | 929 |
| 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) | $211,376,000 | 115 |
| Available-for-sale securities (fair market value) | $765,357,000 | 184 |
| Total debt securities | $976,733,000 | 168 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,007,000 | 1,201 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,040,673,000 | 163 |
| U.S. Government securities | $711,684,000 | 158 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $711,684,000 | 156 |
| Securities issued by states & political subdivisions | $325,486,000 | 64 |
| Other domestic debt securities | $3,503,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $43,000 | 977 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $1,464,000 | 153 |
| Other domestic debt securities - All other | $1,996,000 | 1,189 |
| 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 | $362,153,000 | 200 |
| Mortgage-backed securities | $488,723,000 | 193 |
| Certificates of participation in pools of residential mortgages | $282,148,000 | 168 |
| Issued or guaranteed by U.S. | $282,148,000 | 167 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $206,575,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $206,532,000 | 181 |
| Privately issued | $43,000 | 939 |
| 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) | $215,814,000 | 113 |
| Available-for-sale securities (fair market value) | $824,859,000 | 161 |
| Total debt securities | $1,040,673,000 | 163 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $1,996,000 | 1,308 |
| 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 | $1,040,555,000 | 168 |
| U.S. Government securities | $715,195,000 | 159 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $715,195,000 | 158 |
| Securities issued by states & political subdivisions | $321,879,000 | 58 |
| Other domestic debt securities | $3,481,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $62,000 | 1,006 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $1,427,000 | 155 |
| Other domestic debt securities - All other | $1,992,000 | 1,227 |
| 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 | $366,179,000 | 194 |
| Mortgage-backed securities | $518,814,000 | 188 |
| Certificates of participation in pools of residential mortgages | $310,529,000 | 169 |
| Issued or guaranteed by U.S. | $310,529,000 | 168 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $208,285,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $208,223,000 | 184 |
| Privately issued | $62,000 | 967 |
| 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) | $206,613,000 | 113 |
| Available-for-sale securities (fair market value) | $833,942,000 | 166 |
| Total debt securities | $1,040,555,000 | 166 |
| Structured notes | ||
| Amortized cost | $2,202,000 | 1,265 |
| Fair value | $2,196,000 | 1,272 |
| 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 | $973,004,000 | 170 |
| U.S. Government securities | $669,017,000 | 173 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $669,017,000 | 169 |
| Securities issued by states & political subdivisions | $298,608,000 | 62 |
| Other domestic debt securities | $5,379,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $81,000 | 1,049 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $1,817,000 | 137 |
| Other domestic debt securities - All other | $3,481,000 | 919 |
| 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 | $363,359,000 | 200 |
| Mortgage-backed securities | $507,466,000 | 192 |
| Certificates of participation in pools of residential mortgages | $298,945,000 | 177 |
| Issued or guaranteed by U.S. | $298,945,000 | 176 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $208,521,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $208,440,000 | 186 |
| Privately issued | $81,000 | 1,008 |
| 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) | $164,846,000 | 140 |
| Available-for-sale securities (fair market value) | $808,158,000 | 166 |
| Total debt securities | $973,002,000 | 169 |
| Structured notes | ||
| Amortized cost | $2,234,000 | 1,431 |
| Fair value | $2,233,000 | 1,434 |
| 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 | $1,031,809,000 | 166 |
| U.S. Government securities | $735,183,000 | 161 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $735,183,000 | 157 |
| Securities issued by states & political subdivisions | $289,321,000 | 60 |
| Other domestic debt securities | $7,305,000 | 867 |
| Privately issued residential mortgage-backed securities | $106,000 | 1,057 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,815,000 | 132 |
| Other domestic debt securities - All other | $5,384,000 | 710 |
| 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 | $368,735,000 | 199 |
| Mortgage-backed securities | $520,935,000 | 188 |
| Certificates of participation in pools of residential mortgages | $310,157,000 | 169 |
| Issued or guaranteed by U.S. | $310,157,000 | 168 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $210,778,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $210,672,000 | 198 |
| Privately issued | $106,000 | 1,018 |
| 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) | $153,544,000 | 149 |
| Available-for-sale securities (fair market value) | $878,265,000 | 166 |
| Total debt securities | $1,031,809,000 | 164 |
| Structured notes | ||
| Amortized cost | $2,262,000 | 1,619 |
| Fair value | $2,265,000 | 1,615 |
| 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 | $1,129,666,000 | 149 |
| U.S. Government securities | $825,655,000 | 145 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $825,655,000 | 144 |
| Securities issued by states & political subdivisions | $296,186,000 | 56 |
| Other domestic debt securities | $7,825,000 | 830 |
| Privately issued residential mortgage-backed securities | $131,000 | 1,131 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $2,467,000 | 104 |
| Other domestic debt securities - All other | $5,227,000 | 674 |
| 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 | $324,056,000 | 195 |
| Mortgage-backed securities | $570,211,000 | 169 |
| Certificates of participation in pools of residential mortgages | $339,859,000 | 153 |
| Issued or guaranteed by U.S. | $339,859,000 | 153 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $230,352,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $230,221,000 | 169 |
| Privately issued | $131,000 | 1,075 |
| 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) | $178,465,000 | 127 |
| Available-for-sale securities (fair market value) | $951,201,000 | 146 |
| Total debt securities | $1,129,666,000 | 148 |
| Structured notes | ||
| Amortized cost | $2,291,000 | 1,592 |
| Fair value | $2,280,000 | 1,594 |
| 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 | $1,141,494,000 | 152 |
| U.S. Government securities | $854,917,000 | 146 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $854,917,000 | 143 |
| Securities issued by states & political subdivisions | $280,733,000 | 58 |
| Other domestic debt securities | $5,844,000 | 960 |
| Privately issued residential mortgage-backed securities | $156,000 | 1,134 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $2,374,000 | 111 |
| Other domestic debt securities - All other | $3,314,000 | 841 |
| 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 | $326,960,000 | 192 |
| Mortgage-backed securities | $570,131,000 | 166 |
| Certificates of participation in pools of residential mortgages | $341,896,000 | 148 |
| Issued or guaranteed by U.S. | $341,896,000 | 147 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $228,235,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $228,079,000 | 163 |
| Privately issued | $156,000 | 1,072 |
| 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) | $189,520,000 | 115 |
| Available-for-sale securities (fair market value) | $951,974,000 | 145 |
| Total debt securities | $1,141,494,000 | 151 |
| Structured notes | ||
| Amortized cost | $311,000 | 2,883 |
| Fair value | $325,000 | 2,876 |
| 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 | $1,095,426,000 | 152 |
| U.S. Government securities | $828,251,000 | 146 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $828,251,000 | 142 |
| Securities issued by states & political subdivisions | $261,029,000 | 64 |
| Other domestic debt securities | $6,146,000 | 906 |
| Privately issued residential mortgage-backed securities | $188,000 | 1,133 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,697,000 | 109 |
| Other domestic debt securities - All other | $3,261,000 | 785 |
| 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 | $320,658,000 | 192 |
| Mortgage-backed securities | $528,777,000 | 176 |
| Certificates of participation in pools of residential mortgages | $311,851,000 | 159 |
| Issued or guaranteed by U.S. | $311,851,000 | 158 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $216,926,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $216,738,000 | 169 |
| Privately issued | $188,000 | 1,078 |
| 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) | $100,030,000 | 196 |
| Available-for-sale securities (fair market value) | $995,396,000 | 140 |
| Total debt securities | $1,095,426,000 | 151 |
| Structured notes | ||
| Amortized cost | $327,000 | 3,022 |
| Fair value | $342,000 | 3,016 |
| 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 | $1,053,450,000 | 157 |
| U.S. Government securities | $807,371,000 | 154 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $807,371,000 | 148 |
| Securities issued by states & political subdivisions | $240,217,000 | 69 |
| Other domestic debt securities | $5,862,000 | 971 |
| Privately issued residential mortgage-backed securities | $217,000 | 1,149 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,354,000 | 112 |
| Other domestic debt securities - All other | $3,291,000 | 800 |
| 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 | $316,645,000 | 198 |
| Mortgage-backed securities | $512,242,000 | 178 |
| Certificates of participation in pools of residential mortgages | $303,290,000 | 157 |
| Issued or guaranteed by U.S. | $303,290,000 | 156 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $208,952,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $208,735,000 | 166 |
| Privately issued | $217,000 | 1,095 |
| 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) | $88,858,000 | 213 |
| Available-for-sale securities (fair market value) | $964,592,000 | 148 |
| Total debt securities | $1,053,450,000 | 156 |
| Structured notes | ||
| Amortized cost | $353,000 | 3,055 |
| Fair value | $368,000 | 3,042 |
| 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 | $1,008,773,000 | 158 |
| U.S. Government securities | $793,919,000 | 153 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $793,919,000 | 146 |
| Securities issued by states & political subdivisions | $208,628,000 | 79 |
| Other domestic debt securities | $6,226,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $246,000 | 1,187 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $2,798,000 | 110 |
| Other domestic debt securities - All other | $3,182,000 | 810 |
| 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 | $335,736,000 | 184 |
| Mortgage-backed securities | $487,072,000 | 182 |
| Certificates of participation in pools of residential mortgages | $286,594,000 | 162 |
| Issued or guaranteed by U.S. | $286,594,000 | 161 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $200,478,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $200,232,000 | 165 |
| Privately issued | $246,000 | 1,130 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $101,590,000 | 185 |
| Available-for-sale securities (fair market value) | $907,183,000 | 152 |
| Total debt securities | $1,008,773,000 | 157 |
| Structured notes | ||
| Amortized cost | $380,000 | 2,932 |
| Fair value | $401,000 | 2,911 |
| 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 | $1,066,766,000 | 143 |
| U.S. Government securities | $910,241,000 | 134 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $910,241,000 | 127 |
| Securities issued by states & political subdivisions | $149,691,000 | 110 |
| Other domestic debt securities | $6,834,000 | 973 |
| Privately issued residential mortgage-backed securities | $291,000 | 1,241 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $3,134,000 | 106 |
| Other domestic debt securities - All other | $3,409,000 | 767 |
| 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 | $321,016,000 | 190 |
| Mortgage-backed securities | $571,031,000 | 149 |
| Certificates of participation in pools of residential mortgages | $341,792,000 | 128 |
| Issued or guaranteed by U.S. | $341,792,000 | 126 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $229,239,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $228,948,000 | 133 |
| Privately issued | $291,000 | 1,186 |
| 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) | $106,553,000 | 176 |
| Available-for-sale securities (fair market value) | $960,213,000 | 136 |
| Total debt securities | $1,066,766,000 | 140 |
| Structured notes | ||
| Amortized cost | $415,000 | 2,950 |
| Fair value | $439,000 | 2,937 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,027,860,000 | 149 |
| U.S. Government securities | $866,125,000 | 135 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $866,125,000 | 128 |
| Securities issued by states & political subdivisions | $154,275,000 | 98 |
| Other domestic debt securities | $7,460,000 | 924 |
| Privately issued residential mortgage-backed securities | $321,000 | 1,267 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $3,874,000 | 97 |
| Other domestic debt securities - All other | $3,265,000 | 761 |
| 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 | $342,426,000 | 176 |
| Mortgage-backed securities | $444,335,000 | 180 |
| Certificates of participation in pools of residential mortgages | $240,691,000 | 177 |
| Issued or guaranteed by U.S. | $240,691,000 | 175 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $203,644,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $203,323,000 | 143 |
| Privately issued | $321,000 | 1,214 |
| 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) | $112,491,000 | 176 |
| Available-for-sale securities (fair market value) | $915,369,000 | 141 |
| Total debt securities | $1,027,860,000 | 150 |
| Structured notes | ||
| Amortized cost | $67,453,000 | 55 |
| Fair value | $67,668,000 | 54 |
| 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 | $951,285,000 | 159 |
| U.S. Government securities | $783,785,000 | 147 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $783,785,000 | 139 |
| Securities issued by states & political subdivisions | $160,657,000 | 91 |
| Other domestic debt securities | $6,843,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $364,000 | 1,292 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $3,141,000 | 113 |
| Other domestic debt securities - All other | $3,338,000 | 778 |
| 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 | $368,978,000 | 169 |
| Mortgage-backed securities | $446,104,000 | 183 |
| Certificates of participation in pools of residential mortgages | $243,400,000 | 177 |
| Issued or guaranteed by U.S. | $243,400,000 | 176 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $202,704,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $202,340,000 | 147 |
| Privately issued | $364,000 | 1,240 |
| 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) | $119,376,000 | 155 |
| Available-for-sale securities (fair market value) | $831,909,000 | 153 |
| Total debt securities | $951,285,000 | 157 |
| Structured notes | ||
| Amortized cost | $29,897,000 | 145 |
| Fair value | $30,188,000 | 139 |
| 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 | $990,676,000 | 156 |
| U.S. Government securities | $809,800,000 | 140 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $809,800,000 | 136 |
| Securities issued by states & political subdivisions | $174,139,000 | 85 |
| Other domestic debt securities | $6,737,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $390,000 | 1,322 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $3,081,000 | 119 |
| Other domestic debt securities - All other | $3,266,000 | 794 |
| 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 | $409,371,000 | 160 |
| Mortgage-backed securities | $453,978,000 | 182 |
| Certificates of participation in pools of residential mortgages | $264,138,000 | 170 |
| Issued or guaranteed by U.S. | $264,138,000 | 169 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $189,840,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $189,450,000 | 149 |
| Privately issued | $390,000 | 1,266 |
| 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) | $132,593,000 | 143 |
| Available-for-sale securities (fair market value) | $858,083,000 | 151 |
| Total debt securities | $990,676,000 | 154 |
| Structured notes | ||
| Amortized cost | $9,936,000 | 435 |
| Fair value | $9,966,000 | 428 |
| 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 | $947,323,000 | 160 |
| U.S. Government securities | $771,067,000 | 150 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $771,067,000 | 146 |
| Securities issued by states & political subdivisions | $169,492,000 | 94 |
| Other domestic debt securities | $6,764,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $431,000 | 1,359 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $3,080,000 | 137 |
| Other domestic debt securities - All other | $3,253,000 | 848 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $333,394,000 | 194 |
| Mortgage-backed securities | $389,652,000 | 208 |
| Certificates of participation in pools of residential mortgages | $283,098,000 | 168 |
| Issued or guaranteed by U.S. | $283,098,000 | 166 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $106,554,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $106,123,000 | 222 |
| Privately issued | $431,000 | 1,300 |
| 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) | $140,528,000 | 148 |
| Available-for-sale securities (fair market value) | $806,795,000 | 157 |
| Total debt securities | $947,323,000 | 159 |
| Structured notes | ||
| Amortized cost | $557,000 | 1,957 |
| Fair value | $586,000 | 1,951 |
| 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 | $842,901,000 | 173 |
| U.S. Government securities | $688,333,000 | 152 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $688,333,000 | 147 |
| Securities issued by states & political subdivisions | $147,959,000 | 101 |
| Other domestic debt securities | $6,609,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $466,000 | 1,359 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $3,140,000 | 148 |
| Other domestic debt securities - All other | $3,003,000 | 908 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $342,251,000 | 201 |
| Mortgage-backed securities | $264,967,000 | 291 |
| Certificates of participation in pools of residential mortgages | $263,460,000 | 182 |
| Issued or guaranteed by U.S. | $263,460,000 | 179 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,507,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $1,041,000 | 2,479 |
| Privately issued | $466,000 | 1,296 |
| 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) | $145,937,000 | 139 |
| Available-for-sale securities (fair market value) | $696,964,000 | 172 |
| Total debt securities | $842,901,000 | 171 |
| Structured notes | ||
| Amortized cost | $591,000 | 1,480 |
| Fair value | $614,000 | 1,465 |
| 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 | $628,688,000 | 229 |
| U.S. Government securities | $463,276,000 | 212 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $463,276,000 | 208 |
| Securities issued by states & political subdivisions | $158,920,000 | 88 |
| Other domestic debt securities | $6,492,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $542,000 | 1,354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,950,000 | 581 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,291,000 | 200 |
| Mortgage-backed securities | $191,252,000 | 402 |
| Certificates of participation in pools of residential mortgages | $189,203,000 | 267 |
| Issued or guaranteed by U.S. | $189,203,000 | 261 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,049,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,307 |
| Privately issued | $542,000 | 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) | $156,877,000 | 132 |
| Available-for-sale securities (fair market value) | $471,811,000 | 243 |
| Total debt securities | $628,688,000 | 220 |
| Structured notes | ||
| Amortized cost | $644,000 | 1,200 |
| Fair value | $651,000 | 1,192 |
| 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 | $462,998,000 | 281 |
| U.S. Government securities | $282,603,000 | 321 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $282,603,000 | 312 |
| Securities issued by states & political subdivisions | $173,570,000 | 84 |
| Other domestic debt securities | $6,825,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $541,000 | 1,298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,284,000 | 553 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,149,000 | 192 |
| Mortgage-backed securities | $145,060,000 | 479 |
| Certificates of participation in pools of residential mortgages | $142,865,000 | 330 |
| Issued or guaranteed by U.S. | $142,865,000 | 324 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,195,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $1,654,000 | 2,221 |
| Privately issued | $541,000 | 1,241 |
| 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) | $171,618,000 | 120 |
| Available-for-sale securities (fair market value) | $291,380,000 | 373 |
| Total debt securities | $462,998,000 | 276 |
| Structured notes | ||
| Amortized cost | $662,000 | 1,251 |
| Fair value | $671,000 | 1,245 |
| 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 | $385,238,000 | 328 |
| U.S. Government securities | $197,226,000 | 434 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $197,226,000 | 421 |
| Securities issued by states & political subdivisions | $180,622,000 | 78 |
| Other domestic debt securities | $7,390,000 | 973 |
| Privately issued residential mortgage-backed securities | $648,000 | 1,241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,742,000 | 506 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,564,000 | 188 |
| Mortgage-backed securities | $109,599,000 | 574 |
| Certificates of participation in pools of residential mortgages | $107,218,000 | 409 |
| Issued or guaranteed by U.S. | $107,218,000 | 405 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,381,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,733,000 | 2,108 |
| Privately issued | $648,000 | 1,188 |
| 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) | $178,690,000 | 115 |
| Available-for-sale securities (fair market value) | $206,548,000 | 493 |
| Total debt securities | $385,238,000 | 321 |
| Structured notes | ||
| Amortized cost | $670,000 | 1,219 |
| Fair value | $680,000 | 1,208 |
| 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 | $398,529,000 | 323 |
| U.S. Government securities | $206,447,000 | 420 |
| U.S. Treasury securities | $2,306,000 | 439 |
| U.S. Government agency obligations | $204,141,000 | 415 |
| Securities issued by states & political subdivisions | $182,509,000 | 78 |
| Other domestic debt securities | $9,573,000 | 881 |
| Privately issued residential mortgage-backed securities | $666,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,907,000 | 478 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,077,000 | 203 |
| Mortgage-backed securities | $115,496,000 | 548 |
| Certificates of participation in pools of residential mortgages | $113,004,000 | 400 |
| Issued or guaranteed by U.S. | $113,004,000 | 395 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,492,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $1,826,000 | 2,088 |
| Privately issued | $666,000 | 1,167 |
| 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) | $180,556,000 | 107 |
| Available-for-sale securities (fair market value) | $217,973,000 | 487 |
| Total debt securities | $398,529,000 | 315 |
| Structured notes | ||
| Amortized cost | $690,000 | 1,260 |
| Fair value | $700,000 | 1,246 |
| 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 | $408,834,000 | 326 |
| U.S. Government securities | $206,069,000 | 422 |
| U.S. Treasury securities | $2,979,000 | 427 |
| U.S. Government agency obligations | $203,090,000 | 416 |
| Securities issued by states & political subdivisions | $192,940,000 | 76 |
| Other domestic debt securities | $9,825,000 | 849 |
| Privately issued residential mortgage-backed securities | $696,000 | 1,199 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,129,000 | 463 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,402,000 | 206 |
| Mortgage-backed securities | $120,350,000 | 514 |
| Certificates of participation in pools of residential mortgages | $117,695,000 | 364 |
| Issued or guaranteed by U.S. | $117,695,000 | 358 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,655,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $1,959,000 | 2,028 |
| Privately issued | $696,000 | 1,141 |
| 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) | $202,344,000 | 89 |
| Available-for-sale securities (fair market value) | $206,490,000 | 521 |
| Total debt securities | $408,834,000 | 311 |
| Structured notes | ||
| Amortized cost | $714,000 | 1,354 |
| Fair value | $727,000 | 1,351 |
| 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 | $421,157,000 | 311 |
| U.S. Government securities | $209,173,000 | 417 |
| U.S. Treasury securities | $2,973,000 | 466 |
| U.S. Government agency obligations | $206,200,000 | 408 |
| Securities issued by states & political subdivisions | $202,189,000 | 72 |
| Other domestic debt securities | $9,795,000 | 799 |
| Privately issued residential mortgage-backed securities | $744,000 | 1,089 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,051,000 | 461 |
| 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 | $335,174,000 | 201 |
| Mortgage-backed securities | $32,271,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $29,487,000 | 1,056 |
| Issued or guaranteed by U.S. | $29,487,000 | 1,048 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,784,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,040,000 | 1,915 |
| Privately issued | $744,000 | 1,037 |
| 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) | $234,706,000 | 89 |
| Available-for-sale securities (fair market value) | $186,451,000 | 550 |
| Total debt securities | $421,157,000 | 301 |
| Structured notes | ||
| Amortized cost | $10,728,000 | 203 |
| Fair value | $10,771,000 | 202 |
| 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 | $433,019,000 | 305 |
| U.S. Government securities | $218,694,000 | 410 |
| U.S. Treasury securities | $2,969,000 | 495 |
| U.S. Government agency obligations | $215,725,000 | 407 |
| Securities issued by states & political subdivisions | $204,647,000 | 75 |
| Other domestic debt securities | $9,678,000 | 761 |
| Privately issued residential mortgage-backed securities | $775,000 | 1,044 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,903,000 | 463 |
| 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 | $296,662,000 | 219 |
| Mortgage-backed securities | $23,797,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $20,911,000 | 1,269 |
| Issued or guaranteed by U.S. | $20,911,000 | 1,259 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,886,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $2,111,000 | 1,853 |
| Privately issued | $775,000 | 992 |
| 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) | $237,231,000 | 93 |
| Available-for-sale securities (fair market value) | $195,788,000 | 541 |
| Total debt securities | $433,019,000 | 294 |
| Structured notes | ||
| Amortized cost | $27,589,000 | 75 |
| Fair value | $27,546,000 | 74 |
| 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 | $470,236,000 | 287 |
| U.S. Government securities | $244,751,000 | 380 |
| U.S. Treasury securities | $649,000 | 1,015 |
| U.S. Government agency obligations | $244,102,000 | 370 |
| Securities issued by states & political subdivisions | $215,816,000 | 71 |
| Other domestic debt securities | $9,669,000 | 724 |
| Privately issued residential mortgage-backed securities | $809,000 | 989 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,860,000 | 433 |
| 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 | $314,422,000 | 215 |
| Mortgage-backed securities | $24,647,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $21,627,000 | 1,216 |
| Issued or guaranteed by U.S. | $21,627,000 | 1,207 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,020,000 | 1,869 |
| CMOs issued by government agencies or sponsored agencies | $2,211,000 | 1,817 |
| Privately issued | $809,000 | 935 |
| 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) | $248,463,000 | 90 |
| Available-for-sale securities (fair market value) | $221,773,000 | 473 |
| Total debt securities | $470,236,000 | 278 |
| Structured notes | ||
| Amortized cost | $27,611,000 | 78 |
| Fair value | $27,354,000 | 78 |
| 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 | $543,032,000 | 256 |
| U.S. Government securities | $305,934,000 | 310 |
| U.S. Treasury securities | $599,000 | 1,100 |
| U.S. Government agency obligations | $305,335,000 | 303 |
| Securities issued by states & political subdivisions | $227,221,000 | 69 |
| Other domestic debt securities | $9,877,000 | 727 |
| Privately issued residential mortgage-backed securities | $854,000 | 947 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,023,000 | 433 |
| 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 | $347,933,000 | 203 |
| Mortgage-backed securities | $19,862,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $16,662,000 | 1,477 |
| Issued or guaranteed by U.S. | $16,662,000 | 1,472 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,200,000 | 1,816 |
| CMOs issued by government agencies or sponsored agencies | $2,346,000 | 1,766 |
| Privately issued | $854,000 | 888 |
| 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) | $261,209,000 | 94 |
| Available-for-sale securities (fair market value) | $281,823,000 | 381 |
| Total debt securities | $543,032,000 | 250 |
| Structured notes | ||
| Amortized cost | $27,639,000 | 83 |
| Fair value | $27,462,000 | 82 |
| 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 | $523,989,000 | 259 |
| U.S. Government securities | $279,672,000 | 344 |
| U.S. Treasury securities | $598,000 | 1,143 |
| U.S. Government agency obligations | $279,074,000 | 335 |
| Securities issued by states & political subdivisions | $235,325,000 | 63 |
| Other domestic debt securities | $8,992,000 | 752 |
| 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 | $8,992,000 | 444 |
| 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 | $364,532,000 | 192 |
| Mortgage-backed securities | $142,000 | 6,102 |
| Certificates of participation in pools of residential mortgages | $142,000 | 5,759 |
| Issued or guaranteed by U.S. | $142,000 | 5,735 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $267,344,000 | 88 |
| Available-for-sale securities (fair market value) | $256,645,000 | 421 |
| Total debt securities | $523,989,000 | 253 |
| Structured notes | ||
| Amortized cost | $26,850,000 | 99 |
| Fair value | $26,571,000 | 99 |
| 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 | $533,588,000 | 258 |
| U.S. Government securities | $284,348,000 | 346 |
| U.S. Treasury securities | $595,000 | 1,214 |
| U.S. Government agency obligations | $283,753,000 | 334 |
| Securities issued by states & political subdivisions | $240,133,000 | 63 |
| Other domestic debt securities | $9,107,000 | 743 |
| 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 | $9,107,000 | 433 |
| 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 | $377,181,000 | 185 |
| Mortgage-backed securities | $157,000 | 6,101 |
| Certificates of participation in pools of residential mortgages | $157,000 | 5,760 |
| Issued or guaranteed by U.S. | $157,000 | 5,732 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $272,143,000 | 90 |
| Available-for-sale securities (fair market value) | $261,445,000 | 422 |
| Total debt securities | $533,588,000 | 253 |
| Structured notes | ||
| Amortized cost | $26,850,000 | 112 |
| Fair value | $26,555,000 | 113 |
| 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 | $570,188,000 | 253 |
| U.S. Government securities | $314,184,000 | 320 |
| U.S. Treasury securities | $592,000 | 1,252 |
| U.S. Government agency obligations | $313,592,000 | 308 |
| Securities issued by states & political subdivisions | $247,202,000 | 60 |
| Other domestic debt securities | $8,802,000 | 772 |
| 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 | $8,802,000 | 454 |
| 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 | $368,469,000 | 191 |
| Mortgage-backed securities | $160,000 | 6,135 |
| Certificates of participation in pools of residential mortgages | $160,000 | 5,790 |
| Issued or guaranteed by U.S. | $160,000 | 5,764 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $279,221,000 | 89 |
| Available-for-sale securities (fair market value) | $290,967,000 | 392 |
| Total debt securities | $570,188,000 | 249 |
| Structured notes | ||
| Amortized cost | $26,849,000 | 124 |
| Fair value | $26,306,000 | 123 |
| 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 | $525,890,000 | 280 |
| U.S. Government securities | $258,137,000 | 394 |
| U.S. Treasury securities | $592,000 | 1,331 |
| U.S. Government agency obligations | $257,545,000 | 381 |
| Securities issued by states & political subdivisions | $258,683,000 | 60 |
| Other domestic debt securities | $9,070,000 | 776 |
| 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 | $9,070,000 | 461 |
| 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 | $314,423,000 | 222 |
| Mortgage-backed securities | $166,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $166,000 | 5,812 |
| Issued or guaranteed by U.S. | $166,000 | 5,788 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $290,684,000 | 90 |
| Available-for-sale securities (fair market value) | $235,206,000 | 476 |
| Total debt securities | $525,890,000 | 272 |
| Structured notes | ||
| Amortized cost | $35,898,000 | 86 |
| Fair value | $35,563,000 | 84 |
| 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 | $552,019,000 | 276 |
| U.S. Government securities | $279,053,000 | 378 |
| U.S. Treasury securities | $594,000 | 1,339 |
| U.S. Government agency obligations | $278,459,000 | 363 |
| Securities issued by states & political subdivisions | $263,663,000 | 55 |
| Other domestic debt securities | $9,303,000 | 770 |
| 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 | $9,303,000 | 470 |
| 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 | $336,335,000 | 213 |
| Mortgage-backed securities | $176,000 | 6,227 |
| Certificates of participation in pools of residential mortgages | $176,000 | 5,847 |
| Issued or guaranteed by U.S. | $176,000 | 5,822 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $295,648,000 | 89 |
| Available-for-sale securities (fair market value) | $256,371,000 | 444 |
| Total debt securities | $552,019,000 | 270 |
| Structured notes | ||
| Amortized cost | $35,897,000 | 82 |
| Fair value | $35,665,000 | 82 |
| 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 | $572,050,000 | 269 |
| U.S. Government securities | $278,100,000 | 378 |
| U.S. Treasury securities | $595,000 | 1,333 |
| U.S. Government agency obligations | $277,505,000 | 362 |
| Securities issued by states & political subdivisions | $279,406,000 | 48 |
| Other domestic debt securities | $14,544,000 | 604 |
| 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 | $14,544,000 | 352 |
| 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 | $318,471,000 | 216 |
| Mortgage-backed securities | $190,000 | 6,243 |
| Certificates of participation in pools of residential mortgages | $190,000 | 5,854 |
| Issued or guaranteed by U.S. | $190,000 | 5,835 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $301,227,000 | 86 |
| Available-for-sale securities (fair market value) | $270,823,000 | 426 |
| Total debt securities | $572,050,000 | 263 |
| Structured notes | ||
| Amortized cost | $35,896,000 | 80 |
| Fair value | $35,755,000 | 80 |
| 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 | $560,920,000 | 271 |
| U.S. Government securities | $256,464,000 | 406 |
| U.S. Treasury securities | $600,000 | 1,380 |
| U.S. Government agency obligations | $255,864,000 | 389 |
| Securities issued by states & political subdivisions | $288,959,000 | 47 |
| Other domestic debt securities | $15,497,000 | 599 |
| 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 | $15,497,000 | 353 |
| 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 | $299,369,000 | 214 |
| Mortgage-backed securities | $6,590,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $197,000 | 5,903 |
| Issued or guaranteed by U.S. | $197,000 | 5,874 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,393,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $6,393,000 | 1,164 |
| 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) | $302,362,000 | 89 |
| Available-for-sale securities (fair market value) | $258,558,000 | 439 |
| Total debt securities | $560,920,000 | 264 |
| Structured notes | ||
| Amortized cost | $63,067,000 | 36 |
| Fair value | $63,050,000 | 36 |
| 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 | $601,492,000 | 257 |
| U.S. Government securities | $264,028,000 | 396 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $264,028,000 | 379 |
| Securities issued by states & political subdivisions | $316,140,000 | 39 |
| Other domestic debt securities | $21,324,000 | 514 |
| 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 | $21,324,000 | 293 |
| 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 | $326,341,000 | 203 |
| Mortgage-backed securities | $9,279,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $2,098,000 | 4,378 |
| Issued or guaranteed by U.S. | $2,098,000 | 4,366 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,181,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $7,181,000 | 1,110 |
| 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) | $304,909,000 | 87 |
| Available-for-sale securities (fair market value) | $296,583,000 | 399 |
| Total debt securities | $601,492,000 | 252 |
| Structured notes | ||
| Amortized cost | $63,063,000 | 38 |
| Fair value | $62,490,000 | 38 |
| 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 | $648,145,000 | 249 |
| U.S. Government securities | $298,570,000 | 363 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $298,570,000 | 346 |
| Securities issued by states & political subdivisions | $323,083,000 | 36 |
| Other domestic debt securities | $26,492,000 | 455 |
| 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 | $26,492,000 | 246 |
| 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 | $326,927,000 | 202 |
| Mortgage-backed securities | $10,109,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $2,187,000 | 4,376 |
| Issued or guaranteed by U.S. | $2,187,000 | 4,361 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,922,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $7,922,000 | 1,076 |
| 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) | $305,293,000 | 87 |
| Available-for-sale securities (fair market value) | $342,852,000 | 353 |
| Total debt securities | $648,145,000 | 243 |
| Structured notes | ||
| Amortized cost | $66,058,000 | 35 |
| Fair value | $66,032,000 | 35 |
| 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 | $913,319,000 | 200 |
| U.S. Government securities | $558,835,000 | 222 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $558,835,000 | 214 |
| Securities issued by states & political subdivisions | $327,985,000 | 36 |
| Other domestic debt securities | $26,499,000 | 448 |
| 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 | $26,499,000 | 253 |
| 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 | $478,920,000 | 163 |
| Mortgage-backed securities | $11,068,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $2,211,000 | 4,399 |
| Issued or guaranteed by U.S. | $2,211,000 | 4,386 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,857,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $8,857,000 | 1,024 |
| 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) | $321,451,000 | 83 |
| Available-for-sale securities (fair market value) | $591,868,000 | 237 |
| Total debt securities | $913,319,000 | 197 |
| Structured notes | ||
| Amortized cost | $73,034,000 | 33 |
| Fair value | $73,023,000 | 32 |
| 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 | $885,318,000 | 198 |
| U.S. Government securities | $535,525,000 | 233 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $535,525,000 | 224 |
| Securities issued by states & political subdivisions | $323,799,000 | 36 |
| Other domestic debt securities | $25,994,000 | 458 |
| 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 | $25,994,000 | 266 |
| 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 | $449,731,000 | 167 |
| Mortgage-backed securities | $11,551,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $2,204,000 | 4,448 |
| Issued or guaranteed by U.S. | $2,204,000 | 4,432 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,347,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $9,347,000 | 1,006 |
| 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) | $322,448,000 | 83 |
| Available-for-sale securities (fair market value) | $562,870,000 | 249 |
| Total debt securities | $885,318,000 | 195 |
| Structured notes | ||
| Amortized cost | $111,790,000 | 21 |
| Fair value | $111,774,000 | 20 |
| 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 | $937,011,000 | 194 |
| U.S. Government securities | $593,731,000 | 215 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $593,731,000 | 208 |
| Securities issued by states & political subdivisions | $312,314,000 | 38 |
| Other domestic debt securities | $30,966,000 | 427 |
| 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 | $30,966,000 | 250 |
| 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 | $452,620,000 | 164 |
| Mortgage-backed securities | $14,129,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $2,729,000 | 4,247 |
| Issued or guaranteed by U.S. | $2,729,000 | 4,236 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $11,400,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $11,400,000 | 921 |
| 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) | $308,901,000 | 84 |
| Available-for-sale securities (fair market value) | $628,110,000 | 234 |
| Total debt securities | $937,011,000 | 194 |
| Structured notes | ||
| Amortized cost | $102,259,000 | 17 |
| Fair value | $102,369,000 | 17 |
| 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 | $968,466,000 | 190 |
| U.S. Government securities | $605,811,000 | 222 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $605,811,000 | 215 |
| Securities issued by states & political subdivisions | $321,566,000 | 39 |
| Other domestic debt securities | $41,064,000 | 317 |
| 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 | $41,064,000 | 201 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $25,000 | 2,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,320,000 | 139 |
| Mortgage-backed securities | $15,254,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $2,897,000 | 4,151 |
| Issued or guaranteed by U.S. | $2,897,000 | 4,138 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,357,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $12,357,000 | 928 |
| 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) | $337,634,000 | 69 |
| Available-for-sale securities (fair market value) | $630,832,000 | 235 |
| Total debt securities | $968,441,000 | 187 |
| Structured notes | ||
| Amortized cost | $214,929,000 | 9 |
| Fair value | $214,965,000 | 9 |
| 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 | $1,074,396,000 | 171 |
| U.S. Government securities | $711,004,000 | 190 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $711,004,000 | 184 |
| Securities issued by states & political subdivisions | $322,573,000 | 40 |
| Other domestic debt securities | $40,793,000 | 328 |
| 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 | $40,793,000 | 218 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $26,000 | 2,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $577,713,000 | 129 |
| Mortgage-backed securities | $17,756,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $3,833,000 | 3,801 |
| Issued or guaranteed by U.S. | $3,833,000 | 3,789 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $13,923,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $13,923,000 | 885 |
| 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) | $347,953,000 | 66 |
| Available-for-sale securities (fair market value) | $726,443,000 | 209 |
| Total debt securities | $1,074,370,000 | 169 |
| Structured notes | ||
| Amortized cost | $210,241,000 | 8 |
| Fair value | $210,442,000 | 8 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,008,719,000 | 172 |
| U.S. Government securities | $664,200,000 | 203 |
| U.S. Treasury securities | $9,981,000 | 417 |
| U.S. Government agency obligations | $654,219,000 | 199 |
| Securities issued by states & political subdivisions | $302,992,000 | 41 |
| Other domestic debt securities | $41,480,000 | 342 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,480,000 | 217 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $47,000 | 2,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $549,487,000 | 125 |
| Mortgage-backed securities | $23,117,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $5,711,000 | 3,237 |
| Issued or guaranteed by U.S. | $5,711,000 | 3,225 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $17,406,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $17,406,000 | 828 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $253,318,000 | 94 |
| Available-for-sale securities (fair market value) | $755,401,000 | 198 |
| Total debt securities | $1,008,672,000 | 171 |
| Structured notes | ||
| Amortized cost | $193,414,000 | 6 |
| Fair value | $196,323,000 | 6 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,069,482,000 | 166 |
| U.S. Government securities | $724,634,000 | 190 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $724,634,000 | 180 |
| Securities issued by states & political subdivisions | $303,542,000 | 40 |
| Other domestic debt securities | $41,221,000 | 353 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,221,000 | 231 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $85,000 | 2,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $582,314,000 | 119 |
| Mortgage-backed securities | $15,012,000 | 2,451 |
| Certificates of participation in pools of residential mortgages | $7,064,000 | 2,880 |
| Issued or guaranteed by U.S. | $7,064,000 | 2,870 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,948,000 | 1,424 |
| CMOs issued by government agencies or sponsored agencies | $7,948,000 | 1,331 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $327,589,000 | 76 |
| Available-for-sale securities (fair market value) | $741,893,000 | 196 |
| Total debt securities | $1,069,397,000 | 163 |
| Structured notes | ||
| Amortized cost | $177,233,000 | 6 |
| Fair value | $179,533,000 | 6 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,017,825,000 | 174 |
| U.S. Government securities | $678,110,000 | 191 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $678,110,000 | 181 |
| Securities issued by states & political subdivisions | $299,177,000 | 41 |
| Other domestic debt securities | $40,407,000 | 356 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,407,000 | 233 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $131,000 | 2,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,129,000 | 114 |
| Mortgage-backed securities | $14,697,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $8,332,000 | 2,603 |
| Issued or guaranteed by U.S. | $8,332,000 | 2,589 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,365,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $6,365,000 | 1,538 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $340,860,000 | 74 |
| Available-for-sale securities (fair market value) | $676,965,000 | 203 |
| Total debt securities | $1,017,694,000 | 172 |
| Structured notes | ||
| Amortized cost | $168,155,000 | 6 |
| Fair value | $170,887,000 | 6 |
| 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 | $889,030,000 | 180 |
| U.S. Government securities | $642,001,000 | 180 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $642,001,000 | 171 |
| Securities issued by states & political subdivisions | $194,083,000 | 60 |
| Other domestic debt securities | $52,557,000 | 302 |
| Privately issued residential mortgage-backed securities | $12,694,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,805,000 | 233 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,058,000 | 258 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $389,000 | 1,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $471,475,000 | 131 |
| Mortgage-backed securities | $117,534,000 | 506 |
| Certificates of participation in pools of residential mortgages | $9,722,000 | 2,158 |
| Issued or guaranteed by U.S. | $9,722,000 | 2,141 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $107,812,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $95,118,000 | 256 |
| Privately issued | $12,694,000 | 258 |
| 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) | $164,921,000 | 125 |
| Available-for-sale securities (fair market value) | $724,109,000 | 178 |
| Total debt securities | $888,641,000 | 177 |
| Structured notes | ||
| Amortized cost | $96,903,000 | 4 |
| Fair value | $95,768,000 | 4 |
| 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 | $661,163,000 | 216 |
| U.S. Government securities | $463,401,000 | 215 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $463,401,000 | 202 |
| Securities issued by states & political subdivisions | $157,176,000 | 73 |
| Other domestic debt securities | $25,872,000 | 452 |
| 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 | $25,872,000 | 339 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $14,714,000 | 372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $328,851,000 | 175 |
| Mortgage-backed securities | $17,315,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $10,876,000 | 1,650 |
| Issued or guaranteed by U.S. | $10,876,000 | 1,637 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,439,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $6,439,000 | 1,197 |
| 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) | $134,879,000 | 200 |
| Available-for-sale securities (fair market value) | $526,284,000 | 206 |
| Total debt securities | $646,449,000 | 211 |
| Structured notes | ||
| Amortized cost | $16,412,000 | 20 |
| Fair value | $16,289,000 | 20 |
| 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 | $624,747,000 | 238 |
| U.S. Government securities | $451,752,000 | 240 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $451,752,000 | 219 |
| Securities issued by states & political subdivisions | $156,376,000 | 65 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $16,619,000 | 340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,285,000 | 216 |
| Mortgage-backed securities | $19,833,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $8,334,000 | 2,096 |
| Issued or guaranteed by U.S. | $8,334,000 | 2,085 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $11,499,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $11,499,000 | 892 |
| 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) | $105,116,000 | 270 |
| Available-for-sale securities (fair market value) | $519,631,000 | 218 |
| Total debt securities | $608,128,000 | 237 |
| Structured notes | ||
| Amortized cost | $18,917,000 | 25 |
| Fair value | $18,526,000 | 25 |
| 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 | $607,912,000 | 238 |
| U.S. Government securities | $471,173,000 | 238 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $471,173,000 | 211 |
| Securities issued by states & political subdivisions | $113,069,000 | 90 |
| Other domestic debt securities | $4,494,000 | 1,180 |
| 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 | $4,494,000 | 950 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $19,176,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $22,290,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $5,687,000 | 2,776 |
| Issued or guaranteed by U.S. | $5,687,000 | 2,761 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,603,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $16,603,000 | 782 |
| 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) | $55,457,000 | 536 |
| Available-for-sale securities (fair market value) | $552,455,000 | 216 |
| Total debt securities | $588,736,000 | 236 |
| Structured notes | ||
| Amortized cost | $32,699,000 | 19 |
| Fair value | $32,729,000 | 19 |
| 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 | $461,031,000 | 314 |
| U.S. Government securities | $365,347,000 | 325 |
| U.S. Treasury securities | $3,003,000 | 4,315 |
| U.S. Government agency obligations | $362,344,000 | 270 |
| Securities issued by states & political subdivisions | $81,190,000 | 115 |
| Other domestic debt securities | $1,987,000 | 1,384 |
| Privately issued residential mortgage-backed securities | $491,000 | 817 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,496,000 | 1,237 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $12,507,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,094,000 | 413 |
| Mortgage-backed securities | $41,639,000 | 1,001 |
| Certificates of participation in pools of residential mortgages | $6,692,000 | 2,500 |
| Issued or guaranteed by U.S. | $6,692,000 | 2,487 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $34,947,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $34,456,000 | 446 |
| Privately issued | $491,000 | 644 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $108,991,000 | 327 |
| Available-for-sale securities (fair market value) | $352,040,000 | 295 |
| Total debt securities | $448,524,000 | 313 |
| Structured notes | ||
| Amortized cost | $38,706,000 | 32 |
| Fair value | $38,742,000 | 32 |
| 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 | $360,976,000 | 399 |
| U.S. Government securities | $288,307,000 | 412 |
| U.S. Treasury securities | $26,940,000 | 878 |
| U.S. Government agency obligations | $261,367,000 | 371 |
| Securities issued by states & political subdivisions | $63,780,000 | 148 |
| Other domestic debt securities | $2,388,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $905,000 | 783 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,483,000 | 1,290 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $6,501,000 | 607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,380,000 | 467 |
| Mortgage-backed securities | $74,090,000 | 711 |
| Certificates of participation in pools of residential mortgages | $20,181,000 | 1,321 |
| Issued or guaranteed by U.S. | $20,181,000 | 1,304 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $53,909,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $53,004,000 | 355 |
| Privately issued | $905,000 | 594 |
| 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) | $122,273,000 | 329 |
| Available-for-sale securities (fair market value) | $238,703,000 | 405 |
| Total debt securities | $354,475,000 | 396 |
| Structured notes | ||
| Amortized cost | $21,614,000 | 59 |
| Fair value | $21,470,000 | 58 |
| 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 | $285,675,000 | 501 |
| U.S. Government securities | $211,398,000 | 542 |
| U.S. Treasury securities | $15,991,000 | 1,768 |
| U.S. Government agency obligations | $195,407,000 | 454 |
| Securities issued by states & political subdivisions | $65,762,000 | 146 |
| Other domestic debt securities | $3,499,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $1,041,000 | 843 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,458,000 | 1,245 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $5,016,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,664,000 | 520 |
| Mortgage-backed securities | $86,294,000 | 676 |
| Certificates of participation in pools of residential mortgages | $27,012,000 | 1,087 |
| Issued or guaranteed by U.S. | $27,012,000 | 1,064 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $59,282,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $58,241,000 | 368 |
| Privately issued | $1,041,000 | 623 |
| 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) | $118,297,000 | 357 |
| Available-for-sale securities (fair market value) | $167,378,000 | 552 |
| Total debt securities | $280,659,000 | 495 |
| Structured notes | ||
| Amortized cost | $31,166,000 | 57 |
| Fair value | $30,890,000 | 58 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $304,004,000 | 496 |
| U.S. Government securities | $224,509,000 | 531 |
| U.S. Treasury securities | $23,272,000 | 1,502 |
| U.S. Government agency obligations | $201,237,000 | 438 |
| Securities issued by states & political subdivisions | $69,464,000 | 143 |
| Other domestic debt securities | $5,548,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $2,288,000 | 610 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,260,000 | 1,187 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $4,483,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,978,000 | 680 |
| Mortgage-backed securities | $101,987,000 | 630 |
| Certificates of participation in pools of residential mortgages | $29,480,000 | 1,030 |
| Issued or guaranteed by U.S. | $29,480,000 | 1,010 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $72,507,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $70,219,000 | 334 |
| Privately issued | $2,288,000 | 449 |
| 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) | $172,266,000 | 481 |
| Available-for-sale securities (fair market value) | $131,738,000 | 448 |
| Total debt securities | $299,521,000 | 497 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $309,013,000 | 506 |
| U.S. Government securities | $209,098,000 | 582 |
| U.S. Treasury securities | $32,691,000 | 1,136 |
| U.S. Government agency obligations | $176,407,000 | 476 |
| Securities issued by states & political subdivisions | $78,967,000 | 125 |
| Other domestic debt securities | $11,309,000 | 791 |
| Privately issued residential mortgage-backed securities | $4,079,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,230,000 | 787 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $9,639,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,172,000 | 828 |
| Mortgage-backed securities | $119,151,000 | 578 |
| Certificates of participation in pools of residential mortgages | $32,688,000 | 1,024 |
| Issued or guaranteed by U.S. | $32,688,000 | 992 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $86,463,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $82,384,000 | 319 |
| Privately issued | $4,079,000 | 375 |
| 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 | $299,374,000 | 510 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $284,999,000 | 526 |
| U.S. Government securities | $186,521,000 | 611 |
| U.S. Treasury securities | $32,702,000 | 1,129 |
| U.S. Government agency obligations | $153,819,000 | 508 |
| Securities issued by states & political subdivisions | $74,231,000 | 127 |
| Other domestic debt securities | $15,534,000 | 749 |
| Privately issued residential mortgage-backed securities | $5,785,000 | 620 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,749,000 | 730 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $8,713,000 | 394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,126,000 | 2,126 |
| Mortgage-backed securities | $107,269,000 | 626 |
| Certificates of participation in pools of residential mortgages | $17,639,000 | 1,673 |
| Issued or guaranteed by U.S. | $17,639,000 | 1,636 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $89,630,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $83,845,000 | 312 |
| Privately issued | $5,785,000 | 418 |
| 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 | $276,286,000 | 532 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |