Home > Broadway National Bank > Securities
Broadway National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,721,849,000 | 168 |
| U.S. Government securities | $1,027,577,000 | 188 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,027,577,000 | 168 |
| Securities issued by states & political subdivisions | $390,868,000 | 95 |
| Other domestic debt securities | $301,900,000 | 124 |
| Privately issued residential mortgage-backed securities | $189,867,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $76,586,000 | 71 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $35,447,000 | 254 |
| Foreign debt securities | $1,504,000 | 176 |
| 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 | $633,751,000 | 209 |
| Mortgage-backed securities | $1,198,735,000 | 127 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $421,879,000 | 175 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $396,475,000 | 107 |
| Privately issued | $189,867,000 | 38 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $183,641,000 | 79 |
| Other commercial mortgage-backed securities | $6,873,000 | 616 |
| Held to maturity securities (book value) | $139,692,000 | 314 |
| Available-for-sale securities (fair market value) | $1,582,157,000 | 142 |
| Total debt securities | $1,721,849,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,694,046,000 | 171 |
| U.S. Government securities | $1,020,312,000 | 188 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,020,312,000 | 163 |
| Securities issued by states & political subdivisions | $372,026,000 | 99 |
| Other domestic debt securities | $300,204,000 | 130 |
| Privately issued residential mortgage-backed securities | $186,494,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $79,662,000 | 70 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $34,048,000 | 260 |
| Foreign debt securities | $1,504,000 | 183 |
| 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 | $619,669,000 | 207 |
| Mortgage-backed securities | $1,187,726,000 | 129 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $412,819,000 | 176 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $396,001,000 | 108 |
| Privately issued | $186,494,000 | 39 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $185,318,000 | 80 |
| Other commercial mortgage-backed securities | $7,094,000 | 596 |
| Held to maturity securities (book value) | $144,217,000 | 312 |
| Available-for-sale securities (fair market value) | $1,549,829,000 | 140 |
| Total debt securities | $1,694,044,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,790,708,000 | 166 |
| U.S. Government securities | $1,085,899,000 | 181 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,085,899,000 | 160 |
| Securities issued by states & political subdivisions | $394,960,000 | 97 |
| Other domestic debt securities | $308,345,000 | 128 |
| Privately issued residential mortgage-backed securities | $191,365,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $80,591,000 | 71 |
| Structured financial products - Total | $2,331,000 | 441 |
| Other domestic debt securities - All other | $34,058,000 | 257 |
| Foreign debt securities | $1,504,000 | 187 |
| 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 | $650,336,000 | 203 |
| Mortgage-backed securities | $1,257,145,000 | 127 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $444,497,000 | 169 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $419,149,000 | 104 |
| Privately issued | $191,365,000 | 39 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $195,032,000 | 76 |
| Other commercial mortgage-backed securities | $7,102,000 | 597 |
| Held to maturity securities (book value) | $149,821,000 | 295 |
| Available-for-sale securities (fair market value) | $1,640,887,000 | 139 |
| Total debt securities | $1,790,709,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,861,564,000 | 172 |
| U.S. Government securities | $1,137,204,000 | 186 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,137,204,000 | 152 |
| Securities issued by states & political subdivisions | $404,595,000 | 104 |
| Other domestic debt securities | $318,261,000 | 128 |
| Privately issued residential mortgage-backed securities | $195,903,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $82,512,000 | 71 |
| Structured financial products - Total | $4,322,000 | 354 |
| Other domestic debt securities - All other | $35,524,000 | 259 |
| Foreign debt securities | $1,504,000 | 159 |
| 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 | $653,133,000 | 199 |
| Mortgage-backed securities | $1,312,940,000 | 132 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $464,332,000 | 170 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $443,748,000 | 101 |
| Privately issued | $195,903,000 | 39 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $201,698,000 | 80 |
| Other commercial mortgage-backed securities | $7,259,000 | 610 |
| Held to maturity securities (book value) | $155,091,000 | 300 |
| Available-for-sale securities (fair market value) | $1,706,473,000 | 142 |
| Total debt securities | $1,861,565,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,993,064,000 | 168 |
| U.S. Government securities | $1,168,727,000 | 187 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,168,727,000 | 154 |
| Securities issued by states & political subdivisions | $465,692,000 | 89 |
| Other domestic debt securities | $357,645,000 | 123 |
| Privately issued residential mortgage-backed securities | $186,195,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $103,947,000 | 63 |
| Structured financial products - Total | $30,325,000 | 148 |
| Other domestic debt securities - All other | $37,178,000 | 266 |
| Foreign debt securities | $1,000,000 | 182 |
| 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 | $651,392,000 | 171 |
| Mortgage-backed securities | $1,332,725,000 | 136 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $474,472,000 | 173 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $451,238,000 | 104 |
| Privately issued | $186,195,000 | 44 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $213,495,000 | 77 |
| Other commercial mortgage-backed securities | $7,325,000 | 601 |
| Held to maturity securities (book value) | $163,046,000 | 301 |
| Available-for-sale securities (fair market value) | $1,830,018,000 | 142 |
| Total debt securities | $1,993,064,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,122,477,000 | 162 |
| U.S. Government securities | $1,206,432,000 | 179 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,206,432,000 | 152 |
| Securities issued by states & political subdivisions | $516,014,000 | 80 |
| Other domestic debt securities | $399,031,000 | 109 |
| Privately issued residential mortgage-backed securities | $189,161,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $138,383,000 | 55 |
| Structured financial products - Total | $33,524,000 | 122 |
| Other domestic debt securities - All other | $37,963,000 | 257 |
| Foreign debt securities | $1,000,000 | 186 |
| 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 | $532,731,000 | 189 |
| Mortgage-backed securities | $1,373,338,000 | 137 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $483,521,000 | 174 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $470,759,000 | 104 |
| Privately issued | $189,161,000 | 47 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $222,169,000 | 74 |
| Other commercial mortgage-backed securities | $7,728,000 | 619 |
| Held to maturity securities (book value) | $171,542,000 | 289 |
| Available-for-sale securities (fair market value) | $1,950,935,000 | 142 |
| Total debt securities | $2,122,477,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,277,406,000 | 158 |
| U.S. Government securities | $1,342,936,000 | 172 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,342,936,000 | 149 |
| Securities issued by states & political subdivisions | $564,940,000 | 75 |
| Other domestic debt securities | $368,530,000 | 108 |
| Privately issued residential mortgage-backed securities | $191,479,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $141,226,000 | 56 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $35,825,000 | 269 |
| Foreign debt securities | $1,000,000 | 188 |
| 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 | $562,494,000 | 179 |
| Mortgage-backed securities | $1,509,924,000 | 132 |
| Certificates of participation in pools of residential mortgages | $529,171,000 | 168 |
| Issued or guaranteed by U.S. | $529,171,000 | 168 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $690,347,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $498,868,000 | 103 |
| Privately issued | $191,479,000 | 47 |
| Commercial mortgage-backed securities | $290,406,000 | 139 |
| Commercial mortgage pass-through securities | $244,773,000 | 74 |
| Other commercial mortgage-backed securities | $45,633,000 | 261 |
| Held to maturity securities (book value) | $182,828,000 | 261 |
| Available-for-sale securities (fair market value) | $2,094,578,000 | 138 |
| Total debt securities | $2,277,406,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,356,288,000 | 153 |
| U.S. Government securities | $1,407,153,000 | 168 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,407,153,000 | 148 |
| Securities issued by states & political subdivisions | $592,669,000 | 76 |
| Other domestic debt securities | $355,466,000 | 108 |
| Privately issued residential mortgage-backed securities | $183,338,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $154,592,000 | 55 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $17,536,000 | 473 |
| Foreign debt securities | $1,000,000 | 192 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,761,000 | 200 |
| Mortgage-backed securities | $1,515,616,000 | 132 |
| Certificates of participation in pools of residential mortgages | $559,202,000 | 168 |
| Issued or guaranteed by U.S. | $559,202,000 | 168 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $646,839,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $463,501,000 | 107 |
| Privately issued | $183,338,000 | 49 |
| Commercial mortgage-backed securities | $309,575,000 | 132 |
| Commercial mortgage pass-through securities | $255,658,000 | 70 |
| Other commercial mortgage-backed securities | $53,917,000 | 246 |
| Held to maturity securities (book value) | $195,720,000 | 230 |
| Available-for-sale securities (fair market value) | $2,160,568,000 | 138 |
| Total debt securities | $2,356,288,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,396,868,000 | 154 |
| U.S. Government securities | $1,402,314,000 | 169 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,402,314,000 | 150 |
| Securities issued by states & political subdivisions | $629,025,000 | 75 |
| Other domestic debt securities | $364,529,000 | 100 |
| Privately issued residential mortgage-backed securities | $195,560,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $162,481,000 | 56 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,488,000 | 837 |
| Foreign debt securities | $1,000,000 | 189 |
| 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 | $484,148,000 | 192 |
| Mortgage-backed securities | $1,569,912,000 | 136 |
| Certificates of participation in pools of residential mortgages | $618,836,000 | 160 |
| Issued or guaranteed by U.S. | $618,836,000 | 159 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $614,894,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $419,334,000 | 121 |
| Privately issued | $195,560,000 | 40 |
| Commercial mortgage-backed securities | $336,182,000 | 123 |
| Commercial mortgage pass-through securities | $272,072,000 | 69 |
| Other commercial mortgage-backed securities | $64,110,000 | 215 |
| Held to maturity securities (book value) | $210,251,000 | 174 |
| Available-for-sale securities (fair market value) | $2,186,617,000 | 144 |
| Total debt securities | $2,396,868,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $2,371,330,000 | 148 |
| U.S. Government securities | $1,376,469,000 | 165 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,376,469,000 | 150 |
| Securities issued by states & political subdivisions | $623,951,000 | 68 |
| Other domestic debt securities | $369,910,000 | 93 |
| Privately issued residential mortgage-backed securities | $198,257,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $171,653,000 | 53 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $1,000,000 | 179 |
| 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 | $484,341,000 | 192 |
| Mortgage-backed securities | $1,546,666,000 | 136 |
| Certificates of participation in pools of residential mortgages | $547,078,000 | 173 |
| Issued or guaranteed by U.S. | $547,078,000 | 172 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $648,114,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $449,857,000 | 112 |
| Privately issued | $198,257,000 | 35 |
| Commercial mortgage-backed securities | $351,474,000 | 122 |
| Commercial mortgage pass-through securities | $286,878,000 | 64 |
| Other commercial mortgage-backed securities | $64,596,000 | 214 |
| Held to maturity securities (book value) | $223,853,000 | 152 |
| Available-for-sale securities (fair market value) | $2,147,477,000 | 139 |
| Total debt securities | $2,371,330,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $2,236,700,000 | 146 |
| U.S. Government securities | $1,294,060,000 | 164 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,294,060,000 | 153 |
