Home > Berkshire Bank > Securities
Berkshire Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,578,597,000 | 179 |
| U.S. Government securities | $1,209,138,000 | 166 |
| U.S. Treasury securities | $7,981,000 | 1,532 |
| U.S. Government agency obligations | $1,201,157,000 | 143 |
| Securities issued by states & political subdivisions | $316,708,000 | 120 |
| Other domestic debt securities | $39,790,000 | 477 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,000 | 551 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $39,772,000 | 227 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,166,838,000 | 131 |
| Mortgage-backed securities | $1,189,907,000 | 129 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $464,858,000 | 162 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $460,803,000 | 96 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $264,246,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $543,351,000 | 132 |
| Available-for-sale securities (fair market value) | $1,022,285,000 | 198 |
| Total debt securities | $1,565,635,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $50,090,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $75,878,000 | 44 |
| 2023-09-30 | Rank | |
| Total securities | $1,825,628,000 | 159 |
| U.S. Government securities | $1,457,969,000 | 142 |
| U.S. Treasury securities | $7,873,000 | 1,598 |
| U.S. Government agency obligations | $1,450,096,000 | 126 |
| Securities issued by states & political subdivisions | $316,490,000 | 118 |
| Other domestic debt securities | $38,913,000 | 463 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,000 | 533 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $38,895,000 | 231 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,374,643,000 | 120 |
| Mortgage-backed securities | $1,438,726,000 | 116 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $531,446,000 | 146 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $576,573,000 | 80 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $330,707,000 | 57 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $552,982,000 | 131 |
| Available-for-sale securities (fair market value) | $1,260,390,000 | 171 |
| Total debt securities | $1,813,372,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $70,218,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $117,418,000 | 48 |
| 2023-06-30 | Rank | |
| Total securities | $1,916,893,000 | 154 |
| U.S. Government securities | $1,539,550,000 | 138 |
| U.S. Treasury securities | $7,981,000 | 1,611 |
| U.S. Government agency obligations | $1,531,569,000 | 125 |
| Securities issued by states & political subdivisions | $325,468,000 | 123 |
| Other domestic debt securities | $39,078,000 | 461 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,000 | 530 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $39,059,000 | 230 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,451,843,000 | 115 |
| Mortgage-backed securities | $1,519,760,000 | 113 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $567,783,000 | 139 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $611,689,000 | 78 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $340,288,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $563,765,000 | 128 |
| Available-for-sale securities (fair market value) | $1,340,331,000 | 164 |
| Total debt securities | $1,904,094,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $58,360,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $95,290,000 | 45 |
| 2023-03-31 | Rank | |
| Total securities | $1,994,878,000 | 157 |
| U.S. Government securities | $1,610,602,000 | 138 |
| U.S. Treasury securities | $8,981,000 | 1,600 |
| U.S. Government agency obligations | $1,601,621,000 | 117 |
| Securities issued by states & political subdivisions | $330,535,000 | 131 |
| Other domestic debt securities | $40,740,000 | 475 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,000 | 536 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $40,719,000 | 233 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,569,849,000 | 107 |
| Mortgage-backed securities | $1,588,864,000 | 117 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $589,749,000 | 140 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $650,284,000 | 79 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $348,831,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $574,606,000 | 132 |
| Available-for-sale securities (fair market value) | $1,407,271,000 | 172 |
| Total debt securities | $1,981,877,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $45,918,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $70,751,000 | 48 |
| 2022-12-31 | Rank | |
| Total securities | $2,019,418,000 | 164 |
| U.S. Government securities | $1,633,081,000 | 144 |
| U.S. Treasury securities | $11,973,000 | 1,434 |
| U.S. Government agency obligations | $1,621,108,000 | 122 |
| Securities issued by states & political subdivisions | $332,468,000 | 135 |
| Other domestic debt securities | $40,450,000 | 480 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,000 | 540 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $40,429,000 | 247 |
| 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 | $419,148,000 | 229 |
| Mortgage-backed securities | $1,608,105,000 | 120 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $588,554,000 | 149 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $668,795,000 | 81 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $350,756,000 | 60 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $583,454,000 | 136 |
| Available-for-sale securities (fair market value) | $1,422,545,000 | 176 |
| Total debt securities | $2,006,001,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $59,013,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $90,812,000 | 49 |
| 2022-09-30 | Rank | |
| Total securities | $2,076,147,000 | 167 |
| U.S. Government securities | $1,689,110,000 | 144 |
| U.S. Treasury securities | $20,000,000 | 1,077 |
| U.S. Government agency obligations | $1,669,110,000 | 126 |
| Securities issued by states & political subdivisions | $330,763,000 | 131 |
| Other domestic debt securities | $43,579,000 | 441 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,000 | 529 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $43,557,000 | 224 |
| 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 | $391,597,000 | 236 |
| Mortgage-backed securities | $1,655,211,000 | 124 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $596,996,000 | 150 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $699,360,000 | 82 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $358,855,000 | 59 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $592,503,000 | 134 |
| Available-for-sale securities (fair market value) | $1,470,949,000 | 170 |
| Total debt securities | $2,063,453,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $59,831,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $96,203,000 | 53 |
| 2022-06-30 | Rank | |
| Total securities | $2,313,691,000 | 156 |
| U.S. Government securities | $1,919,304,000 | 140 |
| U.S. Treasury securities | $99,849,000 | 304 |
| U.S. Government agency obligations | $1,819,455,000 | 124 |
| Securities issued by states & political subdivisions | $337,926,000 | 132 |
| Other domestic debt securities | $42,401,000 | 429 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,000 | 528 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $42,379,000 | 235 |
| 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 | $392,981,000 | 232 |
| Mortgage-backed securities | $1,804,482,000 | 122 |
| Certificates of participation in pools of residential mortgages | $650,583,000 | 144 |
| Issued or guaranteed by U.S. | $650,583,000 | 143 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $773,989,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $773,989,000 | 80 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $379,910,000 | 119 |
| Commercial mortgage pass-through securities | $379,910,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $602,612,000 | 124 |
| Available-for-sale securities (fair market value) | $1,697,019,000 | 160 |
| Total debt securities | $2,299,631,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $65,700,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $77,105,000 | 47 |
| 2022-03-31 | Rank | |
| Total securities | $2,659,369,000 | 137 |
| U.S. Government securities | $2,255,833,000 | 127 |
| U.S. Treasury securities | $290,610,000 | 117 |
| U.S. Government agency obligations | $1,965,223,000 | 120 |
| Securities issued by states & political subdivisions | $344,395,000 | 130 |
| Other domestic debt securities | $44,521,000 | 412 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,000 | 536 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $44,498,000 | 227 |
| 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 | $332,776,000 | 260 |
| Mortgage-backed securities | $1,948,401,000 | 118 |
| Certificates of participation in pools of residential mortgages | $698,849,000 | 141 |
| Issued or guaranteed by U.S. | $698,849,000 | 139 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $851,477,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $851,477,000 | 77 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $398,075,000 | 113 |
| Commercial mortgage pass-through securities | $398,075,000 | 56 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $612,174,000 | 112 |
| Available-for-sale securities (fair market value) | $2,032,575,000 | 145 |
| Total debt securities | $2,644,740,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $56,870,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,134,000 | 53 |
| 2021-12-31 | Rank | |
| Total securities | $2,529,435,000 | 145 |
| U.S. Government securities | $2,106,816,000 | 134 |
| U.S. Treasury securities | $59,973,000 | 298 |
| U.S. Government agency obligations | $2,046,843,000 | 124 |
| Securities issued by states & political subdivisions | $361,568,000 | 132 |
| Other domestic debt securities | $45,703,000 | 394 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,000 | 543 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $45,680,000 | 209 |
| 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 | $309,203,000 | 269 |
| Mortgage-backed securities | $2,028,626,000 | 119 |
| Certificates of participation in pools of residential mortgages | $763,187,000 | 133 |
| Issued or guaranteed by U.S. | $763,187,000 | 132 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $837,480,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $837,480,000 | 80 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $427,959,000 | 114 |
| Commercial mortgage pass-through securities | $427,959,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $636,502,000 | 94 |
| Available-for-sale securities (fair market value) | $1,877,585,000 | 154 |
| Total debt securities | $2,514,088,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $87,882,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,635,000 | 46 |
| 2021-09-30 | Rank | |
| Total securities | $2,311,304,000 | 154 |
| U.S. Government securities | $1,876,994,000 | 141 |
| U.S. Treasury securities | $29,997,000 | 416 |
| U.S. Government agency obligations | $1,846,997,000 | 127 |
| Securities issued by states & political subdivisions | $368,068,000 | 119 |
| Other domestic debt securities | $50,766,000 | 349 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,000 | 549 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $50,742,000 | 183 |
| 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 | $370,715,000 | 225 |
| Mortgage-backed securities | $1,826,919,000 | 127 |
| Certificates of participation in pools of residential mortgages | $487,593,000 | 187 |
| Issued or guaranteed by U.S. | $487,593,000 | 186 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $928,844,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $928,844,000 | 74 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $410,482,000 | 113 |
| Commercial mortgage pass-through securities | $410,482,000 | 49 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $651,863,000 | 87 |
| Available-for-sale securities (fair market value) | $1,643,965,000 | 164 |
| Total debt securities | $2,295,829,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $105,701,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,007,000 | 45 |
| 2021-06-30 | Rank | |
| Total securities | $2,321,877,000 | 141 |
| U.S. Government securities | $1,878,026,000 | 132 |
| U.S. Treasury securities | $30,000,000 | 356 |
| U.S. Government agency obligations | $1,848,026,000 | 124 |
| Securities issued by states & political subdivisions | $377,091,000 | 109 |
| Other domestic debt securities | $51,181,000 | 326 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,000 | 560 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $51,157,000 | 171 |
| 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 | $347,005,000 | 235 |
| Mortgage-backed securities | $1,827,072,000 | 121 |
| Certificates of participation in pools of residential mortgages | $487,942,000 | 179 |
| Issued or guaranteed by U.S. | $487,942,000 | 178 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $926,940,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $926,940,000 | 73 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $412,190,000 | 112 |
| Commercial mortgage pass-through securities | $412,190,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $665,786,000 | 77 |
| Available-for-sale securities (fair market value) | $1,640,512,000 | 160 |
| Total debt securities | $2,306,298,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $121,714,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $47,591,000 | 45 |
| 2021-03-31 | Rank | |
| Total securities | $2,253,657,000 | 137 |
| U.S. Government securities | $1,832,565,000 | 126 |
| U.S. Treasury securities | $29,999,000 | 269 |
| U.S. Government agency obligations | $1,802,566,000 | 118 |
| Securities issued by states & political subdivisions | $360,389,000 | 116 |
| Other domestic debt securities | $45,013,000 | 344 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,000 | 561 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $44,988,000 | 181 |
| 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 | $335,462,000 | 231 |
| Mortgage-backed securities | $1,780,825,000 | 115 |
| Certificates of participation in pools of residential mortgages | $487,913,000 | 160 |
| Issued or guaranteed by U.S. | $487,913,000 | 160 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $980,343,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $980,343,000 | 69 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $312,569,000 | 121 |
| Commercial mortgage pass-through securities | $312,569,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $610,637,000 | 74 |
| Available-for-sale securities (fair market value) | $1,627,330,000 | 154 |
| Total debt securities | $2,237,967,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $116,200,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $47,551,000 | 51 |
| 2020-12-31 | Rank | |
| Total securities | $2,178,574,000 | 137 |
| U.S. Government securities | $1,752,306,000 | 124 |
| U.S. Treasury securities | $30,000,000 | 205 |
| U.S. Government agency obligations | $1,722,306,000 | 116 |
| Securities issued by states & political subdivisions | $347,962,000 | 116 |
