Home > The Bancorp Bank > Securities
The Bancorp Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $747,534,000 | 300 |
| U.S. Government securities | $315,692,000 | 447 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $315,692,000 | 402 |
| Securities issued by states & political subdivisions | $47,237,000 | 930 |
| Other domestic debt securities | $384,605,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,983,000 | 299 |
| Structured financial products - Total | $351,752,000 | 56 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $308,676,000 | 337 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $69,340,000 | 658 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,038,000 | 510 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $91,426,000 | 115 |
| Other commercial mortgage-backed securities | $113,872,000 | 119 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $747,534,000 | 246 |
| Total debt securities | $747,534,000 | 296 |
| 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 | $756,636,000 | 294 |
| U.S. Government securities | $313,816,000 | 458 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $313,816,000 | 404 |
| Securities issued by states & political subdivisions | $46,350,000 | 923 |
| Other domestic debt securities | $396,470,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,528,000 | 289 |
| Structured financial products - Total | $357,096,000 | 60 |
| Other domestic debt securities - All other | $6,280,000 | 860 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $307,355,000 | 329 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $70,203,000 | 645 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,592,000 | 486 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $89,838,000 | 115 |
| Other commercial mortgage-backed securities | $111,722,000 | 117 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $756,636,000 | 244 |
| Total debt securities | $750,356,000 | 295 |
| 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 | $776,410,000 | 294 |
| U.S. Government securities | $328,860,000 | 441 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $328,860,000 | 390 |
| Securities issued by states & political subdivisions | $47,404,000 | 955 |
| Other domestic debt securities | $400,146,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,134,000 | 281 |
| Structured financial products - Total | $357,998,000 | 57 |
| Other domestic debt securities - All other | $8,300,000 | 727 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $320,277,000 | 325 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,249,000 | 627 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,786,000 | 477 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $92,190,000 | 111 |
| Other commercial mortgage-backed securities | $115,052,000 | 113 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $776,410,000 | 242 |
| Total debt securities | $776,410,000 | 290 |
| 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 | $787,429,000 | 308 |
| U.S. Government securities | $333,202,000 | 460 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $333,202,000 | 381 |
| Securities issued by states & political subdivisions | $49,396,000 | 966 |
| Other domestic debt securities | $404,831,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,552,000 | 278 |
| Structured financial products - Total | $362,619,000 | 58 |
| Other domestic debt securities - All other | $7,800,000 | 791 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $323,333,000 | 345 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $79,650,000 | 638 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $40,240,000 | 477 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $85,042,000 | 126 |
| Other commercial mortgage-backed securities | $118,401,000 | 118 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $787,429,000 | 249 |
| Total debt securities | $787,429,000 | 303 |
| 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 | $766,016,000 | 327 |
| U.S. Government securities | $303,175,000 | 498 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $303,175,000 | 406 |
| Securities issued by states & political subdivisions | $47,510,000 | 1,015 |
| Other domestic debt securities | $415,331,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,345,000 | 262 |
| Structured financial products - Total | $372,455,000 | 55 |
| Other domestic debt securities - All other | $7,700,000 | 808 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $301,625,000 | 369 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $81,685,000 | 631 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,783,000 | 474 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $58,135,000 | 160 |
| Other commercial mortgage-backed securities | $120,022,000 | 117 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $766,016,000 | 266 |
| Total debt securities | $766,016,000 | 323 |
| 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 | $790,594,000 | 319 |
| U.S. Government securities | $310,330,000 | 490 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $310,330,000 | 402 |
| Securities issued by states & political subdivisions | $47,489,000 | 1,025 |
| Other domestic debt securities | $432,775,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,448,000 | 169 |
| Structured financial products - Total | $380,941,000 | 46 |
| Other domestic debt securities - All other | $6,800,000 | 871 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $312,634,000 | 363 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $85,604,000 | 617 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $44,762,000 | 454 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $58,709,000 | 164 |
| Other commercial mortgage-backed securities | $123,559,000 | 122 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $790,594,000 | 256 |
| Total debt securities | $790,594,000 | 315 |
| 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 | $826,616,000 | 313 |
| U.S. Government securities | $399,025,000 | 405 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $399,025,000 | 345 |
| Securities issued by states & political subdivisions | $48,874,000 | 1,036 |
| Other domestic debt securities | $378,717,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,840,000 | 164 |
| Structured financial products - Total | $326,059,000 | 36 |
| Other domestic debt securities - All other | $5,921,000 | 944 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $397,185,000 | 313 |
| Certificates of participation in pools of residential mortgages | $93,915,000 | 597 |
| Issued or guaranteed by U.S. | $93,915,000 | 592 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $48,952,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $48,952,000 | 436 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $254,318,000 | 147 |
| Commercial mortgage pass-through securities | $61,449,000 | 159 |
| Other commercial mortgage-backed securities | $192,869,000 | 119 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $826,616,000 | 261 |
| Total debt securities | $826,616,000 | 310 |
| 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 | $907,338,000 | 298 |
| U.S. Government securities | $415,960,000 | 384 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $415,960,000 | 336 |
| Securities issued by states & political subdivisions | $49,786,000 | 1,032 |
| Other domestic debt securities | $441,592,000 | 88 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,262,000 | 163 |
| Structured financial products - Total | $335,077,000 | 30 |
| Other domestic debt securities - All other | $6,690,000 | 873 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $464,317,000 | 281 |
| Certificates of participation in pools of residential mortgages | $103,795,000 | 565 |
| Issued or guaranteed by U.S. | $103,795,000 | 560 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $53,826,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $53,826,000 | 405 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $306,696,000 | 133 |
| Commercial mortgage pass-through securities | $63,303,000 | 159 |
| Other commercial mortgage-backed securities | $243,393,000 | 107 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $907,338,000 | 250 |
| Total debt securities | $907,338,000 | 293 |
| 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 | $953,709,000 | 276 |
| U.S. Government securities | $454,284,000 | 342 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $454,284,000 | 315 |
| Securities issued by states & political subdivisions | $52,137,000 | 1,024 |
| Other domestic debt securities | $447,288,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,459,000 | 164 |
| Structured financial products - Total | $337,959,000 | 29 |
| Other domestic debt securities - All other | $6,614,000 | 831 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $497,238,000 | 272 |
| Certificates of participation in pools of residential mortgages | $117,084,000 | 520 |
| Issued or guaranteed by U.S. | $117,084,000 | 515 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $61,861,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $61,861,000 | 370 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $318,293,000 | 130 |
| Commercial mortgage pass-through securities | $67,217,000 | 153 |
| Other commercial mortgage-backed securities | $251,076,000 | 104 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $953,709,000 | 242 |
| Total debt securities | $953,709,000 | 274 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,054,223,000 | 252 |
| U.S. Government securities | $494,377,000 | 318 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $494,377,000 | 299 |
| Securities issued by states & political subdivisions | $52,797,000 | 993 |
| Other domestic debt securities | $507,049,000 | 71 |
| Privately issued residential mortgage-backed securities | $688,000 | 469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,780,000 | 158 |
| Structured financial products - Total | $344,133,000 | 27 |
| Other domestic debt securities - All other | $6,505,000 | 787 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $586,889,000 | 240 |
| Certificates of participation in pools of residential mortgages | $129,778,000 | 452 |
| Issued or guaranteed by U.S. | $129,778,000 | 450 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $76,343,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $75,655,000 | 337 |
| Privately issued | $688,000 | 320 |
| Commercial mortgage-backed securities | $380,768,000 | 117 |
| Commercial mortgage pass-through securities | $69,494,000 | 147 |
| Other commercial mortgage-backed securities | $311,274,000 | 94 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,054,223,000 | 225 |
| Total debt securities | $1,054,223,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,106,076,000 | 232 |
| U.S. Government securities | $558,427,000 | 280 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $558,427,000 | 264 |
| Securities issued by states & political subdivisions | $53,140,000 | 959 |
| Other domestic debt securities | $494,509,000 | 67 |
| Privately issued residential mortgage-backed securities | $5,115,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,828,000 | 154 |
| Structured financial products - Total | $292,631,000 | 22 |
| Other domestic debt securities - All other | $6,582,000 | 740 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $684,803,000 | 206 |
| Certificates of participation in pools of residential mortgages | $145,520,000 | 389 |
| Issued or guaranteed by U.S. | $145,520,000 | 385 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $104,274,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $99,159,000 | 269 |
| Privately issued | $5,115,000 | 175 |
| Commercial mortgage-backed securities | $435,009,000 | 106 |
| Commercial mortgage pass-through securities | $81,080,000 | 125 |
| Other commercial mortgage-backed securities | $353,929,000 | 89 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,106,076,000 | 200 |
| Total debt securities | $1,106,076,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,128,460,000 | 221 |
| U.S. Government securities | $608,277,000 | 250 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $608,277,000 | 240 |
| Securities issued by states & political subdivisions | $55,241,000 | 892 |
| Other domestic debt securities | $464,942,000 | 66 |
| Privately issued residential mortgage-backed securities | $6,244,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,028,000 | 151 |
| Structured financial products - Total | $260,695,000 | 22 |
| Other domestic debt securities - All other | $6,484,000 | 676 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $735,852,000 | 191 |
| Certificates of participation in pools of residential mortgages | $162,167,000 | 338 |
| Issued or guaranteed by U.S. | $162,167,000 | 335 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $129,237,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $122,993,000 | 223 |
| Privately issued | $6,244,000 | 159 |
| Commercial mortgage-backed securities | $444,448,000 | 104 |
| Commercial mortgage pass-through securities | $79,778,000 | 124 |
| Other commercial mortgage-backed securities | $364,670,000 | 84 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,128,460,000 | 192 |
| Total debt securities | $1,128,461,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,206,164,000 | 195 |
| U.S. Government securities | $668,059,000 | 221 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $668,059,000 | 212 |
| Securities issued by states & political subdivisions | $56,354,000 | 842 |
| Other domestic debt securities | $481,751,000 | 58 |
| Privately issued residential mortgage-backed securities | $7,327,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,959,000 | 138 |
| Structured financial products - Total | $285,496,000 | 20 |
| Other domestic debt securities - All other | $6,765,000 | 631 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $782,394,000 | 174 |
| Certificates of participation in pools of residential mortgages | $181,837,000 | 278 |
| Issued or guaranteed by U.S. | $181,837,000 | 277 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $148,530,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $141,203,000 | 205 |
| Privately issued | $7,327,000 | 142 |
| Commercial mortgage-backed securities | $452,027,000 | 97 |
| Commercial mortgage pass-through securities | $84,746,000 | 117 |
| Other commercial mortgage-backed securities | $367,281,000 | 80 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,206,164,000 | 176 |
| Total debt securities | $1,206,164,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,264,903,000 | 175 |
| U.S. Government securities | $718,270,000 | 209 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $718,270,000 | 199 |
| Securities issued by states & political subdivisions | $58,458,000 | 736 |
| Other domestic debt securities | $488,175,000 | 56 |
| Privately issued residential mortgage-backed securities | $8,861,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,880,000 | 128 |
| Structured financial products - Total | $284,836,000 | 18 |
| Other domestic debt securities - All other | $6,157,000 | 630 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $838,196,000 | 166 |
| Certificates of participation in pools of residential mortgages | $199,491,000 | 251 |
| Issued or guaranteed by U.S. | $199,491,000 | 250 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $169,213,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $160,352,000 | 182 |
| Privately issued | $8,861,000 | 129 |
| Commercial mortgage-backed securities | $469,492,000 | 90 |
| Commercial mortgage pass-through securities | $86,211,000 | 106 |
| Other commercial mortgage-backed securities | $383,281,000 | 75 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,264,903,000 | 161 |
| Total debt securities | $1,264,903,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,324,447,000 | 167 |
| U.S. Government securities | $767,610,000 | 195 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $767,610,000 | 186 |
| Securities issued by states & political subdivisions | $61,350,000 | 648 |
| Other domestic debt securities | $495,487,000 | 52 |
| Privately issued residential mortgage-backed securities | $10,292,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,560,000 | 118 |
| Structured financial products - Total | $281,306,000 | 18 |
| Other domestic debt securities - All other | $6,164,000 | 606 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $895,667,000 | 156 |
| Certificates of participation in pools of residential mortgages | $216,975,000 | 234 |
| Issued or guaranteed by U.S. | $216,975,000 | 232 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $190,412,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $180,120,000 | 171 |
| Privately issued | $10,292,000 | 118 |
| Commercial mortgage-backed securities | $488,280,000 | 88 |
| Commercial mortgage pass-through securities | $95,174,000 | 100 |
| Other commercial mortgage-backed securities | $393,106,000 | 72 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,324,447,000 | 153 |
| Total debt securities | $1,324,447,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,353,277,000 | 161 |
| U.S. Government securities | $793,952,000 | 189 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $793,952,000 | 180 |
| Securities issued by states & political subdivisions | $64,417,000 | 554 |
| Other domestic debt securities | $494,908,000 | 51 |
| Privately issued residential mortgage-backed securities | $11,078,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,064,000 | 110 |
| Structured financial products - Total | $273,788,000 | 20 |
| Other domestic debt securities - All other | $5,152,000 | 616 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $928,469,000 | 152 |
| Certificates of participation in pools of residential mortgages | $228,101,000 | 226 |
| Issued or guaranteed by U.S. | $228,101,000 | 223 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $210,153,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $199,075,000 | 167 |
| Privately issued | $11,078,000 | 108 |
| Commercial mortgage-backed securities | $490,215,000 | 83 |
| Commercial mortgage pass-through securities | $98,221,000 | 97 |
| Other commercial mortgage-backed securities | $391,994,000 | 72 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,353,277,000 | 147 |
| Total debt securities | $1,353,277,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,405,079,000 | 155 |
| U.S. Government securities | $816,101,000 | 189 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $816,101,000 | 178 |
| Securities issued by states & political subdivisions | $65,568,000 | 505 |
| Other domestic debt securities | $523,410,000 | 49 |
| Privately issued residential mortgage-backed securities | $12,413,000 | 150 |
| Commercial mortgage-backed securities - Total | $182,261,000 | 26 |
| Asset backed securities | $33,539,000 | 104 |
| Structured financial products - Total | $285,978,000 | 19 |
| Other domestic debt securities - All other | $9,219,000 | 442 |
| 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 | $262,185,000 | 242 |
| Mortgage-backed securities | $957,865,000 | 146 |
| Certificates of participation in pools of residential mortgages | $242,677,000 | 213 |
| Issued or guaranteed by U.S. | $242,677,000 | 210 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $222,727,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $210,314,000 | 163 |
| Privately issued | $12,413,000 | 101 |
| Commercial mortgage-backed securities | $492,461,000 | 80 |
| Commercial mortgage pass-through securities | $93,919,000 | 93 |
| Other commercial mortgage-backed securities | $398,542,000 | 68 |
| Held to maturity securities (book value) | $84,387,000 | 228 |
| Available-for-sale securities (fair market value) | $1,320,692,000 | 147 |
| Total debt securities | $1,405,080,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,466,837,000 | 149 |
| U.S. Government securities | $854,502,000 | 178 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $854,502,000 | 169 |
| Securities issued by states & political subdivisions | $68,860,000 | 462 |
| Other domestic debt securities | $543,475,000 | 48 |
| Privately issued residential mortgage-backed securities | $13,398,000 | 139 |
| Commercial mortgage-backed securities - Total | $186,669,000 | 27 |
| Asset backed securities | $48,257,000 | 82 |
| Structured financial products - Total | $285,945,000 | 18 |
| Other domestic debt securities - All other | $9,206,000 | 439 |
| 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 | $423,950,000 | 178 |
| Mortgage-backed securities | $1,000,042,000 | 142 |
| Certificates of participation in pools of residential mortgages | $257,209,000 | 186 |
| Issued or guaranteed by U.S. | $257,209,000 | 184 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $238,835,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $225,437,000 | 155 |
| Privately issued | $13,398,000 | 92 |
| Commercial mortgage-backed securities | $503,998,000 | 75 |
| Commercial mortgage pass-through securities | $95,748,000 | 88 |
| Other commercial mortgage-backed securities | $408,250,000 | 63 |
| Held to maturity securities (book value) | $84,400,000 | 233 |
| Available-for-sale securities (fair market value) | $1,382,437,000 | 142 |
| Total debt securities | $1,466,837,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,446,193,000 | 152 |
| U.S. Government securities | $877,625,000 | 180 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $877,625,000 | 168 |
| Securities issued by states & political subdivisions | $68,436,000 | 463 |
| Other domestic debt securities | $500,132,000 | 53 |
| Privately issued residential mortgage-backed securities | $14,105,000 | 118 |
| Commercial mortgage-backed securities - Total | $138,944,000 | 30 |
| Asset backed securities | $51,809,000 | 75 |
| Structured financial products - Total | $286,081,000 | 17 |
| Other domestic debt securities - All other | $9,193,000 | 443 |
| 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 | $625,290,000 | 125 |
| Mortgage-backed securities | $973,012,000 | 147 |
| Certificates of participation in pools of residential mortgages | $270,362,000 | 185 |
| Issued or guaranteed by U.S. | $270,362,000 | 184 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $250,180,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $236,075,000 | 152 |
| Privately issued | $14,105,000 | 93 |
| Commercial mortgage-backed securities | $452,470,000 | 70 |
| Commercial mortgage pass-through securities | $97,704,000 | 83 |
| Other commercial mortgage-backed securities | $354,766,000 | 61 |
| Held to maturity securities (book value) | $84,413,000 | 245 |
| Available-for-sale securities (fair market value) | $1,361,780,000 | 144 |
| Total debt securities | $1,446,193,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,453,031,000 | 151 |
| U.S. Government securities | $894,898,000 | 176 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $894,898,000 | 166 |
| Securities issued by states & political subdivisions | $68,786,000 | 483 |
| Other domestic debt securities | $489,347,000 | 51 |
| Privately issued residential mortgage-backed securities | $26,893,000 | 79 |
| Commercial mortgage-backed securities - Total | $144,190,000 | 26 |
| Asset backed securities | $80,818,000 | 55 |
| Structured financial products - Total | $228,265,000 | 23 |
| Other domestic debt securities - All other | $9,181,000 | 449 |
| 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 | $276,861,000 | 243 |
| Mortgage-backed securities | $1,008,231,000 | 141 |
| Certificates of participation in pools of residential mortgages | $275,921,000 | 183 |
| Issued or guaranteed by U.S. | $275,921,000 | 183 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $292,525,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $265,632,000 | 145 |
| Privately issued | $26,893,000 | 68 |
| Commercial mortgage-backed securities | $439,785,000 | 70 |
| Commercial mortgage pass-through securities | $83,734,000 | 89 |
| Other commercial mortgage-backed securities | $356,051,000 | 58 |
| Held to maturity securities (book value) | $84,428,000 | 250 |
| Available-for-sale securities (fair market value) | $1,368,603,000 | 141 |
| Total debt securities | $1,453,033,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,320,756,000 | 161 |
| U.S. Government securities | $860,427,000 | 180 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $860,427,000 | 168 |
| Securities issued by states & political subdivisions | $67,986,000 | 507 |
| Other domestic debt securities | $392,343,000 | 61 |
| Privately issued residential mortgage-backed securities | $15,122,000 | 103 |
| Commercial mortgage-backed securities - Total | $104,186,000 | 31 |
| Asset backed securities | $64,626,000 | 65 |
| Structured financial products - Total | $199,241,000 | 23 |
| Other domestic debt securities - All other | $9,168,000 | 443 |
| 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 | $175,947,000 | 351 |
| Mortgage-backed securities | $926,373,000 | 146 |
| Certificates of participation in pools of residential mortgages | $287,039,000 | 173 |
| Issued or guaranteed by U.S. | $287,039,000 | 173 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $262,207,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $247,085,000 | 146 |
| Privately issued | $15,122,000 | 87 |
| Commercial mortgage-backed securities | $377,127,000 | 73 |
| Commercial mortgage pass-through securities | $82,702,000 | 83 |
| Other commercial mortgage-backed securities | $294,425,000 | 61 |
| Held to maturity securities (book value) | $84,432,000 | 260 |
| Available-for-sale securities (fair market value) | $1,236,324,000 | 148 |
| Total debt securities | $1,320,755,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,358,850,000 | 157 |
| U.S. Government securities | $875,119,000 | 177 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $875,119,000 | 163 |
| Securities issued by states & political subdivisions | $67,906,000 | 510 |
| Other domestic debt securities | $415,825,000 | 57 |
| Privately issued residential mortgage-backed securities | $15,371,000 | 94 |
| Commercial mortgage-backed securities - Total | $109,793,000 | 29 |
| Asset backed securities | $80,954,000 | 52 |
| Structured financial products - Total | $200,552,000 | 22 |
| Other domestic debt securities - All other | $9,155,000 | 435 |
| 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 | $171,026,000 | 369 |
| Mortgage-backed securities | $946,320,000 | 143 |
| Certificates of participation in pools of residential mortgages | $299,508,000 | 169 |
| Issued or guaranteed by U.S. | $299,508,000 | 168 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $266,448,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $251,077,000 | 142 |
| Privately issued | $15,371,000 | 86 |
| Commercial mortgage-backed securities | $380,364,000 | 73 |
| Commercial mortgage pass-through securities | $80,982,000 | 82 |
| Other commercial mortgage-backed securities | $299,382,000 | 59 |
| Held to maturity securities (book value) | $84,433,000 | 267 |
| Available-for-sale securities (fair market value) | $1,274,417,000 | 145 |
| Total debt securities | $1,358,849,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,391,849,000 | 152 |
| U.S. Government securities | $911,432,000 | 171 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $911,432,000 | 157 |
| Securities issued by states & political subdivisions | $68,664,000 | 528 |
| Other domestic debt securities | $411,753,000 | 54 |
| Privately issued residential mortgage-backed securities | $16,123,000 | 146 |
| Commercial mortgage-backed securities - Total | $78,820,000 | 30 |
| Asset backed securities | $89,075,000 | 50 |
| Structured financial products - Total | $216,675,000 | 20 |
| Other domestic debt securities - All other | $11,060,000 | 384 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,481,000 | 269 |
| Mortgage-backed securities | $950,085,000 | 144 |
| Certificates of participation in pools of residential mortgages | $313,241,000 | 164 |
| Issued or guaranteed by U.S. | $313,241,000 | 163 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $277,634,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $261,511,000 | 138 |
| Privately issued | $16,123,000 | 84 |
| Commercial mortgage-backed securities | $359,210,000 | 73 |
| Commercial mortgage pass-through securities | $88,470,000 | 74 |
| Other commercial mortgage-backed securities | $270,740,000 | 61 |
| Held to maturity securities (book value) | $86,354,000 | 256 |
| Available-for-sale securities (fair market value) | $1,305,495,000 | 142 |
| Total debt securities | $1,391,849,000 | 151 |
| 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 | $1,467,391,000 | 148 |
| U.S. Government securities | $944,629,000 | 162 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $944,629,000 | 149 |
| Securities issued by states & political subdivisions | $70,928,000 | 511 |
| Other domestic debt securities | $451,834,000 | 49 |
| Privately issued residential mortgage-backed securities | $16,918,000 | 89 |
| Commercial mortgage-backed securities - Total | $82,986,000 | 30 |
| Asset backed securities | $93,703,000 | 51 |
| Structured financial products - Total | $247,182,000 | 18 |
| Other domestic debt securities - All other | $11,045,000 | 389 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $777,540,000 | 113 |
| Mortgage-backed securities | $987,052,000 | 139 |
| Certificates of participation in pools of residential mortgages | $330,882,000 | 161 |
| Issued or guaranteed by U.S. | $330,882,000 | 159 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $288,162,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $271,244,000 | 137 |
| Privately issued | $16,918,000 | 83 |
| Commercial mortgage-backed securities | $368,008,000 | 68 |
| Commercial mortgage pass-through securities | $89,960,000 | 62 |
| Other commercial mortgage-backed securities | $278,048,000 | 58 |
| Held to maturity securities (book value) | $86,369,000 | 263 |
| Available-for-sale securities (fair market value) | $1,381,022,000 | 134 |
| Total debt securities | $1,467,391,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,380,864,000 | 150 |
| U.S. Government securities | $873,092,000 | 166 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $873,092,000 | 151 |
| Securities issued by states & political subdivisions | $75,849,000 | 482 |
| Other domestic debt securities | $431,923,000 | 48 |
| Privately issued residential mortgage-backed securities | $17,682,000 | 93 |
| Commercial mortgage-backed securities - Total | $57,775,000 | 32 |
| Asset backed securities | $98,385,000 | 48 |
| Structured financial products - Total | $247,050,000 | 18 |
| Other domestic debt securities - All other | $11,031,000 | 395 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $536,460,000 | 153 |
| Mortgage-backed securities | $898,647,000 | 139 |
| Certificates of participation in pools of residential mortgages | $347,871,000 | 155 |
| Issued or guaranteed by U.S. | $347,871,000 | 153 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $246,493,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $228,811,000 | 142 |
| Privately issued | $17,682,000 | 89 |
| Commercial mortgage-backed securities | $304,283,000 | 75 |
| Commercial mortgage pass-through securities | $100,981,000 | 55 |
| Other commercial mortgage-backed securities | $203,302,000 | 71 |
| Held to maturity securities (book value) | $86,380,000 | 269 |
| Available-for-sale securities (fair market value) | $1,294,484,000 | 138 |
| Total debt securities | $1,380,865,000 | 148 |
| 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 | $1,283,357,000 | 158 |
| U.S. Government securities | $582,384,000 | 219 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $582,384,000 | 210 |
| Securities issued by states & political subdivisions | $86,431,000 | 412 |
| Other domestic debt securities | $554,546,000 | 44 |
| Privately issued residential mortgage-backed securities | $24,861,000 | 77 |
| Commercial mortgage-backed securities - Total | $75,157,000 | 31 |
| Asset backed securities | $110,789,000 | 43 |
| Structured financial products - Total | $229,535,000 | 21 |
| Other domestic debt securities - All other | $114,204,000 | 62 |
| Foreign debt securities | $59,996,000 | 28 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $606,787,000 | 139 |
| Mortgage-backed securities | $647,177,000 | 172 |
| Certificates of participation in pools of residential mortgages | $262,788,000 | 186 |
| Issued or guaranteed by U.S. | $262,788,000 | 184 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $129,093,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $104,232,000 | 248 |
| Privately issued | $24,861,000 | 73 |
| Commercial mortgage-backed securities | $255,296,000 | 85 |
| Commercial mortgage pass-through securities | $101,648,000 | 58 |
| Other commercial mortgage-backed securities | $153,648,000 | 79 |
| Held to maturity securities (book value) | $86,402,000 | 274 |
| Available-for-sale securities (fair market value) | $1,196,955,000 | 147 |
| Total debt securities | $1,283,359,000 | 156 |
| 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 | $1,242,534,000 | 162 |
| U.S. Government securities | $562,956,000 | 226 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $562,956,000 | 220 |
| Securities issued by states & political subdivisions | $92,216,000 | 395 |
| Other domestic debt securities | $530,869,000 | 45 |
| Privately issued residential mortgage-backed securities | $26,308,000 | 76 |
| Commercial mortgage-backed securities - Total | $52,137,000 | 35 |
| Asset backed securities | $136,795,000 | 40 |
| Structured financial products - Total | $196,630,000 | 23 |
| Other domestic debt securities - All other | $118,999,000 | 61 |
| Foreign debt securities | $56,493,000 | 32 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $559,504,000 | 145 |
| Mortgage-backed securities | $616,661,000 | 179 |
| Certificates of participation in pools of residential mortgages | $248,667,000 | 199 |
| Issued or guaranteed by U.S. | $248,667,000 | 197 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $135,989,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $109,681,000 | 240 |
| Privately issued | $26,308,000 | 73 |
| Commercial mortgage-backed securities | $232,005,000 | 84 |
| Commercial mortgage pass-through securities | $101,333,000 | 58 |
| Other commercial mortgage-backed securities | $130,672,000 | 87 |
| Held to maturity securities (book value) | $93,419,000 | 264 |
| Available-for-sale securities (fair market value) | $1,149,115,000 | 146 |
| Total debt securities | $1,242,530,000 | 160 |
| 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 | $1,309,334,000 | 157 |
| U.S. Government securities | $558,616,000 | 230 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $558,616,000 | 220 |
| Securities issued by states & political subdivisions | $93,812,000 | 390 |
| Other domestic debt securities | $600,822,000 | 43 |
| Privately issued residential mortgage-backed securities | $37,238,000 | 65 |
| Commercial mortgage-backed securities - Total | $55,357,000 | 37 |
| Asset backed securities | $126,652,000 | 44 |
| Structured financial products - Total | $265,313,000 | 17 |
| Other domestic debt securities - All other | $116,262,000 | 64 |
| Foreign debt securities | $56,084,000 | 33 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $594,087,000 | 145 |
| Mortgage-backed securities | $622,673,000 | 174 |
| Certificates of participation in pools of residential mortgages | $238,724,000 | 211 |
| Issued or guaranteed by U.S. | $238,724,000 | 209 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $152,234,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $114,996,000 | 232 |
| Privately issued | $37,238,000 | 63 |
| Commercial mortgage-backed securities | $231,715,000 | 82 |
| Commercial mortgage pass-through securities | $98,460,000 | 58 |
| Other commercial mortgage-backed securities | $133,255,000 | 83 |
| Held to maturity securities (book value) | $93,442,000 | 273 |
| Available-for-sale securities (fair market value) | $1,215,892,000 | 142 |
| Total debt securities | $1,309,335,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,342,078,000 | 147 |
| U.S. Government securities | $547,549,000 | 226 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $547,549,000 | 218 |
| Securities issued by states & political subdivisions | $94,532,000 | 382 |
| Other domestic debt securities | $643,501,000 | 40 |
| Privately issued residential mortgage-backed securities | $38,490,000 | 67 |
| Commercial mortgage-backed securities - Total | $61,140,000 | 35 |
| Asset backed securities | $138,998,000 | 41 |
| Structured financial products - Total | $291,881,000 | 16 |
| Other domestic debt securities - All other | $112,992,000 | 63 |
| Foreign debt securities | $56,496,000 | 32 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $607,242,000 | 133 |
| Mortgage-backed securities | $619,478,000 | 172 |
| Certificates of participation in pools of residential mortgages | $244,260,000 | 205 |
| Issued or guaranteed by U.S. | $244,260,000 | 204 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $138,075,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $99,585,000 | 253 |
| Privately issued | $38,490,000 | 65 |
| Commercial mortgage-backed securities | $237,143,000 | 79 |
| Commercial mortgage pass-through securities | $98,309,000 | 58 |
| Other commercial mortgage-backed securities | $138,834,000 | 77 |
| Held to maturity securities (book value) | $93,468,000 | 274 |
| Available-for-sale securities (fair market value) | $1,248,610,000 | 129 |
| Total debt securities | $1,342,078,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,428,421,000 | 136 |
| U.S. Government securities | $581,691,000 | 209 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $581,691,000 | 200 |
| Securities issued by states & political subdivisions | $128,336,000 | 257 |
| Other domestic debt securities | $661,726,000 | 40 |
| Privately issued residential mortgage-backed securities | $40,137,000 | 67 |
| Commercial mortgage-backed securities - Total | $49,186,000 | 36 |
| Asset backed securities | $141,752,000 | 38 |
| Structured financial products - Total | $315,111,000 | 17 |
| Other domestic debt securities - All other | $115,540,000 | 59 |
| Foreign debt securities | $56,668,000 | 33 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $613,974,000 | 129 |
| Mortgage-backed securities | $641,299,000 | 169 |
| Certificates of participation in pools of residential mortgages | $252,460,000 | 189 |
| Issued or guaranteed by U.S. | $252,460,000 | 188 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $176,248,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $136,111,000 | 202 |
| Privately issued | $40,137,000 | 65 |
| Commercial mortgage-backed securities | $212,591,000 | 80 |
| Commercial mortgage pass-through securities | $81,356,000 | 63 |
| Other commercial mortgage-backed securities | $131,235,000 | 83 |
| Held to maturity securities (book value) | $93,494,000 | 274 |
| Available-for-sale securities (fair market value) | $1,334,927,000 | 121 |
| Total debt securities | $1,428,420,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,422,229,000 | 137 |
| U.S. Government securities | $543,200,000 | 218 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $543,200,000 | 211 |
| Securities issued by states & political subdivisions | $145,117,000 | 219 |
| Other domestic debt securities | $684,588,000 | 40 |
| Privately issued residential mortgage-backed securities | $41,878,000 | 70 |
| Commercial mortgage-backed securities - Total | $64,851,000 | 35 |
| Asset backed securities | $140,528,000 | 40 |
| Structured financial products - Total | $314,872,000 | 16 |
| Other domestic debt securities - All other | $122,459,000 | 60 |
| Foreign debt securities | $49,324,000 | 35 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,466,000 | 248 |
| Mortgage-backed securities | $622,672,000 | 172 |
| Certificates of participation in pools of residential mortgages | $195,485,000 | 237 |
| Issued or guaranteed by U.S. | $195,485,000 | 236 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $194,006,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $152,128,000 | 196 |
| Privately issued | $41,878,000 | 65 |
| Commercial mortgage-backed securities | $233,181,000 | 74 |
| Commercial mortgage pass-through securities | $86,164,000 | 56 |
| Other commercial mortgage-backed securities | $147,017,000 | 77 |
| Held to maturity securities (book value) | $93,537,000 | 284 |
| Available-for-sale securities (fair market value) | $1,328,692,000 | 119 |
| Total debt securities | $1,422,231,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,346,305,000 | 142 |
| U.S. Government securities | $537,139,000 | 222 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $537,139,000 | 214 |
| Securities issued by states & political subdivisions | $153,523,000 | 194 |
| Other domestic debt securities | $606,712,000 | 43 |
| Privately issued residential mortgage-backed securities | $27,421,000 | 83 |
| Commercial mortgage-backed securities - Total | $69,344,000 | 34 |
| Asset backed securities | $117,072,000 | 43 |
| Structured financial products - Total | $270,725,000 | 19 |
| Other domestic debt securities - All other | $122,150,000 | 61 |
| Foreign debt securities | $48,931,000 | 36 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,277,000 | 150 |
| Mortgage-backed securities | $606,195,000 | 175 |
| Certificates of participation in pools of residential mortgages | $182,980,000 | 252 |
| Issued or guaranteed by U.S. | $182,980,000 | 251 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $190,393,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $162,972,000 | 188 |
| Privately issued | $27,421,000 | 81 |
| Commercial mortgage-backed securities | $232,822,000 | 71 |
| Commercial mortgage pass-through securities | $82,707,000 | 56 |
| Other commercial mortgage-backed securities | $150,115,000 | 69 |
| Held to maturity securities (book value) | $93,550,000 | 294 |
| Available-for-sale securities (fair market value) | $1,252,755,000 | 129 |
| Total debt securities | $1,346,303,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,163,688,000 | 156 |
| U.S. Government securities | $479,164,000 | 245 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $479,164,000 | 234 |
| Securities issued by states & political subdivisions | $194,859,000 | 145 |
| Other domestic debt securities | $432,533,000 | 49 |
| Privately issued residential mortgage-backed securities | $181,000 | 528 |
| Commercial mortgage-backed securities - Total | $58,302,000 | 33 |
| Asset backed securities | $115,148,000 | 44 |
| Structured financial products - Total | $146,149,000 | 21 |
| Other domestic debt securities - All other | $112,753,000 | 70 |
| Foreign debt securities | $57,132,000 | 36 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $472,657,000 | 163 |
| Mortgage-backed securities | $508,809,000 | 196 |
| Certificates of participation in pools of residential mortgages | $205,199,000 | 215 |
| Issued or guaranteed by U.S. | $205,199,000 | 214 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $245,308,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $245,127,000 | 142 |
| Privately issued | $181,000 | 502 |
| Commercial mortgage-backed securities | $58,302,000 | 137 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $58,302,000 | 96 |
| Held to maturity securities (book value) | $93,591,000 | 295 |
| Available-for-sale securities (fair market value) | $1,070,097,000 | 138 |
| Total debt securities | $1,163,686,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,410,309,000 | 136 |
| U.S. Government securities | $386,773,000 | 291 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $386,773,000 | 278 |
| Securities issued by states & political subdivisions | $571,433,000 | 43 |
| Other domestic debt securities | $393,649,000 | 58 |
| Privately issued residential mortgage-backed securities | $329,000 | 485 |
| Commercial mortgage-backed securities - Total | $72,766,000 | 32 |
| Asset backed securities | $118,122,000 | 45 |
| Structured financial products - Total | $89,620,000 | 26 |
| Other domestic debt securities - All other | $112,812,000 | 76 |
| Foreign debt securities | $58,454,000 | 36 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,834,000 | 2,127 |
| Mortgage-backed securities | $444,395,000 | 209 |
| Certificates of participation in pools of residential mortgages | $202,525,000 | 225 |
| Issued or guaranteed by U.S. | $202,525,000 | 223 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $169,104,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $168,775,000 | 188 |
| Privately issued | $329,000 | 462 |
| Commercial mortgage-backed securities | $72,766,000 | 115 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $72,766,000 | 83 |
| Held to maturity securities (book value) | $93,604,000 | 302 |
| Available-for-sale securities (fair market value) | $1,316,705,000 | 115 |
| Total debt securities | $1,410,309,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,463,677,000 | 135 |
| U.S. Government securities | $401,364,000 | 286 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $401,364,000 | 276 |
| Securities issued by states & political subdivisions | $584,458,000 | 43 |
| Other domestic debt securities | $414,925,000 | 53 |
| Privately issued residential mortgage-backed securities | $5,000 | 744 |
| Commercial mortgage-backed securities - Total | $92,485,000 | 29 |
| Asset backed securities | $124,382,000 | 42 |
| Structured financial products - Total | $89,643,000 | 27 |
| Other domestic debt securities - All other | $108,410,000 | 73 |
| Foreign debt securities | $62,930,000 | 36 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,770,000 | 2,023 |
| Mortgage-backed securities | $477,923,000 | 206 |
| Certificates of participation in pools of residential mortgages | $209,453,000 | 216 |
| Issued or guaranteed by U.S. | $209,453,000 | 214 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $175,985,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $175,980,000 | 188 |
| Privately issued | $5,000 | 706 |
| Commercial mortgage-backed securities | $92,485,000 | 94 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $92,485,000 | 75 |
| Held to maturity securities (book value) | $93,649,000 | 298 |
| Available-for-sale securities (fair market value) | $1,370,028,000 | 114 |
| Total debt securities | $1,463,677,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,536,328,000 | 126 |
| U.S. Government securities | $424,582,000 | 271 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $424,582,000 | 261 |
| Securities issued by states & political subdivisions | $608,466,000 | 39 |
| Other domestic debt securities | $442,546,000 | 51 |
| Privately issued residential mortgage-backed securities | $5,000 | 788 |
| Commercial mortgage-backed securities - Total | $107,784,000 | 27 |
| Asset backed securities | $125,321,000 | 42 |
| Structured financial products - Total | $102,538,000 | 25 |
| Other domestic debt securities - All other | $106,898,000 | 73 |
| Foreign debt securities | $60,734,000 | 35 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,549,000 | 1,967 |
| Mortgage-backed securities | $513,990,000 | 194 |
| Certificates of participation in pools of residential mortgages | $218,545,000 | 208 |
| Issued or guaranteed by U.S. | $218,545,000 | 207 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $187,661,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $187,656,000 | 180 |
| Privately issued | $5,000 | 745 |
| Commercial mortgage-backed securities | $107,784,000 | 82 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $107,784,000 | 68 |
| Held to maturity securities (book value) | $93,662,000 | 301 |
| Available-for-sale securities (fair market value) | $1,442,666,000 | 109 |
| Total debt securities | $1,536,328,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,587,404,000 | 122 |
| U.S. Government securities | $438,161,000 | 263 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $438,161,000 | 255 |
| Securities issued by states & political subdivisions | $612,044,000 | 37 |
| Other domestic debt securities | $469,718,000 | 51 |
| Privately issued residential mortgage-backed securities | $531,000 | 483 |
| Commercial mortgage-backed securities - Total | $123,237,000 | 27 |
| Asset backed securities | $131,767,000 | 41 |
| Structured financial products - Total | $102,421,000 | 24 |
| Other domestic debt securities - All other | $111,762,000 | 73 |
| Foreign debt securities | $67,481,000 | 29 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,718,000 | 1,887 |
| Mortgage-backed securities | $545,368,000 | 180 |
| Certificates of participation in pools of residential mortgages | $228,554,000 | 199 |
| Issued or guaranteed by U.S. | $228,554,000 | 198 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $193,577,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $193,046,000 | 179 |
| Privately issued | $531,000 | 454 |
| Commercial mortgage-backed securities | $123,237,000 | 80 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $123,237,000 | 64 |
| Held to maturity securities (book value) | $93,765,000 | 291 |
| Available-for-sale securities (fair market value) | $1,493,639,000 | 107 |
| Total debt securities | $1,587,404,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,538,999,000 | 126 |
| U.S. Government securities | $381,722,000 | 299 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $381,722,000 | 285 |
| Securities issued by states & political subdivisions | $608,106,000 | 37 |
| Other domestic debt securities | $472,771,000 | 51 |
| Privately issued residential mortgage-backed securities | $531,000 | 514 |
| Commercial mortgage-backed securities - Total | $134,563,000 | 25 |
| Asset backed securities | $135,401,000 | 39 |
| Structured financial products - Total | $102,674,000 | 24 |
| Other domestic debt securities - All other | $99,602,000 | 82 |
| Foreign debt securities | $76,400,000 | 29 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,151,000 | 1,976 |
| Mortgage-backed securities | $500,050,000 | 197 |
| Certificates of participation in pools of residential mortgages | $235,259,000 | 194 |
| Issued or guaranteed by U.S. | $235,259,000 | 193 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $130,228,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $129,697,000 | 242 |
| Privately issued | $531,000 | 489 |
| Commercial mortgage-backed securities | $134,563,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $134,563,000 | 59 |
| Held to maturity securities (book value) | $96,951,000 | 280 |
| Available-for-sale securities (fair market value) | $1,442,048,000 | 110 |
| Total debt securities | $1,538,999,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,556,755,000 | 127 |
| U.S. Government securities | $402,774,000 | 284 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $402,774,000 | 277 |
| Securities issued by states & political subdivisions | $588,550,000 | 39 |
| Other domestic debt securities | $485,577,000 | 50 |
| Privately issued residential mortgage-backed securities | $536,000 | 515 |
| Commercial mortgage-backed securities - Total | $143,989,000 | 24 |
| Asset backed securities | $135,747,000 | 42 |
| Structured financial products - Total | $103,000,000 | 24 |
| Other domestic debt securities - All other | $102,305,000 | 83 |
| Foreign debt securities | $79,854,000 | 29 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,188,000 | 1,876 |
| Mortgage-backed securities | $526,614,000 | 184 |
| Certificates of participation in pools of residential mortgages | $243,928,000 | 188 |
| Issued or guaranteed by U.S. | $243,928,000 | 187 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $138,697,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $138,161,000 | 229 |
| Privately issued | $536,000 | 492 |
| Commercial mortgage-backed securities | $143,989,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $143,989,000 | 53 |
| Held to maturity securities (book value) | $97,130,000 | 280 |
| Available-for-sale securities (fair market value) | $1,459,625,000 | 108 |
| Total debt securities | $1,556,755,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,508,857,000 | 130 |
| U.S. Government securities | $408,310,000 | 279 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $408,310,000 | 272 |
| Securities issued by states & political subdivisions | $525,056,000 | 44 |
| Other domestic debt securities | $494,551,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $148,954,000 | 22 |
| Asset backed securities | $136,941,000 | 41 |
| Structured financial products - Total | $103,024,000 | 23 |
| Other domestic debt securities - All other | $105,632,000 | 82 |
| Foreign debt securities | $80,940,000 | 30 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,103,000 | 1,826 |
| Mortgage-backed securities | $538,972,000 | 182 |
| Certificates of participation in pools of residential mortgages | $245,536,000 | 191 |
| Issued or guaranteed by U.S. | $245,536,000 | 190 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $144,482,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $144,482,000 | 216 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $148,954,000 | 65 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $148,954,000 | 49 |
| Held to maturity securities (book value) | $97,149,000 | 269 |
| Available-for-sale securities (fair market value) | $1,411,708,000 | 108 |
| Total debt securities | $1,508,858,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,350,322,000 | 138 |
| U.S. Government securities | $333,500,000 | 325 |
| U.S. Treasury securities | $400,000 | 1,023 |
| U.S. Government agency obligations | $333,100,000 | 316 |
| Securities issued by states & political subdivisions | $458,118,000 | 49 |
| Other domestic debt securities | $483,304,000 | 52 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $120,347,000 | 24 |
| Asset backed securities | $154,572,000 | 39 |
| Structured financial products - Total | $103,057,000 | 24 |
| Other domestic debt securities - All other | $105,328,000 | 81 |
| Foreign debt securities | $75,400,000 | 31 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,101,000 | 1,720 |
| Mortgage-backed securities | $443,120,000 | 209 |
| Certificates of participation in pools of residential mortgages | $172,017,000 | 271 |
| Issued or guaranteed by U.S. | $172,017,000 | 270 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $150,756,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $150,756,000 | 205 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $120,347,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $120,347,000 | 54 |
| Held to maturity securities (book value) | $97,205,000 | 266 |
| Available-for-sale securities (fair market value) | $1,253,117,000 | 116 |
| Total debt securities | $1,350,322,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,180,612,000 | 150 |
| U.S. Government securities | $243,868,000 | 453 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $243,868,000 | 439 |
| Securities issued by states & political subdivisions | $432,686,000 | 51 |
| Other domestic debt securities | $430,101,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $96,710,000 | 26 |
| Asset backed securities | $156,453,000 | 41 |
| Structured financial products - Total | $76,437,000 | 29 |
| Other domestic debt securities - All other | $100,501,000 | 83 |
| Foreign debt securities | $73,957,000 | 31 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,823,000 | 1,940 |
| Mortgage-backed securities | $326,212,000 | 264 |
| Certificates of participation in pools of residential mortgages | $108,584,000 | 410 |
| Issued or guaranteed by U.S. | $108,584,000 | 409 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $120,918,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $120,918,000 | 241 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $96,710,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $96,710,000 | 55 |
| Held to maturity securities (book value) | $97,459,000 | 251 |
| Available-for-sale securities (fair market value) | $1,083,153,000 | 132 |
| Total debt securities | $1,180,612,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,117,509,000 | 155 |
| U.S. Government securities | $272,914,000 | 403 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $272,914,000 | 387 |
| Securities issued by states & political subdivisions | $340,545,000 | 60 |
| Other domestic debt securities | $431,919,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $99,701,000 | 23 |
| Asset backed securities | $157,281,000 | 44 |
| Structured financial products - Total | $76,671,000 | 25 |
| Other domestic debt securities - All other | $98,266,000 | 85 |
| Foreign debt securities | $72,131,000 | 32 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,826,000 | 2,296 |
| Mortgage-backed securities | $352,294,000 | 247 |
| Certificates of participation in pools of residential mortgages | $119,368,000 | 376 |
| Issued or guaranteed by U.S. | $119,368,000 | 374 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $133,225,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $133,225,000 | 232 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $99,701,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $99,701,000 | 54 |
| Held to maturity securities (book value) | $95,662,000 | 239 |
| Available-for-sale securities (fair market value) | $1,021,847,000 | 142 |
| Total debt securities | $1,117,509,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $943,717,000 | 175 |
| U.S. Government securities | $304,299,000 | 359 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $304,299,000 | 347 |
| Securities issued by states & political subdivisions | $245,057,000 | 80 |
| Other domestic debt securities | $359,833,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $98,387,000 | 25 |
| Asset backed securities | $162,313,000 | 43 |
| Structured financial products - Total | $26,078,000 | 32 |
| Other domestic debt securities - All other | $73,055,000 | 108 |
| Foreign debt securities | $34,528,000 | 41 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,564,000 | 1,627 |
| Mortgage-backed securities | $390,634,000 | 232 |
| Certificates of participation in pools of residential mortgages | $132,201,000 | 349 |
| Issued or guaranteed by U.S. | $132,201,000 | 348 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $160,046,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $160,046,000 | 215 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $98,387,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $98,387,000 | 51 |
| Held to maturity securities (book value) | $45,064,000 | 379 |
| Available-for-sale securities (fair market value) | $898,653,000 | 162 |
| Total debt securities | $943,717,000 | 173 |
| 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 | $763,245,000 | 200 |
| U.S. Government securities | $285,308,000 | 392 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $285,308,000 | 373 |
| Securities issued by states & political subdivisions | $159,093,000 | 150 |
| Other domestic debt securities | $315,613,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $97,031,000 | 26 |
| Asset backed securities | $160,594,000 | 43 |
| Structured financial products - Total | $26,200,000 | 29 |
| Other domestic debt securities - All other | $31,788,000 | 201 |
| Foreign debt securities | $3,231,000 | 111 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,321,000 | 1,512 |
| Mortgage-backed securities | $374,839,000 | 235 |
| Certificates of participation in pools of residential mortgages | $40,061,000 | 1,035 |
| Issued or guaranteed by U.S. | $40,061,000 | 1,034 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $237,747,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $237,747,000 | 163 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $97,031,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $97,031,000 | 47 |
| Held to maturity securities (book value) | $45,180,000 | 365 |
| Available-for-sale securities (fair market value) | $718,065,000 | 190 |
| Total debt securities | $763,245,000 | 199 |
| 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 | $654,526,000 | 234 |
| U.S. Government securities | $205,987,000 | 539 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $205,987,000 | 520 |
| Securities issued by states & political subdivisions | $163,375,000 | 137 |
| Other domestic debt securities | $281,924,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $102,477,000 | 25 |
| Asset backed securities | $137,676,000 | 49 |
| Structured financial products - Total | $1,372,000 | 158 |
| Other domestic debt securities - All other | $40,399,000 | 177 |
| Foreign debt securities | $3,240,000 | 109 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,015,000 | 1,419 |
| Mortgage-backed securities | $299,636,000 | 299 |
| Certificates of participation in pools of residential mortgages | $16,803,000 | 2,094 |
| Issued or guaranteed by U.S. | $16,803,000 | 2,093 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $180,356,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $180,356,000 | 207 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $102,477,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $102,477,000 | 44 |
| Held to maturity securities (book value) | $22,707,000 | 616 |
| Available-for-sale securities (fair market value) | $631,819,000 | 212 |
| Total debt securities | $654,526,000 | 231 |
| 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 | $597,006,000 | 263 |
| U.S. Government securities | $207,464,000 | 527 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $207,464,000 | 510 |
| Securities issued by states & political subdivisions | $159,972,000 | 131 |
| Other domestic debt securities | $226,322,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $110,312,000 | 24 |
| Asset backed securities | $79,400,000 | 58 |
| Structured financial products - Total | $1,461,000 | 150 |
| Other domestic debt securities - All other | $35,149,000 | 201 |
| Foreign debt securities | $3,248,000 | 101 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,526,000 | 1,371 |
| Mortgage-backed securities | $308,730,000 | 299 |
| Certificates of participation in pools of residential mortgages | $17,668,000 | 2,060 |
| Issued or guaranteed by U.S. | $17,668,000 | 2,059 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $180,750,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $180,750,000 | 210 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $110,312,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $110,312,000 | 37 |
| Held to maturity securities (book value) | $17,797,000 | 714 |
| Available-for-sale securities (fair market value) | $579,209,000 | 241 |
| Total debt securities | $597,006,000 | 258 |
| 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 | $496,425,000 | 320 |
| U.S. Government securities | $190,365,000 | 593 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $190,365,000 | 573 |
| Securities issued by states & political subdivisions | $160,088,000 | 129 |
| Other domestic debt securities | $142,716,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $89,692,000 | 26 |
| Asset backed securities | $30,552,000 | 67 |
| Structured financial products - Total | $1,635,000 | 140 |
| Other domestic debt securities - All other | $20,837,000 | 279 |
| Foreign debt securities | $3,256,000 | 81 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,687,000 | 1,323 |
| Mortgage-backed securities | $270,936,000 | 339 |
| Certificates of participation in pools of residential mortgages | $18,350,000 | 1,996 |
| Issued or guaranteed by U.S. | $18,350,000 | 1,994 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $162,894,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $162,894,000 | 231 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $89,692,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $89,692,000 | 35 |
| Held to maturity securities (book value) | $17,971,000 | 726 |
| Available-for-sale securities (fair market value) | $478,454,000 | 296 |
| Total debt securities | $496,425,000 | 314 |
| 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 | $463,273,000 | 335 |
| U.S. Government securities | $202,970,000 | 537 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $202,970,000 | 517 |
| Securities issued by states & political subdivisions | $150,666,000 | 135 |
| Other domestic debt securities | $106,372,000 | 159 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $52,061,000 | 30 |
| Asset backed securities | $31,731,000 | 50 |
| Structured financial products - Total | $1,706,000 | 131 |
| Other domestic debt securities - All other | $20,874,000 | 267 |
| Foreign debt securities | $3,265,000 | 70 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,646,000 | 1,165 |
| Mortgage-backed securities | $245,746,000 | 355 |
| Certificates of participation in pools of residential mortgages | $18,472,000 | 1,892 |
| Issued or guaranteed by U.S. | $18,472,000 | 1,891 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $175,213,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $175,213,000 | 203 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $52,061,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $52,061,000 | 40 |
| Held to maturity securities (book value) | $18,044,000 | 738 |
| Available-for-sale securities (fair market value) | $445,229,000 | 306 |
| Total debt securities | $463,273,000 | 327 |
| 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 | $431,502,000 | 345 |
| U.S. Government securities | $219,188,000 | 488 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $219,188,000 | 473 |
| Securities issued by states & political subdivisions | $122,501,000 | 164 |
| Other domestic debt securities | $86,540,000 | 176 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $30,649,000 | 27 |
| Asset backed securities | $33,282,000 | 48 |
| Structured financial products - Total | $1,756,000 | 129 |
| Other domestic debt securities - All other | $20,853,000 | 246 |
| Foreign debt securities | $3,273,000 | 71 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,975,000 | 1,499 |
| Mortgage-backed securities | $240,430,000 | 346 |
| Certificates of participation in pools of residential mortgages | $16,645,000 | 1,983 |
| Issued or guaranteed by U.S. | $16,645,000 | 1,978 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $193,136,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $193,136,000 | 192 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $30,649,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $30,649,000 | 40 |
| Held to maturity securities (book value) | $18,095,000 | 721 |
| Available-for-sale securities (fair market value) | $413,407,000 | 312 |
| Total debt securities | $431,502,000 | 337 |
| 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 | $362,566,000 | 396 |
| U.S. Government securities | $213,014,000 | 507 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $213,014,000 | 487 |
| Securities issued by states & political subdivisions | $102,332,000 | 194 |
| Other domestic debt securities | $43,938,000 | 263 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $21,213,000 | 51 |
| Structured financial products - Total | $1,762,000 | 138 |
| Other domestic debt securities - All other | $20,963,000 | 228 |
| Foreign debt securities | $3,282,000 | 70 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,019,000 | 1,599 |
| Mortgage-backed securities | $203,548,000 | 379 |
| Certificates of participation in pools of residential mortgages | $16,623,000 | 1,922 |
| Issued or guaranteed by U.S. | $16,623,000 | 1,920 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $186,925,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $186,925,000 | 185 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $18,102,000 | 721 |
| Available-for-sale securities (fair market value) | $344,464,000 | 366 |
| Total debt securities | $362,566,000 | 391 |
| 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 | $289,012,000 | 505 |
| U.S. Government securities | $134,525,000 | 775 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $134,525,000 | 744 |
| Securities issued by states & political subdivisions | $104,041,000 | 189 |
| Other domestic debt securities | $47,156,000 | 262 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $21,337,000 | 51 |
| Structured financial products - Total | $1,764,000 | 134 |
| Other domestic debt securities - All other | $24,055,000 | 204 |
| Foreign debt securities | $3,290,000 | 64 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,964,000 | 1,649 |
| Mortgage-backed securities | $128,736,000 | 558 |
| Certificates of participation in pools of residential mortgages | $9,139,000 | 2,696 |
| Issued or guaranteed by U.S. | $9,139,000 | 2,691 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $119,597,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $119,597,000 | 243 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $21,297,000 | 641 |
| Available-for-sale securities (fair market value) | $267,715,000 | 492 |
| Total debt securities | $289,014,000 | 498 |
| 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 | $246,290,000 | 573 |
| U.S. Government securities | $76,915,000 | 1,211 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $76,915,000 | 1,150 |
| Securities issued by states & political subdivisions | $103,987,000 | 182 |
| Other domestic debt securities | $62,090,000 | 227 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $21,336,000 | 46 |
| Structured financial products - Total | $1,838,000 | 135 |
| Other domestic debt securities - All other | $38,916,000 | 141 |
| Foreign debt securities | $3,298,000 | 59 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,757,000 | 2,146 |
| Mortgage-backed securities | $76,915,000 | 820 |
| Certificates of participation in pools of residential mortgages | $9,752,000 | 2,481 |
| Issued or guaranteed by U.S. | $9,752,000 | 2,476 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $67,163,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $67,163,000 | 370 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $21,364,000 | 630 |
| Available-for-sale securities (fair market value) | $224,926,000 | 552 |
| Total debt securities | $246,291,000 | 563 |
| 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 | $264,133,000 | 508 |
| U.S. Government securities | $94,263,000 | 979 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $94,263,000 | 938 |
| Securities issued by states & political subdivisions | $106,172,000 | 169 |
| Other domestic debt securities | $60,391,000 | 233 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $21,408,000 | 46 |
| Structured financial products - Total | $1,836,000 | 138 |
| Other domestic debt securities - All other | $37,147,000 | 147 |
| Foreign debt securities | $3,307,000 | 58 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,368,000 | 2,851 |
| Mortgage-backed securities | $94,263,000 | 678 |
| Certificates of participation in pools of residential mortgages | $10,112,000 | 2,390 |
| Issued or guaranteed by U.S. | $10,112,000 | 2,386 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $84,151,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $84,151,000 | 310 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $21,355,000 | 651 |
| Available-for-sale securities (fair market value) | $242,778,000 | 492 |
| Total debt securities | $264,133,000 | 500 |
| 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 | $223,011,000 | 595 |
| U.S. Government securities | $92,512,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $92,512,000 | 973 |
| Securities issued by states & political subdivisions | $70,349,000 | 267 |
| Other domestic debt securities | $56,839,000 | 242 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,973,000 | 136 |
| Other domestic debt securities - All other | $54,866,000 | 107 |
| Foreign debt securities | $3,311,000 | 55 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,441,000 | 3,328 |
| Mortgage-backed securities | $45,372,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $10,398,000 | 2,372 |
| Issued or guaranteed by U.S. | $10,398,000 | 2,366 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $34,974,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $34,974,000 | 557 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $21,496,000 | 662 |
| Available-for-sale securities (fair market value) | $201,515,000 | 579 |
| Total debt securities | $223,011,000 | 584 |
| 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 | $171,114,000 | 790 |
| U.S. Government securities | $93,896,000 | 993 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $93,896,000 | 961 |
| Securities issued by states & political subdivisions | $29,120,000 | 843 |
| Other domestic debt securities | $44,776,000 | 296 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,975,000 | 144 |
| Other domestic debt securities - All other | $42,801,000 | 128 |
| Foreign debt securities | $3,322,000 | 57 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,306,000 | 3,271 |
| Mortgage-backed securities | $15,028,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | $11,090,000 | 2,374 |
| Issued or guaranteed by U.S. | $11,090,000 | 2,370 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,938,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $3,938,000 | 1,769 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $21,488,000 | 673 |
| Available-for-sale securities (fair market value) | $149,626,000 | 775 |
| Total debt securities | $171,114,000 | 776 |
| 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 | $108,382,000 | 1,194 |
| U.S. Government securities | $34,807,000 | 2,381 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,807,000 | 2,310 |
| Securities issued by states & political subdivisions | $31,153,000 | 769 |
| Other domestic debt securities | $39,090,000 | 340 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,971,000 | 157 |
| Other domestic debt securities - All other | $37,119,000 | 140 |
| Foreign debt securities | $3,332,000 | 51 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,656,000 | 3,971 |
| Mortgage-backed securities | $8,048,000 | 3,553 |
| Certificates of participation in pools of residential mortgages | $3,980,000 | 3,812 |
| Issued or guaranteed by U.S. | $3,980,000 | 3,805 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,068,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $4,068,000 | 1,712 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $21,468,000 | 688 |
| Available-for-sale securities (fair market value) | $86,914,000 | 1,306 |
| Total debt securities | $108,382,000 | 1,177 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $134,824,000 | 947 |
| U.S. Government securities | $68,275,000 | 1,289 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $68,275,000 | 1,250 |
| Securities issued by states & political subdivisions | $42,333,000 | 524 |
| Other domestic debt securities | $20,876,000 | 552 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,974,000 | 179 |
| Other domestic debt securities - All other | $18,902,000 | 234 |
| Foreign debt securities | $3,340,000 | 54 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,475,000 | 903 |
| Mortgage-backed securities | $61,336,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $56,999,000 | 708 |
| Issued or guaranteed by U.S. | $56,999,000 | 701 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,337,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $4,337,000 | 1,642 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $23,549,000 | 663 |
| Available-for-sale securities (fair market value) | $111,275,000 | 1,002 |
| Total debt securities | $134,823,000 | 932 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $136,759,000 | 919 |
| U.S. Government securities | $72,950,000 | 1,183 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $72,950,000 | 1,146 |
| Securities issued by states & political subdivisions | $39,591,000 | 536 |
| Other domestic debt securities | $20,869,000 | 583 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,974,000 | 185 |
| Other domestic debt securities - All other | $18,895,000 | 250 |
| Foreign debt securities | $3,349,000 | 53 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,369,000 | 3,003 |
| Mortgage-backed securities | $65,460,000 | 964 |
| Certificates of participation in pools of residential mortgages | $60,938,000 | 686 |
| Issued or guaranteed by U.S. | $60,938,000 | 676 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,522,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $4,522,000 | 1,594 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $23,542,000 | 669 |
| Available-for-sale securities (fair market value) | $113,217,000 | 956 |
| Total debt securities | $136,759,000 | 899 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $103,259,000 | 1,216 |
| U.S. Government securities | $75,771,000 | 1,147 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $75,771,000 | 1,112 |
| Securities issued by states & political subdivisions | $3,002,000 | 3,809 |
| Other domestic debt securities | $21,129,000 | 544 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,129,000 | 212 |
| Foreign debt securities | $3,357,000 | 46 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,528,000 | 2,887 |
| Mortgage-backed securities | $43,528,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | $43,528,000 | 972 |
| Issued or guaranteed by U.S. | $43,528,000 | 962 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,535,000 | 667 |
| Available-for-sale securities (fair market value) | $79,724,000 | 1,349 |
| Total debt securities | $103,259,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $100,137,000 | 1,225 |
| U.S. Government securities | $75,896,000 | 1,132 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $75,896,000 | 1,106 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $20,876,000 | 516 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,876,000 | 208 |
| Foreign debt securities | $3,365,000 | 40 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,899,000 | 1,652 |
| Mortgage-backed securities | $15,020,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $15,020,000 | 2,156 |
| Issued or guaranteed by U.S. | $15,020,000 | 2,144 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,529,000 | 669 |
| Available-for-sale securities (fair market value) | $76,608,000 | 1,381 |
| Total debt securities | $100,137,000 | 1,202 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $111,099,000 | 1,068 |
| U.S. Government securities | $79,941,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $79,941,000 | 1,012 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $27,776,000 | 441 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,776,000 | 172 |
| Foreign debt securities | $3,382,000 | 43 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,942,000 | 714 |
| Mortgage-backed securities | $19,594,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $19,594,000 | 1,720 |
| Issued or guaranteed by U.S. | $19,594,000 | 1,710 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,158,000 | 528 |
| Available-for-sale securities (fair market value) | $79,941,000 | 1,276 |
| Total debt securities | $111,101,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $111,732,000 | 1,083 |
| U.S. Government securities | $80,547,000 | 1,029 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $80,547,000 | 1,009 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $27,803,000 | 453 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,803,000 | 187 |
| Foreign debt securities | $3,382,000 | 45 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,547,000 | 681 |
| Mortgage-backed securities | $19,895,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $19,895,000 | 1,694 |
| Issued or guaranteed by U.S. | $19,895,000 | 1,685 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $111,732,000 | 941 |
| Total debt securities | $111,732,000 | 1,061 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $120,757,000 | 1,023 |
| U.S. Government securities | $77,435,000 | 1,074 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $77,435,000 | 1,049 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $40,465,000 | 358 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,465,000 | 145 |
| Foreign debt securities | $2,857,000 | 49 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,435,000 | 702 |
| Mortgage-backed securities | $16,162,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $16,162,000 | 1,901 |
| Issued or guaranteed by U.S. | $16,162,000 | 1,891 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $120,757,000 | 889 |
| Total debt securities | $120,757,000 | 997 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $116,543,000 | 1,040 |
| U.S. Government securities | $73,672,000 | 1,137 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $73,672,000 | 1,113 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $39,579,000 | 354 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,579,000 | 154 |
| Foreign debt securities | $3,292,000 | 46 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,672,000 | 728 |
| Mortgage-backed securities | $13,353,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $13,353,000 | 1,924 |
| Issued or guaranteed by U.S. | $13,353,000 | 1,914 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $116,543,000 | 905 |
| Total debt securities | $116,543,000 | 1,017 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $110,764,000 | 1,090 |
| U.S. Government securities | $64,939,000 | 1,315 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $64,939,000 | 1,287 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $42,825,000 | 329 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,825,000 | 150 |
| Foreign debt securities | $3,000,000 | 46 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,939,000 | 787 |
| Mortgage-backed securities | $4,973,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $4,973,000 | 3,085 |
| Issued or guaranteed by U.S. | $4,973,000 | 3,070 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $110,764,000 | 941 |
| Total debt securities | $110,764,000 | 1,065 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $108,795,000 | 1,118 |
| U.S. Government securities | $63,839,000 | 1,341 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $63,839,000 | 1,310 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $41,956,000 | 322 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,956,000 | 143 |
| Foreign debt securities | $3,000,000 | 46 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,879,000 | 806 |
| Mortgage-backed securities | $5,179,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $5,179,000 | 2,955 |
| Issued or guaranteed by U.S. | $5,179,000 | 2,941 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $108,795,000 | 968 |
| Total debt securities | $108,795,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $110,084,000 | 1,107 |
| U.S. Government securities | $63,898,000 | 1,345 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $63,898,000 | 1,316 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $43,186,000 | 316 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,186,000 | 140 |
| Foreign debt securities | $3,000,000 | 45 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,898,000 | 800 |
| Mortgage-backed securities | $4,943,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $4,943,000 | 3,006 |
| Issued or guaranteed by U.S. | $4,943,000 | 2,991 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $110,084,000 | 945 |
| Total debt securities | $110,084,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $111,226,000 | 1,113 |
| U.S. Government securities | $63,845,000 | 1,385 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $63,845,000 | 1,356 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $44,366,000 | 302 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,366,000 | 142 |
| Foreign debt securities | $3,015,000 | 47 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,845,000 | 800 |
| Mortgage-backed securities | $5,220,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $5,220,000 | 2,943 |
| Issued or guaranteed by U.S. | $5,220,000 | 2,929 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $111,226,000 | 953 |
| Total debt securities | $111,226,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $111,707,000 | 1,123 |
| U.S. Government securities | $63,943,000 | 1,390 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $63,943,000 | 1,352 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $44,734,000 | 304 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,734,000 | 145 |
| Foreign debt securities | $3,030,000 | 47 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,943,000 | 804 |
| Mortgage-backed securities | $5,427,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $5,427,000 | 2,902 |
| Issued or guaranteed by U.S. | $5,427,000 | 2,887 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $111,707,000 | 949 |
| Total debt securities | $111,707,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $110,672,000 | 1,129 |
| U.S. Government securities | $63,230,000 | 1,424 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $63,230,000 | 1,392 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $44,427,000 | 304 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,427,000 | 144 |
| Foreign debt securities | $3,015,000 | 47 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,319,000 | 777 |
| Mortgage-backed securities | $5,654,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $5,654,000 | 2,860 |
| Issued or guaranteed by U.S. | $5,654,000 | 2,847 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $110,672,000 | 954 |
| Total debt securities | $110,672,000 | 1,097 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $110,220,000 | 1,137 |
| U.S. Government securities | $62,709,000 | 1,468 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $62,709,000 | 1,422 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $47,511,000 | 298 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,511,000 | 136 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,694,000 | 974 |
| Mortgage-backed securities | $4,761,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $4,761,000 | 3,135 |
| Issued or guaranteed by U.S. | $4,761,000 | 3,122 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $110,220,000 | 965 |
| Total debt securities | $110,220,000 | 1,109 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $101,217,000 | 1,232 |
| U.S. Government securities | $63,393,000 | 1,442 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $63,393,000 | 1,387 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $37,824,000 | 348 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,824,000 | 169 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,805,000 | 934 |
| Mortgage-backed securities | $24,649,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $24,649,000 | 1,187 |
| Issued or guaranteed by U.S. | $24,649,000 | 1,180 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $101,217,000 | 1,052 |
| Total debt securities | $101,217,000 | 1,201 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $103,415,000 | 1,201 |
| U.S. Government securities | $65,063,000 | 1,382 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $65,063,000 | 1,327 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $38,352,000 | 345 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,352,000 | 171 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,739,000 | 3,419 |
| Mortgage-backed securities | $25,339,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $25,339,000 | 1,185 |
| Issued or guaranteed by U.S. | $25,339,000 | 1,176 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $103,415,000 | 1,022 |
| Total debt securities | $103,415,000 | 1,166 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $104,423,000 | 1,197 |
| U.S. Government securities | $65,843,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $65,843,000 | 1,341 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $38,580,000 | 342 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,580,000 | 174 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,922,000 | 3,026 |
| Mortgage-backed securities | $26,119,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $26,119,000 | 1,181 |
| Issued or guaranteed by U.S. | $26,119,000 | 1,172 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $104,423,000 | 1,028 |
| Total debt securities | $104,423,000 | 1,160 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $96,205,000 | 1,305 |
| U.S. Government securities | $65,512,000 | 1,429 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $65,512,000 | 1,368 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $30,693,000 | 404 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,693,000 | 207 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,352,000 | 2,959 |
| Mortgage-backed securities | $26,330,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $26,330,000 | 1,220 |
| Issued or guaranteed by U.S. | $26,330,000 | 1,211 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $96,205,000 | 1,115 |
| Total debt securities | $96,204,000 | 1,275 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $117,586,000 | 1,094 |
| U.S. Government securities | $86,940,000 | 1,088 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $86,940,000 | 1,045 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $30,646,000 | 418 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,646,000 | 222 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,333,000 | 3,702 |
| Mortgage-backed securities | $7,187,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $7,187,000 | 2,815 |
| Issued or guaranteed by U.S. | $7,187,000 | 2,807 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $117,586,000 | 929 |
| Total debt securities | $117,586,000 | 1,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $111,424,000 | 1,152 |
| U.S. Government securities | $86,809,000 | 1,084 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $86,809,000 | 1,039 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $24,615,000 | 484 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,615,000 | 278 |
| 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 | $8,796,000 | 3,587 |
| Mortgage-backed securities | $7,501,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $7,501,000 | 2,780 |
| Issued or guaranteed by U.S. | $7,501,000 | 2,773 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $111,424,000 | 975 |
| Total debt securities | $111,424,000 | 1,119 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $105,485,000 | 1,227 |
| U.S. Government securities | $86,810,000 | 1,100 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $86,810,000 | 1,054 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $18,675,000 | 566 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,675,000 | 351 |
| 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 | $10,296,000 | 3,220 |
| Mortgage-backed securities | $8,160,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $8,160,000 | 2,689 |
| Issued or guaranteed by U.S. | $8,160,000 | 2,681 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $105,485,000 | 1,040 |
| Total debt securities | $105,485,000 | 1,190 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $129,676,000 | 1,005 |
| U.S. Government securities | $88,961,000 | 1,068 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $88,961,000 | 1,024 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $40,715,000 | 350 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,715,000 | 187 |
| 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 | $7,878,000 | 3,706 |
| Mortgage-backed securities | $8,961,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $8,961,000 | 2,580 |
| Issued or guaranteed by U.S. | $8,961,000 | 2,569 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $129,676,000 | 844 |
| Total debt securities | $129,676,000 | 969 |
| 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 | $24,185,000 | 4,306 |
| U.S. Government securities | $10,250,000 | 5,703 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,250,000 | 5,545 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $13,935,000 | 705 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,935,000 | 513 |
| 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 | $8,538,000 | 3,470 |
| Mortgage-backed securities | $10,250,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $10,250,000 | 2,392 |
| Issued or guaranteed by U.S. | $10,250,000 | 2,380 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $24,185,000 | 3,723 |
| Total debt securities | $24,185,000 | 4,230 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $26,952,000 | 3,925 |
| U.S. Government securities | $11,871,000 | 5,188 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,871,000 | 5,034 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $15,081,000 | 682 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,081,000 | 510 |
| 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 | $5,679,000 | 4,195 |
| Mortgage-backed securities | $11,871,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $11,871,000 | 2,163 |
| Issued or guaranteed by U.S. | $11,871,000 | 2,154 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $26,952,000 | 3,403 |
| Total debt securities | $26,951,000 | 3,847 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $27,983,000 | 3,729 |
| U.S. Government securities | $10,292,000 | 5,478 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,292,000 | 5,313 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $17,691,000 | 636 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,691,000 | 465 |
| 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 | $6,519,000 | 3,877 |
| Mortgage-backed securities | $10,292,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $10,292,000 | 2,363 |
| Issued or guaranteed by U.S. | $10,292,000 | 2,352 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $27,983,000 | 3,228 |
| Total debt securities | $27,983,000 | 3,647 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $31,294,000 | 3,415 |
| U.S. Government securities | $15,151,000 | 4,498 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $15,151,000 | 4,331 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $16,143,000 | 695 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,143,000 | 506 |
| 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 | $9,500,000 | 3,171 |
| Mortgage-backed securities | $15,151,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $15,151,000 | 1,815 |
| Issued or guaranteed by U.S. | $15,151,000 | 1,809 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $31,294,000 | 2,953 |
| Total debt securities | $31,294,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $33,629,000 | 3,214 |
| U.S. Government securities | $17,854,000 | 4,003 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,854,000 | 3,832 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $15,775,000 | 702 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,775,000 | 510 |
| 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 | $11,008,000 | 2,891 |
| Mortgage-backed securities | $17,854,000 | 2,142 |
| Certificates of participation in pools of residential mortgages | $17,854,000 | 1,590 |
| Issued or guaranteed by U.S. | $17,854,000 | 1,581 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $33,629,000 | 2,745 |
| Total debt securities | $33,629,000 | 3,135 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $36,776,000 | 2,866 |
| U.S. Government securities | $29,471,000 | 2,573 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $29,471,000 | 2,439 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $7,305,000 | 1,125 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,305,000 | 889 |
| 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 | $3,508,000 | 5,065 |
| Mortgage-backed securities | $27,448,000 | 1,475 |
| Certificates of participation in pools of residential mortgages | $27,448,000 | 1,015 |
| Issued or guaranteed by U.S. | $27,448,000 | 1,010 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $36,776,000 | 2,388 |
| Total debt securities | $36,770,000 | 2,800 |
| 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 | $0 | 9,820 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $0 | 9,692 |
| 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 | NA | NA |