| Securities issued by states & political subdivisions | $617,996,000 | 65 |
| Other domestic debt securities | $323,644,000 | 95 |
| Privately issued residential mortgage-backed securities | $148,825,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $174,819,000 | 53 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $1,000,000 | 174 |
| 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 | $427,703,000 | 204 |
| Mortgage-backed securities | $1,411,705,000 | 137 |
| Certificates of participation in pools of residential mortgages | $513,543,000 | 172 |
| Issued or guaranteed by U.S. | $513,543,000 | 171 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $531,482,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $382,657,000 | 127 |
| Privately issued | $148,825,000 | 30 |
| Commercial mortgage-backed securities | $366,680,000 | 117 |
| Commercial mortgage pass-through securities | $301,381,000 | 56 |
| Other commercial mortgage-backed securities | $65,299,000 | 205 |
| Held to maturity securities (book value) | $240,102,000 | 133 |
| Available-for-sale securities (fair market value) | $1,996,598,000 | 142 |
| Total debt securities | $2,236,700,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $1,936,961,000 | 153 |
| U.S. Government securities | $1,125,926,000 | 174 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,125,926,000 | 162 |
| Securities issued by states & political subdivisions | $494,407,000 | 82 |
| Other domestic debt securities | $315,628,000 | 90 |
| Privately issued residential mortgage-backed securities | $138,901,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $176,727,000 | 49 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $1,000,000 | 181 |
| 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 | $423,494,000 | 199 |
| Mortgage-backed securities | $1,236,978,000 | 140 |
| Certificates of participation in pools of residential mortgages | $417,278,000 | 182 |
| Issued or guaranteed by U.S. | $417,278,000 | 181 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $445,066,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $306,165,000 | 132 |
| Privately issued | $138,901,000 | 31 |
| Commercial mortgage-backed securities | $374,634,000 | 110 |
| Commercial mortgage pass-through securities | $307,921,000 | 52 |
| Other commercial mortgage-backed securities | $66,713,000 | 190 |
| Held to maturity securities (book value) | $251,840,000 | 128 |
| Available-for-sale securities (fair market value) | $1,685,121,000 | 150 |
| Total debt securities | $1,936,961,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $1,945,481,000 | 146 |
| U.S. Government securities | $1,209,445,000 | 158 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,209,445,000 | 146 |
| Securities issued by states & political subdivisions | $457,604,000 | 91 |
| Other domestic debt securities | $277,432,000 | 93 |
| Privately issued residential mortgage-backed securities | $108,343,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $169,089,000 | 50 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $1,000,000 | 177 |
| 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 | $392,455,000 | 205 |
| Mortgage-backed securities | $1,287,174,000 | 133 |
| Certificates of participation in pools of residential mortgages | $451,695,000 | 155 |
| Issued or guaranteed by U.S. | $451,695,000 | 153 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $441,538,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $333,195,000 | 123 |
| Privately issued | $108,343,000 | 33 |
| Commercial mortgage-backed securities | $393,941,000 | 105 |
| Commercial mortgage pass-through securities | $325,110,000 | 46 |
| Other commercial mortgage-backed securities | $68,831,000 | 172 |
| Held to maturity securities (book value) | $265,672,000 | 110 |
| Available-for-sale securities (fair market value) | $1,679,809,000 | 142 |
| Total debt securities | $1,945,481,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $1,687,368,000 | 148 |
| U.S. Government securities | $1,125,614,000 | 156 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,125,614,000 | 146 |
| Securities issued by states & political subdivisions | $394,957,000 | 90 |
| Other domestic debt securities | $165,797,000 | 125 |
| Privately issued residential mortgage-backed securities | $19,452,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $146,345,000 | 51 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $1,000,000 | 180 |
| 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 | $532,282,000 | 173 |
| Mortgage-backed securities | $1,099,680,000 | 137 |
| Certificates of participation in pools of residential mortgages | $290,742,000 | 192 |
| Issued or guaranteed by U.S. | $290,742,000 | 191 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $404,687,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $385,235,000 | 113 |
| Privately issued | $19,452,000 | 96 |
| Commercial mortgage-backed securities | $404,251,000 | 96 |
| Commercial mortgage pass-through securities | $332,013,000 | 43 |
| Other commercial mortgage-backed securities | $72,238,000 | 161 |
| Held to maturity securities (book value) | $275,390,000 | 105 |
| Available-for-sale securities (fair market value) | $1,411,978,000 | 149 |
| Total debt securities | $1,687,368,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $1,449,930,000 | 155 |
| U.S. Government securities | $977,938,000 | 164 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $977,938,000 | 152 |
| Securities issued by states & political subdivisions | $402,139,000 | 80 |
| Other domestic debt securities | $68,853,000 | 224 |
| Privately issued residential mortgage-backed securities | $53,890,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,963,000 | 174 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $1,000,000 | 182 |
| 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 | $506,684,000 | 173 |
| Mortgage-backed securities | $983,553,000 | 147 |
| Certificates of participation in pools of residential mortgages | $93,047,000 | 453 |
| Issued or guaranteed by U.S. | $93,047,000 | 445 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $477,770,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $423,880,000 | 111 |
| Privately issued | $53,890,000 | 60 |
| Commercial mortgage-backed securities | $412,736,000 | 92 |
| Commercial mortgage pass-through securities | $340,468,000 | 42 |
| Other commercial mortgage-backed securities | $72,268,000 | 164 |
| Held to maturity securities (book value) | $286,615,000 | 101 |
| Available-for-sale securities (fair market value) | $1,163,315,000 | 165 |
| Total debt securities | $1,449,930,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $1,364,686,000 | 158 |
| U.S. Government securities | $941,482,000 | 164 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $941,482,000 | 156 |
| Securities issued by states & political subdivisions | $397,010,000 | 71 |
| Other domestic debt securities | $25,194,000 | 427 |
| Privately issued residential mortgage-backed securities | $25,194,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $1,000,000 | 181 |
| 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 | $341,568,000 | 220 |
| Mortgage-backed securities | $890,895,000 | 158 |
| Certificates of participation in pools of residential mortgages | $27,954,000 | 1,085 |
| Issued or guaranteed by U.S. | $2,760,000 | 2,975 |
| Privately issued | $25,194,000 | 37 |
| Collaterized mortgage obligations | $434,016,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $434,016,000 | 108 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $428,925,000 | 92 |
| Commercial mortgage pass-through securities | $355,776,000 | 41 |
| Other commercial mortgage-backed securities | $73,149,000 | 166 |
| Held to maturity securities (book value) | $325,969,000 | 95 |
| Available-for-sale securities (fair market value) | $1,038,717,000 | 174 |
| Total debt securities | $1,364,686,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $1,218,652,000 | 175 |
| U.S. Government securities | $864,450,000 | 178 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $864,450,000 | 166 |
| Securities issued by states & political subdivisions | $353,202,000 | 71 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $1,000,000 | 169 |
| 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 | $481,833,000 | 159 |
| Mortgage-backed securities | $644,127,000 | 190 |
| Certificates of participation in pools of residential mortgages | $29,144,000 | 1,034 |
| Issued or guaranteed by U.S. | $29,144,000 | 1,010 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $247,200,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $247,200,000 | 151 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $367,783,000 | 95 |
| Commercial mortgage pass-through securities | $367,783,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $452,510,000 | 80 |
| Available-for-sale securities (fair market value) | $766,142,000 | 215 |
| Total debt securities | $1,218,652,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,114,493,000 | 182 |
| U.S. Government securities | $757,590,000 | 191 |
| U.S. Treasury securities | $14,913,000 | 349 |
| U.S. Government agency obligations | $742,677,000 | 185 |
| Securities issued by states & political subdivisions | $355,903,000 | 71 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $1,000,000 | 173 |
| 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 | $530,211,000 | 141 |
| Mortgage-backed securities | $531,030,000 | 204 |
| Certificates of participation in pools of residential mortgages | $31,146,000 | 942 |
| Issued or guaranteed by U.S. | $31,146,000 | 915 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $126,926,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $126,926,000 | 212 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $372,958,000 | 90 |
| Commercial mortgage pass-through securities | $372,958,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $471,024,000 | 83 |
| Available-for-sale securities (fair market value) | $643,469,000 | 238 |
| Total debt securities | $1,114,493,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,215,176,000 | 176 |
| U.S. Government securities | $842,078,000 | 186 |
| U.S. Treasury securities | $4,973,000 | 686 |
| U.S. Government agency obligations | $837,105,000 | 176 |
| Securities issued by states & political subdivisions | $372,098,000 | 69 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $1,000,000 | 184 |
| 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 | $585,500,000 | 131 |
| Mortgage-backed securities | $549,179,000 | 201 |
| Certificates of participation in pools of residential mortgages | $32,932,000 | 909 |
| Issued or guaranteed by U.S. | $32,932,000 | 901 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $132,381,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $132,381,000 | 210 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $383,866,000 | 79 |
| Commercial mortgage pass-through securities | $383,866,000 | 33 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $523,935,000 | 84 |
| Available-for-sale securities (fair market value) | $691,241,000 | 226 |
| Total debt securities | $1,215,175,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,234,658,000 | 174 |
| U.S. Government securities | $852,272,000 | 183 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $852,272,000 | 170 |
| Securities issued by states & political subdivisions | $381,386,000 | 72 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $1,000,000 | 184 |
| 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 | $579,592,000 | 136 |
| Mortgage-backed securities | $565,433,000 | 194 |
| Certificates of participation in pools of residential mortgages | $33,480,000 | 905 |
| Issued or guaranteed by U.S. | $33,480,000 | 897 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $137,471,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $137,471,000 | 206 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $394,482,000 | 75 |
| Commercial mortgage pass-through securities | $394,482,000 | 33 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $534,354,000 | 85 |
| Available-for-sale securities (fair market value) | $700,304,000 | 222 |
| Total debt securities | $1,234,658,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,272,674,000 | 166 |
| U.S. Government securities | $878,534,000 | 176 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $878,534,000 | 165 |
| Securities issued by states & political subdivisions | $392,140,000 | 73 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $1,000,000 | 178 |
| Equity securities | $1,000,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $558,845,000 | 143 |
| Mortgage-backed securities | $591,312,000 | 187 |
| Certificates of participation in pools of residential mortgages | $35,960,000 | 859 |
| Issued or guaranteed by U.S. | $35,960,000 | 852 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $141,740,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $141,740,000 | 204 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $413,612,000 | 69 |
| Commercial mortgage pass-through securities | $413,612,000 | 29 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $546,024,000 | 85 |
| Available-for-sale securities (fair market value) | $726,650,000 | 213 |
| Total debt securities | $1,271,674,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,291,925,000 | 166 |
| U.S. Government securities | $894,496,000 | 172 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $894,496,000 | 158 |
| Securities issued by states & political subdivisions | $395,429,000 | 74 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $1,000,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $560,950,000 | 146 |
| Mortgage-backed securities | $608,969,000 | 179 |
| Certificates of participation in pools of residential mortgages | $37,873,000 | 833 |
| Issued or guaranteed by U.S. | $37,873,000 | 829 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $146,896,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $146,896,000 | 199 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $424,200,000 | 65 |
| Commercial mortgage pass-through securities | $424,200,000 | 28 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $559,808,000 | 82 |
| Available-for-sale securities (fair market value) | $732,117,000 | 216 |
| Total debt securities | $1,290,925,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,338,206,000 | 161 |
| U.S. Government securities | $919,280,000 | 170 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $919,280,000 | 154 |
| Securities issued by states & political subdivisions | $416,926,000 | 73 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $1,000,000 | 178 |
| Equity securities | $1,000,000 | 271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $566,513,000 | 145 |
| Mortgage-backed securities | $630,530,000 | 178 |
| Certificates of participation in pools of residential mortgages | $40,668,000 | 821 |
| Issued or guaranteed by U.S. | $40,668,000 | 806 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $153,231,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $153,231,000 | 196 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $436,631,000 | 61 |
| Commercial mortgage pass-through securities | $436,631,000 | 26 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $572,241,000 | 80 |
| Available-for-sale securities (fair market value) | $765,965,000 | 211 |
| Total debt securities | $1,337,206,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,375,333,000 | 156 |
| U.S. Government securities | $943,137,000 | 163 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $943,137,000 | 150 |
| Securities issued by states & political subdivisions | $430,196,000 | 72 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $1,000,000 | 176 |
| Equity securities | $1,000,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,900,000 | 172 |
| Mortgage-backed securities | $289,671,000 | 286 |
| Certificates of participation in pools of residential mortgages | $43,648,000 | 796 |
| Issued or guaranteed by U.S. | $43,648,000 | 795 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $159,604,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $159,604,000 | 188 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $86,419,000 | 164 |
| Commercial mortgage pass-through securities | $86,419,000 | 63 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $385,346,000 | 107 |
| Available-for-sale securities (fair market value) | $989,987,000 | 166 |
| Total debt securities | $1,374,333,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,424,260,000 | 145 |
| U.S. Government securities | $971,743,000 | 153 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $971,743,000 | 142 |
| Securities issued by states & political subdivisions | $450,517,000 | 71 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $1,000,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,979,000 | 160 |
| Mortgage-backed securities | $301,019,000 | 280 |
| Certificates of participation in pools of residential mortgages | $46,429,000 | 775 |
| Issued or guaranteed by U.S. | $46,429,000 | 775 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $165,731,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $165,731,000 | 179 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $88,859,000 | 156 |
| Commercial mortgage pass-through securities | $88,859,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $396,635,000 | 107 |
| Available-for-sale securities (fair market value) | $1,027,625,000 | 159 |
| Total debt securities | $1,423,260,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,424,989,000 | 145 |
| U.S. Government securities | $978,422,000 | 152 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $978,422,000 | 142 |
| Securities issued by states & political subdivisions | $443,229,000 | 67 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $1,000,000 | 190 |
| Equity securities | $2,338,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,679,000 | 160 |
| Mortgage-backed securities | $300,261,000 | 275 |
| Certificates of participation in pools of residential mortgages | $49,467,000 | 760 |
| Issued or guaranteed by U.S. | $49,467,000 | 760 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $172,889,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $172,889,000 | 173 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $77,905,000 | 173 |
| Commercial mortgage pass-through securities | $77,905,000 | 81 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $402,012,000 | 106 |
| Available-for-sale securities (fair market value) | $1,022,977,000 | 160 |
| Total debt securities | $1,422,651,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,467,036,000 | 141 |
| U.S. Government securities | $997,049,000 | 150 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $997,049,000 | 142 |
| Securities issued by states & political subdivisions | $466,641,000 | 66 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $1,000,000 | 197 |
| Equity securities | $2,346,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $432,127,000 | 182 |
| Mortgage-backed securities | $309,147,000 | 270 |
| Certificates of participation in pools of residential mortgages | $52,925,000 | 739 |
| Issued or guaranteed by U.S. | $52,925,000 | 739 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $180,687,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $180,687,000 | 167 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $75,535,000 | 173 |
| Commercial mortgage pass-through securities | $75,535,000 | 78 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $409,808,000 | 104 |
| Available-for-sale securities (fair market value) | $1,057,228,000 | 155 |
| Total debt securities | $1,464,690,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,532,018,000 | 134 |
| U.S. Government securities | $1,051,984,000 | 139 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,051,984,000 | 131 |
| Securities issued by states & political subdivisions | $476,683,000 | 66 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $1,000,000 | 193 |
| Equity securities | $2,351,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,711,000 | 205 |
| Mortgage-backed securities | $313,097,000 | 269 |
| Certificates of participation in pools of residential mortgages | $55,478,000 | 720 |
| Issued or guaranteed by U.S. | $55,478,000 | 720 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $188,527,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $188,527,000 | 162 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $69,092,000 | 175 |
| Commercial mortgage pass-through securities | $69,092,000 | 81 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $465,855,000 | 102 |
| Available-for-sale securities (fair market value) | $1,066,163,000 | 154 |
| Total debt securities | $1,529,667,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,578,586,000 | 127 |
| U.S. Government securities | $1,090,703,000 | 132 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,090,703,000 | 121 |
| Securities issued by states & political subdivisions | $484,526,000 | 60 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $1,000,000 | 188 |
| Equity securities | $2,357,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $396,140,000 | 189 |
| Mortgage-backed securities | $323,992,000 | 259 |
| Certificates of participation in pools of residential mortgages | $58,695,000 | 675 |
| Issued or guaranteed by U.S. | $58,695,000 | 675 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $196,661,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $196,661,000 | 154 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $68,636,000 | 171 |
| Commercial mortgage pass-through securities | $68,636,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $493,654,000 | 97 |
| Available-for-sale securities (fair market value) | $1,084,932,000 | 144 |
| Total debt securities | $1,576,229,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,592,689,000 | 127 |
| U.S. Government securities | $1,078,044,000 | 131 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,078,044,000 | 122 |
| Securities issued by states & political subdivisions | $511,280,000 | 57 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $1,000,000 | 192 |
| Equity securities | $2,365,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,836,000 | 204 |
| Mortgage-backed securities | $334,922,000 | 255 |
| Certificates of participation in pools of residential mortgages | $63,958,000 | 640 |
| Issued or guaranteed by U.S. | $63,958,000 | 640 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $208,035,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $208,035,000 | 144 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $62,929,000 | 167 |
| Commercial mortgage pass-through securities | $62,929,000 | 77 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $470,725,000 | 99 |
| Available-for-sale securities (fair market value) | $1,121,964,000 | 138 |
| Total debt securities | $1,590,324,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,529,185,000 | 128 |
| U.S. Government securities | $986,268,000 | 142 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $986,268,000 | 134 |
| Securities issued by states & political subdivisions | $539,543,000 | 54 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $1,000,000 | 192 |
| Equity securities | $2,374,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,530,000 | 180 |
| Mortgage-backed securities | $342,170,000 | 256 |
| Certificates of participation in pools of residential mortgages | $67,765,000 | 604 |
| Issued or guaranteed by U.S. | $67,765,000 | 602 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $218,964,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $218,964,000 | 146 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $55,441,000 | 166 |
| Commercial mortgage pass-through securities | $55,441,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $488,449,000 | 97 |
| Available-for-sale securities (fair market value) | $1,040,736,000 | 147 |
| Total debt securities | $1,526,811,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,484,038,000 | 135 |
| U.S. Government securities | $913,117,000 | 150 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $913,117,000 | 146 |
| Securities issued by states & political subdivisions | $567,545,000 | 46 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $1,000,000 | 197 |
| Equity securities | $2,376,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $439,263,000 | 173 |
| Mortgage-backed securities | $354,774,000 | 247 |
| Certificates of participation in pools of residential mortgages | $71,661,000 | 570 |
| Issued or guaranteed by U.S. | $71,661,000 | 570 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $228,070,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $228,070,000 | 149 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $55,043,000 | 151 |
| Commercial mortgage pass-through securities | $55,043,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $494,369,000 | 94 |
| Available-for-sale securities (fair market value) | $989,669,000 | 150 |
| Total debt securities | $1,481,662,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,448,324,000 | 134 |
| U.S. Government securities | $864,646,000 | 152 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $864,646,000 | 146 |
| Securities issued by states & political subdivisions | $580,298,000 | 44 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $1,000,000 | 181 |
| Equity securities | $2,380,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,916,000 | 188 |
| Mortgage-backed securities | $355,823,000 | 245 |
| Certificates of participation in pools of residential mortgages | $74,838,000 | 551 |
| Issued or guaranteed by U.S. | $74,838,000 | 550 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $236,487,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $236,487,000 | 145 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $44,498,000 | 163 |
| Commercial mortgage pass-through securities | $44,498,000 | 81 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $505,337,000 | 95 |
| Available-for-sale securities (fair market value) | $942,987,000 | 154 |
| Total debt securities | $1,445,944,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,508,736,000 | 130 |
| U.S. Government securities | $918,521,000 | 141 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $918,521,000 | 136 |
| Securities issued by states & political subdivisions | $584,009,000 | 42 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $1,000,000 | 191 |
| Equity securities | $5,206,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $418,508,000 | 177 |
| Mortgage-backed securities | $369,750,000 | 240 |
| Certificates of participation in pools of residential mortgages | $79,049,000 | 524 |
| Issued or guaranteed by U.S. | $79,049,000 | 523 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $245,250,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $245,250,000 | 139 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $45,451,000 | 152 |
| Commercial mortgage pass-through securities | $45,451,000 | 74 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $515,326,000 | 94 |
| Available-for-sale securities (fair market value) | $993,410,000 | 146 |
| Total debt securities | $1,503,530,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,556,301,000 | 126 |
| U.S. Government securities | $957,530,000 | 136 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $957,530,000 | 133 |
| Securities issued by states & political subdivisions | $592,559,000 | 42 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $1,000,000 | 193 |
| Equity securities | $5,212,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $408,228,000 | 178 |
| Mortgage-backed securities | $382,997,000 | 235 |
| Certificates of participation in pools of residential mortgages | $83,523,000 | 506 |
| Issued or guaranteed by U.S. | $83,523,000 | 506 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $254,568,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $254,568,000 | 143 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $44,906,000 | 142 |
| Commercial mortgage pass-through securities | $44,906,000 | 64 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $540,062,000 | 88 |
| Available-for-sale securities (fair market value) | $1,016,239,000 | 142 |
| Total debt securities | $1,551,089,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,573,903,000 | 123 |
| U.S. Government securities | $974,689,000 | 134 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $974,689,000 | 130 |
| Securities issued by states & political subdivisions | $592,985,000 | 41 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $1,000,000 | 206 |
| Equity securities | $5,229,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $412,175,000 | 176 |
| Mortgage-backed securities | $392,184,000 | 233 |
| Certificates of participation in pools of residential mortgages | $89,278,000 | 483 |
| Issued or guaranteed by U.S. | $89,278,000 | 482 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $265,270,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $265,270,000 | 139 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $37,636,000 | 152 |
| Commercial mortgage pass-through securities | $37,636,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $547,847,000 | 87 |
| Available-for-sale securities (fair market value) | $1,026,056,000 | 147 |
| Total debt securities | $1,568,674,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,580,667,000 | 124 |
| U.S. Government securities | $989,069,000 | 133 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $989,069,000 | 128 |
| Securities issued by states & political subdivisions | $585,363,000 | 40 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $1,000,000 | 184 |
| Equity securities | $5,235,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,952,000 | 207 |
| Mortgage-backed securities | $397,354,000 | 231 |
| Certificates of participation in pools of residential mortgages | $92,718,000 | 472 |
| Issued or guaranteed by U.S. | $92,718,000 | 470 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $272,619,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $272,619,000 | 141 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $32,017,000 | 170 |
| Commercial mortgage pass-through securities | $32,017,000 | 82 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $557,308,000 | 86 |
| Available-for-sale securities (fair market value) | $1,023,359,000 | 146 |
| Total debt securities | $1,575,432,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,518,864,000 | 128 |
| U.S. Government securities | $937,893,000 | 135 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $937,893,000 | 130 |
| Securities issued by states & political subdivisions | $565,394,000 | 42 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $1,000,000 | 184 |
| Equity securities | $14,577,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $338,965,000 | 209 |
| Mortgage-backed securities | $406,364,000 | 227 |
| Certificates of participation in pools of residential mortgages | $96,491,000 | 464 |
| Issued or guaranteed by U.S. | $96,491,000 | 463 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $278,476,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $278,476,000 | 139 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $31,397,000 | 163 |
| Commercial mortgage pass-through securities | $31,397,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $476,407,000 | 90 |
| Available-for-sale securities (fair market value) | $1,042,457,000 | 139 |
| Total debt securities | $1,504,287,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,444,301,000 | 135 |
| U.S. Government securities | $868,442,000 | 146 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $868,442,000 | 142 |
| Securities issued by states & political subdivisions | $560,282,000 | 41 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $1,000,000 | 187 |
| Equity securities | $14,577,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,950,000 | 251 |
| Mortgage-backed securities | $418,802,000 | 220 |
| Certificates of participation in pools of residential mortgages | $101,972,000 | 448 |
| Issued or guaranteed by U.S. | $101,972,000 | 447 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $285,959,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $285,959,000 | 136 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $30,871,000 | 160 |
| Commercial mortgage pass-through securities | $30,871,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $384,566,000 | 100 |
| Available-for-sale securities (fair market value) | $1,059,735,000 | 139 |
| Total debt securities | $1,429,724,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,466,655,000 | 134 |
| U.S. Government securities | $903,077,000 | 138 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $903,077,000 | 136 |
| Securities issued by states & political subdivisions | $548,001,000 | 40 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $1,000,000 | 182 |
| Equity securities | $14,577,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $282,500,000 | 257 |
| Mortgage-backed securities | $430,069,000 | 215 |
| Certificates of participation in pools of residential mortgages | $105,923,000 | 423 |
| Issued or guaranteed by U.S. | $105,923,000 | 423 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $293,650,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $293,650,000 | 134 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $30,496,000 | 153 |
| Commercial mortgage pass-through securities | $30,496,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $387,331,000 | 94 |
| Available-for-sale securities (fair market value) | $1,079,324,000 | 137 |
| Total debt securities | $1,452,078,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,482,697,000 | 131 |
| U.S. Government securities | $926,824,000 | 136 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $926,824,000 | 134 |
| Securities issued by states & political subdivisions | $540,278,000 | 41 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $1,000,000 | 182 |
| Equity securities | $14,595,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,053,000 | 285 |
| Mortgage-backed securities | $439,618,000 | 212 |
| Certificates of participation in pools of residential mortgages | $109,540,000 | 399 |
| Issued or guaranteed by U.S. | $109,540,000 | 399 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $300,329,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $300,329,000 | 131 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $29,749,000 | 152 |
| Commercial mortgage pass-through securities | $29,749,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $384,978,000 | 94 |
| Available-for-sale securities (fair market value) | $1,097,719,000 | 132 |
| Total debt securities | $1,468,102,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,501,482,000 | 125 |
| U.S. Government securities | $941,105,000 | 133 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $941,105,000 | 131 |
| Securities issued by states & political subdivisions | $540,440,000 | 41 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $1,000,000 | 185 |
| Equity securities | $18,937,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,219,000 | 292 |
| Mortgage-backed securities | $444,626,000 | 211 |
| Certificates of participation in pools of residential mortgages | $107,677,000 | 416 |
| Issued or guaranteed by U.S. | $107,677,000 | 415 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $306,908,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $306,908,000 | 127 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $30,041,000 | 148 |
| Commercial mortgage pass-through securities | $30,041,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $199,413,000 | 140 |
| Available-for-sale securities (fair market value) | $1,302,069,000 | 113 |
| Total debt securities | $1,482,545,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,570,831,000 | 121 |
| U.S. Government securities | $1,009,429,000 | 127 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,009,429,000 | 125 |
| Securities issued by states & political subdivisions | $541,782,000 | 42 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $1,000,000 | 178 |
| Equity securities | $18,620,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,956,000 | 268 |
| Mortgage-backed securities | $465,062,000 | 204 |
| Certificates of participation in pools of residential mortgages | $116,405,000 | 388 |
| Issued or guaranteed by U.S. | $116,405,000 | 387 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $318,123,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $318,123,000 | 130 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $30,534,000 | 143 |
| Commercial mortgage pass-through securities | $30,534,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $220,378,000 | 121 |
| Available-for-sale securities (fair market value) | $1,350,453,000 | 114 |
| Total debt securities | $1,552,211,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,507,887,000 | 127 |
| U.S. Government securities | $932,084,000 | 135 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $932,084,000 | 133 |
| Securities issued by states & political subdivisions | $556,037,000 | 41 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $18,766,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,062,000 | 268 |
| Mortgage-backed securities | $452,100,000 | 212 |
| Certificates of participation in pools of residential mortgages | $130,475,000 | 355 |
| Issued or guaranteed by U.S. | $130,475,000 | 354 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $288,970,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $288,970,000 | 137 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $32,655,000 | 121 |
| Commercial mortgage pass-through securities | $32,655,000 | 65 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $233,873,000 | 105 |
| Available-for-sale securities (fair market value) | $1,274,014,000 | 123 |
| Total debt securities | $1,489,121,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,385,136,000 | 133 |
| U.S. Government securities | $815,604,000 | 148 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $815,604,000 | 147 |
| Securities issued by states & political subdivisions | $549,693,000 | 38 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $1,000,000 | 178 |
| Equity securities | $18,839,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,024,000 | 283 |
| Mortgage-backed securities | $359,303,000 | 247 |
| Certificates of participation in pools of residential mortgages | $128,530,000 | 355 |
| Issued or guaranteed by U.S. | $128,530,000 | 354 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $230,006,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $230,006,000 | 170 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $767,000 | 540 |
| Commercial mortgage pass-through securities | $767,000 | 394 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $236,936,000 | 101 |
| Available-for-sale securities (fair market value) | $1,148,200,000 | 130 |
| Total debt securities | $1,366,297,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,337,248,000 | 138 |
| U.S. Government securities | $785,856,000 | 150 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $785,856,000 | 149 |
| Securities issued by states & political subdivisions | $526,403,000 | 38 |
| Other domestic debt securities | $5,021,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,021,000 | 742 |
| Foreign debt securities | $1,000,000 | 174 |
| Equity securities | $18,968,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,768,000 | 266 |
| Mortgage-backed securities | $282,421,000 | 318 |
| Certificates of participation in pools of residential mortgages | $142,382,000 | 343 |
| Issued or guaranteed by U.S. | $142,382,000 | 342 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $137,700,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $137,700,000 | 249 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $2,339,000 | 362 |
| Commercial mortgage pass-through securities | $1,788,000 | 263 |
| Other commercial mortgage-backed securities | $551,000 | 263 |
| Held to maturity securities (book value) | $255,815,000 | 96 |
| Available-for-sale securities (fair market value) | $1,081,433,000 | 139 |
| Total debt securities | $1,318,280,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,197,097,000 | 148 |
| U.S. Government securities | $681,295,000 | 167 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $681,295,000 | 162 |
| Securities issued by states & political subdivisions | $490,808,000 | 39 |
| Other domestic debt securities | $5,040,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,040,000 | 751 |
| Foreign debt securities | $1,000,000 | 161 |
| Equity securities | $18,954,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,712,000 | 256 |
| Mortgage-backed securities | $193,123,000 | 434 |
| Certificates of participation in pools of residential mortgages | $149,523,000 | 331 |
| Issued or guaranteed by U.S. | $149,523,000 | 330 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $40,223,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $40,223,000 | 599 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $3,377,000 | 302 |
| Commercial mortgage pass-through securities | $1,792,000 | 239 |
| Other commercial mortgage-backed securities | $1,585,000 | 202 |
| Held to maturity securities (book value) | $255,404,000 | 96 |
| Available-for-sale securities (fair market value) | $941,693,000 | 151 |
| Total debt securities | $1,178,143,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,166,035,000 | 152 |
| U.S. Government securities | $701,014,000 | 171 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $701,014,000 | 166 |
| Securities issued by states & political subdivisions | $434,992,000 | 43 |
| Other domestic debt securities | $10,064,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $10,064,000 | 476 |
| Foreign debt securities | $1,000,000 | 123 |
| Equity securities | $18,965,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,947,000 | 326 |
| Mortgage-backed securities | $209,504,000 | 413 |
| Certificates of participation in pools of residential mortgages | $163,066,000 | 317 |
| Issued or guaranteed by U.S. | $163,066,000 | 316 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $42,591,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $42,591,000 | 599 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $3,847,000 | 254 |
| Commercial mortgage pass-through securities | $1,745,000 | 212 |
| Other commercial mortgage-backed securities | $2,102,000 | 172 |
| Held to maturity securities (book value) | $258,320,000 | 92 |
| Available-for-sale securities (fair market value) | $907,715,000 | 158 |
| Total debt securities | $1,147,070,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,146,025,000 | 147 |
| U.S. Government securities | $679,017,000 | 168 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $679,017,000 | 166 |
| Securities issued by states & political subdivisions | $426,932,000 | 41 |
| Other domestic debt securities | $20,103,000 | 487 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $20,103,000 | 276 |
| Foreign debt securities | $1,000,000 | 88 |
| Equity securities | $18,973,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,337,000 | 344 |
| Mortgage-backed securities | $246,677,000 | 352 |
| Certificates of participation in pools of residential mortgages | $196,785,000 | 243 |
| Issued or guaranteed by U.S. | $196,785,000 | 241 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $45,000,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $45,000,000 | 539 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $4,892,000 | 179 |
| Commercial mortgage pass-through securities | $1,758,000 | 172 |
| Other commercial mortgage-backed securities | $3,134,000 | 122 |
| Held to maturity securities (book value) | $231,404,000 | 98 |
| Available-for-sale securities (fair market value) | $914,621,000 | 148 |
| Total debt securities | $1,127,052,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,048,204,000 | 160 |
| U.S. Government securities | $609,347,000 | 185 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $609,347,000 | 181 |
| Securities issued by states & political subdivisions | $398,684,000 | 44 |
| Other domestic debt securities | $20,117,000 | 462 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $20,117,000 | 253 |
| Foreign debt securities | $1,000,000 | 87 |
| Equity securities | $19,056,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,455,000 | 315 |
| Mortgage-backed securities | $269,844,000 | 311 |
| Certificates of participation in pools of residential mortgages | $217,555,000 | 215 |
| Issued or guaranteed by U.S. | $217,555,000 | 213 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $47,313,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $47,313,000 | 528 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $4,976,000 | 142 |
| Commercial mortgage pass-through securities | $1,794,000 | 159 |
| Other commercial mortgage-backed securities | $3,182,000 | 98 |
| Held to maturity securities (book value) | $128,021,000 | 163 |
| Available-for-sale securities (fair market value) | $920,183,000 | 152 |
| Total debt securities | $1,029,148,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,045,647,000 | 161 |
| U.S. Government securities | $615,650,000 | 189 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $615,650,000 | 182 |
| Securities issued by states & political subdivisions | $389,764,000 | 47 |
| Other domestic debt securities | $20,144,000 | 460 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $20,144,000 | 238 |
| Foreign debt securities | $1,000,000 | 85 |
| Equity securities | $19,089,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,372,000 | 307 |
| Mortgage-backed securities | $291,284,000 | 293 |
| Certificates of participation in pools of residential mortgages | $235,895,000 | 196 |
| Issued or guaranteed by U.S. | $235,895,000 | 193 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $49,536,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $49,536,000 | 508 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $5,853,000 | 124 |
| Commercial mortgage pass-through securities | $1,701,000 | 153 |
| Other commercial mortgage-backed securities | $4,152,000 | 74 |
| Held to maturity securities (book value) | $74,615,000 | 241 |
| Available-for-sale securities (fair market value) | $971,032,000 | 143 |
| Total debt securities | $1,026,558,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $989,364,000 | 165 |
| U.S. Government securities | $569,215,000 | 202 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $569,215,000 | 195 |
| Securities issued by states & political subdivisions | $379,937,000 | 44 |
| Other domestic debt securities | $20,142,000 | 468 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $20,142,000 | 240 |
| Foreign debt securities | $1,000,000 | 80 |
| Equity securities | $19,070,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,452,000 | 304 |
| Mortgage-backed securities | $265,620,000 | 307 |
| Certificates of participation in pools of residential mortgages | $207,301,000 | 224 |
| Issued or guaranteed by U.S. | $207,301,000 | 221 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $51,290,000 | 562 |
| CMOs issued by government agencies or sponsored agencies | $51,290,000 | 483 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $7,029,000 | 110 |
| Commercial mortgage pass-through securities | $1,652,000 | 153 |
| Other commercial mortgage-backed securities | $5,377,000 | 64 |
| Held to maturity securities (book value) | $5,120,000 | 1,412 |
| Available-for-sale securities (fair market value) | $984,244,000 | 143 |
| Total debt securities | $970,294,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,043,707,000 | 156 |
| U.S. Government securities | $609,866,000 | 183 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $609,866,000 | 175 |
| Securities issued by states & political subdivisions | $385,760,000 | 45 |
| Other domestic debt securities | $27,931,000 | 405 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $7,791,000 | 94 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $20,140,000 | 236 |
| Foreign debt securities | $1,000,000 | 72 |
| Equity securities | $19,150,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,208,000 | 348 |
| Mortgage-backed securities | $265,855,000 | 300 |
| Certificates of participation in pools of residential mortgages | $203,290,000 | 215 |
| Issued or guaranteed by U.S. | $203,290,000 | 213 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $54,774,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $54,774,000 | 435 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $7,791,000 | 94 |
| Commercial mortgage pass-through securities | $1,666,000 | 142 |
| Other commercial mortgage-backed securities | $6,125,000 | 54 |
| Held to maturity securities (book value) | $5,337,000 | 1,387 |
| Available-for-sale securities (fair market value) | $1,038,370,000 | 130 |
| Total debt securities | $1,024,557,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,042,865,000 | 149 |
| U.S. Government securities | $640,785,000 | 170 |
| U.S. Treasury securities | $3,004,000 | 593 |
| U.S. Government agency obligations | $637,781,000 | 162 |
| Securities issued by states & political subdivisions | $353,309,000 | 47 |
| Other domestic debt securities | $28,465,000 | 396 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $8,266,000 | 75 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $20,199,000 | 223 |
| Foreign debt securities | $1,000,000 | 68 |
| Equity securities | $19,306,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,429,000 | 288 |
| Mortgage-backed securities | $337,816,000 | 229 |
| Certificates of participation in pools of residential mortgages | $270,858,000 | 162 |
| Issued or guaranteed by U.S. | $270,858,000 | 161 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $58,692,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $58,692,000 | 408 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $8,266,000 | 75 |
| Commercial mortgage pass-through securities | $1,784,000 | 116 |
| Other commercial mortgage-backed securities | $6,482,000 | 47 |
| Held to maturity securities (book value) | $17,057,000 | 778 |
| Available-for-sale securities (fair market value) | $1,025,808,000 | 131 |
| Total debt securities | $1,023,559,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $912,206,000 | 165 |
| U.S. Government securities | $575,559,000 | 183 |
| U.S. Treasury securities | $3,009,000 | 572 |
| U.S. Government agency obligations | $572,550,000 | 178 |
| Securities issued by states & political subdivisions | $287,919,000 | 51 |
| Other domestic debt securities | $28,616,000 | 389 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $8,446,000 | 71 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $20,170,000 | 207 |
| Foreign debt securities | $1,000,000 | 68 |
| Equity securities | $19,112,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,401,000 | 285 |
| Mortgage-backed securities | $320,270,000 | 231 |
| Certificates of participation in pools of residential mortgages | $286,455,000 | 156 |
| Issued or guaranteed by U.S. | $286,455,000 | 155 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $25,369,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $25,369,000 | 700 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $8,446,000 | 71 |
| Commercial mortgage pass-through securities | $1,795,000 | 113 |
| Other commercial mortgage-backed securities | $6,651,000 | 44 |
| Held to maturity securities (book value) | $35,232,000 | 462 |
| Available-for-sale securities (fair market value) | $876,974,000 | 145 |
| Total debt securities | $893,094,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $867,197,000 | 171 |
| U.S. Government securities | $527,485,000 | 196 |
| U.S. Treasury securities | $3,014,000 | 565 |
| U.S. Government agency obligations | $524,471,000 | 185 |
| Securities issued by states & political subdivisions | $291,695,000 | 49 |
| Other domestic debt securities | $28,507,000 | 406 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $8,437,000 | 75 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $20,070,000 | 211 |
| Foreign debt securities | $650,000 | 84 |
| Equity securities | $18,860,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,458,000 | 294 |
| Mortgage-backed securities | $303,939,000 | 251 |
| Certificates of participation in pools of residential mortgages | $279,916,000 | 159 |
| Issued or guaranteed by U.S. | $279,916,000 | 158 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,586,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $15,586,000 | 912 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $8,437,000 | 75 |
| Commercial mortgage pass-through securities | $1,754,000 | 121 |
| Other commercial mortgage-backed securities | $6,683,000 | 49 |
| Held to maturity securities (book value) | $41,645,000 | 407 |
| Available-for-sale securities (fair market value) | $825,552,000 | 154 |
| Total debt securities | $848,337,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $821,446,000 | 173 |
| U.S. Government securities | $476,925,000 | 209 |
| U.S. Treasury securities | $3,019,000 | 512 |
| U.S. Government agency obligations | $473,906,000 | 203 |
| Securities issued by states & political subdivisions | $295,999,000 | 48 |
| Other domestic debt securities | $28,790,000 | 421 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $8,717,000 | 72 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $20,073,000 | 208 |
| Foreign debt securities | $900,000 | 75 |
| Equity securities | $18,832,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,282,000 | 353 |
| Mortgage-backed securities | $284,466,000 | 271 |
| Certificates of participation in pools of residential mortgages | $257,559,000 | 172 |
| Issued or guaranteed by U.S. | $257,559,000 | 171 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $18,190,000 | 1,005 |
| CMOs issued by government agencies or sponsored agencies | $18,190,000 | 816 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $8,717,000 | 72 |
| Commercial mortgage pass-through securities | $1,719,000 | 117 |
| Other commercial mortgage-backed securities | $6,998,000 | 48 |
| Held to maturity securities (book value) | $44,922,000 | 391 |
| Available-for-sale securities (fair market value) | $776,524,000 | 164 |
| Total debt securities | $802,614,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $760,679,000 | 180 |
| U.S. Government securities | $428,631,000 | 224 |
| U.S. Treasury securities | $3,024,000 | 471 |
| U.S. Government agency obligations | $425,607,000 | 218 |
| Securities issued by states & political subdivisions | $288,439,000 | 53 |
| Other domestic debt securities | $23,870,000 | 509 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $8,789,000 | 78 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $15,081,000 | 270 |
| Foreign debt securities | $900,000 | 78 |
| Equity securities | $18,839,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,557,000 | 613 |
| Mortgage-backed securities | $278,205,000 | 276 |
| Certificates of participation in pools of residential mortgages | $248,904,000 | 189 |
| Issued or guaranteed by U.S. | $248,904,000 | 187 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $20,512,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $20,512,000 | 717 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $8,789,000 | 78 |
| Commercial mortgage pass-through securities | $1,756,000 | 115 |
| Other commercial mortgage-backed securities | $7,033,000 | 52 |
| Held to maturity securities (book value) | $55,162,000 | 332 |
| Available-for-sale securities (fair market value) | $705,517,000 | 171 |
| Total debt securities | $741,840,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $708,449,000 | 197 |
| U.S. Government securities | $392,240,000 | 235 |
| U.S. Treasury securities | $2,005,000 | 535 |
| U.S. Government agency obligations | $390,235,000 | 228 |
| Securities issued by states & political subdivisions | $268,196,000 | 58 |
| Other domestic debt securities | $28,864,000 | 471 |
| Privately issued residential mortgage-backed securities | $4,988,000 | 705 |
| Commercial mortgage-backed securities - Total | $8,728,000 | 84 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $15,148,000 | 282 |
| Foreign debt securities | $900,000 | 75 |
| Equity securities | $18,249,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,971,000 | 628 |
| Mortgage-backed securities | $290,530,000 | 270 |
| Certificates of participation in pools of residential mortgages | $253,998,000 | 187 |
| Issued or guaranteed by U.S. | $253,998,000 | 184 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $27,804,000 | 728 |
| CMOs issued by government agencies or sponsored agencies | $22,816,000 | 636 |
| Privately issued | $4,988,000 | 677 |
| Commercial mortgage-backed securities | $8,728,000 | 84 |
| Commercial mortgage pass-through securities | $1,704,000 | 94 |
| Other commercial mortgage-backed securities | $7,024,000 | 57 |
| Held to maturity securities (book value) | $54,362,000 | 339 |
| Available-for-sale securities (fair market value) | $654,087,000 | 182 |
| Total debt securities | $690,200,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $683,365,000 | 212 |
| U.S. Government securities | $363,109,000 | 263 |
| U.S. Treasury securities | $2,013,000 | 497 |
| U.S. Government agency obligations | $361,096,000 | 261 |
| Securities issued by states & political subdivisions | $286,679,000 | 52 |
| Other domestic debt securities | $15,023,000 | 677 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,023,000 | 289 |
| Foreign debt securities | $400,000 | 91 |
| Equity securities | $18,154,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,742,000 | 645 |
| Mortgage-backed securities | $270,885,000 | 296 |
| Certificates of participation in pools of residential mortgages | $238,329,000 | 216 |
| Issued or guaranteed by U.S. | $238,329,000 | 213 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $32,556,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $32,556,000 | 474 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,038,000 | 320 |
| Available-for-sale securities (fair market value) | $624,327,000 | 198 |
| Total debt securities | $665,211,000 | 209 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $605,723,000 | 232 |
| U.S. Government securities | $290,514,000 | 310 |
| U.S. Treasury securities | $2,021,000 | 471 |
| U.S. Government agency obligations | $288,493,000 | 303 |
| Securities issued by states & political subdivisions | $295,974,000 | 53 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $400,000 | 85 |
| Equity securities | $18,835,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,441,000 | 683 |
| Mortgage-backed securities | $210,912,000 | 354 |
| Certificates of participation in pools of residential mortgages | $172,187,000 | 280 |
| Issued or guaranteed by U.S. | $172,187,000 | 275 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $38,725,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $38,725,000 | 415 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,343,000 | 297 |
| Available-for-sale securities (fair market value) | $544,380,000 | 213 |
| Total debt securities | $586,888,000 | 234 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $574,567,000 | 235 |
| U.S. Government securities | $247,891,000 | 348 |
| U.S. Treasury securities | $2,029,000 | 471 |
| U.S. Government agency obligations | $245,862,000 | 340 |
| Securities issued by states & political subdivisions | $305,126,000 | 49 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $750,000 | 68 |
| Equity securities | $20,800,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,111,000 | 658 |
| Mortgage-backed securities | $195,315,000 | 362 |
| Certificates of participation in pools of residential mortgages | $164,865,000 | 278 |
| Issued or guaranteed by U.S. | $164,865,000 | 273 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $30,450,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $30,450,000 | 449 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,304,000 | 294 |
| Available-for-sale securities (fair market value) | $512,263,000 | 213 |
| Total debt securities | $553,767,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $609,908,000 | 226 |
| U.S. Government securities | $268,712,000 | 320 |
| U.S. Treasury securities | $1,997,000 | 499 |
| U.S. Government agency obligations | $266,715,000 | 313 |
| Securities issued by states & political subdivisions | $317,754,000 | 48 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $750,000 | 68 |
| Equity securities | $22,692,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,500,000 | 560 |
| Mortgage-backed securities | $202,725,000 | 346 |
| Certificates of participation in pools of residential mortgages | $169,750,000 | 274 |
| Issued or guaranteed by U.S. | $169,750,000 | 268 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $32,975,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $32,975,000 | 421 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,823,000 | 254 |
| Available-for-sale securities (fair market value) | $536,085,000 | 214 |
| Total debt securities | $587,216,000 | 231 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $666,392,000 | 215 |
| U.S. Government securities | $294,849,000 | 302 |
| U.S. Treasury securities | $1,992,000 | 526 |
| U.S. Government agency obligations | $292,857,000 | 293 |
| Securities issued by states & political subdivisions | $346,726,000 | 45 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $750,000 | 83 |
| Equity securities | $24,067,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,996,000 | 518 |
| Mortgage-backed securities | $222,237,000 | 324 |
| Certificates of participation in pools of residential mortgages | $183,407,000 | 247 |
| Issued or guaranteed by U.S. | $183,407,000 | 241 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,830,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $38,830,000 | 366 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $78,034,000 | 225 |
| Available-for-sale securities (fair market value) | $588,358,000 | 203 |
| Total debt securities | $642,325,000 | 213 |
| 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 | $688,236,000 | 203 |
| U.S. Government securities | $304,986,000 | 295 |
| U.S. Treasury securities | $1,990,000 | 588 |
| U.S. Government agency obligations | $302,996,000 | 289 |
| Securities issued by states & political subdivisions | $358,494,000 | 43 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $750,000 | 84 |
| Equity securities | $24,006,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,422,000 | 522 |
| Mortgage-backed securities | $232,244,000 | 290 |
| Certificates of participation in pools of residential mortgages | $189,265,000 | 213 |
| Issued or guaranteed by U.S. | $189,265,000 | 206 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $42,979,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $42,979,000 | 337 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $81,577,000 | 223 |
| Available-for-sale securities (fair market value) | $606,659,000 | 187 |
| Total debt securities | $664,230,000 | 205 |
| 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 | $710,641,000 | 203 |
| U.S. Government securities | $321,710,000 | 291 |
| U.S. Treasury securities | $1,966,000 | 624 |
| U.S. Government agency obligations | $319,744,000 | 286 |
| Securities issued by states & political subdivisions | $365,503,000 | 44 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $750,000 | 83 |
| Equity securities | $22,678,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,610,000 | 538 |
| Mortgage-backed securities | $234,595,000 | 282 |
| Certificates of participation in pools of residential mortgages | $187,533,000 | 210 |
| Issued or guaranteed by U.S. | $187,533,000 | 205 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $47,062,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $47,062,000 | 310 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,823,000 | 206 |
| Available-for-sale securities (fair market value) | $620,818,000 | 182 |
| Total debt securities | $687,963,000 | 200 |
| 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 | $727,335,000 | 202 |
| U.S. Government securities | $334,505,000 | 288 |
| U.S. Treasury securities | $1,995,000 | 656 |
| U.S. Government agency obligations | $332,510,000 | 277 |
| Securities issued by states & political subdivisions | $369,678,000 | 46 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $750,000 | 84 |
| Equity securities | $22,402,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,898,000 | 573 |
| Mortgage-backed securities | $247,263,000 | 276 |
| Certificates of participation in pools of residential mortgages | $195,358,000 | 210 |
| Issued or guaranteed by U.S. | $195,358,000 | 203 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $51,905,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $51,905,000 | 295 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,076,000 | 213 |
| Available-for-sale securities (fair market value) | $637,259,000 | 189 |
| Total debt securities | $704,933,000 | 201 |
| 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 | $780,426,000 | 196 |
| U.S. Government securities | $363,110,000 | 267 |
| U.S. Treasury securities | $1,987,000 | 722 |
| U.S. Government agency obligations | $361,123,000 | 259 |
| Securities issued by states & political subdivisions | $394,340,000 | 40 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $750,000 | 87 |
| Equity securities | $22,226,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,633,000 | 561 |
| Mortgage-backed securities | $201,235,000 | 317 |
| Certificates of participation in pools of residential mortgages | $156,207,000 | 264 |
| Issued or guaranteed by U.S. | $156,207,000 | 253 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $45,028,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $45,028,000 | 330 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $96,901,000 | 208 |
| Available-for-sale securities (fair market value) | $683,525,000 | 182 |
| Total debt securities | $758,200,000 | 197 |
| 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 | $801,605,000 | 196 |
| U.S. Government securities | $379,464,000 | 259 |
| U.S. Treasury securities | $1,978,000 | 770 |
| U.S. Government agency obligations | $377,486,000 | 252 |
| Securities issued by states & political subdivisions | $399,467,000 | 40 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $750,000 | 87 |
| Equity securities | $21,924,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,909,000 | 607 |
| Mortgage-backed securities | $207,508,000 | 316 |
| Certificates of participation in pools of residential mortgages | $159,847,000 | 264 |
| Issued or guaranteed by U.S. | $159,847,000 | 256 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $47,661,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $47,661,000 | 320 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $106,649,000 | 189 |
| Available-for-sale securities (fair market value) | $694,956,000 | 182 |
| Total debt securities | $779,681,000 | 196 |
| 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 | $766,559,000 | 208 |
| U.S. Government securities | $369,724,000 | 269 |
| U.S. Treasury securities | $1,970,000 | 810 |
| U.S. Government agency obligations | $367,754,000 | 259 |
| Securities issued by states & political subdivisions | $374,342,000 | 44 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $750,000 | 87 |
| Equity securities | $21,743,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,987,000 | 603 |
| Mortgage-backed securities | $189,734,000 | 342 |
| Certificates of participation in pools of residential mortgages | $139,687,000 | 299 |
| Issued or guaranteed by U.S. | $139,687,000 | 291 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $50,047,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $50,047,000 | 308 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,298,000 | 180 |
| Available-for-sale securities (fair market value) | $653,261,000 | 192 |
| Total debt securities | $744,816,000 | 209 |
| 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 | $787,714,000 | 205 |
| U.S. Government securities | $389,759,000 | 264 |
| U.S. Treasury securities | $2,000,000 | 799 |
| U.S. Government agency obligations | $387,759,000 | 255 |
| Securities issued by states & political subdivisions | $375,739,000 | 43 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $750,000 | 93 |
| Equity securities | $21,466,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,738,000 | 606 |
| Mortgage-backed securities | $197,575,000 | 337 |
| Certificates of participation in pools of residential mortgages | $143,704,000 | 308 |
| Issued or guaranteed by U.S. | $143,704,000 | 302 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $53,871,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $53,871,000 | 286 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $123,062,000 | 170 |
| Available-for-sale securities (fair market value) | $664,652,000 | 195 |
| Total debt securities | $766,248,000 | 207 |
| 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 | $822,965,000 | 208 |
| U.S. Government securities | $426,118,000 | 260 |
| U.S. Treasury securities | $2,002,000 | 842 |
| U.S. Government agency obligations | $424,116,000 | 249 |
| Securities issued by states & political subdivisions | $374,757,000 | 40 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $750,000 | 95 |
| Equity securities | $21,340,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,113,000 | 672 |
| Mortgage-backed securities | $213,864,000 | 322 |
| Certificates of participation in pools of residential mortgages | $155,151,000 | 296 |
| Issued or guaranteed by U.S. | $155,151,000 | 289 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $58,713,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $58,713,000 | 271 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $130,363,000 | 169 |
| Available-for-sale securities (fair market value) | $692,602,000 | 194 |
| Total debt securities | $801,625,000 | 207 |
| 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 | $848,270,000 | 210 |
| U.S. Government securities | $443,078,000 | 259 |
| U.S. Treasury securities | $2,003,000 | 865 |
| U.S. Government agency obligations | $441,075,000 | 249 |
| Securities issued by states & political subdivisions | $383,214,000 | 41 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $750,000 | 95 |
| Equity securities | $21,228,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,617,000 | 693 |
| Mortgage-backed securities | $228,059,000 | 315 |
| Certificates of participation in pools of residential mortgages | $165,472,000 | 286 |
| Issued or guaranteed by U.S. | $165,472,000 | 280 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $62,587,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $62,587,000 | 270 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $135,005,000 | 166 |
| Available-for-sale securities (fair market value) | $713,265,000 | 194 |
| Total debt securities | $827,042,000 | 211 |
| 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 | $789,498,000 | 211 |
| U.S. Government securities | $399,128,000 | 281 |
| U.S. Treasury securities | $2,003,000 | 879 |
| U.S. Government agency obligations | $397,125,000 | 269 |
| Securities issued by states & political subdivisions | $374,840,000 | 37 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $750,000 | 97 |
| Equity securities | $14,780,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,228,000 | 734 |
| Mortgage-backed securities | $193,577,000 | 359 |
| Certificates of participation in pools of residential mortgages | $128,119,000 | 352 |
| Issued or guaranteed by U.S. | $128,119,000 | 348 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $65,458,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $65,458,000 | 259 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $116,521,000 | 187 |
| Available-for-sale securities (fair market value) | $672,977,000 | 200 |
| Total debt securities | $774,718,000 | 212 |
| 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 | $783,180,000 | 213 |
| U.S. Government securities | $390,467,000 | 284 |
| U.S. Treasury securities | $2,004,000 | 902 |
| U.S. Government agency obligations | $388,463,000 | 272 |
| Securities issued by states & political subdivisions | $377,258,000 | 33 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $750,000 | 99 |
| Equity securities | $14,705,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,081,000 | 800 |
| Mortgage-backed securities | $204,688,000 | 349 |
| Certificates of participation in pools of residential mortgages | $135,532,000 | 341 |
| Issued or guaranteed by U.S. | $135,532,000 | 334 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $69,156,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $69,156,000 | 260 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,826,000 | 268 |
| Available-for-sale securities (fair market value) | $694,354,000 | 197 |
| Total debt securities | $768,475,000 | 213 |
| 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 | $798,227,000 | 218 |
| U.S. Government securities | $406,932,000 | 273 |
| U.S. Treasury securities | $2,005,000 | 983 |
| U.S. Government agency obligations | $404,927,000 | 264 |
| Securities issued by states & political subdivisions | $375,903,000 | 29 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $750,000 | 102 |
| Equity securities | $14,642,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,561,000 | 804 |
| Mortgage-backed securities | $214,605,000 | 344 |
| Certificates of participation in pools of residential mortgages | $143,854,000 | 331 |
| Issued or guaranteed by U.S. | $143,854,000 | 326 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $70,751,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $70,751,000 | 272 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,330,000 | 242 |
| Available-for-sale securities (fair market value) | $700,897,000 | 201 |
| Total debt securities | $783,585,000 | 219 |
| 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 | $813,481,000 | 219 |
| U.S. Government securities | $399,867,000 | 287 |
| U.S. Treasury securities | $2,006,000 | 1,006 |
| U.S. Government agency obligations | $397,861,000 | 271 |
| Securities issued by states & political subdivisions | $398,283,000 | 28 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $750,000 | 108 |
| Equity securities | $14,581,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,346,000 | 802 |
| Mortgage-backed securities | $217,327,000 | 348 |
| Certificates of participation in pools of residential mortgages | $143,430,000 | 337 |
| Issued or guaranteed by U.S. | $143,430,000 | 333 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $73,897,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $73,897,000 | 266 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $94,510,000 | 245 |
| Available-for-sale securities (fair market value) | $718,971,000 | 200 |
| Total debt securities | $798,900,000 | 219 |
| 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 | $789,946,000 | 223 |
| U.S. Government securities | $368,578,000 | 306 |
| U.S. Treasury securities | $2,007,000 | 1,011 |
| U.S. Government agency obligations | $366,571,000 | 288 |
| Securities issued by states & political subdivisions | $406,119,000 | 28 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $750,000 | 105 |
| Equity securities | $14,499,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,480,000 | 796 |
| Mortgage-backed securities | $198,950,000 | 374 |
| Certificates of participation in pools of residential mortgages | $122,994,000 | 386 |
| Issued or guaranteed by U.S. | $122,994,000 | 385 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $75,956,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $75,956,000 | 261 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,655,000 | 316 |
| Available-for-sale securities (fair market value) | $716,291,000 | 205 |
| Total debt securities | $775,447,000 | 222 |
| 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 | $673,944,000 | 246 |
| U.S. Government securities | $345,749,000 | 330 |
| U.S. Treasury securities | $2,008,000 | 1,060 |
| U.S. Government agency obligations | $343,741,000 | 313 |
| Securities issued by states & political subdivisions | $317,151,000 | 38 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $750,000 | 99 |
| Equity securities | $10,294,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,104,000 | 982 |
| Mortgage-backed securities | $178,595,000 | 413 |
| Certificates of participation in pools of residential mortgages | $106,061,000 | 439 |
| Issued or guaranteed by U.S. | $106,061,000 | 437 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,534,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $72,534,000 | 274 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,414,000 | 270 |
| Available-for-sale securities (fair market value) | $589,530,000 | 240 |
| Total debt securities | $663,650,000 | 247 |
| 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 | $696,103,000 | 245 |
| U.S. Government securities | $354,521,000 | 315 |
| U.S. Treasury securities | $2,009,000 | 1,061 |
| U.S. Government agency obligations | $352,512,000 | 296 |
| Securities issued by states & political subdivisions | $330,532,000 | 36 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $750,000 | 110 |
| Equity securities | $10,300,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,738,000 | 928 |
| Mortgage-backed securities | $193,254,000 | 403 |
| Certificates of participation in pools of residential mortgages | $116,348,000 | 409 |
| Issued or guaranteed by U.S. | $116,348,000 | 406 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $76,906,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $76,906,000 | 279 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $79,879,000 | 273 |
| Available-for-sale securities (fair market value) | $616,224,000 | 239 |
| Total debt securities | $685,803,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $697,744,000 | 244 |
| U.S. Government securities | $370,078,000 | 327 |
| U.S. Treasury securities | $2,010,000 | 1,123 |
| U.S. Government agency obligations | $368,068,000 | 313 |
| Securities issued by states & political subdivisions | $316,672,000 | 40 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $750,000 | 115 |
| Equity securities | $10,244,000 | 372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,694,000 | 920 |
| Mortgage-backed securities | $200,950,000 | 396 |
| Certificates of participation in pools of residential mortgages | $120,484,000 | 415 |
| Issued or guaranteed by U.S. | $120,484,000 | 412 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $80,466,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $80,466,000 | 294 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $93,641,000 | 231 |
| Available-for-sale securities (fair market value) | $604,103,000 | 246 |
| Total debt securities | $687,500,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $698,345,000 | 239 |
| U.S. Government securities | $375,027,000 | 315 |
| U.S. Treasury securities | $2,001,000 | 1,154 |
| U.S. Government agency obligations | $373,026,000 | 301 |
| Securities issued by states & political subdivisions | $312,729,000 | 41 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $400,000 | 165 |
| Equity securities | $10,189,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,431,000 | 894 |
| Mortgage-backed securities | $199,445,000 | 395 |
| Certificates of participation in pools of residential mortgages | $110,227,000 | 444 |
| Issued or guaranteed by U.S. | $110,227,000 | 441 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $89,218,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $89,218,000 | 281 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $114,542,000 | 191 |
| Available-for-sale securities (fair market value) | $583,803,000 | 249 |
| Total debt securities | $688,156,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $675,234,000 | 249 |
| U.S. Government securities | $359,855,000 | 327 |
| U.S. Treasury securities | $2,001,000 | 1,181 |
| U.S. Government agency obligations | $357,854,000 | 319 |
| Securities issued by states & political subdivisions | $304,682,000 | 40 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $500,000 | 140 |
| Equity securities | $10,197,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,917,000 | 809 |
| Mortgage-backed securities | $162,515,000 | 472 |
| Certificates of participation in pools of residential mortgages | $76,665,000 | 555 |
| Issued or guaranteed by U.S. | $76,665,000 | 550 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $85,850,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $85,850,000 | 308 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $150,758,000 | 148 |
| Available-for-sale securities (fair market value) | $524,476,000 | 265 |
| Total debt securities | $665,037,000 | 242 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $638,854,000 | 261 |
| U.S. Government securities | $338,651,000 | 346 |
| U.S. Treasury securities | $2,002,000 | 1,209 |
| U.S. Government agency obligations | $336,649,000 | 335 |
| Securities issued by states & political subdivisions | $289,311,000 | 42 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $750,000 | 118 |
| Equity securities | $10,142,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,698,000 | 921 |
| Mortgage-backed securities | $124,245,000 | 559 |
| Certificates of participation in pools of residential mortgages | $39,538,000 | 897 |
| Issued or guaranteed by U.S. | $39,538,000 | 892 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $84,707,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $84,707,000 | 301 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $171,341,000 | 130 |
| Available-for-sale securities (fair market value) | $467,513,000 | 287 |
| Total debt securities | $628,712,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $625,164,000 | 248 |
| U.S. Government securities | $348,155,000 | 316 |
| U.S. Treasury securities | $2,002,000 | 1,280 |
| U.S. Government agency obligations | $346,153,000 | 304 |
| Securities issued by states & political subdivisions | $271,164,000 | 44 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $750,000 | 117 |
| Equity securities | $5,095,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,376,000 | 907 |
| Mortgage-backed securities | $107,475,000 | 596 |
| Certificates of participation in pools of residential mortgages | $26,731,000 | 1,178 |
| Issued or guaranteed by U.S. | $26,731,000 | 1,170 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $80,744,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $80,744,000 | 301 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $210,874,000 | 113 |
| Available-for-sale securities (fair market value) | $414,290,000 | 295 |
| Total debt securities | $620,069,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $494,067,000 | 281 |
| U.S. Government securities | $254,410,000 | 363 |
| U.S. Treasury securities | $2,004,000 | 1,446 |
| U.S. Government agency obligations | $252,406,000 | 349 |
| Securities issued by states & political subdivisions | $238,907,000 | 46 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $750,000 | 124 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,806,000 | 1,111 |
| Mortgage-backed securities | $94,502,000 | 595 |
| Certificates of participation in pools of residential mortgages | $22,723,000 | 1,171 |
| Issued or guaranteed by U.S. | $22,723,000 | 1,162 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $71,779,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $71,779,000 | 322 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $128,299,000 | 160 |
| Available-for-sale securities (fair market value) | $365,768,000 | 309 |
| Total debt securities | $494,067,000 | 274 |
| 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 | $363,187,000 | 344 |
| U.S. Government securities | $193,651,000 | 458 |
| U.S. Treasury securities | $17,056,000 | 400 |
| U.S. Government agency obligations | $176,595,000 | 465 |
| Securities issued by states & political subdivisions | $164,372,000 | 66 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $750,000 | 117 |
| Equity securities | $4,414,000 | 933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,583,000 | 1,228 |
| Mortgage-backed securities | $89,029,000 | 522 |
| Certificates of participation in pools of residential mortgages | $30,684,000 | 782 |
| Issued or guaranteed by U.S. | $30,684,000 | 774 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $58,345,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $58,345,000 | 308 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $114,735,000 | 228 |
| Available-for-sale securities (fair market value) | $248,452,000 | 384 |
| Total debt securities | $358,773,000 | 333 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $384,041,000 | 365 |
| U.S. Government securities | $239,031,000 | 426 |
| U.S. Treasury securities | $19,138,000 | 499 |
| U.S. Government agency obligations | $219,893,000 | 420 |
| Securities issued by states & political subdivisions | $140,126,000 | 73 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $750,000 | 132 |
| Equity securities | $4,134,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,999,000 | 1,228 |
| Mortgage-backed securities | $117,455,000 | 476 |
| Certificates of participation in pools of residential mortgages | $42,429,000 | 682 |
| Issued or guaranteed by U.S. | $42,429,000 | 674 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $75,026,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $75,026,000 | 279 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $116,170,000 | 246 |
| Available-for-sale securities (fair market value) | $267,871,000 | 387 |
| Total debt securities | $379,907,000 | 359 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $434,088,000 | 323 |
| U.S. Government securities | $315,347,000 | 345 |
| U.S. Treasury securities | $53,213,000 | 255 |
| U.S. Government agency obligations | $262,134,000 | 361 |
| Securities issued by states & political subdivisions | $104,562,000 | 110 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $750,000 | 130 |
| Equity securities | $13,429,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,565,000 | 879 |
| Mortgage-backed securities | $182,431,000 | 381 |
| Certificates of participation in pools of residential mortgages | $70,929,000 | 494 |
| Issued or guaranteed by U.S. | $70,929,000 | 487 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $111,502,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $111,502,000 | 215 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $68,382,000 | 422 |
| Available-for-sale securities (fair market value) | $365,706,000 | 298 |
| Total debt securities | $420,659,000 | 322 |
| 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 | $435,316,000 | 328 |
| U.S. Government securities | $393,288,000 | 296 |
| U.S. Treasury securities | $83,279,000 | 231 |
| U.S. Government agency obligations | $310,009,000 | 317 |
| Securities issued by states & political subdivisions | $40,543,000 | 263 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $750,000 | 134 |
| Equity securities | $735,000 | 2,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,129,000 | 889 |
| Mortgage-backed securities | $220,940,000 | 332 |
| Certificates of participation in pools of residential mortgages | $103,580,000 | 379 |
| Issued or guaranteed by U.S. | $103,580,000 | 372 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $117,360,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $117,360,000 | 196 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $118,822,000 | 305 |
| Available-for-sale securities (fair market value) | $316,494,000 | 322 |
| Total debt securities | $434,581,000 | 319 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $430,196,000 | 344 |
| U.S. Government securities | $420,105,000 | 297 |
| U.S. Treasury securities | $113,060,000 | 218 |
| U.S. Government agency obligations | $307,045,000 | 321 |
| Securities issued by states & political subdivisions | $8,546,000 | 1,711 |
| Other domestic debt securities | $60,000 | 4,022 |
| Privately issued residential mortgage-backed securities | $60,000 | 1,704 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $750,000 | 158 |
| Equity securities | $735,000 | 2,827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,011,000 | 961 |
| Mortgage-backed securities | $208,256,000 | 374 |
| Certificates of participation in pools of residential mortgages | $97,563,000 | 432 |
| Issued or guaranteed by U.S. | $97,563,000 | 426 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $110,693,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $110,633,000 | 202 |
| Privately issued | $60,000 | 1,423 |
| 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) | $168,430,000 | 242 |
| Available-for-sale securities (fair market value) | $261,766,000 | 381 |
| Total debt securities | $429,461,000 | 336 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $391,917,000 | 397 |
| U.S. Government securities | $385,803,000 | 338 |
| U.S. Treasury securities | $129,238,000 | 222 |
| U.S. Government agency obligations | $256,565,000 | 366 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,073,000 | 2,393 |
| Privately issued residential mortgage-backed securities | $1,073,000 | 833 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $3,749,000 | 91 |
| Equity securities | $1,292,000 | 1,876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,249,000 | 831 |
| Mortgage-backed securities | $180,307,000 | 411 |
| Certificates of participation in pools of residential mortgages | $86,739,000 | 456 |
| Issued or guaranteed by U.S. | $86,739,000 | 444 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $93,568,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $92,495,000 | 264 |
| Privately issued | $1,073,000 | 612 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $180,842,000 | 239 |
| Available-for-sale securities (fair market value) | $211,075,000 | 466 |
| Total debt securities | $390,625,000 | 383 |
| Structured notes | ||
| Amortized cost | $118,000 | 4,434 |
| Fair value | $121,000 | 4,434 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $401,960,000 | 394 |
| U.S. Government securities | $395,435,000 | 346 |
| U.S. Treasury securities | $146,766,000 | 244 |
| U.S. Government agency obligations | $248,669,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,863,000 | 2,116 |
| Privately issued residential mortgage-backed securities | $1,863,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $3,599,000 | 88 |
| Equity securities | $1,063,000 | 1,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,828,000 | 1,083 |
| Mortgage-backed securities | $162,645,000 | 457 |
| Certificates of participation in pools of residential mortgages | $72,764,000 | 546 |
| Issued or guaranteed by U.S. | $72,764,000 | 527 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $89,881,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $88,018,000 | 288 |
| Privately issued | $1,863,000 | 508 |
| 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) | $211,226,000 | 424 |
| Available-for-sale securities (fair market value) | $190,734,000 | 307 |
| Total debt securities | $400,897,000 | 383 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $410,089,000 | 395 |
| U.S. Government securities | $403,219,000 | 347 |
| U.S. Treasury securities | $123,331,000 | 318 |
| U.S. Government agency obligations | $279,888,000 | 336 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $2,524,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $2,524,000 | 738 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $3,598,000 | 93 |
| Equity securities | $748,000 | 2,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,278,000 | 1,106 |
| Mortgage-backed securities | $193,045,000 | 419 |
| Certificates of participation in pools of residential mortgages | $68,557,000 | 580 |
| Issued or guaranteed by U.S. | $68,557,000 | 555 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $124,488,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $121,964,000 | 253 |
| Privately issued | $2,524,000 | 517 |
| 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 | $409,341,000 | 389 |
| 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 | $393,358,000 | 401 |
| U.S. Government securities | $357,396,000 | 358 |
| U.S. Treasury securities | $116,110,000 | 330 |
| U.S. Government agency obligations | $241,286,000 | 356 |
| Securities issued by states & political subdivisions | $1,004,000 | 6,561 |
| Other domestic debt securities | $30,713,000 | 456 |
| Privately issued residential mortgage-backed securities | $7,217,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,496,000 | 368 |
| Foreign debt securities | $3,497,000 | 94 |
| Equity securities | $748,000 | 2,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,300,000 | 1,241 |
| Mortgage-backed securities | $176,183,000 | 425 |
| Certificates of participation in pools of residential mortgages | $82,983,000 | 505 |
| Issued or guaranteed by U.S. | $82,983,000 | 468 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $93,200,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $85,983,000 | 303 |
| Privately issued | $7,217,000 | 343 |
| 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 | $392,610,000 | 398 |
| 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 |