| Other domestic debt securities | $60,055,000 | 265 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,000 | 532 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $60,030,000 | 131 |
| 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 | $582,785,000 | 154 |
| Mortgage-backed securities | $1,698,516,000 | 112 |
| Certificates of participation in pools of residential mortgages | $469,535,000 | 152 |
| Issued or guaranteed by U.S. | $469,535,000 | 149 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $914,851,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $914,851,000 | 69 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $314,130,000 | 115 |
| Commercial mortgage pass-through securities | $314,130,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $465,091,000 | 81 |
| Available-for-sale securities (fair market value) | $1,695,232,000 | 140 |
| Total debt securities | $2,160,321,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $169,459,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $66,423,000 | 50 |
| 2020-09-30 | Rank | |
| Total securities | $1,935,759,000 | 140 |
| U.S. Government securities | $1,479,513,000 | 130 |
| U.S. Treasury securities | $30,004,000 | 207 |
| U.S. Government agency obligations | $1,449,509,000 | 125 |
| Securities issued by states & political subdivisions | $350,970,000 | 104 |
| Other domestic debt securities | $75,001,000 | 217 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,000 | 515 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $74,976,000 | 110 |
| 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 | $623,319,000 | 143 |
| Mortgage-backed securities | $1,424,802,000 | 122 |
| Certificates of participation in pools of residential mortgages | $326,195,000 | 184 |
| Issued or guaranteed by U.S. | $326,195,000 | 182 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $814,695,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $814,695,000 | 73 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $283,912,000 | 118 |
| Commercial mortgage pass-through securities | $283,912,000 | 49 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $330,197,000 | 90 |
| Available-for-sale securities (fair market value) | $1,575,287,000 | 140 |
| Total debt securities | $1,905,484,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $189,151,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,318,000 | 45 |
| 2020-06-30 | Rank | |
| Total securities | $1,824,090,000 | 141 |
| U.S. Government securities | $1,340,799,000 | 136 |
| U.S. Treasury securities | $24,999,000 | 248 |
| U.S. Government agency obligations | $1,315,800,000 | 126 |
| Securities issued by states & political subdivisions | $360,342,000 | 92 |
| Other domestic debt securities | $91,790,000 | 183 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,000 | 470 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $91,764,000 | 89 |
| 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 | $664,591,000 | 136 |
| Mortgage-backed securities | $1,290,879,000 | 123 |
| Certificates of participation in pools of residential mortgages | $162,556,000 | 299 |
| Issued or guaranteed by U.S. | $162,556,000 | 294 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $959,269,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $959,269,000 | 68 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $169,054,000 | 150 |
| Commercial mortgage pass-through securities | $169,054,000 | 70 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $334,895,000 | 90 |
| Available-for-sale securities (fair market value) | $1,458,036,000 | 146 |
| Total debt securities | $1,792,933,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $198,212,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $78,373,000 | 46 |
| 2020-03-31 | Rank | |
| Total securities | $1,771,251,000 | 137 |
| U.S. Government securities | $1,272,384,000 | 141 |
| U.S. Treasury securities | $24,994,000 | 240 |
| U.S. Government agency obligations | $1,247,390,000 | 130 |
| Securities issued by states & political subdivisions | $363,586,000 | 77 |
| Other domestic debt securities | $104,690,000 | 172 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,000 | 451 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $104,664,000 | 79 |
| 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 | $686,973,000 | 131 |
| Mortgage-backed securities | $1,221,700,000 | 128 |
| Certificates of participation in pools of residential mortgages | $143,450,000 | 323 |
| Issued or guaranteed by U.S. | $143,450,000 | 314 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $918,852,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $918,852,000 | 68 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $159,398,000 | 158 |
| Commercial mortgage pass-through securities | $159,398,000 | 76 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $336,802,000 | 91 |
| Available-for-sale securities (fair market value) | $1,403,858,000 | 144 |
| Total debt securities | $1,740,661,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $192,373,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $184,022,000 | 30 |
| 2019-12-31 | Rank | |
| Total securities | $1,706,249,000 | 138 |
| U.S. Government securities | $1,171,130,000 | 151 |
| U.S. Treasury securities | $14,996,000 | 348 |
| U.S. Government agency obligations | $1,156,134,000 | 145 |
| Securities issued by states & political subdivisions | $381,798,000 | 69 |
| Other domestic debt securities | $116,605,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $26,000 | 428 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $116,579,000 | 68 |
| 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 | $347,815,000 | 206 |
| Mortgage-backed securities | $1,129,942,000 | 134 |
| Certificates of participation in pools of residential mortgages | $147,850,000 | 300 |
| Issued or guaranteed by U.S. | $147,850,000 | 293 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $856,752,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $856,752,000 | 68 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $125,340,000 | 173 |
| Commercial mortgage pass-through securities | $125,340,000 | 81 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $357,978,000 | 89 |
| Available-for-sale securities (fair market value) | $1,311,555,000 | 149 |
| Total debt securities | $1,669,531,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $90,959,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $80,774,000 | 25 |
| 2019-09-30 | Rank | |
| Total securities | $1,789,560,000 | 137 |
| U.S. Government securities | $1,210,923,000 | 146 |
| U.S. Treasury securities | $14,925,000 | 347 |
| U.S. Government agency obligations | $1,195,998,000 | 138 |
| Securities issued by states & political subdivisions | $394,305,000 | 67 |
| Other domestic debt securities | $129,051,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $29,000 | 421 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $129,022,000 | 57 |
| 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 | $359,871,000 | 198 |
| Mortgage-backed securities | $1,166,161,000 | 133 |
| Certificates of participation in pools of residential mortgages | $180,655,000 | 247 |
| Issued or guaranteed by U.S. | $180,655,000 | 245 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $914,166,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $914,166,000 | 66 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $71,340,000 | 232 |
| Commercial mortgage pass-through securities | $71,340,000 | 102 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $364,675,000 | 94 |
| Available-for-sale securities (fair market value) | $1,369,604,000 | 144 |
| Total debt securities | $1,734,279,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $119,671,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $105,811,000 | 27 |
| 2019-06-30 | Rank | |
| Total securities | $1,829,861,000 | 135 |
| U.S. Government securities | $1,249,778,000 | 142 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,249,778,000 | 134 |
| Securities issued by states & political subdivisions | $396,436,000 | 66 |
| Other domestic debt securities | $128,320,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $29,000 | 410 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $128,291,000 | 56 |
| 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 | $367,310,000 | 199 |
| Mortgage-backed securities | $1,219,739,000 | 128 |
| Certificates of participation in pools of residential mortgages | $182,141,000 | 239 |
| Issued or guaranteed by U.S. | $182,141,000 | 239 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $966,562,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $966,562,000 | 66 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $71,036,000 | 232 |
| Commercial mortgage pass-through securities | $71,036,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $364,463,000 | 98 |
| Available-for-sale securities (fair market value) | $1,410,071,000 | 140 |
| Total debt securities | $1,774,537,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $96,979,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $80,074,000 | 27 |
| 2019-03-31 | Rank | |
| Total securities | $1,810,906,000 | 130 |
| U.S. Government securities | $1,230,132,000 | 142 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,230,132,000 | 133 |
| Securities issued by states & political subdivisions | $398,068,000 | 68 |
| Other domestic debt securities | $127,900,000 | 126 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $30,000 | 400 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $127,870,000 | 57 |
| 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 | $985,652,000 | 97 |
| Mortgage-backed securities | $1,222,108,000 | 125 |
| Certificates of participation in pools of residential mortgages | $166,032,000 | 268 |
| Issued or guaranteed by U.S. | $166,032,000 | 267 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $986,298,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $986,298,000 | 64 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $69,778,000 | 214 |
| Commercial mortgage pass-through securities | $69,778,000 | 98 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $369,331,000 | 96 |
| Available-for-sale securities (fair market value) | $1,386,769,000 | 140 |
| Total debt securities | $1,756,108,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $59,270,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,796,000 | 36 |
| 2018-12-31 | Rank | |
| Total securities | $1,826,134,000 | 135 |
| U.S. Government securities | $1,257,757,000 | 137 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,257,757,000 | 126 |
| Securities issued by states & political subdivisions | $395,666,000 | 72 |
| Other domestic debt securities | $119,987,000 | 122 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $30,000 | 404 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $119,957,000 | 58 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,123,548,000 | 90 |
| Mortgage-backed securities | $1,249,403,000 | 121 |
| Certificates of participation in pools of residential mortgages | $170,139,000 | 262 |
| Issued or guaranteed by U.S. | $170,139,000 | 262 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,009,922,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $1,009,922,000 | 66 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $69,342,000 | 213 |
| Commercial mortgage pass-through securities | $69,342,000 | 97 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $373,763,000 | 101 |
| Available-for-sale securities (fair market value) | $1,399,647,000 | 142 |
| Total debt securities | $1,773,409,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $46,866,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $33,477,000 | 42 |
| 2018-09-30 | Rank | |
| Total securities | $1,826,067,000 | 131 |
| U.S. Government securities | $1,251,525,000 | 137 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,251,525,000 | 125 |
| Securities issued by states & political subdivisions | $399,343,000 | 73 |
| Other domestic debt securities | $119,909,000 | 122 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $30,000 | 400 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $119,879,000 | 59 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,252,761,000 | 82 |
| Mortgage-backed securities | $1,242,849,000 | 119 |
| Certificates of participation in pools of residential mortgages | $174,604,000 | 256 |
| Issued or guaranteed by U.S. | $174,604,000 | 255 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $999,148,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $999,148,000 | 63 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $69,097,000 | 208 |
| Commercial mortgage pass-through securities | $69,097,000 | 97 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $379,404,000 | 100 |
| Available-for-sale securities (fair market value) | $1,391,373,000 | 138 |
| Total debt securities | $1,770,777,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $46,406,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,349,000 | 51 |
| 2018-06-30 | Rank | |
| Total securities | $1,828,302,000 | 128 |
| U.S. Government securities | $1,258,808,000 | 139 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,258,808,000 | 125 |
| Securities issued by states & political subdivisions | $401,331,000 | 74 |
| Other domestic debt securities | $113,016,000 | 128 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $51,000 | 390 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $112,965,000 | 59 |
| 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 | $1,339,292,000 | 81 |
| Mortgage-backed securities | $1,250,061,000 | 119 |
| Certificates of participation in pools of residential mortgages | $184,190,000 | 249 |
| Issued or guaranteed by U.S. | $184,190,000 | 248 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $995,909,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $995,909,000 | 62 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $69,962,000 | 195 |
| Commercial mortgage pass-through securities | $69,962,000 | 94 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $379,905,000 | 105 |
| Available-for-sale securities (fair market value) | $1,393,250,000 | 138 |
| Total debt securities | $1,773,156,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $44,799,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,865,000 | 50 |
| 2018-03-31 | Rank | |
| Total securities | $1,851,453,000 | 127 |
| U.S. Government securities | $1,264,508,000 | 127 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,264,508,000 | 119 |
| Securities issued by states & political subdivisions | $418,822,000 | 73 |
| Other domestic debt securities | $113,406,000 | 127 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $51,000 | 382 |
| Structured financial products - Total | $1,513,000 | 121 |
| Other domestic debt securities - All other | $111,842,000 | 62 |
| 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 | $1,335,739,000 | 81 |
| Mortgage-backed securities | $1,254,977,000 | 117 |
| Certificates of participation in pools of residential mortgages | $189,458,000 | 253 |
| Issued or guaranteed by U.S. | $189,458,000 | 252 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,008,143,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,008,143,000 | 61 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $57,376,000 | 212 |
| Commercial mortgage pass-through securities | $57,376,000 | 95 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $395,337,000 | 103 |
| Available-for-sale securities (fair market value) | $1,401,399,000 | 132 |
| Total debt securities | $1,796,738,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $38,275,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $19,949,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $21,041,000 | 54 |
| 2017-12-31 | Rank | |
| Total securities | $1,801,375,000 | 127 |
| U.S. Government securities | $1,217,539,000 | 128 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,217,539,000 | 119 |
| Securities issued by states & political subdivisions | $423,170,000 | 76 |
| Other domestic debt securities | $104,987,000 | 132 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $51,000 | 356 |
| Structured financial products - Total | $1,481,000 | 129 |
| Other domestic debt securities - All other | $103,455,000 | 64 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $55,679,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,115,831,000 | 88 |
| Mortgage-backed securities | $1,207,660,000 | 112 |
| Certificates of participation in pools of residential mortgages | $201,015,000 | 234 |
| Issued or guaranteed by U.S. | $201,015,000 | 233 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $948,043,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $948,043,000 | 60 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $58,602,000 | 203 |
| Commercial mortgage pass-through securities | $58,602,000 | 91 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $397,103,000 | 106 |
| Available-for-sale securities (fair market value) | $1,404,272,000 | 130 |
| Total debt securities | $1,745,695,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $31,586,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $14,050,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $15,690,000 | 52 |
| 2017-09-30 | Rank | |
| Total securities | $1,714,124,000 | 129 |
| U.S. Government securities | $1,190,692,000 | 131 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,190,692,000 | 123 |
| Securities issued by states & political subdivisions | $420,919,000 | 72 |
| Other domestic debt securities | $57,077,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $52,000 | 353 |
| Structured financial products - Total | $1,492,000 | 134 |
| Other domestic debt securities - All other | $55,533,000 | 116 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $45,436,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,255,538,000 | 81 |
| Mortgage-backed securities | $1,180,402,000 | 114 |
| Certificates of participation in pools of residential mortgages | $215,790,000 | 223 |
| Issued or guaranteed by U.S. | $215,790,000 | 222 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $891,071,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $891,071,000 | 59 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $73,541,000 | 177 |
| Commercial mortgage pass-through securities | $73,541,000 | 83 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $395,065,000 | 107 |
| Available-for-sale securities (fair market value) | $1,319,059,000 | 132 |
| Total debt securities | $1,668,687,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $34,938,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $15,379,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $17,210,000 | 49 |
| 2017-06-30 | Rank | |
| Total securities | $1,659,679,000 | 128 |
| U.S. Government securities | $1,176,769,000 | 133 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,176,769,000 | 123 |
| Securities issued by states & political subdivisions | $381,837,000 | 79 |
| Other domestic debt securities | $56,921,000 | 188 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $52,000 | 341 |
| Structured financial products - Total | $1,443,000 | 137 |
| Other domestic debt securities - All other | $55,426,000 | 117 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $44,152,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,216,399,000 | 83 |
| Mortgage-backed securities | $1,166,156,000 | 116 |
| Certificates of participation in pools of residential mortgages | $234,661,000 | 213 |
| Issued or guaranteed by U.S. | $234,661,000 | 211 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $857,669,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $857,669,000 | 60 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $73,826,000 | 178 |
| Commercial mortgage pass-through securities | $73,826,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $350,992,000 | 113 |
| Available-for-sale securities (fair market value) | $1,308,687,000 | 134 |
| Total debt securities | $1,615,527,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $37,204,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $16,017,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $17,864,000 | 48 |
| 2017-03-31 | Rank | |
| Total securities | $1,603,340,000 | 127 |
| U.S. Government securities | $1,150,718,000 | 133 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,150,718,000 | 124 |
| Securities issued by states & political subdivisions | $357,113,000 | 85 |
| Other domestic debt securities | $52,069,000 | 205 |
| Privately issued residential mortgage-backed securities | $1,351,000 | 292 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $53,000 | 346 |
| Structured financial products - Total | $1,426,000 | 133 |
| Other domestic debt securities - All other | $49,239,000 | 135 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $43,440,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,056,952,000 | 93 |
| Mortgage-backed securities | $1,141,197,000 | 118 |
| Certificates of participation in pools of residential mortgages | $229,579,000 | 219 |
| Issued or guaranteed by U.S. | $229,579,000 | 218 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $852,463,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $851,112,000 | 60 |
| Privately issued | $1,351,000 | 275 |
| Commercial mortgage-backed securities | $59,155,000 | 191 |
| Commercial mortgage pass-through securities | $59,155,000 | 92 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $331,178,000 | 117 |
| Available-for-sale securities (fair market value) | $1,272,162,000 | 132 |
| Total debt securities | $1,559,901,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $35,924,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $14,897,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $16,632,000 | 48 |
| 2016-12-31 | Rank | |
| Total securities | $1,520,254,000 | 132 |
| U.S. Government securities | $1,051,590,000 | 135 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,051,590,000 | 125 |
| Securities issued by states & political subdivisions | $358,826,000 | 83 |
| Other domestic debt securities | $46,548,000 | 224 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $1,587,000 | 223 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $44,961,000 | 151 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $63,290,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $957,556,000 | 99 |
| Mortgage-backed securities | $1,040,431,000 | 120 |
| Certificates of participation in pools of residential mortgages | $237,738,000 | 209 |
| Issued or guaranteed by U.S. | $237,738,000 | 208 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $742,593,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $742,593,000 | 66 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $60,100,000 | 182 |
| Commercial mortgage pass-through securities | $60,100,000 | 88 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $334,368,000 | 116 |
| Available-for-sale securities (fair market value) | $1,185,886,000 | 137 |
| Total debt securities | $1,456,963,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $34,846,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $16,157,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $17,852,000 | 51 |
| 2016-09-30 | Rank | |
| Total securities | $1,057,405,000 | 171 |
| U.S. Government securities | $712,233,000 | 173 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $712,233,000 | 169 |
| Securities issued by states & political subdivisions | $252,472,000 | 115 |
| Other domestic debt securities | $41,406,000 | 252 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,581,000 | 225 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $39,825,000 | 166 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $51,294,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $694,927,000 | 121 |
| Mortgage-backed securities | $709,033,000 | 155 |
| Certificates of participation in pools of residential mortgages | $104,670,000 | 408 |
| Issued or guaranteed by U.S. | $104,670,000 | 407 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $542,063,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $542,063,000 | 82 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $62,300,000 | 168 |
| Commercial mortgage pass-through securities | $62,300,000 | 78 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $131,467,000 | 219 |
| Available-for-sale securities (fair market value) | $925,938,000 | 158 |
| Total debt securities | $1,006,111,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $51,269,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $35,546,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $38,924,000 | 48 |
| 2016-06-30 | Rank | |
| Total securities | $1,193,864,000 | 161 |
| U.S. Government securities | $855,662,000 | 157 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $855,662,000 | 151 |
| Securities issued by states & political subdivisions | $243,477,000 | 115 |
| Other domestic debt securities | $41,081,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $1,590,000 | 227 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $39,491,000 | 163 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $53,644,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $837,331,000 | 109 |
| Mortgage-backed securities | $852,441,000 | 140 |
| Certificates of participation in pools of residential mortgages | $108,937,000 | 394 |
| Issued or guaranteed by U.S. | $108,937,000 | 393 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $680,252,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $680,252,000 | 73 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $63,252,000 | 151 |
| Commercial mortgage pass-through securities | $63,252,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $132,010,000 | 225 |
| Available-for-sale securities (fair market value) | $1,061,854,000 | 144 |
| Total debt securities | $1,140,220,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $53,758,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $38,020,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $41,489,000 | 51 |
| 2016-03-31 | Rank | |
| Total securities | $1,289,830,000 | 149 |
| U.S. Government securities | $968,104,000 | 146 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $968,104,000 | 140 |
| Securities issued by states & political subdivisions | $232,814,000 | 122 |
| Other domestic debt securities | $36,543,000 | 276 |
| Privately issued residential mortgage-backed securities | $1,000 | 725 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $1,673,000 | 221 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $34,869,000 | 186 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $52,369,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $943,106,000 | 107 |
| Mortgage-backed securities | $964,903,000 | 130 |
| Certificates of participation in pools of residential mortgages | $123,727,000 | 359 |
| Issued or guaranteed by U.S. | $123,727,000 | 358 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $841,176,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $841,175,000 | 63 |
| Privately issued | $1,000 | 685 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $128,196,000 | 231 |
| Available-for-sale securities (fair market value) | $1,161,634,000 | 138 |
| Total debt securities | $1,237,459,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $45,943,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $30,666,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $33,599,000 | 51 |
| 2015-12-31 | Rank | |
| Total securities | $1,290,299,000 | 147 |
| U.S. Government securities | $963,097,000 | 139 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $963,097,000 | 135 |
| Securities issued by states & political subdivisions | $236,084,000 | 112 |
| Other domestic debt securities | $37,009,000 | 273 |
| Privately issued residential mortgage-backed securities | $1,000 | 734 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,780,000 | 230 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $35,228,000 | 182 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $54,109,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $947,807,000 | 103 |
| Mortgage-backed securities | $959,958,000 | 124 |
| Certificates of participation in pools of residential mortgages | $126,023,000 | 349 |
| Issued or guaranteed by U.S. | $126,023,000 | 348 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $833,935,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $833,934,000 | 63 |
| Privately issued | $1,000 | 696 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $131,650,000 | 229 |
| Available-for-sale securities (fair market value) | $1,158,649,000 | 133 |
| Total debt securities | $1,236,193,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $31,696,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $17,130,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $19,594,000 | 55 |
| 2015-09-30 | Rank | |
| Total securities | $1,312,684,000 | 145 |
| U.S. Government securities | $976,473,000 | 138 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $976,473,000 | 133 |
| Securities issued by states & political subdivisions | $235,263,000 | 112 |
| Other domestic debt securities | $32,635,000 | 288 |
| Privately issued residential mortgage-backed securities | $1,000 | 753 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $60,000 | 373 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $32,574,000 | 188 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $68,313,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,487,000 | 103 |
| Mortgage-backed securities | $973,278,000 | 119 |
| Certificates of participation in pools of residential mortgages | $132,218,000 | 328 |
| Issued or guaranteed by U.S. | $132,218,000 | 327 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $841,060,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $841,059,000 | 63 |
| Privately issued | $1,000 | 714 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $133,165,000 | 229 |
| Available-for-sale securities (fair market value) | $1,179,519,000 | 126 |
| Total debt securities | $1,244,372,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $34,702,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $19,361,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $21,892,000 | 55 |
| 2015-06-30 | Rank | |
| Total securities | $1,295,788,000 | 144 |
| U.S. Government securities | $954,801,000 | 137 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $954,801,000 | 134 |
| Securities issued by states & political subdivisions | $237,165,000 | 105 |
| Other domestic debt securities | $33,613,000 | 275 |
| Privately issued residential mortgage-backed securities | $1,000 | 773 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $61,000 | 374 |
| Structured financial products - Total | $928,000 | 171 |
| Other domestic debt securities - All other | $32,623,000 | 176 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $70,209,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $958,232,000 | 104 |
| Mortgage-backed securities | $951,634,000 | 121 |
| Certificates of participation in pools of residential mortgages | $137,848,000 | 323 |
| Issued or guaranteed by U.S. | $137,848,000 | 322 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $813,786,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $813,785,000 | 63 |
| Privately issued | $1,000 | 733 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $86,994,000 | 310 |
| Available-for-sale securities (fair market value) | $1,208,794,000 | 125 |
| Total debt securities | $1,225,578,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $26,845,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $11,610,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $13,842,000 | 59 |
| 2015-03-31 | Rank | |
| Total securities | $1,141,755,000 | 150 |
| U.S. Government securities | $830,723,000 | 155 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $830,723,000 | 151 |
| Securities issued by states & political subdivisions | $198,137,000 | 125 |
| Other domestic debt securities | $38,291,000 | 257 |
| Privately issued residential mortgage-backed securities | $1,000 | 814 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $61,000 | 384 |
| Structured financial products - Total | $922,000 | 160 |
| Other domestic debt securities - All other | $37,307,000 | 167 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $74,604,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $812,709,000 | 111 |
| Mortgage-backed securities | $827,530,000 | 134 |
| Certificates of participation in pools of residential mortgages | $105,714,000 | 406 |
| Issued or guaranteed by U.S. | $105,714,000 | 405 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $721,816,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $721,815,000 | 68 |
| Privately issued | $1,000 | 770 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $42,818,000 | 488 |
| Available-for-sale securities (fair market value) | $1,098,937,000 | 135 |
| Total debt securities | $1,067,153,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $31,391,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $15,444,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $18,204,000 | 60 |
| 2014-12-31 | Rank | |
| Total securities | $1,134,387,000 | 153 |
| U.S. Government securities | $832,878,000 | 154 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $832,878,000 | 149 |
| Securities issued by states & political subdivisions | $176,914,000 | 145 |
| Other domestic debt securities | $40,693,000 | 241 |
| Privately issued residential mortgage-backed securities | $1,000 | 819 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $62,000 | 384 |
| Structured financial products - Total | $2,483,000 | 108 |
| Other domestic debt securities - All other | $38,147,000 | 163 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $83,902,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,889,000 | 151 |
| Mortgage-backed securities | $829,723,000 | 135 |
| Certificates of participation in pools of residential mortgages | $115,794,000 | 385 |
| Issued or guaranteed by U.S. | $115,794,000 | 385 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $713,929,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $713,928,000 | 71 |
| Privately issued | $1,000 | 774 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $43,347,000 | 484 |
| Available-for-sale securities (fair market value) | $1,091,040,000 | 134 |
| Total debt securities | $1,050,485,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $27,862,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $12,328,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $14,869,000 | 57 |
| 2014-09-30 | Rank | |
| Total securities | $1,100,820,000 | 155 |
| U.S. Government securities | $855,081,000 | 147 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $855,081,000 | 143 |
| Securities issued by states & political subdivisions | $177,987,000 | 138 |
| Other domestic debt securities | $18,019,000 | 422 |
| Privately issued residential mortgage-backed securities | $2,000 | 843 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $62,000 | 390 |
| Structured financial products - Total | $1,548,000 | 135 |
| Other domestic debt securities - All other | $16,407,000 | 304 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $49,733,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,122,000 | 148 |
| Mortgage-backed securities | $851,931,000 | 125 |
| Certificates of participation in pools of residential mortgages | $119,689,000 | 371 |
| Issued or guaranteed by U.S. | $119,689,000 | 371 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $732,242,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $732,240,000 | 69 |
| Privately issued | $2,000 | 802 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $42,596,000 | 491 |
| Available-for-sale securities (fair market value) | $1,058,224,000 | 138 |
| Total debt securities | $1,051,087,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $24,334,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $9,206,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $11,376,000 | 55 |
| 2014-06-30 | Rank | |
| Total securities | $1,123,050,000 | 154 |
| U.S. Government securities | $880,048,000 | 142 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $880,048,000 | 138 |
| Securities issued by states & political subdivisions | $180,452,000 | 136 |
| Other domestic debt securities | $15,728,000 | 473 |
| Privately issued residential mortgage-backed securities | $2,000 | 865 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $69,000 | 408 |
| Structured financial products - Total | $1,421,000 | 142 |
| Other domestic debt securities - All other | $14,236,000 | 339 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $46,822,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $852,994,000 | 110 |
| Mortgage-backed securities | $876,887,000 | 123 |
| Certificates of participation in pools of residential mortgages | $90,095,000 | 507 |
| Issued or guaranteed by U.S. | $90,095,000 | 506 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $786,792,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $786,790,000 | 67 |
| Privately issued | $2,000 | 824 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $43,178,000 | 477 |
| Available-for-sale securities (fair market value) | $1,079,872,000 | 137 |
| Total debt securities | $1,076,229,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $15,631,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $2,322,000 | 80 |
| 2014-03-31 | Rank | |
| Total securities | $1,076,090,000 | 166 |
| U.S. Government securities | $805,782,000 | 154 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $805,782,000 | 152 |
| Securities issued by states & political subdivisions | $180,208,000 | 133 |
| Other domestic debt securities | $55,952,000 | 206 |
| Privately issued residential mortgage-backed securities | $2,000 | 895 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $71,000 | 426 |
| Structured financial products - Total | $1,340,000 | 144 |
| Other domestic debt securities - All other | $54,539,000 | 132 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $34,148,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $749,918,000 | 119 |
| Mortgage-backed securities | $802,659,000 | 139 |
| Certificates of participation in pools of residential mortgages | $92,422,000 | 510 |
| Issued or guaranteed by U.S. | $92,422,000 | 510 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $710,237,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $710,235,000 | 71 |
| Privately issued | $2,000 | 852 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $43,159,000 | 465 |
| Available-for-sale securities (fair market value) | $1,032,931,000 | 145 |
| Total debt securities | $1,041,942,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $15,300,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $2,121,000 | 79 |
| 2013-12-31 | Rank | |
| Total securities | $804,244,000 | 203 |
| U.S. Government securities | $604,581,000 | 190 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $604,581,000 | 188 |
| Securities issued by states & political subdivisions | $122,445,000 | 220 |
| Other domestic debt securities | $55,969,000 | 219 |
| Privately issued residential mortgage-backed securities | $3,000 | 923 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $74,000 | 429 |
| Structured financial products - Total | $1,239,000 | 166 |
| Other domestic debt securities - All other | $54,653,000 | 135 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $21,249,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $583,766,000 | 136 |
| Mortgage-backed securities | $601,501,000 | 167 |
| Certificates of participation in pools of residential mortgages | $94,790,000 | 471 |
| Issued or guaranteed by U.S. | $94,790,000 | 471 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $506,711,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $506,708,000 | 88 |
| Privately issued | $3,000 | 877 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $44,921,000 | 441 |
| Available-for-sale securities (fair market value) | $759,323,000 | 178 |
| Total debt securities | $782,994,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $15,359,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $1,889,000 | 83 |
| 2013-09-30 | Rank | |
| Total securities | $730,899,000 | 214 |
| U.S. Government securities | $517,194,000 | 217 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $517,194,000 | 210 |
| Securities issued by states & political subdivisions | $128,163,000 | 205 |
| Other domestic debt securities | $55,614,000 | 223 |
| Privately issued residential mortgage-backed securities | $3,000 | 957 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $76,000 | 437 |
| Structured financial products - Total | $1,007,000 | 189 |
| Other domestic debt securities - All other | $54,528,000 | 140 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $29,928,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,975,000 | 147 |
| Mortgage-backed securities | $514,074,000 | 183 |
| Certificates of participation in pools of residential mortgages | $98,854,000 | 454 |
| Issued or guaranteed by U.S. | $98,854,000 | 454 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $415,220,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $415,217,000 | 101 |
| Privately issued | $3,000 | 913 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $46,925,000 | 415 |
| Available-for-sale securities (fair market value) | $683,974,000 | 198 |
| Total debt securities | $700,970,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $16,306,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $2,273,000 | 78 |
| 2013-06-30 | Rank | |
| Total securities | $617,060,000 | 249 |
| U.S. Government securities | $396,677,000 | 274 |
| U.S. Treasury securities | $100,000 | 1,118 |
| U.S. Government agency obligations | $396,577,000 | 269 |
| Securities issued by states & political subdivisions | $132,054,000 | 199 |
| Other domestic debt securities | $56,502,000 | 216 |
| Privately issued residential mortgage-backed securities | $4,000 | 974 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $77,000 | 446 |
| Structured financial products - Total | $1,007,000 | 187 |
| Other domestic debt securities - All other | $55,414,000 | 141 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $31,827,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,858,000 | 183 |
| Mortgage-backed securities | $393,459,000 | 230 |
| Certificates of participation in pools of residential mortgages | $78,162,000 | 582 |
| Issued or guaranteed by U.S. | $78,162,000 | 580 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $315,297,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $315,293,000 | 132 |
| Privately issued | $4,000 | 929 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $49,604,000 | 365 |
| Available-for-sale securities (fair market value) | $567,456,000 | 236 |
| Total debt securities | $585,233,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $20,479,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $2,396,000 | 74 |
| 2013-03-31 | Rank | |
| Total securities | $608,578,000 | 257 |
| U.S. Government securities | $386,395,000 | 288 |
| U.S. Treasury securities | $100,000 | 1,126 |
| U.S. Government agency obligations | $386,295,000 | 279 |
| Securities issued by states & political subdivisions | $135,349,000 | 191 |
| Other domestic debt securities | $55,108,000 | 228 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,010 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $82,000 | 439 |
| Structured financial products - Total | $898,000 | 191 |
| Other domestic debt securities - All other | $54,124,000 | 143 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $31,726,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,107,000 | 245 |
| Mortgage-backed securities | $383,025,000 | 241 |
| Certificates of participation in pools of residential mortgages | $85,090,000 | 539 |
| Issued or guaranteed by U.S. | $85,090,000 | 538 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $297,935,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $297,931,000 | 132 |
| Privately issued | $4,000 | 965 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $50,472,000 | 342 |
| Available-for-sale securities (fair market value) | $558,106,000 | 245 |
| Total debt securities | $576,851,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $19,243,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $3,215,000 | 72 |
| 2012-12-31 | Rank | |
| Total securities | $517,195,000 | 303 |
| U.S. Government securities | $325,219,000 | 336 |
| U.S. Treasury securities | $100,000 | 1,100 |
| U.S. Government agency obligations | $325,119,000 | 324 |
| Securities issued by states & political subdivisions | $134,948,000 | 182 |
| Other domestic debt securities | $31,737,000 | 331 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,031 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $90,000 | 413 |
| Structured financial products - Total | $885,000 | 191 |
| Other domestic debt securities - All other | $30,758,000 | 207 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $25,291,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,158,000 | 239 |
| Mortgage-backed securities | $321,765,000 | 272 |
| Certificates of participation in pools of residential mortgages | $64,626,000 | 681 |
| Issued or guaranteed by U.S. | $64,626,000 | 678 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $257,139,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $257,135,000 | 154 |
| Privately issued | $4,000 | 988 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $51,025,000 | 339 |
| Available-for-sale securities (fair market value) | $466,170,000 | 286 |
| Total debt securities | $491,900,000 | 304 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $23,152,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $3,473,000 | 70 |
| 2012-09-30 | Rank | |
| Total securities | $518,600,000 | 300 |
| U.S. Government securities | $325,303,000 | 342 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $325,303,000 | 333 |
| Securities issued by states & political subdivisions | $132,648,000 | 174 |
| Other domestic debt securities | $29,564,000 | 351 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,077 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $108,000 | 402 |
| Structured financial products - Total | $817,000 | 193 |
| Other domestic debt securities - All other | $28,634,000 | 225 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $31,085,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,810,000 | 234 |
| Mortgage-backed securities | $325,040,000 | 283 |
| Certificates of participation in pools of residential mortgages | $40,365,000 | 1,082 |
| Issued or guaranteed by U.S. | $40,365,000 | 1,080 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $284,675,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $284,670,000 | 156 |
| Privately issued | $5,000 | 1,030 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $51,156,000 | 341 |
| Available-for-sale securities (fair market value) | $467,444,000 | 292 |
| Total debt securities | $487,516,000 | 313 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $25,069,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $3,695,000 | 72 |
| 2012-06-30 | Rank | |
| Total securities | $513,190,000 | 309 |
| U.S. Government securities | $334,040,000 | 338 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $334,040,000 | 329 |
| Securities issued by states & political subdivisions | $120,310,000 | 189 |
| Other domestic debt securities | $28,841,000 | 356 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,128 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $121,000 | 353 |
| Structured financial products - Total | $613,000 | 220 |
| Other domestic debt securities - All other | $28,102,000 | 223 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $29,999,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,065,000 | 219 |
| Mortgage-backed securities | $333,769,000 | 283 |
| Certificates of participation in pools of residential mortgages | $39,004,000 | 1,148 |
| Issued or guaranteed by U.S. | $39,004,000 | 1,148 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $294,765,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $294,760,000 | 152 |
| Privately issued | $5,000 | 1,079 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $41,822,000 | 396 |
| Available-for-sale securities (fair market value) | $471,368,000 | 292 |
| Total debt securities | $483,189,000 | 319 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $21,393,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $5,165,000 | 65 |
| 2012-03-31 | Rank | |
| Total securities | $483,113,000 | 326 |
| U.S. Government securities | $296,376,000 | 382 |
| U.S. Treasury securities | $302,000 | 1,036 |
| U.S. Government agency obligations | $296,074,000 | 371 |
| Securities issued by states & political subdivisions | $138,764,000 | 159 |
| Other domestic debt securities | $28,399,000 | 355 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,161 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $131,000 | 303 |
| Structured financial products - Total | $545,000 | 220 |
| Other domestic debt securities - All other | $27,717,000 | 222 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $19,574,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $293,657,000 | 236 |
| Mortgage-backed securities | $295,797,000 | 308 |
| Certificates of participation in pools of residential mortgages | $41,509,000 | 1,077 |
| Issued or guaranteed by U.S. | $41,509,000 | 1,077 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $254,288,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $254,282,000 | 168 |
| Privately issued | $6,000 | 1,114 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $59,533,000 | 308 |
| Available-for-sale securities (fair market value) | $423,580,000 | 330 |
| Total debt securities | $463,538,000 | 334 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $16,847,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $16,847,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $3,065,000 | 71 |
| 2011-12-31 | Rank | |
| Total securities | $478,669,000 | 323 |
| U.S. Government securities | $293,378,000 | 368 |
| U.S. Treasury securities | $304,000 | 965 |
| U.S. Government agency obligations | $293,074,000 | 359 |
| Securities issued by states & political subdivisions | $136,341,000 | 153 |
| Other domestic debt securities | $27,940,000 | 380 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,242 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $141,000 | 224 |
| Structured financial products - Total | $544,000 | 206 |
| Other domestic debt securities - All other | $27,248,000 | 209 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $21,010,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,554,000 | 220 |
| Mortgage-backed securities | $292,793,000 | 303 |
| Certificates of participation in pools of residential mortgages | $45,257,000 | 950 |
| Issued or guaranteed by U.S. | $45,257,000 | 946 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $247,536,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $247,529,000 | 152 |
| Privately issued | $7,000 | 1,175 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $58,913,000 | 315 |
| Available-for-sale securities (fair market value) | $419,756,000 | 326 |
| Total debt securities | $457,661,000 | 334 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $17,395,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $17,395,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $3,505,000 | 66 |
| 2011-09-30 | Rank | |
| Total securities | $453,808,000 | 328 |
| U.S. Government securities | $272,604,000 | 392 |
| U.S. Treasury securities | $308,000 | 1,017 |
| U.S. Government agency obligations | $272,296,000 | 381 |
| Securities issued by states & political subdivisions | $135,873,000 | 140 |
| Other domestic debt securities | $27,606,000 | 374 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,259 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $149,000 | 213 |
| Structured financial products - Total | $463,000 | 220 |
| Other domestic debt securities - All other | $26,987,000 | 200 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $17,725,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,055,000 | 233 |
| Mortgage-backed securities | $272,010,000 | 310 |
| Certificates of participation in pools of residential mortgages | $48,564,000 | 873 |
| Issued or guaranteed by U.S. | $48,564,000 | 869 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $223,446,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $223,439,000 | 166 |
| Privately issued | $7,000 | 1,191 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $58,262,000 | 302 |
| Available-for-sale securities (fair market value) | $395,546,000 | 324 |
| Total debt securities | $436,083,000 | 332 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $17,501,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $17,501,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $3,473,000 | 65 |
| 2011-06-30 | Rank | |
| Total securities | $361,134,000 | 400 |
| U.S. Government securities | $185,855,000 | 565 |
| U.S. Treasury securities | $311,000 | 1,110 |
| U.S. Government agency obligations | $185,544,000 | 546 |
| Securities issued by states & political subdivisions | $130,151,000 | 145 |
| Other domestic debt securities | $23,953,000 | 401 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,282 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $170,000 | 207 |
| Structured financial products - Total | $681,000 | 208 |
| Other domestic debt securities - All other | $23,094,000 | 211 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $21,175,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,321,000 | 324 |
| Mortgage-backed securities | $185,254,000 | 410 |
| Certificates of participation in pools of residential mortgages | $24,406,000 | 1,436 |
| Issued or guaranteed by U.S. | $24,406,000 | 1,431 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $160,848,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $160,840,000 | 205 |
| Privately issued | $8,000 | 1,221 |
| 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) | $55,061,000 | 314 |
| Available-for-sale securities (fair market value) | $306,073,000 | 423 |
| Total debt securities | $339,963,000 | 416 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $16,025,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $16,025,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $1,826,000 | 68 |
| 2011-03-31 | Rank | |
| Total securities | $370,384,000 | 385 |
| U.S. Government securities | $186,116,000 | 561 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $186,116,000 | 537 |
| Securities issued by states & political subdivisions | $134,059,000 | 134 |
| Other domestic debt securities | $29,888,000 | 356 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,313 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $75,000 | 229 |
| Structured financial products - Total | $569,000 | 211 |
| Other domestic debt securities - All other | $29,235,000 | 177 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $20,321,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,869,000 | 324 |
| Mortgage-backed securities | $185,821,000 | 402 |
| Certificates of participation in pools of residential mortgages | $25,848,000 | 1,334 |
| Issued or guaranteed by U.S. | $25,848,000 | 1,328 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $159,973,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $159,964,000 | 196 |
| Privately issued | $9,000 | 1,251 |
| 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) | $56,628,000 | 303 |
| Available-for-sale securities (fair market value) | $313,756,000 | 408 |
| Total debt securities | $350,063,000 | 411 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $15,781,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $15,781,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $1,467,000 | 67 |
| 2010-12-31 | Rank | |
| Total securities | $365,245,000 | 381 |
| U.S. Government securities | $173,274,000 | 580 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $173,274,000 | 554 |
| Securities issued by states & political subdivisions | $136,009,000 | 128 |
| Other domestic debt securities | $38,489,000 | 317 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,366 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $85,000 | 214 |
| Structured financial products - Total | $218,000 | 267 |
| Other domestic debt securities - All other | $38,177,000 | 146 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $17,473,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,112,000 | 368 |
| Mortgage-backed securities | $172,974,000 | 412 |
| Certificates of participation in pools of residential mortgages | $31,067,000 | 1,120 |
| Issued or guaranteed by U.S. | $31,067,000 | 1,109 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $141,907,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $141,898,000 | 217 |
| Privately issued | $9,000 | 1,301 |
| 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) | $56,436,000 | 293 |
| Available-for-sale securities (fair market value) | $308,809,000 | 407 |
| Total debt securities | $347,775,000 | 403 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $16,155,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $16,155,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $1,757,000 | 68 |
| 2010-09-30 | Rank | |
| Total securities | $371,203,000 | 362 |
| U.S. Government securities | $168,360,000 | 577 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $168,360,000 | 544 |
| Securities issued by states & political subdivisions | $142,198,000 | 114 |
| Other domestic debt securities | $47,559,000 | 270 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,435 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $94,000 | 198 |
| Structured financial products - Total | $1,136,000 | 177 |
| Other domestic debt securities - All other | $46,319,000 | 124 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $13,086,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,519,000 | 367 |
| Mortgage-backed securities | $168,051,000 | 408 |
| Certificates of participation in pools of residential mortgages | $34,510,000 | 1,007 |
| Issued or guaranteed by U.S. | $34,510,000 | 998 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $133,541,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $133,531,000 | 227 |
| Privately issued | $10,000 | 1,366 |
| 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) | $57,476,000 | 302 |
| Available-for-sale securities (fair market value) | $313,727,000 | 370 |
| Total debt securities | $358,116,000 | 365 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $17,397,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $17,397,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $2,926,000 | 66 |
| 2010-06-30 | Rank | |
| Total securities | $353,339,000 | 361 |
| U.S. Government securities | $158,121,000 | 619 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $158,121,000 | 592 |
| Securities issued by states & political subdivisions | $138,753,000 | 111 |
| Other domestic debt securities | $52,867,000 | 253 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,458 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $104,000 | 193 |
| Structured financial products - Total | $1,101,000 | 186 |
| Other domestic debt securities - All other | $51,651,000 | 115 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,598,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,779,000 | 391 |
| Mortgage-backed securities | $152,802,000 | 437 |
| Certificates of participation in pools of residential mortgages | $43,549,000 | 815 |
| Issued or guaranteed by U.S. | $43,549,000 | 809 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $109,253,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $109,242,000 | 245 |
| Privately issued | $11,000 | 1,388 |
| 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) | $58,617,000 | 305 |
| Available-for-sale securities (fair market value) | $294,722,000 | 387 |
| Total debt securities | $349,741,000 | 363 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $16,915,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $16,915,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $2,312,000 | 67 |
| 2010-03-31 | Rank | |
| Total securities | $375,645,000 | 354 |
| U.S. Government securities | $182,795,000 | 526 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $182,795,000 | 503 |
| Securities issued by states & political subdivisions | $135,653,000 | 112 |
| Other domestic debt securities | $54,586,000 | 256 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,490 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $112,000 | 195 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $54,463,000 | 107 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,611,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,428,000 | 348 |
| Mortgage-backed securities | $177,461,000 | 396 |
| Certificates of participation in pools of residential mortgages | $51,074,000 | 755 |
| Issued or guaranteed by U.S. | $51,074,000 | 750 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $126,387,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $126,376,000 | 221 |
| Privately issued | $11,000 | 1,424 |
| 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) | $62,811,000 | 287 |
| Available-for-sale securities (fair market value) | $312,834,000 | 376 |
| Total debt securities | $373,035,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $15,815,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $15,815,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $1,177,000 | 74 |
| 2009-12-31 | Rank | |
| Total securities | $380,863,000 | 343 |
| U.S. Government securities | $202,768,000 | 461 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $202,768,000 | 444 |
| Securities issued by states & political subdivisions | $132,266,000 | 112 |
| Other domestic debt securities | $44,370,000 | 305 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,527 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $107,000 | 216 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $44,251,000 | 123 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,459,000 | 575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,366,000 | 317 |
| Mortgage-backed securities | $197,429,000 | 364 |
| Certificates of participation in pools of residential mortgages | $55,981,000 | 708 |
| Issued or guaranteed by U.S. | $55,981,000 | 703 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $141,448,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $141,436,000 | 185 |
| Privately issued | $12,000 | 1,451 |
| 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) | $57,621,000 | 301 |
| Available-for-sale securities (fair market value) | $323,242,000 | 353 |
| Total debt securities | $379,401,000 | 337 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $15,880,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $15,880,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $1,018,000 | 75 |
| 2009-09-30 | Rank | |
| Total securities | $361,056,000 | 363 |
| U.S. Government securities | $206,325,000 | 449 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $206,325,000 | 429 |
| Securities issued by states & political subdivisions | $107,522,000 | 154 |
| Other domestic debt securities | $44,583,000 | 330 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,578 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $116,000 | 226 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $44,455,000 | 117 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,626,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,856,000 | 317 |
| Mortgage-backed securities | $195,963,000 | 381 |
| Certificates of participation in pools of residential mortgages | $62,303,000 | 651 |
| Issued or guaranteed by U.S. | $62,303,000 | 645 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $133,660,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $133,648,000 | 183 |
| Privately issued | $12,000 | 1,497 |
| 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) | $31,535,000 | 548 |
| Available-for-sale securities (fair market value) | $329,521,000 | 351 |
| Total debt securities | $358,430,000 | 357 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $16,641,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $16,641,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $1,793,000 | 71 |
| 2009-06-30 | Rank | |
| Total securities | $331,904,000 | 403 |
| U.S. Government securities | $183,633,000 | 485 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $183,633,000 | 465 |
| Securities issued by states & political subdivisions | $103,477,000 | 158 |
| Other domestic debt securities | $42,166,000 | 355 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,596 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $125,000 | 250 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $42,028,000 | 134 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,628,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,068,000 | 344 |
| Mortgage-backed securities | $178,268,000 | 420 |
| Certificates of participation in pools of residential mortgages | $48,740,000 | 850 |
| Issued or guaranteed by U.S. | $48,740,000 | 841 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $129,528,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $129,515,000 | 185 |
| Privately issued | $13,000 | 1,514 |
| 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) | $26,851,000 | 607 |
| Available-for-sale securities (fair market value) | $305,053,000 | 371 |
| Total debt securities | $329,276,000 | 394 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $16,247,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $16,247,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $1,293,000 | 66 |
| 2009-03-31 | Rank | |
| Total securities | $304,403,000 | 432 |
| U.S. Government securities | $181,969,000 | 487 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $181,969,000 | 472 |
| Securities issued by states & political subdivisions | $102,047,000 | 158 |
| Other domestic debt securities | $17,781,000 | 621 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $134,000 | 313 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,633,000 | 252 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,606,000 | 521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,362,000 | 343 |
| Mortgage-backed securities | $181,597,000 | 415 |
| Certificates of participation in pools of residential mortgages | $52,745,000 | 821 |
| Issued or guaranteed by U.S. | $52,745,000 | 812 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $128,852,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $128,838,000 | 181 |
| Privately issued | $14,000 | 1,530 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,972,000 | 591 |
| Available-for-sale securities (fair market value) | $276,431,000 | 404 |
| Total debt securities | $301,797,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $17,565,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $2,431,000 | 57 |
| 2008-12-31 | Rank | |
| Total securities | $301,655,000 | 421 |
| U.S. Government securities | $178,162,000 | 495 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $178,162,000 | 483 |
| Securities issued by states & political subdivisions | $100,088,000 | 163 |
| Other domestic debt securities | $20,903,000 | 515 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $143,000 | 295 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,745,000 | 211 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,502,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,460,000 | 395 |
| Mortgage-backed securities | $177,785,000 | 400 |
| Certificates of participation in pools of residential mortgages | $61,495,000 | 685 |
| Issued or guaranteed by U.S. | $61,495,000 | 678 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $116,290,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $116,275,000 | 191 |
| Privately issued | $15,000 | 1,484 |
| 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) | $25,872,000 | 615 |
| Available-for-sale securities (fair market value) | $275,783,000 | 387 |
| Total debt securities | $299,153,000 | 414 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $18,144,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $3,299,000 | 56 |
| 2008-09-30 | Rank | |
| Total securities | $231,040,000 | 522 |
| U.S. Government securities | $121,369,000 | 694 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $121,369,000 | 678 |
| Securities issued by states & political subdivisions | $96,271,000 | 163 |
| Other domestic debt securities | $10,907,000 | 790 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,535 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $179,000 | 276 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,713,000 | 350 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,493,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,516,000 | 547 |
| Mortgage-backed securities | $120,930,000 | 529 |
| Certificates of participation in pools of residential mortgages | $58,662,000 | 681 |
| Issued or guaranteed by U.S. | $58,662,000 | 674 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $62,268,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $62,253,000 | 272 |
| Privately issued | $15,000 | 1,453 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,190,000 | 612 |
| Available-for-sale securities (fair market value) | $204,850,000 | 501 |
| Total debt securities | $228,548,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $15,267,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $407,000 | 59 |
| 2008-06-30 | Rank | |
| Total securities | $226,085,000 | 551 |
| U.S. Government securities | $113,296,000 | 731 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $113,296,000 | 715 |
| Securities issued by states & political subdivisions | $97,075,000 | 162 |
| Other domestic debt securities | $13,188,000 | 741 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,506 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $193,000 | 261 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,978,000 | 354 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,526,000 | 683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,437,000 | 504 |
| Mortgage-backed securities | $110,827,000 | 565 |
| Certificates of participation in pools of residential mortgages | $62,363,000 | 644 |
| Issued or guaranteed by U.S. | $62,363,000 | 638 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $48,464,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $48,447,000 | 313 |
| Privately issued | $17,000 | 1,419 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,485,000 | 602 |
| Available-for-sale securities (fair market value) | $199,600,000 | 519 |
| Total debt securities | $223,559,000 | 542 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $15,024,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $240,062,000 | 523 |
| U.S. Government securities | $110,911,000 | 752 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $110,911,000 | 735 |
| Securities issued by states & political subdivisions | $111,599,000 | 138 |
| Other domestic debt securities | $15,010,000 | 657 |
| Privately issued residential mortgage-backed securities | $230,000 | 1,375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,780,000 | 322 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,542,000 | 717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,888,000 | 508 |
| Mortgage-backed securities | $108,582,000 | 552 |
| Certificates of participation in pools of residential mortgages | $68,478,000 | 566 |
| Issued or guaranteed by U.S. | $68,478,000 | 560 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $40,104,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $39,874,000 | 358 |
| Privately issued | $230,000 | 1,304 |
| 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) | $39,626,000 | 413 |
| Available-for-sale securities (fair market value) | $200,436,000 | 534 |
| Total debt securities | $237,519,000 | 511 |
| 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 | $237,009,000 | 518 |
| U.S. Government securities | $110,539,000 | 757 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $110,539,000 | 737 |
| Securities issued by states & political subdivisions | $108,602,000 | 138 |
| Other domestic debt securities | $15,284,000 | 605 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,397 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $231,000 | 238 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,034,000 | 310 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $2,584,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,300,000 | 504 |
| Mortgage-backed securities | $106,993,000 | 529 |
| Certificates of participation in pools of residential mortgages | $73,366,000 | 494 |
| Issued or guaranteed by U.S. | $73,366,000 | 488 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $33,627,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $33,608,000 | 399 |
| Privately issued | $19,000 | 1,318 |
| 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) | $39,456,000 | 433 |
| Available-for-sale securities (fair market value) | $197,553,000 | 520 |
| Total debt securities | $234,425,000 | 511 |
| 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 | $214,824,000 | 588 |
| U.S. Government securities | $94,041,000 | 895 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $94,041,000 | 869 |
| Securities issued by states & political subdivisions | $105,230,000 | 141 |
| Other domestic debt securities | $12,979,000 | 637 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $241,000 | 231 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,719,000 | 345 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,574,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,812,000 | 592 |
| Mortgage-backed securities | $89,404,000 | 586 |
| Certificates of participation in pools of residential mortgages | $76,611,000 | 449 |
| Issued or guaranteed by U.S. | $76,611,000 | 444 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,793,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $12,774,000 | 736 |
| Privately issued | $19,000 | 1,285 |
| 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) | $41,978,000 | 439 |
| Available-for-sale securities (fair market value) | $172,846,000 | 590 |
| Total debt securities | $212,250,000 | 573 |
| 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 | $203,563,000 | 611 |
| U.S. Government securities | $90,073,000 | 954 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $90,073,000 | 924 |
| Securities issued by states & political subdivisions | $97,680,000 | 151 |
| Other domestic debt securities | $13,060,000 | 605 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $252,000 | 220 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,787,000 | 320 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,750,000 | 639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,888,000 | 679 |
| Mortgage-backed securities | $90,094,000 | 576 |
| Certificates of participation in pools of residential mortgages | $89,764,000 | 402 |
| Issued or guaranteed by U.S. | $89,764,000 | 397 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $330,000 | 3,073 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 2,778 |
| Privately issued | $21,000 | 1,236 |
| 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) | $39,642,000 | 467 |
| Available-for-sale securities (fair market value) | $163,921,000 | 610 |
| Total debt securities | $200,813,000 | 599 |
| 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 | $209,555,000 | 603 |
| U.S. Government securities | $94,967,000 | 909 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $94,967,000 | 876 |
| Securities issued by states & political subdivisions | $97,584,000 | 151 |
| Other domestic debt securities | $14,240,000 | 589 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $273,000 | 234 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,945,000 | 316 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,764,000 | 651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,934,000 | 638 |
| Mortgage-backed securities | $94,989,000 | 560 |
| Certificates of participation in pools of residential mortgages | $94,641,000 | 393 |
| Issued or guaranteed by U.S. | $94,641,000 | 388 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $348,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $326,000 | 2,752 |
| Privately issued | $22,000 | 1,192 |
| 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) | $38,152,000 | 498 |
| Available-for-sale securities (fair market value) | $171,403,000 | 591 |
| Total debt securities | $206,791,000 | 588 |
| 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 | $212,078,000 | 595 |
| U.S. Government securities | $88,708,000 | 1,008 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $88,708,000 | 972 |
| Securities issued by states & political subdivisions | $100,075,000 | 142 |
| Other domestic debt securities | $20,463,000 | 471 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $282,000 | 224 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,158,000 | 248 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,832,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,502,000 | 629 |
| Mortgage-backed securities | $88,731,000 | 593 |
| Certificates of participation in pools of residential mortgages | $88,370,000 | 413 |
| Issued or guaranteed by U.S. | $88,370,000 | 409 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $361,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $338,000 | 2,738 |
| Privately issued | $23,000 | 1,186 |
| 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) | $39,968,000 | 487 |
| Available-for-sale securities (fair market value) | $172,110,000 | 598 |
| Total debt securities | $209,246,000 | 585 |
| 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 | $269,336,000 | 482 |
| U.S. Government securities | $140,380,000 | 675 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $140,380,000 | 658 |
| Securities issued by states & political subdivisions | $99,630,000 | 146 |
| Other domestic debt securities | $24,310,000 | 438 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $296,000 | 233 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,990,000 | 219 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $5,016,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,180,000 | 588 |
| Mortgage-backed securities | $140,404,000 | 433 |
| Certificates of participation in pools of residential mortgages | $139,683,000 | 300 |
| Issued or guaranteed by U.S. | $139,683,000 | 292 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $721,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 2,420 |
| Privately issued | $24,000 | 1,169 |
| 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) | $39,957,000 | 514 |
| Available-for-sale securities (fair market value) | $229,379,000 | 468 |
| Total debt securities | $264,320,000 | 473 |
| 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 | $374,168,000 | 369 |
| U.S. Government securities | $244,689,000 | 401 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $244,689,000 | 390 |
| Securities issued by states & political subdivisions | $99,962,000 | 139 |
| Other domestic debt securities | $24,095,000 | 440 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $310,000 | 229 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,761,000 | 230 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,422,000 | 432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,773,000 | 272 |
| Mortgage-backed securities | $244,659,000 | 286 |
| Certificates of participation in pools of residential mortgages | $224,377,000 | 211 |
| Issued or guaranteed by U.S. | $224,377,000 | 203 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,282,000 | 681 |
| CMOs issued by government agencies or sponsored agencies | $20,258,000 | 538 |
| Privately issued | $24,000 | 1,158 |
| 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) | $42,524,000 | 494 |
| Available-for-sale securities (fair market value) | $331,644,000 | 345 |
| Total debt securities | $368,742,000 | 364 |
| 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 | $376,264,000 | 371 |
| U.S. Government securities | $258,520,000 | 393 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $258,520,000 | 380 |
| Securities issued by states & political subdivisions | $87,407,000 | 163 |
| Other domestic debt securities | $24,457,000 | 443 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $334,000 | 238 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,098,000 | 235 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $5,880,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,044,000 | 257 |
| Mortgage-backed securities | $258,486,000 | 281 |
| Certificates of participation in pools of residential mortgages | $236,178,000 | 206 |
| Issued or guaranteed by U.S. | $236,178,000 | 197 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $22,308,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $22,283,000 | 504 |
| Privately issued | $25,000 | 1,148 |
| 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) | $28,846,000 | 674 |
| Available-for-sale securities (fair market value) | $347,418,000 | 342 |
| Total debt securities | $370,383,000 | 365 |
| 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 | $383,571,000 | 372 |
| U.S. Government securities | $264,597,000 | 399 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $264,597,000 | 380 |
| Securities issued by states & political subdivisions | $87,523,000 | 156 |
| Other domestic debt securities | $24,730,000 | 449 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $354,000 | 235 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,349,000 | 239 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $6,721,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,431,000 | 254 |
| Mortgage-backed securities | $264,561,000 | 282 |
| Certificates of participation in pools of residential mortgages | $240,313,000 | 213 |
| Issued or guaranteed by U.S. | $240,313,000 | 206 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $24,248,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $24,221,000 | 480 |
| Privately issued | $27,000 | 1,120 |
| 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) | $29,907,000 | 671 |
| Available-for-sale securities (fair market value) | $353,664,000 | 336 |
| Total debt securities | $376,851,000 | 369 |
| 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 | $389,172,000 | 365 |
| U.S. Government securities | $268,817,000 | 386 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $268,817,000 | 370 |
| Securities issued by states & political subdivisions | $67,890,000 | 215 |
| Other domestic debt securities | $39,017,000 | 342 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $374,000 | 243 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,614,000 | 170 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $13,448,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,547,000 | 298 |
| Mortgage-backed securities | $267,778,000 | 278 |
| Certificates of participation in pools of residential mortgages | $240,868,000 | 214 |
| Issued or guaranteed by U.S. | $240,868,000 | 208 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,910,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $26,881,000 | 450 |
| Privately issued | $29,000 | 1,102 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,951,000 | 747 |
| Available-for-sale securities (fair market value) | $362,221,000 | 330 |
| Total debt securities | $375,723,000 | 372 |
| 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 | $406,496,000 | 350 |
| U.S. Government securities | $284,232,000 | 368 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $284,232,000 | 354 |
| Securities issued by states & political subdivisions | $63,553,000 | 238 |
| Other domestic debt securities | $43,318,000 | 323 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $405,000 | 248 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,882,000 | 156 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $15,393,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,839,000 | 228 |
| Mortgage-backed securities | $283,188,000 | 269 |
| Certificates of participation in pools of residential mortgages | $252,110,000 | 206 |
| Issued or guaranteed by U.S. | $252,110,000 | 201 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $31,078,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $31,047,000 | 426 |
| Privately issued | $31,000 | 1,064 |
| 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) | $27,474,000 | 744 |
| Available-for-sale securities (fair market value) | $379,022,000 | 320 |
| Total debt securities | $391,103,000 | 352 |
| 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 | $353,713,000 | 395 |
| U.S. Government securities | $285,330,000 | 370 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $285,330,000 | 355 |
| Securities issued by states & political subdivisions | $32,090,000 | 547 |
| Other domestic debt securities | $22,323,000 | 499 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $421,000 | 233 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,870,000 | 287 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $13,970,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,267,000 | 314 |
| Mortgage-backed securities | $284,279,000 | 279 |
| Certificates of participation in pools of residential mortgages | $233,633,000 | 228 |
| Issued or guaranteed by U.S. | $233,633,000 | 222 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $50,646,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $50,614,000 | 319 |
| Privately issued | $32,000 | 1,061 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,972,000 | 783 |
| Available-for-sale securities (fair market value) | $326,741,000 | 364 |
| Total debt securities | $339,742,000 | 402 |
| 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 | $397,357,000 | 372 |
| U.S. Government securities | $328,376,000 | 333 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $328,376,000 | 313 |
| Securities issued by states & political subdivisions | $30,752,000 | 581 |
| Other domestic debt securities | $23,112,000 | 509 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $452,000 | 238 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,623,000 | 291 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $15,117,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,819,000 | 277 |
| Mortgage-backed securities | $327,300,000 | 261 |
| Certificates of participation in pools of residential mortgages | $272,919,000 | 204 |
| Issued or guaranteed by U.S. | $272,919,000 | 198 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $54,381,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $54,344,000 | 317 |
| Privately issued | $37,000 | 1,043 |
| 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) | $29,941,000 | 715 |
| Available-for-sale securities (fair market value) | $367,416,000 | 336 |
| Total debt securities | $382,241,000 | 370 |
| 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 | $416,218,000 | 356 |
| U.S. Government securities | $351,206,000 | 320 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $351,206,000 | 300 |
| Securities issued by states & political subdivisions | $24,541,000 | 777 |
| Other domestic debt securities | $24,868,000 | 479 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,090 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $450,000 | 256 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,376,000 | 280 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $15,603,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,602,000 | 270 |
| Mortgage-backed securities | $347,119,000 | 251 |
| Certificates of participation in pools of residential mortgages | $289,744,000 | 203 |
| Issued or guaranteed by U.S. | $289,744,000 | 199 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $57,375,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $57,333,000 | 313 |
| Privately issued | $42,000 | 998 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,256,000 | 787 |
| Available-for-sale securities (fair market value) | $389,962,000 | 320 |
| Total debt securities | $400,614,000 | 358 |
| 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 | $423,916,000 | 354 |
| U.S. Government securities | $358,757,000 | 323 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $358,757,000 | 305 |
| Securities issued by states & political subdivisions | $25,884,000 | 706 |
| Other domestic debt securities | $23,818,000 | 484 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,065 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $485,000 | 260 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,279,000 | 291 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $15,457,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,717,000 | 267 |
| Mortgage-backed securities | $353,505,000 | 255 |
| Certificates of participation in pools of residential mortgages | $291,795,000 | 205 |
| Issued or guaranteed by U.S. | $291,795,000 | 200 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $61,710,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $61,656,000 | 308 |
| Privately issued | $54,000 | 979 |
| 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) | $27,435,000 | 766 |
| Available-for-sale securities (fair market value) | $396,481,000 | 319 |
| Total debt securities | $408,460,000 | 351 |
| 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 | $431,245,000 | 347 |
| U.S. Government securities | $365,924,000 | 310 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $365,924,000 | 291 |
| Securities issued by states & political subdivisions | $25,889,000 | 713 |
| Other domestic debt securities | $23,256,000 | 524 |
| Privately issued residential mortgage-backed securities | $349,000 | 913 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $605,000 | 261 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,302,000 | 326 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $16,176,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,984,000 | 226 |
| Mortgage-backed securities | $356,983,000 | 254 |
| Certificates of participation in pools of residential mortgages | $291,287,000 | 208 |
| Issued or guaranteed by U.S. | $291,287,000 | 200 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $65,696,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $65,347,000 | 306 |
| Privately issued | $349,000 | 842 |
| 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) | $33,790,000 | 645 |
| Available-for-sale securities (fair market value) | $397,455,000 | 319 |
| Total debt securities | $415,070,000 | 345 |
| Structured notes | ||
| Amortized cost | $502,000 | 2,152 |
| Fair value | $503,000 | 2,221 |
| 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 | $346,340,000 | 423 |
| U.S. Government securities | $276,611,000 | 415 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $276,611,000 | 402 |
| Securities issued by states & political subdivisions | $22,873,000 | 827 |
| Other domestic debt securities | $29,956,000 | 415 |
| Privately issued residential mortgage-backed securities | $586,000 | 704 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,105,000 | 168 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,265,000 | 294 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $16,900,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,399,000 | 276 |
| Mortgage-backed securities | $256,228,000 | 328 |
| Certificates of participation in pools of residential mortgages | $202,057,000 | 272 |
| Issued or guaranteed by U.S. | $202,057,000 | 264 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $54,171,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $53,585,000 | 375 |
| Privately issued | $586,000 | 615 |
| 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) | $36,903,000 | 602 |
| Available-for-sale securities (fair market value) | $309,437,000 | 418 |
| Total debt securities | $329,439,000 | 436 |
| Structured notes | ||
| Amortized cost | $504,000 | 2,017 |
| Fair value | $507,000 | 2,038 |
| 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 | $286,844,000 | 514 |
| U.S. Government securities | $221,283,000 | 508 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $221,283,000 | 491 |
| Securities issued by states & political subdivisions | $13,484,000 | 1,461 |
| Other domestic debt securities | $35,068,000 | 381 |
| Privately issued residential mortgage-backed securities | $1,183,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,179,000 | 156 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,706,000 | 284 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $17,009,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,467,000 | 315 |
| Mortgage-backed securities | $177,604,000 | 440 |
| Certificates of participation in pools of residential mortgages | $139,676,000 | 357 |
| Issued or guaranteed by U.S. | $139,676,000 | 350 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $37,928,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $36,745,000 | 484 |
| Privately issued | $1,183,000 | 541 |
| 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) | $41,380,000 | 526 |
| Available-for-sale securities (fair market value) | $245,464,000 | 503 |
| Total debt securities | $269,831,000 | 525 |
| Structured notes | ||
| Amortized cost | $507,000 | 1,753 |
| Fair value | $512,000 | 1,771 |
| 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 | $227,499,000 | 605 |
| U.S. Government securities | $165,967,000 | 614 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $165,967,000 | 597 |
| Securities issued by states & political subdivisions | $6,826,000 | 2,536 |
| Other domestic debt securities | $37,191,000 | 385 |
| Privately issued residential mortgage-backed securities | $2,366,000 | 504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,940,000 | 148 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,885,000 | 294 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $17,515,000 | 271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,612,000 | 380 |
| Mortgage-backed securities | $105,233,000 | 629 |
| Certificates of participation in pools of residential mortgages | $45,023,000 | 830 |
| Issued or guaranteed by U.S. | $45,023,000 | 824 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $60,210,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $57,844,000 | 387 |
| Privately issued | $2,366,000 | 449 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,476,000 | 446 |
| Available-for-sale securities (fair market value) | $181,023,000 | 632 |
| Total debt securities | $209,985,000 | 635 |
| Structured notes | ||
| Amortized cost | $984,000 | 1,398 |
| Fair value | $980,000 | 1,401 |
| 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 | $209,816,000 | 647 |
| U.S. Government securities | $146,516,000 | 666 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $146,516,000 | 644 |
| Securities issued by states & political subdivisions | $8,624,000 | 2,089 |
| Other domestic debt securities | $38,317,000 | 374 |
| Privately issued residential mortgage-backed securities | $4,209,000 | 426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,045,000 | 134 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,063,000 | 318 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $16,359,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,127,000 | 5,235 |
| Mortgage-backed securities | $59,584,000 | 929 |
| Certificates of participation in pools of residential mortgages | $14,917,000 | 1,836 |
| Issued or guaranteed by U.S. | $14,917,000 | 1,830 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $44,667,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $40,458,000 | 494 |
| Privately issued | $4,209,000 | 375 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,901,000 | 378 |
| Available-for-sale securities (fair market value) | $153,915,000 | 717 |
| Total debt securities | $193,458,000 | 674 |
| Structured notes | ||
| Amortized cost | $2,283,000 | 562 |
| Fair value | $2,314,000 | 560 |
| 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 | $215,985,000 | 606 |
| U.S. Government securities | $137,025,000 | 683 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $137,025,000 | 650 |
| Securities issued by states & political subdivisions | $9,755,000 | 1,843 |
| Other domestic debt securities | $47,611,000 | 311 |
| Privately issued residential mortgage-backed securities | $7,940,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,772,000 | 123 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,899,000 | 278 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $21,594,000 | 216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,591,000 | 497 |
| Mortgage-backed securities | $46,247,000 | 1,093 |
| Certificates of participation in pools of residential mortgages | $8,898,000 | 2,500 |
| Issued or guaranteed by U.S. | $8,898,000 | 2,485 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $37,349,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $29,409,000 | 598 |
| Privately issued | $7,940,000 | 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) | $40,803,000 | 500 |
| Available-for-sale securities (fair market value) | $175,182,000 | 624 |
| Total debt securities | $194,389,000 | 648 |
| Structured notes | ||
| Amortized cost | $2,302,000 | 442 |
| Fair value | $2,314,000 | 445 |
| 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 | $133,668,000 | 861 |
| U.S. Government securities | $44,923,000 | 1,785 |
| U.S. Treasury securities | $1,015,000 | 1,995 |
| U.S. Government agency obligations | $43,908,000 | 1,731 |
| Securities issued by states & political subdivisions | $5,189,000 | 2,797 |
| Other domestic debt securities | $41,741,000 | 363 |
| Privately issued residential mortgage-backed securities | $8,995,000 | 328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,496,000 | 252 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,250,000 | 298 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $41,815,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,729,000 | 4,520 |
| Mortgage-backed securities | $39,901,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | $3,776,000 | 3,555 |
| Issued or guaranteed by U.S. | $3,776,000 | 3,539 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $36,125,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $27,130,000 | 613 |
| Privately issued | $8,995,000 | 291 |
| 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) | $27,730,000 | 701 |
| Available-for-sale securities (fair market value) | $105,938,000 | 902 |
| Total debt securities | $91,853,000 | 1,199 |
| 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 | $129,305,000 | 880 |
| U.S. Government securities | $38,760,000 | 2,068 |
| U.S. Treasury securities | $2,011,000 | 1,917 |
| U.S. Government agency obligations | $36,749,000 | 2,022 |
| Securities issued by states & political subdivisions | $999,000 | 5,368 |
| Other domestic debt securities | $35,822,000 | 357 |
| Privately issued residential mortgage-backed securities | $5,820,000 | 361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,002,000 | 300 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $53,724,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,402,000 | 2,908 |
| Mortgage-backed securities | $34,525,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $4,267,000 | 2,881 |
| Issued or guaranteed by U.S. | $4,267,000 | 2,864 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $30,258,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $24,438,000 | 533 |
| Privately issued | $5,820,000 | 320 |
| 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) | $22,856,000 | 1,011 |
| Available-for-sale securities (fair market value) | $106,449,000 | 811 |
| Total debt securities | $75,581,000 | 1,390 |
| Structured notes | ||
| Amortized cost | $998,000 | 401 |
| Fair value | $998,000 | 338 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $115,904,000 | 987 |
| U.S. Government securities | $26,240,000 | 3,108 |
| U.S. Treasury securities | $2,973,000 | 2,264 |
| U.S. Government agency obligations | $23,267,000 | 3,074 |
| Securities issued by states & political subdivisions | $6,314,000 | 2,492 |
| Other domestic debt securities | $39,095,000 | 354 |
| Privately issued residential mortgage-backed securities | $5,648,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,447,000 | 294 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $44,255,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,038,000 | 2,612 |
| Mortgage-backed securities | $20,775,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $1,685,000 | 4,424 |
| Issued or guaranteed by U.S. | $1,685,000 | 4,409 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $19,090,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $13,442,000 | 819 |
| Privately issued | $5,648,000 | 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) | $17,014,000 | 1,454 |
| Available-for-sale securities (fair market value) | $98,890,000 | 893 |
| Total debt securities | $71,649,000 | 1,537 |
| Structured notes | ||
| Amortized cost | $998,000 | 586 |
| Fair value | $961,000 | 549 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $122,044,000 | 953 |
| U.S. Government securities | $36,274,000 | 2,360 |
| U.S. Treasury securities | $3,013,000 | 3,179 |
| U.S. Government agency obligations | $33,261,000 | 2,162 |
| Securities issued by states & political subdivisions | $6,555,000 | 2,433 |
| Other domestic debt securities | $34,839,000 | 333 |
| Privately issued residential mortgage-backed securities | $14,440,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,399,000 | 355 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $44,376,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $37,362,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $540,000 | 5,908 |
| Issued or guaranteed by U.S. | $540,000 | 5,894 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $36,822,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $22,382,000 | 648 |
| Privately issued | $14,440,000 | 195 |
| 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) | $23,780,000 | 1,194 |
| Available-for-sale securities (fair market value) | $98,264,000 | 890 |
| Total debt securities | $77,668,000 | 1,457 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $110,943,000 | 1,034 |
| U.S. Government securities | $62,588,000 | 1,452 |
| U.S. Treasury securities | $5,998,000 | 2,793 |
| U.S. Government agency obligations | $56,590,000 | 1,283 |
| Securities issued by states & political subdivisions | $3,023,000 | 3,814 |
| Other domestic debt securities | $7,215,000 | 698 |
| Privately issued residential mortgage-backed securities | $4,984,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,231,000 | 1,008 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $38,117,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $43,600,000 | 965 |
| Certificates of participation in pools of residential mortgages | $1,041,000 | 5,307 |
| Issued or guaranteed by U.S. | $930,000 | 5,462 |
| Privately issued | $111,000 | 321 |
| Collaterized mortgage obligations | $42,559,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $37,686,000 | 419 |
| Privately issued | $4,873,000 | 235 |
| 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) | $34,675,000 | 1,007 |
| Available-for-sale securities (fair market value) | $76,268,000 | 1,055 |
| Total debt securities | $72,826,000 | 1,514 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 916 |
| Fair value | $1,471,000 | 981 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $43,838,000 | 2,744 |
| U.S. Government securities | $40,304,000 | 2,408 |
| U.S. Treasury securities | $14,954,000 | 1,550 |
| U.S. Government agency obligations | $25,350,000 | 2,758 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $305,000 | 3,064 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $305,000 | 2,348 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $3,229,000 | 1,045 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,440,000 | 3,637 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,320,000 | 3,574 |
| Available-for-sale securities (fair market value) | $35,518,000 | 2,333 |
| Total debt securities | $40,641,000 | 2,881 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,459,000 | 1,400 |
| Trading account assets | $56,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $39,306,000 | 3,214 |
| U.S. Government securities | $34,668,000 | 2,906 |
| U.S. Treasury securities | $11,143,000 | 2,411 |
| U.S. Government agency obligations | $23,525,000 | 2,900 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $267,000 | 3,756 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $267,000 | 2,941 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $4,371,000 | 798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,506,000 | 4,961 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $267,000 | 8,061 |
| Available-for-sale securities (fair market value) | $39,039,000 | 2,195 |
| Total debt securities | $34,825,000 | 3,534 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,481,000 | 2,088 |
| Trading account assets | $12,000 | 248 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $38,773,000 | 3,389 |
| U.S. Government securities | $35,391,000 | 2,946 |
| U.S. Treasury securities | $13,835,000 | 2,541 |
| U.S. Government agency obligations | $21,556,000 | 3,010 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $210,000 | 4,512 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,000 | 3,600 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $3,172,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,388 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $210,000 | 11,312 |
| Available-for-sale securities (fair market value) | $38,563,000 | 1,482 |
| Total debt securities | $36,854,000 | 3,487 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $7,000 | 280 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $47,182,000 | 2,963 |
| U.S. Government securities | $42,618,000 | 2,586 |
| U.S. Treasury securities | $13,954,000 | 2,613 |
| U.S. Government agency obligations | $28,664,000 | 2,397 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $171,000 | 5,485 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $171,000 | 4,311 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $4,393,000 | 826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 8,648 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $42,789,000 | 3,179 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $42,143,000 | 3,243 |
| U.S. Government securities | $35,905,000 | 2,994 |
| U.S. Treasury securities | $12,302,000 | 2,947 |
| U.S. Government agency obligations | $23,603,000 | 2,814 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,222,000 | 3,742 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,222,000 | 2,657 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $5,016,000 | 628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,685 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $37,127,000 | 3,621 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |