Home > First Financial Bank > Securities
First Financial Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,120,866,000 | 110 |
| U.S. Government securities | $1,159,478,000 | 170 |
| U.S. Treasury securities | $31,243,000 | 673 |
| U.S. Government agency obligations | $1,128,235,000 | 153 |
| Securities issued by states & political subdivisions | $660,691,000 | 51 |
| Other domestic debt securities | $1,281,278,000 | 49 |
| Privately issued residential mortgage-backed securities | $215,259,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $298,048,000 | 36 |
| Structured financial products - Total | $262,201,000 | 68 |
| Other domestic debt securities - All other | $151,662,000 | 67 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,641,607,000 | 107 |
| Mortgage-backed securities | $1,627,822,000 | 107 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $639,570,000 | 124 |
| Privately issued | $21,478,000 | 33 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $232,837,000 | 141 |
| Privately issued | $193,781,000 | 37 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,834,000 | 277 |
| Other commercial mortgage-backed securities | $518,322,000 | 56 |
| Held to maturity securities (book value) | $80,321,000 | 424 |
| Available-for-sale securities (fair market value) | $3,021,126,000 | 89 |
| Total debt securities | $3,101,449,000 | 108 |
| 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 | $3,142,834,000 | 109 |
| U.S. Government securities | $1,071,899,000 | 179 |
| U.S. Treasury securities | $29,996,000 | 727 |
| U.S. Government agency obligations | $1,041,903,000 | 159 |
| Securities issued by states & political subdivisions | $671,920,000 | 52 |
| Other domestic debt securities | $1,379,633,000 | 46 |
| Privately issued residential mortgage-backed securities | $210,974,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $316,090,000 | 35 |
| Structured financial products - Total | $296,009,000 | 65 |
| Other domestic debt securities - All other | $154,517,000 | 68 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,525,704,000 | 110 |
| Mortgage-backed securities | $1,588,795,000 | 109 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $562,639,000 | 139 |
| Privately issued | $21,844,000 | 32 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $232,212,000 | 136 |
| Privately issued | $189,130,000 | 38 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $20,816,000 | 283 |
| Other commercial mortgage-backed securities | $562,154,000 | 52 |
| Held to maturity securities (book value) | $81,236,000 | 433 |
| Available-for-sale securities (fair market value) | $3,042,216,000 | 90 |
| Total debt securities | $3,123,454,000 | 107 |
| 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 | $3,348,802,000 | 103 |
| U.S. Government securities | $1,134,941,000 | 174 |
| U.S. Treasury securities | $30,459,000 | 713 |
| U.S. Government agency obligations | $1,104,482,000 | 158 |
| Securities issued by states & political subdivisions | $716,668,000 | 47 |
| Other domestic debt securities | $1,477,779,000 | 43 |
| Privately issued residential mortgage-backed securities | $226,006,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $340,019,000 | 33 |
| Structured financial products - Total | $317,151,000 | 63 |
| Other domestic debt securities - All other | $155,451,000 | 65 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,595,560,000 | 106 |
| Mortgage-backed securities | $1,701,773,000 | 104 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $602,113,000 | 130 |
| Privately issued | $22,912,000 | 34 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $247,909,000 | 129 |
| Privately issued | $203,094,000 | 37 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,181,000 | 281 |
| Other commercial mortgage-backed securities | $604,564,000 | 51 |
| Held to maturity securities (book value) | $82,372,000 | 425 |
| Available-for-sale securities (fair market value) | $3,247,016,000 | 85 |
| Total debt securities | $3,329,387,000 | 102 |
| 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 | $3,485,034,000 | 105 |
| U.S. Government securities | $1,175,858,000 | 174 |
| U.S. Treasury securities | $31,024,000 | 755 |
| U.S. Government agency obligations | $1,144,834,000 | 149 |
| Securities issued by states & political subdivisions | $727,306,000 | 53 |
| Other domestic debt securities | $1,562,458,000 | 46 |
| Privately issued residential mortgage-backed securities | $237,759,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $368,814,000 | 31 |
| Structured financial products - Total | $326,261,000 | 63 |
| Other domestic debt securities - All other | $161,511,000 | 63 |
| 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 | $1,834,513,000 | 92 |
| Mortgage-backed securities | $1,782,941,000 | 109 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $625,016,000 | 134 |
| Privately issued | $24,227,000 | 42 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $260,613,000 | 131 |
| Privately issued | $213,532,000 | 37 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,846,000 | 293 |
| Other commercial mortgage-backed securities | $637,707,000 | 50 |
| Held to maturity securities (book value) | $83,070,000 | 442 |
| Available-for-sale securities (fair market value) | $3,382,552,000 | 85 |
| Total debt securities | $3,465,622,000 | 103 |
| 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 | $3,509,954,000 | 112 |
| U.S. Government securities | $1,181,217,000 | 183 |
| U.S. Treasury securities | $30,313,000 | 806 |
| U.S. Government agency obligations | $1,150,904,000 | 158 |
| Securities issued by states & political subdivisions | $716,591,000 | 58 |
| Other domestic debt securities | $1,593,479,000 | 47 |
| Privately issued residential mortgage-backed securities | $245,108,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $388,415,000 | 30 |
| Structured financial products - Total | $322,910,000 | 61 |
| Other domestic debt securities - All other | $164,610,000 | 68 |
| 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 | $1,546,015,000 | 89 |
| Mortgage-backed securities | $1,801,981,000 | 115 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $625,051,000 | 140 |
| Privately issued | $25,012,000 | 42 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $266,896,000 | 138 |
| Privately issued | $220,096,000 | 37 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,504,000 | 292 |
| Other commercial mortgage-backed securities | $643,422,000 | 51 |
| Held to maturity securities (book value) | $84,021,000 | 450 |
| Available-for-sale securities (fair market value) | $3,407,266,000 | 92 |
| Total debt securities | $3,491,285,000 | 111 |
| 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 | $3,630,335,000 | 109 |
| U.S. Government securities | $1,143,659,000 | 192 |
| U.S. Treasury securities | $30,110,000 | 819 |
| U.S. Government agency obligations | $1,113,549,000 | 166 |
| Securities issued by states & political subdivisions | $841,267,000 | 51 |
| Other domestic debt securities | $1,627,959,000 | 45 |
| Privately issued residential mortgage-backed securities | $246,964,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $413,206,000 | 27 |
| Structured financial products - Total | $292,567,000 | 55 |
| Other domestic debt securities - All other | $162,226,000 | 72 |
| 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 | $1,265,291,000 | 95 |
| Mortgage-backed securities | $1,807,200,000 | 115 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $560,032,000 | 156 |
| Privately issued | $26,260,000 | 29 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $278,835,000 | 136 |
| Privately issued | $220,704,000 | 39 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,420,000 | 297 |
| Other commercial mortgage-backed securities | $699,949,000 | 59 |
| Held to maturity securities (book value) | $85,823,000 | 431 |
| Available-for-sale securities (fair market value) | $3,527,062,000 | 91 |
| Total debt securities | $3,612,884,000 | 107 |
| 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 | $3,948,143,000 | 106 |
| U.S. Government securities | $1,215,439,000 | 187 |
| U.S. Treasury securities | $31,644,000 | 793 |
| U.S. Government agency obligations | $1,183,795,000 | 164 |
| Securities issued by states & political subdivisions | $993,146,000 | 47 |
| Other domestic debt securities | $1,721,318,000 | 39 |
| Privately issued residential mortgage-backed securities | $262,340,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $457,324,000 | 27 |
| Structured financial products - Total | $299,108,000 | 39 |
| Other domestic debt securities - All other | $155,105,000 | 79 |
| 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 | $1,398,498,000 | 94 |
| Mortgage-backed securities | $1,923,468,000 | 115 |
| Certificates of participation in pools of residential mortgages | $627,752,000 | 149 |
| Issued or guaranteed by U.S. | $599,361,000 | 155 |
| Privately issued | $28,391,000 | 30 |
| Collaterized mortgage obligations | $527,022,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $293,073,000 | 136 |
| Privately issued | $233,949,000 | 39 |
| Commercial mortgage-backed securities | $768,694,000 | 79 |
| Commercial mortgage pass-through securities | $22,703,000 | 289 |
| Other commercial mortgage-backed securities | $745,991,000 | 60 |
| Held to maturity securities (book value) | $88,058,000 | 392 |
| Available-for-sale securities (fair market value) | $3,841,845,000 | 88 |
| Total debt securities | $3,929,901,000 | 105 |
| 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 | $4,069,614,000 | 106 |
| U.S. Government securities | $1,287,518,000 | 178 |
| U.S. Treasury securities | $32,724,000 | 677 |
| U.S. Government agency obligations | $1,254,794,000 | 159 |
| Securities issued by states & political subdivisions | $1,040,708,000 | 44 |
| Other domestic debt securities | $1,722,253,000 | 38 |
| Privately issued residential mortgage-backed securities | $331,473,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $399,959,000 | 30 |
| Structured financial products - Total | $292,668,000 | 35 |
| Other domestic debt securities - All other | $158,399,000 | 76 |
| 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 | $1,512,229,000 | 84 |
| Mortgage-backed securities | $2,052,348,000 | 115 |
| Certificates of participation in pools of residential mortgages | $667,073,000 | 145 |
| Issued or guaranteed by U.S. | $636,037,000 | 150 |
| Privately issued | $31,036,000 | 26 |
| Collaterized mortgage obligations | $605,635,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $305,198,000 | 135 |
| Privately issued | $300,437,000 | 31 |
| Commercial mortgage-backed securities | $779,640,000 | 75 |
| Commercial mortgage pass-through securities | $23,682,000 | 281 |
| Other commercial mortgage-backed securities | $755,958,000 | 59 |
| Held to maturity securities (book value) | $92,597,000 | 343 |
| Available-for-sale securities (fair market value) | $3,957,882,000 | 89 |
| Total debt securities | $4,050,479,000 | 105 |
| 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 | $4,325,416,000 | 101 |
| U.S. Government securities | $1,411,009,000 | 166 |
| U.S. Treasury securities | $34,776,000 | 470 |
| U.S. Government agency obligations | $1,376,233,000 | 152 |
| Securities issued by states & political subdivisions | $1,094,658,000 | 42 |
| Other domestic debt securities | $1,800,599,000 | 38 |
| Privately issued residential mortgage-backed securities | $401,681,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $420,172,000 | 30 |
| Structured financial products - Total | $299,409,000 | 33 |
| Other domestic debt securities - All other | $166,123,000 | 73 |
| 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 | $1,545,943,000 | 86 |
| Mortgage-backed securities | $2,212,011,000 | 114 |
| Certificates of participation in pools of residential mortgages | $724,139,000 | 139 |
| Issued or guaranteed by U.S. | $689,290,000 | 142 |
| Privately issued | $34,849,000 | 26 |
| Collaterized mortgage obligations | $709,621,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $342,789,000 | 133 |
| Privately issued | $366,832,000 | 22 |
| Commercial mortgage-backed securities | $778,251,000 | 75 |
| Commercial mortgage pass-through securities | $25,702,000 | 275 |
| Other commercial mortgage-backed securities | $752,549,000 | 60 |
| Held to maturity securities (book value) | $98,420,000 | 268 |
| Available-for-sale securities (fair market value) | $4,207,846,000 | 92 |
| Total debt securities | $4,306,264,000 | 100 |
| 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 | $4,236,660,000 | 103 |
| U.S. Government securities | $1,396,188,000 | 163 |
| U.S. Treasury securities | $20,080,000 | 558 |
| U.S. Government agency obligations | $1,376,108,000 | 151 |
| Securities issued by states & political subdivisions | $1,081,675,000 | 40 |
| Other domestic debt securities | $1,739,867,000 | 37 |
| Privately issued residential mortgage-backed securities | $444,209,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $370,680,000 | 33 |
| Structured financial products - Total | $298,225,000 | 29 |
| Other domestic debt securities - All other | $144,428,000 | 73 |
| 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 | $1,522,244,000 | 82 |
| Mortgage-backed securities | $2,223,609,000 | 109 |
| Certificates of participation in pools of residential mortgages | $713,885,000 | 135 |
| Issued or guaranteed by U.S. | $675,520,000 | 140 |
| Privately issued | $38,365,000 | 25 |
| Collaterized mortgage obligations | $751,355,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $345,511,000 | 134 |
| Privately issued | $405,844,000 | 18 |
| Commercial mortgage-backed securities | $758,369,000 | 74 |
| Commercial mortgage pass-through securities | $10,828,000 | 468 |
| Other commercial mortgage-backed securities | $747,541,000 | 59 |
| Held to maturity securities (book value) | $103,886,000 | 240 |
| Available-for-sale securities (fair market value) | $4,113,844,000 | 91 |
| Total debt securities | $4,217,729,000 | 102 |
| 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 | $4,086,966,000 | 100 |
| U.S. Government securities | $1,387,823,000 | 157 |
| U.S. Treasury securities | $20,188,000 | 487 |
| U.S. Government agency obligations | $1,367,635,000 | 148 |
| Securities issued by states & political subdivisions | $1,027,805,000 | 42 |
| Other domestic debt securities | $1,652,417,000 | 32 |
| Privately issued residential mortgage-backed securities | $423,671,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $359,570,000 | 31 |
| Structured financial products - Total | $243,179,000 | 25 |
| Other domestic debt securities - All other | $129,013,000 | 88 |
| 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 | $1,580,027,000 | 80 |
| Mortgage-backed securities | $2,209,185,000 | 106 |
| Certificates of participation in pools of residential mortgages | $691,363,000 | 129 |
| Issued or guaranteed by U.S. | $648,538,000 | 134 |
| Privately issued | $42,825,000 | 24 |
| Collaterized mortgage obligations | $767,252,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $386,406,000 | 126 |
| Privately issued | $380,846,000 | 19 |
| Commercial mortgage-backed securities | $750,570,000 | 68 |
| Commercial mortgage pass-through securities | $11,014,000 | 447 |
| Other commercial mortgage-backed securities | $739,556,000 | 56 |
| Held to maturity securities (book value) | $112,456,000 | 208 |
| Available-for-sale securities (fair market value) | $3,955,589,000 | 92 |
| Total debt securities | $4,068,045,000 | 99 |
| 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 | $3,894,380,000 | 100 |
| U.S. Government securities | $1,383,923,000 | 148 |
| U.S. Treasury securities | $10,010,000 | 578 |
| U.S. Government agency obligations | $1,373,913,000 | 140 |
| Securities issued by states & political subdivisions | $1,011,253,000 | 39 |
| Other domestic debt securities | $1,480,281,000 | 33 |
| Privately issued residential mortgage-backed securities | $377,995,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $410,470,000 | 28 |
| Structured financial products - Total | $194,251,000 | 27 |
| Other domestic debt securities - All other | $111,014,000 | 92 |
| 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 | $1,533,576,000 | 80 |
| Mortgage-backed securities | $2,138,459,000 | 107 |
| Certificates of participation in pools of residential mortgages | $785,641,000 | 110 |
| Issued or guaranteed by U.S. | $737,830,000 | 115 |
| Privately issued | $47,811,000 | 26 |
| Collaterized mortgage obligations | $694,293,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $364,109,000 | 123 |
| Privately issued | $330,184,000 | 19 |
| Commercial mortgage-backed securities | $658,525,000 | 74 |
| Commercial mortgage pass-through securities | $10,809,000 | 426 |
| Other commercial mortgage-backed securities | $647,716,000 | 58 |
| Held to maturity securities (book value) | $121,944,000 | 193 |
| Available-for-sale securities (fair market value) | $3,753,513,000 | 91 |
| Total debt securities | $3,875,457,000 | 100 |
| 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 | $3,577,164,000 | 100 |
| U.S. Government securities | $1,394,448,000 | 147 |
| U.S. Treasury securities | $103,000 | 1,177 |
| U.S. Government agency obligations | $1,394,345,000 | 137 |
| Securities issued by states & political subdivisions | $912,429,000 | 44 |
| Other domestic debt securities | $1,251,390,000 | 34 |
| Privately issued residential mortgage-backed securities | $305,982,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $313,796,000 | 31 |
| Structured financial products - Total | $168,075,000 | 27 |
| Other domestic debt securities - All other | $106,038,000 | 88 |
| 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 | $1,511,322,000 | 81 |
| Mortgage-backed securities | $2,057,766,000 | 102 |
| Certificates of participation in pools of residential mortgages | $734,173,000 | 104 |
| Issued or guaranteed by U.S. | $659,247,000 | 116 |
| Privately issued | $74,926,000 | 11 |
| Collaterized mortgage obligations | $660,920,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $429,864,000 | 110 |
| Privately issued | $231,056,000 | 22 |
| Commercial mortgage-backed securities | $662,673,000 | 72 |
| Commercial mortgage pass-through securities | $7,609,000 | 517 |
| Other commercial mortgage-backed securities | $655,064,000 | 58 |
| Held to maturity securities (book value) | $131,687,000 | 160 |
| Available-for-sale securities (fair market value) | $3,426,580,000 | 91 |
| Total debt securities | $3,558,268,000 | 99 |
| 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 | $3,125,142,000 | 105 |
| U.S. Government securities | $1,163,956,000 | 148 |
| U.S. Treasury securities | $103,000 | 1,194 |
| U.S. Government agency obligations | $1,163,853,000 | 140 |
| Securities issued by states & political subdivisions | $812,312,000 | 47 |
| Other domestic debt securities | $1,148,769,000 | 34 |
| Privately issued residential mortgage-backed securities | $294,640,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $282,797,000 | 32 |
| Structured financial products - Total | $150,999,000 | 26 |
| Other domestic debt securities - All other | $98,895,000 | 90 |
| 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 | $1,509,599,000 | 84 |
| Mortgage-backed securities | $1,779,871,000 | 105 |
| Certificates of participation in pools of residential mortgages | $425,489,000 | 151 |
| Issued or guaranteed by U.S. | $341,860,000 | 176 |
| Privately issued | $83,629,000 | 15 |
| Collaterized mortgage obligations | $713,120,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $502,109,000 | 98 |
| Privately issued | $211,011,000 | 24 |
| Commercial mortgage-backed securities | $641,262,000 | 72 |
| Commercial mortgage pass-through securities | $14,934,000 | 322 |
| Other commercial mortgage-backed securities | $626,328,000 | 57 |
| Held to maturity securities (book value) | $118,072,000 | 163 |
| Available-for-sale securities (fair market value) | $3,006,965,000 | 99 |
| Total debt securities | $3,125,036,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $3,026,872,000 | 105 |
| U.S. Government securities | $1,224,679,000 | 145 |
| U.S. Treasury securities | $103,000 | 1,237 |
| U.S. Government agency obligations | $1,224,576,000 | 134 |
| Securities issued by states & political subdivisions | $758,651,000 | 43 |
| Other domestic debt securities | $1,043,437,000 | 32 |
| Privately issued residential mortgage-backed securities | $312,420,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $226,623,000 | 32 |
| Structured financial products - Total | $149,435,000 | 26 |
| Other domestic debt securities - All other | $88,470,000 | 94 |
| 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 | $1,420,805,000 | 84 |
| Mortgage-backed securities | $1,803,368,000 | 100 |
| Certificates of participation in pools of residential mortgages | $450,084,000 | 142 |
| Issued or guaranteed by U.S. | $357,447,000 | 158 |
| Privately issued | $92,637,000 | 12 |
| Collaterized mortgage obligations | $768,721,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $548,938,000 | 92 |
| Privately issued | $219,783,000 | 23 |
| Commercial mortgage-backed securities | $584,563,000 | 75 |
| Commercial mortgage pass-through securities | $15,878,000 | 304 |
| Other commercial mortgage-backed securities | $568,685,000 | 56 |
| Held to maturity securities (book value) | $127,346,000 | 159 |
| Available-for-sale securities (fair market value) | $2,899,421,000 | 99 |
| Total debt securities | $3,026,769,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $3,047,542,000 | 102 |
| U.S. Government securities | $1,273,218,000 | 140 |
| U.S. Treasury securities | $104,000 | 1,280 |
| U.S. Government agency obligations | $1,273,114,000 | 129 |
| Securities issued by states & political subdivisions | $764,690,000 | 43 |
| Other domestic debt securities | $1,009,539,000 | 32 |
| Privately issued residential mortgage-backed securities | $288,644,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $215,649,000 | 35 |
| Structured financial products - Total | $148,150,000 | 27 |
| Other domestic debt securities - All other | $78,059,000 | 93 |
| 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 | $1,201,529,000 | 96 |
| Mortgage-backed securities | $1,840,677,000 | 100 |
| Certificates of participation in pools of residential mortgages | $458,252,000 | 129 |
| Issued or guaranteed by U.S. | $359,115,000 | 152 |
| Privately issued | $99,137,000 | 16 |
| Collaterized mortgage obligations | $781,058,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $591,551,000 | 87 |
| Privately issued | $189,507,000 | 23 |
| Commercial mortgage-backed securities | $601,367,000 | 70 |
| Commercial mortgage pass-through securities | $12,822,000 | 343 |
| Other commercial mortgage-backed securities | $588,545,000 | 55 |
| Held to maturity securities (book value) | $136,744,000 | 151 |
| Available-for-sale securities (fair market value) | $2,910,703,000 | 92 |
| Total debt securities | $3,047,446,000 | 101 |
| 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 | $2,997,092,000 | 99 |
| U.S. Government securities | $1,306,963,000 | 136 |
| U.S. Treasury securities | $100,000 | 1,347 |
| U.S. Government agency obligations | $1,306,863,000 | 127 |
| Securities issued by states & political subdivisions | $687,267,000 | 42 |
| Other domestic debt securities | $1,002,738,000 | 30 |
| Privately issued residential mortgage-backed securities | $275,367,000 | 23 |
| Commercial mortgage-backed securities - Total | $243,291,000 | 25 |
| Asset backed securities | $243,056,000 | 33 |
| Structured financial products - Total | $157,376,000 | 27 |
| Other domestic debt securities - All other | $83,648,000 | 87 |
| 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 | $1,116,031,000 | 87 |
| Mortgage-backed securities | $1,825,363,000 | 99 |
| Certificates of participation in pools of residential mortgages | $452,373,000 | 127 |
| Issued or guaranteed by U.S. | $349,115,000 | 157 |
| Privately issued | $103,258,000 | 12 |
| Collaterized mortgage obligations | $795,206,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $623,097,000 | 87 |
| Privately issued | $172,109,000 | 23 |
| Commercial mortgage-backed securities | $577,784,000 | 67 |
| Commercial mortgage pass-through securities | $12,625,000 | 341 |
| Other commercial mortgage-backed securities | $565,159,000 | 51 |
| Held to maturity securities (book value) | $142,862,000 | 155 |
| Available-for-sale securities (fair market value) | $2,854,106,000 | 92 |
| Total debt securities | $2,996,968,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $3,001,654,000 | 94 |
| U.S. Government securities | $1,304,336,000 | 138 |
| U.S. Treasury securities | $100,000 | 1,413 |
| U.S. Government agency obligations | $1,304,236,000 | 129 |
| Securities issued by states & political subdivisions | $624,993,000 | 44 |
| Other domestic debt securities | $1,071,981,000 | 29 |
| Privately issued residential mortgage-backed securities | $295,143,000 | 23 |
| Commercial mortgage-backed securities - Total | $228,567,000 | 25 |
| Asset backed securities | $294,218,000 | 31 |
| Structured financial products - Total | $171,868,000 | 25 |
| Other domestic debt securities - All other | $82,185,000 | 82 |
| 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 | $962,021,000 | 97 |
| Mortgage-backed securities | $1,827,787,000 | 99 |
| Certificates of participation in pools of residential mortgages | $448,389,000 | 129 |
| Issued or guaranteed by U.S. | $338,944,000 | 153 |
| Privately issued | $109,445,000 | 12 |
| Collaterized mortgage obligations | $829,476,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $643,778,000 | 89 |
| Privately issued | $185,698,000 | 23 |
| Commercial mortgage-backed securities | $549,922,000 | 68 |
| Commercial mortgage pass-through securities | $12,785,000 | 347 |
| Other commercial mortgage-backed securities | $537,137,000 | 52 |
| Held to maturity securities (book value) | $148,778,000 | 161 |
| Available-for-sale securities (fair market value) | $2,852,532,000 | 86 |
| Total debt securities | $3,001,309,000 | 93 |
| 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 | $3,312,188,000 | 84 |
| U.S. Government securities | $1,577,995,000 | 123 |
| U.S. Treasury securities | $100,000 | 1,450 |
| U.S. Government agency obligations | $1,577,895,000 | 111 |
| Securities issued by states & political subdivisions | $579,944,000 | 48 |
| Other domestic debt securities | $1,151,395,000 | 26 |
| Privately issued residential mortgage-backed securities | $309,771,000 | 21 |
| Commercial mortgage-backed securities - Total | $238,974,000 | 25 |
| Asset backed securities | $322,771,000 | 29 |
| Structured financial products - Total | $198,330,000 | 25 |
| Other domestic debt securities - All other | $81,549,000 | 83 |
| 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 | $1,131,450,000 | 89 |
| Mortgage-backed securities | $2,101,831,000 | 86 |
| Certificates of participation in pools of residential mortgages | $537,726,000 | 110 |
| Issued or guaranteed by U.S. | $422,733,000 | 134 |
| Privately issued | $114,993,000 | 3 |
| Collaterized mortgage obligations | $969,649,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $774,871,000 | 76 |
| Privately issued | $194,778,000 | 21 |
| Commercial mortgage-backed securities | $594,456,000 | 55 |
| Commercial mortgage pass-through securities | $12,748,000 | 353 |
| Other commercial mortgage-backed securities | $581,708,000 | 46 |
| Held to maturity securities (book value) | $154,327,000 | 167 |
| Available-for-sale securities (fair market value) | $3,155,007,000 | 73 |
| Total debt securities | $3,309,334,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $3,276,985,000 | 87 |
| U.S. Government securities | $1,596,836,000 | 119 |
| U.S. Treasury securities | $98,000 | 1,508 |
| U.S. Government agency obligations | $1,596,738,000 | 104 |
| Securities issued by states & political subdivisions | $565,862,000 | 49 |
| Other domestic debt securities | $1,111,463,000 | 27 |
| Privately issued residential mortgage-backed securities | $301,803,000 | 21 |
| Commercial mortgage-backed securities - Total | $226,683,000 | 24 |
| Asset backed securities | $340,440,000 | 27 |
| Structured financial products - Total | $160,968,000 | 25 |
| Other domestic debt securities - All other | $81,569,000 | 79 |
| 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 | $1,215,925,000 | 85 |
| Mortgage-backed securities | $2,094,624,000 | 85 |
| Certificates of participation in pools of residential mortgages | $583,784,000 | 109 |
| Issued or guaranteed by U.S. | $465,327,000 | 120 |
| Privately issued | $118,457,000 | 3 |
| Collaterized mortgage obligations | $937,570,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $754,224,000 | 75 |
| Privately issued | $183,346,000 | 21 |
| Commercial mortgage-backed securities | $573,270,000 | 56 |
| Commercial mortgage pass-through securities | $12,677,000 | 346 |
| Other commercial mortgage-backed securities | $560,593,000 | 46 |
| Held to maturity securities (book value) | $158,306,000 | 169 |
| Available-for-sale securities (fair market value) | $3,115,855,000 | 75 |
| Total debt securities | $3,274,160,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,213,364,000 | 86 |
| U.S. Government securities | $1,608,983,000 | 119 |
| U.S. Treasury securities | $97,000 | 1,505 |
| U.S. Government agency obligations | $1,608,886,000 | 105 |
| Securities issued by states & political subdivisions | $501,867,000 | 57 |
| Other domestic debt securities | $1,099,783,000 | 30 |
| Privately issued residential mortgage-backed securities | $292,910,000 | 21 |
| Commercial mortgage-backed securities - Total | $222,389,000 | 22 |
| Asset backed securities | $348,531,000 | 27 |
| Structured financial products - Total | $160,700,000 | 25 |
| Other domestic debt securities - All other | $75,253,000 | 85 |
| 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 | $1,214,420,000 | 86 |
| Mortgage-backed securities | $2,092,266,000 | 84 |
| Certificates of participation in pools of residential mortgages | $584,164,000 | 110 |
| Issued or guaranteed by U.S. | $458,287,000 | 125 |
| Privately issued | $125,877,000 | 5 |
| Collaterized mortgage obligations | $939,286,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $772,253,000 | 76 |
| Privately issued | $167,033,000 | 22 |
| Commercial mortgage-backed securities | $568,816,000 | 53 |
| Commercial mortgage pass-through securities | $12,610,000 | 338 |
| Other commercial mortgage-backed securities | $556,206,000 | 46 |
| Held to maturity securities (book value) | $429,328,000 | 93 |
| Available-for-sale securities (fair market value) | $2,781,305,000 | 86 |
| Total debt securities | $3,210,634,000 | 85 |
| 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 | $3,065,923,000 | 87 |
| U.S. Government securities | $1,557,305,000 | 116 |
| U.S. Treasury securities | $95,000 | 1,493 |
| U.S. Government agency obligations | $1,557,210,000 | 102 |
| Securities issued by states & political subdivisions | $490,474,000 | 57 |
| Other domestic debt securities | $1,015,374,000 | 29 |
| Privately issued residential mortgage-backed securities | $239,181,000 | 22 |
| Commercial mortgage-backed securities - Total | $202,081,000 | 23 |
| Asset backed securities | $318,147,000 | 27 |
| Structured financial products - Total | $171,622,000 | 25 |
| Other domestic debt securities - All other | $84,343,000 | 79 |
| 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 | $1,217,689,000 | 83 |
| Mortgage-backed securities | $1,965,627,000 | 86 |
| Certificates of participation in pools of residential mortgages | $594,550,000 | 108 |
| Issued or guaranteed by U.S. | $469,579,000 | 123 |
| Privately issued | $124,971,000 | 5 |
| Collaterized mortgage obligations | $863,509,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $749,299,000 | 75 |
| Privately issued | $114,210,000 | 27 |
| Commercial mortgage-backed securities | $507,568,000 | 56 |
| Commercial mortgage pass-through securities | $12,593,000 | 334 |
| Other commercial mortgage-backed securities | $494,975,000 | 46 |
| Held to maturity securities (book value) | $434,369,000 | 94 |
| Available-for-sale securities (fair market value) | $2,628,784,000 | 87 |
| Total debt securities | $3,063,153,000 | 86 |
| 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 | $3,100,148,000 | 83 |
| U.S. Government securities | $1,620,349,000 | 109 |
| U.S. Treasury securities | $96,000 | 1,466 |
| U.S. Government agency obligations | $1,620,253,000 | 99 |
| Securities issued by states & political subdivisions | $496,509,000 | 60 |
| Other domestic debt securities | $976,038,000 | 31 |
| Privately issued residential mortgage-backed securities | $249,741,000 | 23 |
| Commercial mortgage-backed securities - Total | $149,348,000 | 25 |
| Asset backed securities | $329,630,000 | 25 |
| Structured financial products - Total | $162,598,000 | 25 |
| Other domestic debt securities - All other | $84,721,000 | 73 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,252,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,226,749,000 | 88 |
| Mortgage-backed securities | $1,984,814,000 | 86 |
| Certificates of participation in pools of residential mortgages | $667,376,000 | 99 |
| Issued or guaranteed by U.S. | $536,537,000 | 114 |
| Privately issued | $130,839,000 | 5 |
| Collaterized mortgage obligations | $878,556,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $759,654,000 | 73 |
| Privately issued | $118,902,000 | 27 |
| Commercial mortgage-backed securities | $438,882,000 | 60 |
| Commercial mortgage pass-through securities | $15,957,000 | 274 |
| Other commercial mortgage-backed securities | $422,925,000 | 48 |
| Held to maturity securities (book value) | $443,957,000 | 94 |
| Available-for-sale securities (fair market value) | $2,656,191,000 | 81 |
| Total debt securities | $3,092,895,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,992,608,000 | 124 |
| U.S. Government securities | $957,943,000 | 159 |
| U.S. Treasury securities | $96,000 | 1,415 |
| U.S. Government agency obligations | $957,847,000 | 147 |
| Securities issued by states & political subdivisions | $202,915,000 | 158 |
| Other domestic debt securities | $819,624,000 | 36 |
| Privately issued residential mortgage-backed securities | $224,086,000 | 27 |
| Commercial mortgage-backed securities - Total | $130,687,000 | 27 |
| Asset backed securities | $245,287,000 | 32 |
| Structured financial products - Total | $147,225,000 | 25 |
| Other domestic debt securities - All other | $72,339,000 | 87 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $12,126,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $753,609,000 | 115 |
| Mortgage-backed securities | $1,276,252,000 | 112 |
| Certificates of participation in pools of residential mortgages | $437,652,000 | 135 |
| Issued or guaranteed by U.S. | $300,750,000 | 173 |
| Privately issued | $136,902,000 | 5 |
| Collaterized mortgage obligations | $436,405,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $349,221,000 | 116 |
| Privately issued | $87,184,000 | 38 |
| Commercial mortgage-backed securities | $402,195,000 | 60 |
| Commercial mortgage pass-through securities | $15,023,000 | 228 |
| Other commercial mortgage-backed securities | $387,172,000 | 50 |
| Held to maturity securities (book value) | $633,722,000 | 74 |
| Available-for-sale securities (fair market value) | $1,358,886,000 | 137 |
| Total debt securities | $1,980,483,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,002,974,000 | 120 |
| U.S. Government securities | $983,106,000 | 150 |
| U.S. Treasury securities | $97,000 | 1,319 |
| U.S. Government agency obligations | $983,009,000 | 140 |
| Securities issued by states & political subdivisions | $207,929,000 | 151 |
| Other domestic debt securities | $799,687,000 | 34 |
| Privately issued residential mortgage-backed securities | $225,083,000 | 27 |
| Commercial mortgage-backed securities - Total | $123,195,000 | 26 |
| Asset backed securities | $231,762,000 | 30 |
| Structured financial products - Total | $147,215,000 | 25 |
| Other domestic debt securities - All other | $72,432,000 | 84 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,252,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $819,380,000 | 111 |
| Mortgage-backed securities | $1,304,204,000 | 102 |
| Certificates of participation in pools of residential mortgages | $451,137,000 | 129 |
| Issued or guaranteed by U.S. | $307,738,000 | 166 |
| Privately issued | $143,399,000 | 5 |
| Collaterized mortgage obligations | $448,936,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $367,252,000 | 109 |
| Privately issued | $81,684,000 | 37 |
| Commercial mortgage-backed securities | $404,131,000 | 57 |
| Commercial mortgage pass-through securities | $17,831,000 | 206 |
| Other commercial mortgage-backed securities | $386,300,000 | 48 |
| Held to maturity securities (book value) | $654,008,000 | 75 |
| Available-for-sale securities (fair market value) | $1,348,966,000 | 134 |
| Total debt securities | $1,990,721,000 | 119 |
| 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 | $1,956,140,000 | 119 |
| U.S. Government securities | $1,014,379,000 | 146 |
| U.S. Treasury securities | $98,000 | 1,302 |
| U.S. Government agency obligations | $1,014,281,000 | 136 |
| Securities issued by states & political subdivisions | $204,342,000 | 153 |
| Other domestic debt securities | $725,091,000 | 36 |
| Privately issued residential mortgage-backed securities | $213,027,000 | 26 |
| Commercial mortgage-backed securities - Total | $103,068,000 | 30 |
| Asset backed securities | $228,238,000 | 29 |
| Structured financial products - Total | $113,643,000 | 29 |
| Other domestic debt securities - All other | $67,115,000 | 98 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $12,328,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $919,650,000 | 110 |
| Mortgage-backed securities | $1,302,280,000 | 103 |
| Certificates of participation in pools of residential mortgages | $443,584,000 | 130 |
| Issued or guaranteed by U.S. | $307,593,000 | 165 |
| Privately issued | $135,991,000 | 6 |
| Collaterized mortgage obligations | $458,909,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $381,873,000 | 103 |
| Privately issued | $77,036,000 | 39 |
| Commercial mortgage-backed securities | $399,787,000 | 58 |
| Commercial mortgage pass-through securities | $28,256,000 | 146 |
| Other commercial mortgage-backed securities | $371,531,000 | 49 |
| Held to maturity securities (book value) | $669,816,000 | 74 |
| Available-for-sale securities (fair market value) | $1,286,324,000 | 137 |
| Total debt securities | $1,943,812,000 | 117 |
| 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 | $1,994,436,000 | 115 |
| U.S. Government securities | $1,056,967,000 | 142 |
| U.S. Treasury securities | $98,000 | 1,341 |
| U.S. Government agency obligations | $1,056,869,000 | 133 |
| Securities issued by states & political subdivisions | $199,050,000 | 157 |
| Other domestic debt securities | $720,048,000 | 38 |
| Privately issued residential mortgage-backed securities | $224,629,000 | 26 |
| Commercial mortgage-backed securities - Total | $99,648,000 | 30 |
| Asset backed securities | $233,764,000 | 30 |
| Structured financial products - Total | $95,013,000 | 28 |
| Other domestic debt securities - All other | $66,994,000 | 95 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $18,371,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $918,162,000 | 108 |
| Mortgage-backed securities | $1,351,891,000 | 103 |
| Certificates of participation in pools of residential mortgages | $442,727,000 | 133 |
| Issued or guaranteed by U.S. | $299,723,000 | 169 |
| Privately issued | $143,004,000 | 6 |
| Collaterized mortgage obligations | $490,017,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $408,392,000 | 99 |
| Privately issued | $81,625,000 | 40 |
| Commercial mortgage-backed securities | $419,147,000 | 56 |
| Commercial mortgage pass-through securities | $49,995,000 | 105 |
| Other commercial mortgage-backed securities | $369,152,000 | 51 |
| Held to maturity securities (book value) | $696,269,000 | 74 |
| Available-for-sale securities (fair market value) | $1,298,167,000 | 136 |
| Total debt securities | $1,976,066,000 | 114 |
| 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 | $1,950,442,000 | 116 |
| U.S. Government securities | $1,021,728,000 | 146 |
| U.S. Treasury securities | $98,000 | 1,379 |
| U.S. Government agency obligations | $1,021,630,000 | 137 |
| Securities issued by states & political subdivisions | $181,331,000 | 170 |
| Other domestic debt securities | $734,653,000 | 36 |
| Privately issued residential mortgage-backed securities | $222,444,000 | 26 |
| Commercial mortgage-backed securities - Total | $103,569,000 | 29 |
| Asset backed securities | $236,227,000 | 33 |
| Structured financial products - Total | $110,754,000 | 25 |
| Other domestic debt securities - All other | $61,659,000 | 111 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $12,730,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $896,337,000 | 106 |
| Mortgage-backed securities | $1,316,676,000 | 106 |
| Certificates of participation in pools of residential mortgages | $432,924,000 | 135 |
| Issued or guaranteed by U.S. | $297,715,000 | 169 |
| Privately issued | $135,209,000 | 5 |
| Collaterized mortgage obligations | $455,124,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $367,889,000 | 108 |
| Privately issued | $87,235,000 | 38 |
| Commercial mortgage-backed securities | $428,628,000 | 51 |
| Commercial mortgage pass-through securities | $76,784,000 | 76 |
| Other commercial mortgage-backed securities | $351,844,000 | 49 |
| Held to maturity securities (book value) | $730,796,000 | 74 |
| Available-for-sale securities (fair market value) | $1,219,646,000 | 140 |
| Total debt securities | $1,937,713,000 | 114 |
| Structured notes | ||
| Amortized cost | $8,691,000 | 168 |
| Fair value | $8,543,000 | 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 | $1,802,738,000 | 120 |
| U.S. Government securities | $959,559,000 | 147 |
| U.S. Treasury securities | $97,000 | 1,354 |
| U.S. Government agency obligations | $959,462,000 | 139 |
| Securities issued by states & political subdivisions | $167,466,000 | 179 |
| Other domestic debt securities | $663,108,000 | 39 |
| Privately issued residential mortgage-backed securities | $210,372,000 | 29 |
| Commercial mortgage-backed securities - Total | $97,861,000 | 31 |
| Asset backed securities | $245,224,000 | 32 |
| Structured financial products - Total | $75,988,000 | 30 |
| Other domestic debt securities - All other | $33,663,000 | 184 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $12,605,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,783,000 | 98 |
| Mortgage-backed securities | $1,247,668,000 | 107 |
| Certificates of participation in pools of residential mortgages | $388,918,000 | 146 |
| Issued or guaranteed by U.S. | $258,027,000 | 190 |
| Privately issued | $130,891,000 | 5 |
| Collaterized mortgage obligations | $426,423,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $346,942,000 | 111 |
| Privately issued | $79,481,000 | 44 |
| Commercial mortgage-backed securities | $432,327,000 | 52 |
| Commercial mortgage pass-through securities | $76,592,000 | 75 |
| Other commercial mortgage-backed securities | $355,735,000 | 49 |
| Held to maturity securities (book value) | $763,254,000 | 72 |
| Available-for-sale securities (fair market value) | $1,039,484,000 | 149 |
| Total debt securities | $1,790,132,000 | 118 |
| Structured notes | ||
| Amortized cost | $8,691,000 | 160 |
| Fair value | $8,528,000 | 161 |
| 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 | $1,748,603,000 | 122 |
| U.S. Government securities | $995,561,000 | 140 |
| U.S. Treasury securities | $102,000 | 1,186 |
| U.S. Government agency obligations | $995,459,000 | 131 |
| Securities issued by states & political subdivisions | $145,702,000 | 217 |
| Other domestic debt securities | $596,121,000 | 41 |
| Privately issued residential mortgage-backed securities | $199,682,000 | 28 |
| Commercial mortgage-backed securities - Total | $86,598,000 | 30 |
| Asset backed securities | $200,329,000 | 33 |
| Structured financial products - Total | $85,663,000 | 28 |
| Other domestic debt securities - All other | $23,849,000 | 236 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $11,219,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,633,000 | 102 |
| Mortgage-backed securities | $1,260,231,000 | 107 |
| Certificates of participation in pools of residential mortgages | $309,511,000 | 156 |
| Issued or guaranteed by U.S. | $277,473,000 | 167 |
| Privately issued | $32,038,000 | 6 |
| Collaterized mortgage obligations | $525,063,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $357,419,000 | 112 |
| Privately issued | $167,644,000 | 25 |
| Commercial mortgage-backed securities | $425,657,000 | 51 |
| Commercial mortgage pass-through securities | $70,496,000 | 72 |
| Other commercial mortgage-backed securities | $355,161,000 | 48 |
| Held to maturity securities (book value) | $628,497,000 | 81 |
| Available-for-sale securities (fair market value) | $1,120,106,000 | 139 |
| Total debt securities | $1,737,385,000 | 121 |
| Structured notes | ||
| Amortized cost | $8,704,000 | 156 |
| Fair value | $8,537,000 | 157 |
| 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 | $1,784,088,000 | 120 |
| U.S. Government securities | $1,038,795,000 | 135 |
| U.S. Treasury securities | $102,000 | 1,222 |
| U.S. Government agency obligations | $1,038,693,000 | 127 |
| Securities issued by states & political subdivisions | $140,696,000 | 229 |
| Other domestic debt securities | $593,403,000 | 42 |
| Privately issued residential mortgage-backed securities | $200,662,000 | 28 |
| Commercial mortgage-backed securities - Total | $86,712,000 | 33 |
| Asset backed securities | $182,309,000 | 37 |
| Structured financial products - Total | $84,869,000 | 29 |
| Other domestic debt securities - All other | $38,851,000 | 169 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $11,194,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,135,000 | 100 |
| Mortgage-backed securities | $1,303,996,000 | 101 |
| Certificates of participation in pools of residential mortgages | $247,402,000 | 188 |
| Issued or guaranteed by U.S. | $214,173,000 | 213 |
| Privately issued | $33,229,000 | 9 |
| Collaterized mortgage obligations | $629,921,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $462,488,000 | 93 |
| Privately issued | $167,433,000 | 28 |
| Commercial mortgage-backed securities | $426,673,000 | 50 |
| Commercial mortgage pass-through securities | $63,135,000 | 72 |
| Other commercial mortgage-backed securities | $363,538,000 | 47 |
| Held to maturity securities (book value) | $670,111,000 | 80 |
| Available-for-sale securities (fair market value) | $1,113,977,000 | 137 |
| Total debt securities | $1,772,892,000 | 118 |
| Structured notes | ||
| Amortized cost | $24,427,000 | 64 |
| Fair value | $24,159,000 | 64 |
| 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 | $1,866,252,000 | 118 |
| U.S. Government securities | $1,105,530,000 | 131 |
| U.S. Treasury securities | $101,000 | 1,266 |
| U.S. Government agency obligations | $1,105,429,000 | 123 |
| Securities issued by states & political subdivisions | $133,390,000 | 238 |
| Other domestic debt securities | $616,231,000 | 41 |
| Privately issued residential mortgage-backed securities | $204,238,000 | 25 |
| Commercial mortgage-backed securities - Total | $91,843,000 | 31 |
| Asset backed securities | $169,138,000 | 36 |
| Structured financial products - Total | $84,358,000 | 30 |
| Other domestic debt securities - All other | $66,654,000 | 103 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $11,101,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $968,354,000 | 103 |
| Mortgage-backed securities | $1,378,169,000 | 96 |
| Certificates of participation in pools of residential mortgages | $265,077,000 | 174 |
| Issued or guaranteed by U.S. | $231,055,000 | 204 |
| Privately issued | $34,022,000 | 6 |
| Collaterized mortgage obligations | $680,226,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $510,010,000 | 88 |
| Privately issued | $170,216,000 | 27 |
| Commercial mortgage-backed securities | $432,866,000 | 49 |
| Commercial mortgage pass-through securities | $61,976,000 | 67 |
| Other commercial mortgage-backed securities | $370,890,000 | 48 |
| Held to maturity securities (book value) | $702,315,000 | 79 |
| Available-for-sale securities (fair market value) | $1,163,937,000 | 137 |
| Total debt securities | $1,855,151,000 | 117 |
| Structured notes | ||
| Amortized cost | $24,442,000 | 70 |
| Fair value | $24,299,000 | 69 |
| 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 | $1,916,566,000 | 112 |
| U.S. Government securities | $1,166,090,000 | 123 |
| U.S. Treasury securities | $97,000 | 1,347 |
| U.S. Government agency obligations | $1,165,993,000 | 116 |
| Securities issued by states & political subdivisions | $134,783,000 | 228 |
| Other domestic debt securities | $602,774,000 | 43 |
| Privately issued residential mortgage-backed securities | $209,186,000 | 25 |
| Commercial mortgage-backed securities - Total | $92,031,000 | 30 |
| Asset backed securities | $147,825,000 | 37 |
| Structured financial products - Total | $85,176,000 | 28 |
| Other domestic debt securities - All other | $68,556,000 | 101 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,919,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,041,795,000 | 95 |
| Mortgage-backed securities | $1,443,384,000 | 92 |
| Certificates of participation in pools of residential mortgages | $303,880,000 | 160 |
| Issued or guaranteed by U.S. | $269,795,000 | 173 |
| Privately issued | $34,085,000 | 7 |
| Collaterized mortgage obligations | $717,468,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $542,367,000 | 81 |
| Privately issued | $175,101,000 | 25 |
| Commercial mortgage-backed securities | $422,036,000 | 45 |
| Commercial mortgage pass-through securities | $50,389,000 | 69 |
| Other commercial mortgage-backed securities | $371,647,000 | 44 |
| Held to maturity securities (book value) | $726,259,000 | 75 |
| Available-for-sale securities (fair market value) | $1,190,307,000 | 129 |
| Total debt securities | $1,903,648,000 | 111 |
| Structured notes | ||
| Amortized cost | $24,456,000 | 91 |
| Fair value | $24,210,000 | 90 |
| 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 | $1,825,396,000 | 118 |
| U.S. Government securities | $1,135,131,000 | 124 |
| U.S. Treasury securities | $99,000 | 1,281 |
| U.S. Government agency obligations | $1,135,032,000 | 117 |
| Securities issued by states & political subdivisions | $138,920,000 | 221 |
| Other domestic debt securities | $539,011,000 | 45 |
| Privately issued residential mortgage-backed securities | $172,025,000 | 29 |
| Commercial mortgage-backed securities - Total | $84,041,000 | 31 |
| Asset backed securities | $127,730,000 | 41 |
| Structured financial products - Total | $85,727,000 | 27 |
| Other domestic debt securities - All other | $69,488,000 | 104 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $12,334,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,038,400,000 | 95 |
| Mortgage-backed securities | $1,366,166,000 | 96 |
| Certificates of participation in pools of residential mortgages | $299,756,000 | 164 |
| Issued or guaranteed by U.S. | $274,607,000 | 169 |
| Privately issued | $25,149,000 | 8 |
| Collaterized mortgage obligations | $672,189,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $525,313,000 | 86 |
| Privately issued | $146,876,000 | 28 |
| Commercial mortgage-backed securities | $394,221,000 | 45 |
| Commercial mortgage pass-through securities | $34,799,000 | 90 |
| Other commercial mortgage-backed securities | $359,422,000 | 42 |
| Held to maturity securities (book value) | $756,035,000 | 71 |
| Available-for-sale securities (fair market value) | $1,069,361,000 | 135 |
| Total debt securities | $1,813,064,000 | 117 |
| Structured notes | ||
| Amortized cost | $24,469,000 | 109 |
| Fair value | $24,151,000 | 108 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,747,322,000 | 118 |
| U.S. Government securities | $1,142,997,000 | 120 |
| U.S. Treasury securities | $97,000 | 1,332 |
| U.S. Government agency obligations | $1,142,900,000 | 116 |
| Securities issued by states & political subdivisions | $132,775,000 | 223 |
| Other domestic debt securities | $459,396,000 | 49 |
| Privately issued residential mortgage-backed securities | $127,465,000 | 34 |
| Commercial mortgage-backed securities - Total | $84,148,000 | 31 |
| Asset backed securities | $118,438,000 | 43 |
| Structured financial products - Total | $69,881,000 | 29 |
| Other domestic debt securities - All other | $59,464,000 | 113 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $12,154,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,039,404,000 | 97 |
| Mortgage-backed securities | $1,329,286,000 | 99 |
| Certificates of participation in pools of residential mortgages | $331,622,000 | 147 |
| Issued or guaranteed by U.S. | $305,995,000 | 156 |
| Privately issued | $25,627,000 | 8 |
| Collaterized mortgage obligations | $645,480,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $543,642,000 | 86 |
| Privately issued | $101,838,000 | 37 |
| Commercial mortgage-backed securities | $352,184,000 | 47 |
| Commercial mortgage pass-through securities | $12,168,000 | 165 |
| Other commercial mortgage-backed securities | $340,016,000 | 42 |
| Held to maturity securities (book value) | $791,839,000 | 66 |
| Available-for-sale securities (fair market value) | $955,483,000 | 148 |
| Total debt securities | $1,735,168,000 | 118 |
| Structured notes | ||
| Amortized cost | $13,609,000 | 221 |
| Fair value | $13,778,000 | 214 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,731,542,000 | 119 |
| U.S. Government securities | $1,205,867,000 | 118 |
| U.S. Treasury securities | $99,000 | 1,307 |
| U.S. Government agency obligations | $1,205,768,000 | 113 |
| Securities issued by states & political subdivisions | $112,064,000 | 275 |
| Other domestic debt securities | $401,298,000 | 55 |
| Privately issued residential mortgage-backed securities | $116,678,000 | 38 |
| Commercial mortgage-backed securities - Total | $84,189,000 | 30 |
| Asset backed securities | $65,565,000 | 55 |
| Structured financial products - Total | $59,896,000 | 31 |
| Other domestic debt securities - All other | $74,970,000 | 95 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $12,313,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,056,019,000 | 98 |
| Mortgage-backed securities | $1,378,090,000 | 96 |
| Certificates of participation in pools of residential mortgages | $312,394,000 | 156 |
| Issued or guaranteed by U.S. | $294,205,000 | 159 |
| Privately issued | $18,189,000 | 10 |
| Collaterized mortgage obligations | $708,378,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $609,889,000 | 76 |
| Privately issued | $98,489,000 | 37 |
| Commercial mortgage-backed securities | $357,318,000 | 43 |
| Commercial mortgage pass-through securities | $1,988,000 | 419 |
| Other commercial mortgage-backed securities | $355,330,000 | 38 |
| Held to maturity securities (book value) | $839,666,000 | 64 |
| Available-for-sale securities (fair market value) | $891,876,000 | 158 |
| Total debt securities | $1,719,229,000 | 119 |
| Structured notes | ||
| Amortized cost | $13,628,000 | 239 |
| Fair value | $13,948,000 | 233 |
| 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 | $1,708,188,000 | 117 |
| U.S. Government securities | $1,247,823,000 | 112 |
| U.S. Treasury securities | $97,000 | 1,345 |
| U.S. Government agency obligations | $1,247,726,000 | 106 |
| Securities issued by states & political subdivisions | $99,245,000 | 309 |
| Other domestic debt securities | $349,083,000 | 62 |
| Privately issued residential mortgage-backed securities | $120,177,000 | 34 |
| Commercial mortgage-backed securities - Total | $84,263,000 | 31 |
| Asset backed securities | $54,840,000 | 52 |
| Structured financial products - Total | $19,996,000 | 45 |
| Other domestic debt securities - All other | $69,807,000 | 100 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,037,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,126,654,000 | 94 |
| Mortgage-backed securities | $1,422,715,000 | 92 |
| Certificates of participation in pools of residential mortgages | $325,913,000 | 155 |
| Issued or guaranteed by U.S. | $307,410,000 | 157 |
| Privately issued | $18,503,000 | 11 |
| Collaterized mortgage obligations | $737,787,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $636,113,000 | 74 |
| Privately issued | $101,674,000 | 37 |
| Commercial mortgage-backed securities | $359,015,000 | 42 |
| Commercial mortgage pass-through securities | $2,002,000 | 408 |
| Other commercial mortgage-backed securities | $357,013,000 | 37 |
| Held to maturity securities (book value) | $867,996,000 | 62 |
| Available-for-sale securities (fair market value) | $840,192,000 | 166 |
| Total debt securities | $1,696,151,000 | 117 |
| Structured notes | ||
| Amortized cost | $13,647,000 | 248 |
| Fair value | $13,768,000 | 245 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,829,871,000 | 112 |
| U.S. Government securities | $1,359,196,000 | 105 |
| U.S. Treasury securities | $95,000 | 1,365 |
| U.S. Government agency obligations | $1,359,101,000 | 100 |
| Securities issued by states & political subdivisions | $96,256,000 | 318 |
| Other domestic debt securities | $362,605,000 | 61 |
| Privately issued residential mortgage-backed securities | $130,310,000 | 34 |
| Commercial mortgage-backed securities - Total | $84,478,000 | 31 |
| Asset backed securities | $56,882,000 | 53 |
| Structured financial products - Total | $20,054,000 | 44 |
| Other domestic debt securities - All other | $70,881,000 | 102 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $11,814,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,254,705,000 | 87 |
| Mortgage-backed securities | $1,543,702,000 | 87 |
| Certificates of participation in pools of residential mortgages | $383,109,000 | 131 |
| Issued or guaranteed by U.S. | $357,995,000 | 137 |
| Privately issued | $25,114,000 | 9 |
| Collaterized mortgage obligations | $797,228,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $692,032,000 | 70 |
| Privately issued | $105,196,000 | 39 |
| Commercial mortgage-backed securities | $363,365,000 | 39 |
| Commercial mortgage pass-through securities | $2,035,000 | 401 |
| Other commercial mortgage-backed securities | $361,330,000 | 33 |
| Held to maturity securities (book value) | $900,521,000 | 60 |
| Available-for-sale securities (fair market value) | $929,350,000 | 154 |
| Total debt securities | $1,818,057,000 | 112 |
| Structured notes | ||
| Amortized cost | $13,667,000 | 290 |
| Fair value | $13,754,000 | 286 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,796,995,000 | 114 |
| U.S. Government securities | $1,381,006,000 | 104 |
| U.S. Treasury securities | $95,000 | 1,326 |
| U.S. Government agency obligations | $1,380,911,000 | 100 |
| Securities issued by states & political subdivisions | $75,753,000 | 424 |
| Other domestic debt securities | $328,447,000 | 66 |
| Privately issued residential mortgage-backed securities | $126,187,000 | 36 |
| Commercial mortgage-backed securities - Total | $76,596,000 | 33 |
| Asset backed securities | $47,996,000 | 58 |
| Structured financial products - Total | $10,000,000 | 62 |
| Other domestic debt securities - All other | $67,668,000 | 105 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $11,789,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,230,294,000 | 90 |
| Mortgage-backed securities | $1,555,830,000 | 89 |
| Certificates of participation in pools of residential mortgages | $399,493,000 | 131 |
| Issued or guaranteed by U.S. | $373,867,000 | 135 |
| Privately issued | $25,626,000 | 9 |
| Collaterized mortgage obligations | $808,610,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $708,049,000 | 71 |
| Privately issued | $100,561,000 | 39 |
| Commercial mortgage-backed securities | $347,727,000 | 38 |
| Commercial mortgage pass-through securities | $2,056,000 | 406 |
| Other commercial mortgage-backed securities | $345,671,000 | 32 |
| Held to maturity securities (book value) | $899,502,000 | 60 |
| Available-for-sale securities (fair market value) | $897,493,000 | 156 |
| Total debt securities | $1,785,206,000 | 114 |
| Structured notes | ||
| Amortized cost | $13,686,000 | 307 |
| Fair value | $13,845,000 | 306 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,753,120,000 | 114 |
| U.S. Government securities | $1,374,165,000 | 104 |
| U.S. Treasury securities | $93,000 | 1,180 |
| U.S. Government agency obligations | $1,374,072,000 | 98 |
| Securities issued by states & political subdivisions | $75,079,000 | 427 |
| Other domestic debt securities | $292,269,000 | 77 |
| Privately issued residential mortgage-backed securities | $108,239,000 | 42 |
| Commercial mortgage-backed securities - Total | $76,635,000 | 30 |
| Asset backed securities | $49,430,000 | 60 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $57,965,000 | 125 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $11,607,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,118,725,000 | 94 |
| Mortgage-backed securities | $1,530,613,000 | 88 |
| Certificates of participation in pools of residential mortgages | $393,813,000 | 133 |
| Issued or guaranteed by U.S. | $369,758,000 | 137 |
| Privately issued | $24,055,000 | 9 |
| Collaterized mortgage obligations | $798,125,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $713,941,000 | 70 |
| Privately issued | $84,184,000 | 42 |
| Commercial mortgage-backed securities | $338,675,000 | 40 |
| Commercial mortgage pass-through securities | $2,059,000 | 390 |
| Other commercial mortgage-backed securities | $336,616,000 | 33 |
| Held to maturity securities (book value) | $890,806,000 | 60 |
| Available-for-sale securities (fair market value) | $862,314,000 | 160 |
| Total debt securities | $1,741,512,000 | 114 |
| Structured notes | ||
| Amortized cost | $8,912,000 | 483 |
| Fair value | $9,028,000 | 463 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,750,644,000 | 114 |
| U.S. Government securities | $1,320,827,000 | 107 |
| U.S. Treasury securities | $90,000 | 1,110 |
| U.S. Government agency obligations | $1,320,737,000 | 104 |
| Securities issued by states & political subdivisions | $77,691,000 | 406 |
| Other domestic debt securities | $342,878,000 | 68 |
| Privately issued residential mortgage-backed securities | $99,824,000 | 43 |
| Commercial mortgage-backed securities - Total | $62,343,000 | 33 |
| Asset backed securities | $50,554,000 | 65 |
| Structured financial products - Total | $63,040,000 | 32 |
| Other domestic debt securities - All other | $67,117,000 | 110 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $9,248,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,118,498,000 | 94 |
| Mortgage-backed securities | $1,454,348,000 | 89 |
| Certificates of participation in pools of residential mortgages | $407,180,000 | 127 |
| Issued or guaranteed by U.S. | $382,903,000 | 131 |
| Privately issued | $24,277,000 | 9 |
| Collaterized mortgage obligations | $781,916,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $706,369,000 | 71 |
| Privately issued | $75,547,000 | 45 |
| Commercial mortgage-backed securities | $265,252,000 | 47 |
| Commercial mortgage pass-through securities | $3,559,000 | 285 |
| Other commercial mortgage-backed securities | $261,693,000 | 35 |
| Held to maturity securities (book value) | $837,272,000 | 58 |
| Available-for-sale securities (fair market value) | $913,372,000 | 156 |
| Total debt securities | $1,741,396,000 | 113 |
| Structured notes | ||
| Amortized cost | $8,933,000 | 474 |
| Fair value | $8,973,000 | 443 |
| 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 | $1,523,656,000 | 122 |
| U.S. Government securities | $1,243,837,000 | 112 |
| U.S. Treasury securities | $93,000 | 1,110 |
| U.S. Government agency obligations | $1,243,744,000 | 108 |
| Securities issued by states & political subdivisions | $67,299,000 | 499 |
| Other domestic debt securities | $203,174,000 | 99 |
| Privately issued residential mortgage-backed securities | $68,373,000 | 50 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $67,457,000 | 58 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $67,344,000 | 116 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $9,346,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,079,765,000 | 90 |
| Mortgage-backed securities | $1,282,531,000 | 102 |
| Certificates of participation in pools of residential mortgages | $383,914,000 | 129 |
| Issued or guaranteed by U.S. | $376,636,000 | 128 |
| Privately issued | $7,278,000 | 17 |
| Collaterized mortgage obligations | $746,184,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $685,089,000 | 75 |
| Privately issued | $61,095,000 | 49 |
| Commercial mortgage-backed securities | $152,433,000 | 60 |
| Commercial mortgage pass-through securities | $3,596,000 | 267 |
| Other commercial mortgage-backed securities | $148,837,000 | 47 |
| Held to maturity securities (book value) | $669,093,000 | 62 |
| Available-for-sale securities (fair market value) | $854,563,000 | 160 |
| Total debt securities | $1,514,310,000 | 122 |
| Structured notes | ||
| Amortized cost | $8,954,000 | 462 |
| Fair value | $8,917,000 | 441 |
| 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 | $1,554,751,000 | 122 |
| U.S. Government securities | $1,289,219,000 | 110 |
| U.S. Treasury securities | $93,000 | 1,132 |
| U.S. Government agency obligations | $1,289,126,000 | 106 |
| Securities issued by states & political subdivisions | $74,399,000 | 437 |
| Other domestic debt securities | $181,506,000 | 102 |
| Privately issued residential mortgage-backed securities | $52,698,000 | 59 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $53,405,000 | 67 |
| Structured financial products - Total | $7,081,000 | 78 |
| Other domestic debt securities - All other | $68,322,000 | 116 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $9,627,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,079,264,000 | 85 |
| Mortgage-backed securities | $1,311,823,000 | 100 |
| Certificates of participation in pools of residential mortgages | $391,637,000 | 129 |
| Issued or guaranteed by U.S. | $391,637,000 | 128 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $775,746,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $723,048,000 | 72 |
| Privately issued | $52,698,000 | 56 |
| Commercial mortgage-backed securities | $144,440,000 | 62 |
| Commercial mortgage pass-through securities | $3,658,000 | 263 |
| Other commercial mortgage-backed securities | $140,782,000 | 47 |
| Held to maturity securities (book value) | $670,246,000 | 54 |
| Available-for-sale securities (fair market value) | $884,505,000 | 156 |
| Total debt securities | $1,545,125,000 | 122 |
| Structured notes | ||
| Amortized cost | $8,974,000 | 449 |
| Fair value | $8,936,000 | 434 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,668,067,000 | 118 |
| U.S. Government securities | $1,427,129,000 | 106 |
| U.S. Treasury securities | $98,000 | 1,141 |
| U.S. Government agency obligations | $1,427,031,000 | 101 |
| Securities issued by states & political subdivisions | $44,126,000 | 838 |
| Other domestic debt securities | $186,822,000 | 99 |
| Privately issued residential mortgage-backed securities | $64,412,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $55,796,000 | 64 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $66,614,000 | 115 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $9,990,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,121,742,000 | 83 |
| Mortgage-backed securities | $1,460,350,000 | 94 |
| Certificates of participation in pools of residential mortgages | $434,494,000 | 123 |
| Issued or guaranteed by U.S. | $434,494,000 | 121 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $875,632,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $811,220,000 | 69 |
| Privately issued | $64,412,000 | 50 |
| Commercial mortgage-backed securities | $150,224,000 | 55 |
| Commercial mortgage pass-through securities | $3,730,000 | 242 |
| Other commercial mortgage-backed securities | $146,494,000 | 43 |
| Held to maturity securities (book value) | $716,214,000 | 48 |
| Available-for-sale securities (fair market value) | $951,853,000 | 151 |
| Total debt securities | $1,658,079,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,799,229,000 | 112 |
| U.S. Government securities | $1,577,455,000 | 100 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,577,455,000 | 96 |
| Securities issued by states & political subdivisions | $45,655,000 | 788 |
| Other domestic debt securities | $166,164,000 | 105 |
| Privately issued residential mortgage-backed securities | $67,073,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $57,089,000 | 65 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $42,002,000 | 156 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $9,955,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,188,626,000 | 81 |
| Mortgage-backed securities | $1,608,121,000 | 85 |
| Certificates of participation in pools of residential mortgages | $513,809,000 | 111 |
| Issued or guaranteed by U.S. | $513,809,000 | 110 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $973,492,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $906,419,000 | 66 |
| Privately issued | $67,073,000 | 51 |
| Commercial mortgage-backed securities | $120,820,000 | 53 |
| Commercial mortgage pass-through securities | $3,767,000 | 205 |
| Other commercial mortgage-backed securities | $117,053,000 | 42 |
| Held to maturity securities (book value) | $770,755,000 | 44 |
| Available-for-sale securities (fair market value) | $1,028,474,000 | 142 |
| Total debt securities | $1,789,272,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,508,463,000 | 126 |
| U.S. Government securities | $1,445,328,000 | 106 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,445,328,000 | 100 |
| Securities issued by states & political subdivisions | $8,675,000 | 3,014 |
| Other domestic debt securities | $46,447,000 | 256 |
| Privately issued residential mortgage-backed securities | $31,894,000 | 103 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $14,553,000 | 371 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $8,013,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,504,000 | 92 |
| Mortgage-backed securities | $1,430,216,000 | 93 |
| Certificates of participation in pools of residential mortgages | $497,302,000 | 118 |
| Issued or guaranteed by U.S. | $497,302,000 | 116 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $852,279,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $820,385,000 | 68 |
| Privately issued | $31,894,000 | 97 |
| Commercial mortgage-backed securities | $80,635,000 | 61 |
| Commercial mortgage pass-through securities | $3,768,000 | 178 |
| Other commercial mortgage-backed securities | $76,867,000 | 48 |
| Held to maturity securities (book value) | $822,320,000 | 41 |
| Available-for-sale securities (fair market value) | $686,143,000 | 200 |
| Total debt securities | $1,500,449,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,594,803,000 | 120 |
| U.S. Government securities | $1,536,448,000 | 101 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,536,448,000 | 95 |
| Securities issued by states & political subdivisions | $10,118,000 | 2,733 |
| Other domestic debt securities | $40,339,000 | 284 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,097 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $40,315,000 | 171 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $7,898,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $627,434,000 | 122 |
| Mortgage-backed securities | $1,489,275,000 | 89 |
| Certificates of participation in pools of residential mortgages | $634,164,000 | 97 |
| Issued or guaranteed by U.S. | $634,164,000 | 96 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $805,142,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $805,118,000 | 68 |
| Privately issued | $24,000 | 1,052 |
| Commercial mortgage-backed securities | $49,969,000 | 72 |
| Commercial mortgage pass-through securities | $3,878,000 | 159 |
| Other commercial mortgage-backed securities | $46,091,000 | 57 |
| Held to maturity securities (book value) | $873,538,000 | 40 |
| Available-for-sale securities (fair market value) | $721,265,000 | 187 |
| Total debt securities | $1,586,905,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,650,830,000 | 122 |
| U.S. Government securities | $1,591,323,000 | 103 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,591,323,000 | 95 |
| Securities issued by states & political subdivisions | $11,267,000 | 2,486 |
| Other domestic debt securities | $40,470,000 | 282 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,129 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $40,443,000 | 165 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $7,770,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $899,501,000 | 99 |
| Mortgage-backed securities | $1,544,905,000 | 85 |
| Certificates of participation in pools of residential mortgages | $676,765,000 | 97 |
| Issued or guaranteed by U.S. | $676,765,000 | 96 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $818,547,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $818,520,000 | 67 |
| Privately issued | $27,000 | 1,086 |
| Commercial mortgage-backed securities | $49,593,000 | 64 |
| Commercial mortgage pass-through securities | $3,855,000 | 138 |
| Other commercial mortgage-backed securities | $45,738,000 | 51 |
| Held to maturity securities (book value) | $917,758,000 | 41 |
| Available-for-sale securities (fair market value) | $733,072,000 | 187 |
| Total debt securities | $1,643,059,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,441,828,000 | 127 |
| U.S. Government securities | $1,409,627,000 | 105 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,409,627,000 | 101 |
| Securities issued by states & political subdivisions | $12,284,000 | 2,341 |
| Other domestic debt securities | $12,196,000 | 647 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,208 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $12,165,000 | 388 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $7,721,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $757,386,000 | 104 |
| Mortgage-backed securities | $1,363,469,000 | 90 |
| Certificates of participation in pools of residential mortgages | $676,673,000 | 93 |
| Issued or guaranteed by U.S. | $676,673,000 | 93 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $682,898,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $682,867,000 | 69 |
| Privately issued | $31,000 | 1,146 |
| Commercial mortgage-backed securities | $3,898,000 | 201 |
| Commercial mortgage pass-through securities | $3,898,000 | 106 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,664,000 | 1,662 |
| Available-for-sale securities (fair market value) | $1,439,164,000 | 111 |
| Total debt securities | $1,434,107,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,120,641,000 | 154 |
| U.S. Government securities | $1,098,357,000 | 123 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,098,357,000 | 119 |
| Securities issued by states & political subdivisions | $14,591,000 | 2,008 |
| Other domestic debt securities | $34,000 | 2,796 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,222 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $7,659,000 | 175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $762,446,000 | 102 |
| Mortgage-backed securities | $1,093,279,000 | 111 |
| Certificates of participation in pools of residential mortgages | $429,062,000 | 126 |
| Issued or guaranteed by U.S. | $429,062,000 | 125 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $660,274,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $660,240,000 | 73 |
| Privately issued | $34,000 | 1,156 |
| Commercial mortgage-backed securities | $3,943,000 | 167 |
| Commercial mortgage pass-through securities | $3,943,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,724,000 | 1,669 |
| Available-for-sale securities (fair market value) | $1,117,917,000 | 130 |
| Total debt securities | $1,112,982,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,134,242,000 | 151 |
| U.S. Government securities | $1,111,239,000 | 124 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,111,239,000 | 118 |
| Securities issued by states & political subdivisions | $15,518,000 | 1,881 |
| Other domestic debt securities | $37,000 | 2,746 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,239 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $7,448,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $720,194,000 | 110 |
| Mortgage-backed securities | $1,106,100,000 | 106 |
| Certificates of participation in pools of residential mortgages | $457,123,000 | 120 |
| Issued or guaranteed by U.S. | $457,123,000 | 119 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $645,099,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $645,062,000 | 71 |
| Privately issued | $37,000 | 1,181 |
| Commercial mortgage-backed securities | $3,878,000 | 153 |
| Commercial mortgage pass-through securities | $3,878,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $3,001,000 | 1,660 |
| Available-for-sale securities (fair market value) | $1,131,241,000 | 127 |
| Total debt securities | $1,126,793,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,038,380,000 | 160 |
| U.S. Government securities | $1,014,525,000 | 129 |
| U.S. Treasury securities | $13,650,000 | 276 |
| U.S. Government agency obligations | $1,000,875,000 | 125 |
| Securities issued by states & political subdivisions | $16,528,000 | 1,742 |
| Other domestic debt securities | $40,000 | 2,797 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,269 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $7,287,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $807,447,000 | 102 |
| Mortgage-backed securities | $895,530,000 | 116 |
| Certificates of participation in pools of residential mortgages | $438,595,000 | 117 |
| Issued or guaranteed by U.S. | $438,595,000 | 116 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $453,054,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $453,014,000 | 87 |
| Privately issued | $40,000 | 1,208 |
| Commercial mortgage-backed securities | $3,881,000 | 143 |
| Commercial mortgage pass-through securities | $3,881,000 | 82 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $16,780,000 | 760 |
| Available-for-sale securities (fair market value) | $1,021,600,000 | 137 |
| Total debt securities | $1,031,091,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $933,550,000 | 170 |
| U.S. Government securities | $904,838,000 | 137 |
| U.S. Treasury securities | $13,959,000 | 273 |
| U.S. Government agency obligations | $890,879,000 | 134 |
| Securities issued by states & political subdivisions | $17,479,000 | 1,620 |
| Other domestic debt securities | $3,974,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,323 |
| Commercial mortgage-backed securities - Total | $3,930,000 | 120 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,259,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $671,240,000 | 113 |
| Mortgage-backed securities | $788,868,000 | 123 |
| Certificates of participation in pools of residential mortgages | $448,436,000 | 115 |
| Issued or guaranteed by U.S. | $448,436,000 | 114 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $336,502,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $336,458,000 | 106 |
| Privately issued | $44,000 | 1,260 |
| Commercial mortgage-backed securities | $3,930,000 | 120 |
| Commercial mortgage pass-through securities | $3,930,000 | 73 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $17,406,000 | 742 |
| Available-for-sale securities (fair market value) | $916,144,000 | 148 |
| Total debt securities | $926,290,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $631,334,000 | 218 |
| U.S. Government securities | $601,169,000 | 179 |
| U.S. Treasury securities | $14,335,000 | 244 |
| U.S. Government agency obligations | $586,834,000 | 177 |
| Securities issued by states & political subdivisions | $18,762,000 | 1,460 |
| Other domestic debt securities | $4,067,000 | 1,266 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,391 |
| Commercial mortgage-backed securities - Total | $4,019,000 | 111 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,336,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $560,644,000 | 122 |
| Mortgage-backed securities | $479,311,000 | 168 |
| Certificates of participation in pools of residential mortgages | $285,227,000 | 155 |
| Issued or guaranteed by U.S. | $285,227,000 | 154 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $190,065,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $190,017,000 | 165 |
| Privately issued | $48,000 | 1,324 |
| Commercial mortgage-backed securities | $4,019,000 | 111 |
| Commercial mortgage pass-through securities | $4,019,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $17,842,000 | 752 |
| Available-for-sale securities (fair market value) | $613,492,000 | 193 |
| Total debt securities | $623,998,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $518,310,000 | 261 |
| U.S. Government securities | $486,624,000 | 212 |
| U.S. Treasury securities | $13,808,000 | 240 |
| U.S. Government agency obligations | $472,816,000 | 211 |
| Securities issued by states & political subdivisions | $20,545,000 | 1,255 |
| Other domestic debt securities | $3,896,000 | 1,300 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,413 |
| Commercial mortgage-backed securities - Total | $3,843,000 | 112 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,245,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $436,583,000 | 144 |
| Mortgage-backed securities | $364,850,000 | 207 |
| Certificates of participation in pools of residential mortgages | $312,722,000 | 143 |
| Issued or guaranteed by U.S. | $312,722,000 | 142 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $48,285,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $48,232,000 | 446 |
| Privately issued | $53,000 | 1,349 |
| Commercial mortgage-backed securities | $3,843,000 | 112 |
| Commercial mortgage pass-through securities | $3,843,000 | 67 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $17,601,000 | 777 |
| Available-for-sale securities (fair market value) | $500,709,000 | 232 |
| Total debt securities | $511,065,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $445,652,000 | 302 |
| U.S. Government securities | $413,819,000 | 240 |
| U.S. Treasury securities | $13,908,000 | 242 |
| U.S. Government agency obligations | $399,911,000 | 239 |
| Securities issued by states & political subdivisions | $20,889,000 | 1,205 |
| Other domestic debt securities | $3,886,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,442 |
| Commercial mortgage-backed securities - Total | $3,828,000 | 118 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,058,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $397,147,000 | 159 |
| Mortgage-backed securities | $393,282,000 | 201 |
| Certificates of participation in pools of residential mortgages | $336,839,000 | 135 |
| Issued or guaranteed by U.S. | $336,839,000 | 134 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $52,615,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $52,557,000 | 411 |
| Privately issued | $58,000 | 1,379 |
| Commercial mortgage-backed securities | $3,828,000 | 118 |
| Commercial mortgage pass-through securities | $3,828,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $17,903,000 | 764 |
| Available-for-sale securities (fair market value) | $427,749,000 | 275 |
| Total debt securities | $438,594,000 | 297 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $486,772,000 | 273 |
| U.S. Government securities | $452,987,000 | 214 |
| U.S. Treasury securities | $13,857,000 | 208 |
| U.S. Government agency obligations | $439,130,000 | 211 |
| Securities issued by states & political subdivisions | $22,855,000 | 1,083 |
| Other domestic debt securities | $3,899,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $62,000 | 1,481 |
| Commercial mortgage-backed securities - Total | $3,837,000 | 111 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,031,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $437,013,000 | 151 |
| Mortgage-backed securities | $422,408,000 | 190 |
| Certificates of participation in pools of residential mortgages | $360,351,000 | 134 |
| Issued or guaranteed by U.S. | $360,351,000 | 133 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $58,220,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $58,158,000 | 361 |
| Privately issued | $62,000 | 1,408 |
| Commercial mortgage-backed securities | $3,837,000 | 111 |
| Commercial mortgage pass-through securities | $3,837,000 | 63 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $18,115,000 | 772 |
| Available-for-sale securities (fair market value) | $468,657,000 | 246 |
| Total debt securities | $479,733,000 | 273 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $200,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $538,831,000 | 251 |
| U.S. Government securities | $502,396,000 | 194 |
| U.S. Treasury securities | $13,609,000 | 195 |
| U.S. Government agency obligations | $488,787,000 | 194 |
| Securities issued by states & political subdivisions | $25,513,000 | 956 |
| Other domestic debt securities | $3,982,000 | 1,434 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,525 |
| Commercial mortgage-backed securities - Total | $3,914,000 | 120 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $6,940,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,302,000 | 145 |
| Mortgage-backed securities | $451,877,000 | 186 |
| Certificates of participation in pools of residential mortgages | $385,553,000 | 132 |
| Issued or guaranteed by U.S. | $385,553,000 | 130 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $62,410,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $62,342,000 | 331 |
| Privately issued | $68,000 | 1,451 |
| Commercial mortgage-backed securities | $3,914,000 | 120 |
| Commercial mortgage pass-through securities | $3,914,000 | 65 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $17,928,000 | 803 |
| Available-for-sale securities (fair market value) | $520,903,000 | 219 |
| Total debt securities | $531,887,000 | 242 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $338,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $530,688,000 | 254 |
| U.S. Government securities | $498,691,000 | 192 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $498,691,000 | 188 |
| Securities issued by states & political subdivisions | $30,085,000 | 760 |
| Other domestic debt securities | $77,000 | 3,281 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,545 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,835,000 | 623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $492,925,000 | 145 |
| Mortgage-backed securities | $457,624,000 | 187 |
| Certificates of participation in pools of residential mortgages | $391,668,000 | 137 |
| Issued or guaranteed by U.S. | $391,668,000 | 135 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $65,956,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $65,879,000 | 292 |
| Privately issued | $77,000 | 1,469 |
| 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) | $4,536,000 | 1,665 |
| Available-for-sale securities (fair market value) | $526,152,000 | 218 |
| Total debt securities | $528,852,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $184,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $735,976,000 | 197 |
| U.S. Government securities | $700,379,000 | 158 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $700,379,000 | 152 |
| Securities issued by states & political subdivisions | $33,698,000 | 630 |
| Other domestic debt securities | $85,000 | 3,221 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,814,000 | 619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $548,618,000 | 139 |
| Mortgage-backed securities | $658,930,000 | 148 |
| Certificates of participation in pools of residential mortgages | $488,448,000 | 120 |
| Issued or guaranteed by U.S. | $488,448,000 | 116 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $170,482,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $170,397,000 | 142 |
| Privately issued | $85,000 | 1,486 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,701,000 | 1,670 |
| Available-for-sale securities (fair market value) | $731,275,000 | 169 |
| Total debt securities | $734,162,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $72,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $662,815,000 | 212 |
| U.S. Government securities | $619,291,000 | 172 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $619,291,000 | 168 |
| Securities issued by states & political subdivisions | $41,637,000 | 461 |
| Other domestic debt securities | $98,000 | 3,127 |
| Privately issued residential mortgage-backed securities | $98,000 | 1,503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,789,000 | 603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $466,096,000 | 156 |
| Mortgage-backed securities | $572,707,000 | 159 |
| Certificates of participation in pools of residential mortgages | $438,249,000 | 128 |
| Issued or guaranteed by U.S. | $438,249,000 | 124 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $134,458,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $134,360,000 | 172 |
| Privately issued | $98,000 | 1,429 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,966,000 | 1,639 |
| Available-for-sale securities (fair market value) | $657,849,000 | 181 |
| Total debt securities | $661,026,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $61,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $495,580,000 | 261 |
| U.S. Government securities | $448,329,000 | 204 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $448,329,000 | 200 |
| Securities issued by states & political subdivisions | $45,382,000 | 389 |
| Other domestic debt securities | $110,000 | 3,054 |
| Privately issued residential mortgage-backed securities | $110,000 | 1,467 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,759,000 | 612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $419,736,000 | 160 |
| Mortgage-backed securities | $382,687,000 | 213 |
| Certificates of participation in pools of residential mortgages | $350,387,000 | 142 |
| Issued or guaranteed by U.S. | $350,387,000 | 136 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $32,300,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $32,190,000 | 427 |
| Privately issued | $110,000 | 1,395 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,037,000 | 1,632 |
| Available-for-sale securities (fair market value) | $490,543,000 | 225 |
| Total debt securities | $493,821,000 | 260 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $198,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $425,306,000 | 306 |
| U.S. Government securities | $369,082,000 | 245 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $369,082,000 | 242 |
| Securities issued by states & political subdivisions | $54,383,000 | 320 |
| Other domestic debt securities | $123,000 | 3,018 |
| Privately issued residential mortgage-backed securities | $123,000 | 1,431 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,718,000 | 832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,590,000 | 283 |
| Mortgage-backed securities | $303,135,000 | 256 |
| Certificates of participation in pools of residential mortgages | $301,519,000 | 163 |
| Issued or guaranteed by U.S. | $301,519,000 | 155 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,616,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $1,493,000 | 2,208 |
| Privately issued | $123,000 | 1,353 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,316,000 | 1,598 |
| Available-for-sale securities (fair market value) | $419,990,000 | 260 |
| Total debt securities | $423,588,000 | 298 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $3,598,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $348,500,000 | 383 |
| U.S. Government securities | $286,748,000 | 306 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $286,748,000 | 298 |
| Securities issued by states & political subdivisions | $59,881,000 | 282 |
| Other domestic debt securities | $134,000 | 2,970 |
| Privately issued residential mortgage-backed securities | $134,000 | 1,416 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,737,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,534,000 | 243 |
| Mortgage-backed securities | $199,445,000 | 356 |
| Certificates of participation in pools of residential mortgages | $197,598,000 | 228 |
| Issued or guaranteed by U.S. | $197,598,000 | 220 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,847,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $1,713,000 | 2,125 |
| Privately issued | $134,000 | 1,336 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,414,000 | 1,608 |
| Available-for-sale securities (fair market value) | $343,086,000 | 334 |
| Total debt securities | $346,763,000 | 371 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 277 |
| Fair value | $5,010,000 | 287 |
| Trading account assets | $3,820,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $310,365,000 | 410 |
| U.S. Government securities | $237,690,000 | 364 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $237,690,000 | 355 |
| Securities issued by states & political subdivisions | $67,033,000 | 239 |
| Other domestic debt securities | $148,000 | 2,795 |
| Privately issued residential mortgage-backed securities | $148,000 | 1,314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $5,494,000 | 455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,002,000 | 274 |
| Mortgage-backed securities | $152,048,000 | 404 |
| Certificates of participation in pools of residential mortgages | $149,942,000 | 275 |
| Issued or guaranteed by U.S. | $149,942,000 | 268 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,106,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $1,958,000 | 1,951 |
| Privately issued | $148,000 | 1,242 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,639,000 | 1,629 |
| Available-for-sale securities (fair market value) | $304,726,000 | 358 |
| Total debt securities | $304,871,000 | 400 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 495 |
| Fair value | $4,979,000 | 524 |
| 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 | $311,092,000 | 407 |
| U.S. Government securities | $236,657,000 | 373 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $236,657,000 | 365 |
| Securities issued by states & political subdivisions | $68,084,000 | 232 |
| Other domestic debt securities | $162,000 | 2,741 |
| Privately issued residential mortgage-backed securities | $162,000 | 1,267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $6,189,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,729,000 | 266 |
| Mortgage-backed securities | $156,737,000 | 386 |
| Certificates of participation in pools of residential mortgages | $154,315,000 | 253 |
| Issued or guaranteed by U.S. | $154,315,000 | 247 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,422,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $2,260,000 | 1,810 |
| Privately issued | $162,000 | 1,198 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,467,000 | 1,681 |
| Available-for-sale securities (fair market value) | $305,625,000 | 355 |
| Total debt securities | $304,903,000 | 401 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 614 |
| Fair value | $4,921,000 | 643 |
| 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 | $316,992,000 | 403 |
| U.S. Government securities | $239,421,000 | 385 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $239,421,000 | 376 |
| Securities issued by states & political subdivisions | $71,065,000 | 218 |
| Other domestic debt securities | $177,000 | 2,679 |
| Privately issued residential mortgage-backed securities | $177,000 | 1,220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $6,329,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,142,000 | 269 |
| Mortgage-backed securities | $162,466,000 | 380 |
| Certificates of participation in pools of residential mortgages | $159,643,000 | 254 |
| Issued or guaranteed by U.S. | $159,643,000 | 244 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,823,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $2,646,000 | 1,683 |
| Privately issued | $177,000 | 1,147 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,711,000 | 1,668 |
| Available-for-sale securities (fair market value) | $311,281,000 | 347 |
| Total debt securities | $310,663,000 | 396 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 635 |
| Fair value | $4,848,000 | 664 |
| 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 | $331,194,000 | 394 |
| U.S. Government securities | $252,677,000 | 372 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $252,677,000 | 366 |
| Securities issued by states & political subdivisions | $76,539,000 | 193 |
| Other domestic debt securities | $193,000 | 2,695 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,785,000 | 828 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,093,000 | 261 |
| Mortgage-backed securities | $174,691,000 | 364 |
| Certificates of participation in pools of residential mortgages | $171,406,000 | 244 |
| Issued or guaranteed by U.S. | $171,406,000 | 234 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,285,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $3,092,000 | 1,565 |
| Privately issued | $193,000 | 1,096 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,769,000 | 1,456 |
| Available-for-sale securities (fair market value) | $323,425,000 | 334 |
| Total debt securities | $329,408,000 | 383 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 685 |
| Fair value | $4,912,000 | 713 |
| 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 | $329,841,000 | 397 |
| U.S. Government securities | $245,711,000 | 391 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $245,711,000 | 383 |
| Securities issued by states & political subdivisions | $82,135,000 | 184 |
| Other domestic debt securities | $228,000 | 2,670 |
| Privately issued residential mortgage-backed securities | $228,000 | 1,138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,767,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,996,000 | 266 |
| Mortgage-backed securities | $182,803,000 | 351 |
| Certificates of participation in pools of residential mortgages | $178,988,000 | 236 |
| Issued or guaranteed by U.S. | $178,988,000 | 228 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,815,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $3,587,000 | 1,506 |
| Privately issued | $228,000 | 1,068 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,994,000 | 1,479 |
| Available-for-sale securities (fair market value) | $321,847,000 | 346 |
| Total debt securities | $328,075,000 | 388 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 716 |
| Fair value | $4,898,000 | 745 |
| 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 | $331,952,000 | 403 |
| U.S. Government securities | $244,184,000 | 390 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $244,184,000 | 381 |
| Securities issued by states & political subdivisions | $85,743,000 | 174 |
| Other domestic debt securities | $244,000 | 2,699 |
| Privately issued residential mortgage-backed securities | $244,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,781,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,050,000 | 260 |
| Mortgage-backed securities | $191,462,000 | 339 |
| Certificates of participation in pools of residential mortgages | $187,078,000 | 232 |
| Issued or guaranteed by U.S. | $187,078,000 | 224 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,384,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $4,140,000 | 1,389 |
| Privately issued | $244,000 | 1,035 |
| 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) | $8,059,000 | 1,529 |
| Available-for-sale securities (fair market value) | $323,893,000 | 350 |
| Total debt securities | $330,172,000 | 392 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 772 |
| Fair value | $4,876,000 | 817 |
| 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 | $329,932,000 | 417 |
| U.S. Government securities | $239,626,000 | 409 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $239,626,000 | 397 |
| Securities issued by states & political subdivisions | $88,416,000 | 163 |
| Other domestic debt securities | $290,000 | 2,653 |
| Privately issued residential mortgage-backed securities | $290,000 | 1,073 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,600,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,929,000 | 273 |
| Mortgage-backed securities | $197,407,000 | 338 |
| Certificates of participation in pools of residential mortgages | $192,406,000 | 237 |
| Issued or guaranteed by U.S. | $192,406,000 | 230 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,001,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $4,711,000 | 1,304 |
| Privately issued | $290,000 | 1,001 |
| 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) | $8,571,000 | 1,484 |
| Available-for-sale securities (fair market value) | $321,361,000 | 357 |
| Total debt securities | $328,330,000 | 407 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 837 |
| Fair value | $4,763,000 | 889 |
| 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 | $349,055,000 | 402 |
| U.S. Government securities | $254,675,000 | 401 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $254,675,000 | 388 |
| Securities issued by states & political subdivisions | $92,448,000 | 149 |
| Other domestic debt securities | $319,000 | 2,684 |
| Privately issued residential mortgage-backed securities | $319,000 | 1,046 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,613,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,317,000 | 261 |
| Mortgage-backed securities | $212,158,000 | 326 |
| Certificates of participation in pools of residential mortgages | $206,482,000 | 227 |
| Issued or guaranteed by U.S. | $206,482,000 | 219 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,676,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $5,357,000 | 1,218 |
| Privately issued | $319,000 | 977 |
| 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) | $10,232,000 | 1,368 |
| Available-for-sale securities (fair market value) | $338,823,000 | 347 |
| Total debt securities | $347,441,000 | 393 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 851 |
| Fair value | $4,836,000 | 901 |
| 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 | $563,913,000 | 269 |
| U.S. Government securities | $460,847,000 | 247 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $460,847,000 | 236 |
| Securities issued by states & political subdivisions | $101,078,000 | 139 |
| Other domestic debt securities | $348,000 | 2,744 |
| Privately issued residential mortgage-backed securities | $348,000 | 999 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,640,000 | 916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,554,000 | 192 |
| Mortgage-backed securities | $338,696,000 | 243 |
| Certificates of participation in pools of residential mortgages | $332,270,000 | 168 |
| Issued or guaranteed by U.S. | $332,270,000 | 164 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,426,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $6,078,000 | 1,141 |
| Privately issued | $348,000 | 930 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,555,000 | 1,259 |
| Available-for-sale securities (fair market value) | $551,358,000 | 234 |
| Total debt securities | $562,273,000 | 264 |
| Structured notes | ||
| Amortized cost | $9,830,000 | 466 |
| Fair value | $9,671,000 | 467 |
| 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 | $575,731,000 | 266 |
| U.S. Government securities | $467,585,000 | 244 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $467,585,000 | 238 |
| Securities issued by states & political subdivisions | $106,135,000 | 125 |
| Other domestic debt securities | $375,000 | 2,767 |
| Privately issued residential mortgage-backed securities | $375,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,636,000 | 921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $372,169,000 | 196 |
| Mortgage-backed securities | $335,311,000 | 246 |
| Certificates of participation in pools of residential mortgages | $328,044,000 | 174 |
| Issued or guaranteed by U.S. | $328,044,000 | 169 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,267,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $6,892,000 | 1,074 |
| Privately issued | $375,000 | 910 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,227,000 | 1,172 |
| Available-for-sale securities (fair market value) | $561,504,000 | 232 |
| Total debt securities | $574,095,000 | 260 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 438 |
| Fair value | $9,326,000 | 479 |
| 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 | $266,914,000 | 511 |
| U.S. Government securities | $251,710,000 | 412 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $251,710,000 | 397 |
| Securities issued by states & political subdivisions | $13,883,000 | 1,433 |
| Other domestic debt securities | $282,000 | 2,923 |
| Privately issued residential mortgage-backed securities | $282,000 | 987 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,039,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,073,000 | 246 |
| Mortgage-backed securities | $193,415,000 | 369 |
| Certificates of participation in pools of residential mortgages | $191,051,000 | 259 |
| Issued or guaranteed by U.S. | $191,051,000 | 252 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,364,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $2,082,000 | 1,852 |
| Privately issued | $282,000 | 905 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,047,000 | 2,162 |
| Available-for-sale securities (fair market value) | $262,867,000 | 434 |
| Total debt securities | $265,875,000 | 502 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 569 |
| Fair value | $7,374,000 | 582 |
| 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 | $271,675,000 | 501 |
| U.S. Government securities | $255,853,000 | 409 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $255,853,000 | 391 |
| Securities issued by states & political subdivisions | $14,514,000 | 1,361 |
| Other domestic debt securities | $308,000 | 2,943 |
| Privately issued residential mortgage-backed securities | $308,000 | 958 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,000,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,013,000 | 247 |
| Mortgage-backed securities | $198,159,000 | 366 |
| Certificates of participation in pools of residential mortgages | $195,548,000 | 255 |
| Issued or guaranteed by U.S. | $195,548,000 | 249 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,611,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $2,303,000 | 1,827 |
| Privately issued | $308,000 | 886 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,164,000 | 2,179 |
| Available-for-sale securities (fair market value) | $267,511,000 | 431 |
| Total debt securities | $270,676,000 | 488 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 568 |
| Fair value | $7,206,000 | 589 |
| 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 | $247,060,000 | 563 |
| U.S. Government securities | $232,748,000 | 458 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $232,748,000 | 433 |
| Securities issued by states & political subdivisions | $12,414,000 | 1,594 |
| Other domestic debt securities | $892,000 | 2,422 |
| Privately issued residential mortgage-backed securities | $892,000 | 789 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,006,000 | 1,198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,318,000 | 266 |
| Mortgage-backed securities | $178,558,000 | 402 |
| Certificates of participation in pools of residential mortgages | $175,169,000 | 289 |
| Issued or guaranteed by U.S. | $175,169,000 | 283 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,389,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $2,497,000 | 1,808 |
| Privately issued | $892,000 | 736 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,141,000 | 2,192 |
| Available-for-sale securities (fair market value) | $242,919,000 | 477 |
| Total debt securities | $246,055,000 | 548 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 550 |
| Fair value | $7,366,000 | 559 |
| 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 | $252,668,000 | 547 |
| U.S. Government securities | $240,704,000 | 444 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $240,704,000 | 421 |
| Securities issued by states & political subdivisions | $10,999,000 | 1,775 |
| Other domestic debt securities | $965,000 | 2,409 |
| Privately issued residential mortgage-backed securities | $965,000 | 715 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,223,000 | 256 |
| Mortgage-backed securities | $190,285,000 | 388 |
| Certificates of participation in pools of residential mortgages | $186,555,000 | 278 |
| Issued or guaranteed by U.S. | $186,555,000 | 272 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,730,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $2,765,000 | 1,736 |
| Privately issued | $965,000 | 665 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,708,000 | 2,571 |
| Available-for-sale securities (fair market value) | $249,960,000 | 467 |
| Total debt securities | $252,667,000 | 534 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 559 |
| Fair value | $7,398,000 | 570 |
| 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 | $265,977,000 | 533 |
| U.S. Government securities | $254,701,000 | 422 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $254,701,000 | 402 |
| Securities issued by states & political subdivisions | $10,198,000 | 1,886 |
| Other domestic debt securities | $1,078,000 | 2,332 |
| Privately issued residential mortgage-backed securities | $1,078,000 | 681 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,146,000 | 246 |
| Mortgage-backed securities | $199,006,000 | 384 |
| Certificates of participation in pools of residential mortgages | $194,829,000 | 271 |
| Issued or guaranteed by U.S. | $194,829,000 | 263 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,177,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $3,099,000 | 1,696 |
| Privately issued | $1,078,000 | 638 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,886,000 | 2,873 |
| Available-for-sale securities (fair market value) | $264,091,000 | 453 |
| Total debt securities | $265,975,000 | 510 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 565 |
| Fair value | $7,124,000 | 584 |
| 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 | $274,303,000 | 533 |
| U.S. Government securities | $262,584,000 | 415 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $262,584,000 | 394 |
| Securities issued by states & political subdivisions | $10,531,000 | 1,868 |
| Other domestic debt securities | $1,188,000 | 2,371 |
| Privately issued residential mortgage-backed securities | $1,188,000 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,026,000 | 236 |
| Mortgage-backed securities | $216,883,000 | 370 |
| Certificates of participation in pools of residential mortgages | $212,184,000 | 257 |
| Issued or guaranteed by U.S. | $212,184,000 | 249 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,699,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $3,511,000 | 1,678 |
| Privately issued | $1,188,000 | 653 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,015,000 | 2,811 |
| Available-for-sale securities (fair market value) | $272,288,000 | 463 |
| Total debt securities | $274,303,000 | 514 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $292,253,000 | 507 |
| U.S. Government securities | $277,296,000 | 413 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $277,296,000 | 400 |
| Securities issued by states & political subdivisions | $13,635,000 | 1,453 |
| Other domestic debt securities | $1,322,000 | 2,344 |
| Privately issued residential mortgage-backed securities | $1,322,000 | 568 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,786,000 | 226 |
| Mortgage-backed securities | $223,199,000 | 361 |
| Certificates of participation in pools of residential mortgages | $217,947,000 | 253 |
| Issued or guaranteed by U.S. | $217,947,000 | 245 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,252,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $3,930,000 | 1,681 |
| Privately issued | $1,322,000 | 497 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,213,000 | 2,043 |
| Available-for-sale securities (fair market value) | $287,040,000 | 448 |
| Total debt securities | $292,253,000 | 487 |
| Structured notes | ||
| Amortized cost | $3,496,000 | 856 |
| Fair value | $3,516,000 | 844 |
| 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 | $273,818,000 | 535 |
| U.S. Government securities | $258,711,000 | 444 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $258,711,000 | 425 |
| Securities issued by states & political subdivisions | $13,634,000 | 1,444 |
| Other domestic debt securities | $1,473,000 | 2,383 |
| Privately issued residential mortgage-backed securities | $1,473,000 | 577 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,145,000 | 229 |
| Mortgage-backed securities | $211,181,000 | 372 |
| Certificates of participation in pools of residential mortgages | $204,170,000 | 259 |
| Issued or guaranteed by U.S. | $204,170,000 | 251 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,011,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $5,538,000 | 1,429 |
| Privately issued | $1,473,000 | 511 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,310,000 | 2,032 |
| Available-for-sale securities (fair market value) | $268,508,000 | 469 |
| Total debt securities | $273,817,000 | 519 |
| Structured notes | ||
| Amortized cost | $3,496,000 | 724 |
| Fair value | $3,537,000 | 696 |
| 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 | $250,321,000 | 559 |
| U.S. Government securities | $233,064,000 | 483 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $233,064,000 | 463 |
| Securities issued by states & political subdivisions | $15,622,000 | 1,230 |
| Other domestic debt securities | $1,635,000 | 2,344 |
| Privately issued residential mortgage-backed securities | $1,635,000 | 581 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,378,000 | 236 |
| Mortgage-backed securities | $194,540,000 | 402 |
| Certificates of participation in pools of residential mortgages | $180,580,000 | 291 |
| Issued or guaranteed by U.S. | $180,580,000 | 283 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $13,960,000 | 1,015 |
| CMOs issued by government agencies or sponsored agencies | $12,325,000 | 1,000 |
| Privately issued | $1,635,000 | 520 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,309,000 | 1,881 |
| Available-for-sale securities (fair market value) | $244,012,000 | 490 |
| Total debt securities | $250,322,000 | 543 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 568 |
| Fair value | $3,567,000 | 552 |
| 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 | $214,783,000 | 633 |
| U.S. Government securities | $197,108,000 | 541 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $197,108,000 | 519 |
| Securities issued by states & political subdivisions | $15,888,000 | 1,149 |
| Other domestic debt securities | $1,787,000 | 2,306 |
| Privately issued residential mortgage-backed securities | $1,787,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,454,000 | 265 |
| Mortgage-backed securities | $148,292,000 | 481 |
| Certificates of participation in pools of residential mortgages | $140,235,000 | 346 |
| Issued or guaranteed by U.S. | $140,235,000 | 343 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,057,000 | 1,413 |
| CMOs issued by government agencies or sponsored agencies | $6,270,000 | 1,503 |
| Privately issued | $1,787,000 | 502 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,784,000 | 1,851 |
| Available-for-sale securities (fair market value) | $207,999,000 | 555 |
| Total debt securities | $214,781,000 | 612 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 416 |
| Fair value | $3,557,000 | 405 |
| 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 | $160,285,000 | 790 |
| U.S. Government securities | $141,832,000 | 661 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $141,832,000 | 629 |
| Securities issued by states & political subdivisions | $16,488,000 | 1,086 |
| Other domestic debt securities | $1,965,000 | 2,239 |
| Privately issued residential mortgage-backed securities | $1,965,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,005,000 | 349 |
| Mortgage-backed securities | $106,004,000 | 605 |
| Certificates of participation in pools of residential mortgages | $96,715,000 | 432 |
| Issued or guaranteed by U.S. | $96,715,000 | 425 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,289,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $7,324,000 | 1,407 |
| Privately issued | $1,965,000 | 479 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,860,000 | 1,884 |
| Available-for-sale securities (fair market value) | $153,425,000 | 698 |
| Total debt securities | $160,285,000 | 759 |
| Structured notes | ||
| Amortized cost | $3,494,000 | 308 |
| Fair value | $3,566,000 | 299 |
| 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 | $159,823,000 | 721 |
| U.S. Government securities | $144,851,000 | 594 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $144,851,000 | 570 |
| Securities issued by states & political subdivisions | $12,171,000 | 1,405 |
| Other domestic debt securities | $2,801,000 | 1,964 |
| Privately issued residential mortgage-backed securities | $2,801,000 | 542 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,142,000 | 361 |
| Mortgage-backed securities | $107,264,000 | 543 |
| Certificates of participation in pools of residential mortgages | $91,178,000 | 409 |
| Issued or guaranteed by U.S. | $91,178,000 | 401 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $16,086,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $13,285,000 | 1,004 |
| Privately issued | $2,801,000 | 488 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,739,000 | 1,812 |
| Available-for-sale securities (fair market value) | $152,084,000 | 637 |
| Total debt securities | $159,823,000 | 706 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $178,488,000 | 635 |
| U.S. Government securities | $146,229,000 | 584 |
| U.S. Treasury securities | $2,493,000 | 1,740 |
| U.S. Government agency obligations | $143,736,000 | 550 |
| Securities issued by states & political subdivisions | $14,687,000 | 1,130 |
| Other domestic debt securities | $3,818,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $3,818,000 | 440 |
| 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 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $13,754,000 | 393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,465,000 | 363 |
| Mortgage-backed securities | $81,604,000 | 554 |
| Certificates of participation in pools of residential mortgages | $62,896,000 | 460 |
| Issued or guaranteed by U.S. | $62,896,000 | 456 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $18,708,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $14,890,000 | 712 |
| Privately issued | $3,818,000 | 391 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,219,000 | 1,776 |
| Available-for-sale securities (fair market value) | $167,269,000 | 534 |
| Total debt securities | $164,734,000 | 640 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $145,790,000 | 815 |
| U.S. Government securities | $117,500,000 | 764 |
| U.S. Treasury securities | $4,464,000 | 1,716 |
| U.S. Government agency obligations | $113,036,000 | 717 |
| Securities issued by states & political subdivisions | $15,007,000 | 1,107 |
| Other domestic debt securities | $5,124,000 | 1,192 |
| Privately issued residential mortgage-backed securities | $5,124,000 | 400 |
| 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 | $8,159,000 | 581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,145,000 | 398 |
| Mortgage-backed securities | $64,137,000 | 723 |
| Certificates of participation in pools of residential mortgages | $38,648,000 | 730 |
| Issued or guaranteed by U.S. | $38,648,000 | 722 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $25,489,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $20,365,000 | 653 |
| Privately issued | $5,124,000 | 350 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,784,000 | 2,145 |
| Available-for-sale securities (fair market value) | $136,006,000 | 653 |
| Total debt securities | $137,631,000 | 825 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $158,338,000 | 755 |
| U.S. Government securities | $128,400,000 | 714 |
| U.S. Treasury securities | $9,546,000 | 1,354 |
| U.S. Government agency obligations | $118,854,000 | 664 |
| Securities issued by states & political subdivisions | $16,237,000 | 1,007 |
| Other domestic debt securities | $7,234,000 | 921 |
| Privately issued residential mortgage-backed securities | $7,214,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,000 | 3,076 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $6,467,000 | 694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,473,000 | 321 |
| Mortgage-backed securities | $77,588,000 | 663 |
| Certificates of participation in pools of residential mortgages | $40,787,000 | 749 |
| Issued or guaranteed by U.S. | $40,787,000 | 740 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $36,801,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $29,587,000 | 528 |
| Privately issued | $7,214,000 | 264 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,299,000 | 2,027 |
| Available-for-sale securities (fair market value) | $146,039,000 | 621 |
| Total debt securities | $151,871,000 | 748 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $167,123,000 | 724 |
| U.S. Government securities | $118,650,000 | 806 |
| U.S. Treasury securities | $18,115,000 | 1,047 |
| U.S. Government agency obligations | $100,535,000 | 768 |
| Securities issued by states & political subdivisions | $31,867,000 | 364 |
| Other domestic debt securities | $10,397,000 | 557 |
| Privately issued residential mortgage-backed securities | $9,897,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,863 |
| Foreign debt securities | $75,000 | 283 |
| Equity securities | $6,134,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,425,000 | 307 |
| Mortgage-backed securities | $70,957,000 | 683 |
| Certificates of participation in pools of residential mortgages | $30,226,000 | 931 |
| Issued or guaranteed by U.S. | $30,226,000 | 915 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $40,731,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $30,834,000 | 482 |
| Privately issued | $9,897,000 | 165 |
| 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) | $30,837,000 | 1,135 |
| Available-for-sale securities (fair market value) | $136,286,000 | 624 |
| Total debt securities | $160,989,000 | 727 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,144 |
| Fair value | $500,000 | 1,821 |
| 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 | $163,264,000 | 767 |
| U.S. Government securities | $105,331,000 | 941 |
| U.S. Treasury securities | $12,037,000 | 1,898 |
| U.S. Government agency obligations | $93,294,000 | 826 |
| Securities issued by states & political subdivisions | $41,089,000 | 250 |
| Other domestic debt securities | $12,017,000 | 498 |
| Privately issued residential mortgage-backed securities | $11,517,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,041 |
| Foreign debt securities | $75,000 | 323 |
| Equity securities | $4,752,000 | 795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,560,000 | 353 |
| Mortgage-backed securities | $74,115,000 | 710 |
| Certificates of participation in pools of residential mortgages | $27,931,000 | 1,039 |
| Issued or guaranteed by U.S. | $27,931,000 | 1,016 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $46,184,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $34,667,000 | 479 |
| Privately issued | $11,517,000 | 165 |
| 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) | $44,013,000 | 932 |
| Available-for-sale securities (fair market value) | $119,251,000 | 717 |
| Total debt securities | $158,512,000 | 758 |
| Structured notes | ||
| Amortized cost | $493,000 | 2,838 |
| Fair value | $498,000 | 2,580 |
| 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 | $183,015,000 | 725 |
| U.S. Government securities | $119,473,000 | 874 |
| U.S. Treasury securities | $26,557,000 | 1,060 |
| U.S. Government agency obligations | $92,916,000 | 839 |
| Securities issued by states & political subdivisions | $45,670,000 | 231 |
| Other domestic debt securities | $14,295,000 | 540 |
| Privately issued residential mortgage-backed securities | $13,795,000 | 244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,504 |
| Foreign debt securities | $75,000 | 382 |
| Equity securities | $3,502,000 | 956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,914,000 | 381 |
| Mortgage-backed securities | $60,256,000 | 844 |
| Certificates of participation in pools of residential mortgages | $13,807,000 | 1,749 |
| Issued or guaranteed by U.S. | $13,807,000 | 1,728 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $46,449,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $32,654,000 | 533 |
| Privately issued | $13,795,000 | 160 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,077,000 | 831 |
| Available-for-sale securities (fair market value) | $132,938,000 | 670 |
| Total debt securities | $179,513,000 | 722 |
| Structured notes | ||
| Amortized cost | $3,489,000 | 1,061 |
| Fair value | $3,493,000 | 1,014 |
| 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 | $192,172,000 | 714 |
| U.S. Government securities | $90,551,000 | 1,185 |
| U.S. Treasury securities | $26,134,000 | 1,342 |
| U.S. Government agency obligations | $64,417,000 | 1,113 |
| Securities issued by states & political subdivisions | $84,437,000 | 110 |
| Other domestic debt securities | $13,477,000 | 618 |
| Privately issued residential mortgage-backed securities | $12,977,000 | 267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,847 |
| Foreign debt securities | $75,000 | 399 |
| Equity securities | $3,632,000 | 845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,117,000 | 354 |
| Mortgage-backed securities | $44,777,000 | 1,112 |
| Certificates of participation in pools of residential mortgages | $10,290,000 | 2,209 |
| Issued or guaranteed by U.S. | $10,290,000 | 2,192 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $34,487,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $21,510,000 | 791 |
| Privately issued | $12,977,000 | 177 |
| 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) | $89,524,000 | 845 |
| Available-for-sale securities (fair market value) | $102,648,000 | 551 |
| Total debt securities | $188,540,000 | 716 |
| 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 | $210,327,000 | 690 |
| U.S. Government securities | $93,581,000 | 1,175 |
| U.S. Treasury securities | $48,861,000 | 772 |
| U.S. Government agency obligations | $44,720,000 | 1,561 |
| Securities issued by states & political subdivisions | $95,756,000 | 98 |
| Other domestic debt securities | $20,085,000 | 541 |
| Privately issued residential mortgage-backed securities | $16,507,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,578,000 | 1,301 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $905,000 | 2,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,757,000 | 308 |
| Mortgage-backed securities | $55,228,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $8,020,000 | 2,844 |
| Issued or guaranteed by U.S. | $8,020,000 | 2,811 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $47,208,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $30,701,000 | 699 |
| Privately issued | $16,507,000 | 149 |
| 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 | $209,422,000 | 678 |
| 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 | $217,621,000 | 644 |
| U.S. Government securities | $89,349,000 | 1,227 |
| U.S. Treasury securities | $64,222,000 | 582 |
| U.S. Government agency obligations | $25,127,000 | 2,658 |
| Securities issued by states & political subdivisions | $98,140,000 | 93 |
| Other domestic debt securities | $29,227,000 | 476 |
| Privately issued residential mortgage-backed securities | $29,147,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,000 | 5,369 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $905,000 | 2,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,058,000 | 356 |
| Mortgage-backed securities | $49,265,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $4,965,000 | 3,997 |
| Issued or guaranteed by U.S. | $4,965,000 | 3,942 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $44,300,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $15,153,000 | 1,103 |
| Privately issued | $29,147,000 | 122 |
| 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 | $216,716,000 | 636 |
| 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 |