Home > Cambridge Savings Bank > Securities
Cambridge Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $722,362,000 | 311 |
| U.S. Government securities | $442,699,000 | 332 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $442,699,000 | 306 |
| Securities issued by states & political subdivisions | $170,531,000 | 246 |
| Other domestic debt securities | $89,814,000 | 269 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $25,585,000 | 165 |
| Other domestic debt securities - All other | $64,229,000 | 139 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,321,000 | 362 |
| Mortgage-backed securities | $437,211,000 | 255 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,047,000 | 586 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $217,345,000 | 146 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $123,147,000 | 99 |
| Other commercial mortgage-backed securities | $14,672,000 | 405 |
| Held to maturity securities (book value) | $106,929,000 | 362 |
| Available-for-sale securities (fair market value) | $596,115,000 | 299 |
| Total debt securities | $703,044,000 | 312 |
| 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 | $700,361,000 | 318 |
| U.S. Government securities | $346,389,000 | 415 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $346,389,000 | 361 |
| Securities issued by states & political subdivisions | $222,587,000 | 178 |
| Other domestic debt securities | $115,198,000 | 239 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $43,856,000 | 130 |
| Other domestic debt securities - All other | $71,342,000 | 131 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,782,000 | 356 |
| Mortgage-backed securities | $332,678,000 | 311 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $80,840,000 | 582 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $179,457,000 | 154 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $57,904,000 | 151 |
| Other commercial mortgage-backed securities | $14,477,000 | 416 |
| Held to maturity securities (book value) | $106,372,000 | 376 |
| Available-for-sale securities (fair market value) | $577,802,000 | 308 |
| Total debt securities | $684,174,000 | 321 |
| 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 | $702,134,000 | 322 |
| U.S. Government securities | $337,880,000 | 426 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $337,880,000 | 382 |
| Securities issued by states & political subdivisions | $233,050,000 | 177 |
| Other domestic debt securities | $117,667,000 | 228 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $46,295,000 | 118 |
| Other domestic debt securities - All other | $71,372,000 | 129 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $293,862,000 | 362 |
| Mortgage-backed securities | $323,758,000 | 322 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $87,374,000 | 571 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $154,679,000 | 173 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $66,553,000 | 136 |
| Other commercial mortgage-backed securities | $15,152,000 | 411 |
| Held to maturity securities (book value) | $105,066,000 | 374 |
| Available-for-sale securities (fair market value) | $583,531,000 | 312 |
| Total debt securities | $688,597,000 | 319 |
| 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 | $714,270,000 | 336 |
| U.S. Government securities | $340,837,000 | 453 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $340,837,000 | 375 |
| Securities issued by states & political subdivisions | $235,573,000 | 185 |
| Other domestic debt securities | $123,963,000 | 234 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $48,265,000 | 120 |
| Other domestic debt securities - All other | $75,698,000 | 128 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,196,000 | 348 |
| Mortgage-backed securities | $326,511,000 | 342 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $91,002,000 | 580 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $152,160,000 | 188 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $67,516,000 | 146 |
| Other commercial mortgage-backed securities | $15,833,000 | 414 |
| Held to maturity securities (book value) | $105,095,000 | 385 |
| Available-for-sale securities (fair market value) | $595,278,000 | 322 |
| Total debt securities | $700,373,000 | 333 |
| 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 | $703,390,000 | 343 |
| U.S. Government securities | $323,510,000 | 471 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $323,510,000 | 386 |
| Securities issued by states & political subdivisions | $234,918,000 | 195 |
| Other domestic debt securities | $128,437,000 | 232 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $50,389,000 | 117 |
| Other domestic debt securities - All other | $78,048,000 | 135 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $266,328,000 | 336 |
| Mortgage-backed securities | $309,313,000 | 356 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $91,848,000 | 585 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $134,558,000 | 212 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $66,963,000 | 146 |
| Other commercial mortgage-backed securities | $15,944,000 | 407 |
| Held to maturity securities (book value) | $105,159,000 | 391 |
| Available-for-sale securities (fair market value) | $581,706,000 | 337 |
| Total debt securities | $686,865,000 | 346 |
| 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 | $709,423,000 | 343 |
| U.S. Government securities | $328,341,000 | 467 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $328,341,000 | 383 |
| Securities issued by states & political subdivisions | $232,647,000 | 193 |
| Other domestic debt securities | $130,541,000 | 223 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $53,021,000 | 101 |
| Other domestic debt securities - All other | $77,520,000 | 141 |
| Foreign debt securities | $498,000 | 245 |
| 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 | $207,182,000 | 398 |
| Mortgage-backed securities | $314,110,000 | 362 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $95,022,000 | 575 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $135,075,000 | 211 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $67,438,000 | 147 |
| Other commercial mortgage-backed securities | $16,575,000 | 422 |
| Held to maturity securities (book value) | $106,053,000 | 385 |
| Available-for-sale securities (fair market value) | $585,974,000 | 339 |
| Total debt securities | $692,027,000 | 342 |
| 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 | $691,156,000 | 360 |
| U.S. Government securities | $344,575,000 | 469 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $344,575,000 | 383 |
| Securities issued by states & political subdivisions | $248,914,000 | 191 |
| Other domestic debt securities | $79,144,000 | 297 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $3,775,000 | 111 |
| Other domestic debt securities - All other | $75,369,000 | 150 |
| Foreign debt securities | $998,000 | 196 |
| 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 | $275,328,000 | 309 |
| Mortgage-backed securities | $328,661,000 | 366 |
| Certificates of participation in pools of residential mortgages | $93,923,000 | 596 |
| Issued or guaranteed by U.S. | $93,923,000 | 591 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $107,252,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $107,252,000 | 262 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $127,486,000 | 199 |
| Commercial mortgage pass-through securities | $62,988,000 | 154 |
| Other commercial mortgage-backed securities | $64,498,000 | 209 |
| Held to maturity securities (book value) | $106,951,000 | 352 |
| Available-for-sale securities (fair market value) | $566,680,000 | 355 |
| Total debt securities | $673,631,000 | 367 |
| 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 | $634,611,000 | 390 |
| U.S. Government securities | $298,720,000 | 521 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $298,720,000 | 441 |
| Securities issued by states & political subdivisions | $254,732,000 | 191 |
| Other domestic debt securities | $63,859,000 | 324 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $3,897,000 | 112 |
| Other domestic debt securities - All other | $59,962,000 | 174 |
| Foreign debt securities | $1,004,000 | 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 | $227,791,000 | 349 |
| Mortgage-backed securities | $282,388,000 | 412 |
| Certificates of participation in pools of residential mortgages | $95,919,000 | 598 |
| Issued or guaranteed by U.S. | $95,919,000 | 592 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $71,565,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $71,565,000 | 344 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $114,904,000 | 213 |
| Commercial mortgage pass-through securities | $67,796,000 | 152 |
| Other commercial mortgage-backed securities | $47,108,000 | 263 |
| Held to maturity securities (book value) | $108,212,000 | 307 |
| Available-for-sale securities (fair market value) | $510,103,000 | 399 |
| Total debt securities | $618,315,000 | 390 |
| 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 | $596,247,000 | 394 |
| U.S. Government securities | $242,650,000 | 582 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $242,650,000 | 518 |
| Securities issued by states & political subdivisions | $270,766,000 | 188 |
| Other domestic debt securities | $64,615,000 | 315 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $3,979,000 | 108 |
| Other domestic debt securities - All other | $60,636,000 | 164 |
| Foreign debt securities | $1,013,000 | 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 | $198,320,000 | 389 |
| Mortgage-backed securities | $224,353,000 | 473 |
| Certificates of participation in pools of residential mortgages | $74,750,000 | 711 |
| Issued or guaranteed by U.S. | $74,750,000 | 699 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $28,114,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $28,114,000 | 618 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $121,489,000 | 209 |
| Commercial mortgage pass-through securities | $69,000,000 | 152 |
| Other commercial mortgage-backed securities | $52,489,000 | 249 |
| Held to maturity securities (book value) | $109,101,000 | 253 |
| Available-for-sale securities (fair market value) | $469,943,000 | 428 |
| Total debt securities | $579,045,000 | 395 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $579,451,000 | 401 |
| U.S. Government securities | $219,385,000 | 591 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $219,385,000 | 540 |
| Securities issued by states & political subdivisions | $284,588,000 | 167 |
| Other domestic debt securities | $56,326,000 | 326 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $3,967,000 | 102 |
| Other domestic debt securities - All other | $52,359,000 | 176 |
| Foreign debt securities | $1,020,000 | 171 |
| 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 | $158,845,000 | 454 |
| Mortgage-backed securities | $200,890,000 | 497 |
| Certificates of participation in pools of residential mortgages | $51,863,000 | 897 |
| Issued or guaranteed by U.S. | $51,863,000 | 880 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $28,779,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $28,779,000 | 601 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $120,248,000 | 207 |
| Commercial mortgage pass-through securities | $64,616,000 | 155 |
| Other commercial mortgage-backed securities | $55,632,000 | 232 |
| Held to maturity securities (book value) | $110,937,000 | 226 |
| Available-for-sale securities (fair market value) | $450,382,000 | 429 |
| Total debt securities | $561,320,000 | 400 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $588,524,000 | 373 |
| U.S. Government securities | $227,424,000 | 544 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $227,424,000 | 500 |
| Securities issued by states & political subdivisions | $284,994,000 | 159 |
| Other domestic debt securities | $61,870,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $3,750,000 | 94 |
| Other domestic debt securities - All other | $58,120,000 | 155 |
| Foreign debt securities | $1,024,000 | 165 |
| 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 | $156,412,000 | 461 |
| Mortgage-backed securities | $207,876,000 | 464 |
| Certificates of participation in pools of residential mortgages | $53,529,000 | 849 |
| Issued or guaranteed by U.S. | $53,529,000 | 830 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $35,903,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $35,903,000 | 494 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $118,444,000 | 196 |
| Commercial mortgage pass-through securities | $59,063,000 | 152 |
| Other commercial mortgage-backed securities | $59,381,000 | 213 |
| Held to maturity securities (book value) | $111,666,000 | 209 |
| Available-for-sale securities (fair market value) | $463,646,000 | 395 |
| Total debt securities | $575,312,000 | 375 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $577,588,000 | 352 |
| U.S. Government securities | $222,869,000 | 503 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $222,869,000 | 476 |
| Securities issued by states & political subdivisions | $283,019,000 | 152 |
| Other domestic debt securities | $57,514,000 | 288 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $3,827,000 | 91 |
| Other domestic debt securities - All other | $53,687,000 | 148 |
| Foreign debt securities | $1,029,000 | 171 |
| 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 | $164,139,000 | 425 |
| Mortgage-backed securities | $213,421,000 | 432 |
| Certificates of participation in pools of residential mortgages | $48,425,000 | 869 |
| Issued or guaranteed by U.S. | $48,425,000 | 848 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $48,237,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $48,237,000 | 390 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $116,759,000 | 192 |
| Commercial mortgage pass-through securities | $59,195,000 | 151 |
| Other commercial mortgage-backed securities | $57,564,000 | 207 |
| Held to maturity securities (book value) | $112,042,000 | 198 |
| Available-for-sale securities (fair market value) | $452,389,000 | 380 |
| Total debt securities | $564,431,000 | 352 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $588,353,000 | 314 |
| U.S. Government securities | $253,616,000 | 413 |
| U.S. Treasury securities | $13,999,000 | 356 |
| U.S. Government agency obligations | $239,617,000 | 409 |
| Securities issued by states & political subdivisions | $262,735,000 | 156 |
| Other domestic debt securities | $59,541,000 | 268 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $3,423,000 | 89 |
| Other domestic debt securities - All other | $56,118,000 | 143 |
| Foreign debt securities | $1,035,000 | 165 |
| 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 | $190,771,000 | 356 |
| Mortgage-backed securities | $229,047,000 | 386 |
| Certificates of participation in pools of residential mortgages | $51,265,000 | 763 |
| Issued or guaranteed by U.S. | $51,265,000 | 752 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $61,893,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $61,893,000 | 336 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $115,889,000 | 187 |
| Commercial mortgage pass-through securities | $60,037,000 | 139 |
| Other commercial mortgage-backed securities | $55,852,000 | 201 |
| Held to maturity securities (book value) | $111,621,000 | 175 |
| Available-for-sale securities (fair market value) | $465,306,000 | 353 |
| Total debt securities | $576,927,000 | 317 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $589,571,000 | 302 |
| U.S. Government securities | $266,854,000 | 387 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $266,854,000 | 366 |
| Securities issued by states & political subdivisions | $255,697,000 | 147 |
| Other domestic debt securities | $59,585,000 | 259 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $3,267,000 | 88 |
| Other domestic debt securities - All other | $56,318,000 | 137 |
| Foreign debt securities | $1,037,000 | 168 |
| 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 | $179,782,000 | 366 |
| Mortgage-backed securities | $260,271,000 | 336 |
| Certificates of participation in pools of residential mortgages | $60,321,000 | 630 |
| Issued or guaranteed by U.S. | $60,321,000 | 616 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $79,397,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $79,397,000 | 278 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $120,553,000 | 180 |
| Commercial mortgage pass-through securities | $60,506,000 | 128 |
| Other commercial mortgage-backed securities | $60,047,000 | 182 |
| Held to maturity securities (book value) | $109,907,000 | 172 |
| Available-for-sale securities (fair market value) | $473,266,000 | 316 |
| Total debt securities | $583,173,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $611,598,000 | 296 |
| U.S. Government securities | $295,589,000 | 349 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $295,589,000 | 334 |
| Securities issued by states & political subdivisions | $252,623,000 | 137 |
| Other domestic debt securities | $56,067,000 | 263 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $2,731,000 | 92 |
| Other domestic debt securities - All other | $53,336,000 | 142 |
| Foreign debt securities | $1,038,000 | 169 |
| 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 | $200,081,000 | 332 |
| Mortgage-backed securities | $287,339,000 | 304 |
| Certificates of participation in pools of residential mortgages | $68,479,000 | 560 |
| Issued or guaranteed by U.S. | $68,479,000 | 548 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $95,745,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $95,745,000 | 252 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $123,115,000 | 185 |
| Commercial mortgage pass-through securities | $60,783,000 | 122 |
| Other commercial mortgage-backed securities | $62,332,000 | 176 |
| Held to maturity securities (book value) | $107,858,000 | 182 |
| Available-for-sale securities (fair market value) | $497,459,000 | 299 |
| Total debt securities | $605,317,000 | 293 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $605,239,000 | 289 |
| U.S. Government securities | $314,478,000 | 335 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $314,478,000 | 322 |
| Securities issued by states & political subdivisions | $235,138,000 | 130 |
| Other domestic debt securities | $49,632,000 | 275 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $3,293,000 | 89 |
| Other domestic debt securities - All other | $46,339,000 | 149 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,552,000 | 302 |
| Mortgage-backed securities | $304,650,000 | 292 |
| Certificates of participation in pools of residential mortgages | $73,420,000 | 534 |
| Issued or guaranteed by U.S. | $73,420,000 | 518 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $108,866,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $108,866,000 | 238 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $122,364,000 | 180 |
| Commercial mortgage pass-through securities | $60,459,000 | 121 |
| Other commercial mortgage-backed securities | $61,905,000 | 185 |
| Held to maturity securities (book value) | $107,012,000 | 187 |
| Available-for-sale securities (fair market value) | $492,236,000 | 295 |
| Total debt securities | $599,248,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $597,177,000 | 282 |
| U.S. Government securities | $339,089,000 | 306 |
| U.S. Treasury securities | $14,988,000 | 351 |
| U.S. Government agency obligations | $324,101,000 | 307 |
| Securities issued by states & political subdivisions | $204,734,000 | 138 |
| Other domestic debt securities | $44,795,000 | 277 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $3,664,000 | 92 |
| Other domestic debt securities - All other | $41,131,000 | 151 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,772,000 | 262 |
| Mortgage-backed securities | $313,603,000 | 282 |
| Certificates of participation in pools of residential mortgages | $74,349,000 | 507 |
| Issued or guaranteed by U.S. | $74,349,000 | 495 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $112,767,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $112,767,000 | 237 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $126,487,000 | 170 |
| Commercial mortgage pass-through securities | $64,947,000 | 112 |
| Other commercial mortgage-backed securities | $61,540,000 | 180 |
| Held to maturity securities (book value) | $91,930,000 | 220 |
| Available-for-sale securities (fair market value) | $496,688,000 | 285 |
| Total debt securities | $588,618,000 | 285 |
| 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 | $598,974,000 | 283 |
| U.S. Government securities | $335,712,000 | 311 |
| U.S. Treasury securities | $16,500,000 | 317 |
| U.S. Government agency obligations | $319,212,000 | 305 |
| Securities issued by states & political subdivisions | $207,590,000 | 127 |
| Other domestic debt securities | $45,156,000 | 281 |
| Privately issued residential mortgage-backed securities | $2,086,000 | 319 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $3,866,000 | 86 |
| Other domestic debt securities - All other | $39,204,000 | 158 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $10,516,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,918,000 | 281 |
| Mortgage-backed securities | $305,717,000 | 280 |
| Certificates of participation in pools of residential mortgages | $55,673,000 | 619 |
| Issued or guaranteed by U.S. | $55,673,000 | 603 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $124,586,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $122,500,000 | 218 |
| Privately issued | $2,086,000 | 184 |
| Commercial mortgage-backed securities | $125,458,000 | 168 |
| Commercial mortgage pass-through securities | $67,751,000 | 108 |
| Other commercial mortgage-backed securities | $57,707,000 | 188 |
| Held to maturity securities (book value) | $89,986,000 | 223 |
| Available-for-sale securities (fair market value) | $508,988,000 | 281 |
| Total debt securities | $588,458,000 | 284 |
| 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 | $595,435,000 | 286 |
| U.S. Government securities | $325,703,000 | 320 |
| U.S. Treasury securities | $8,998,000 | 499 |
| U.S. Government agency obligations | $316,705,000 | 313 |
| Securities issued by states & political subdivisions | $213,359,000 | 128 |
| Other domestic debt securities | $45,937,000 | 258 |
| Privately issued residential mortgage-backed securities | $2,881,000 | 272 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $4,076,000 | 85 |
| Other domestic debt securities - All other | $38,980,000 | 156 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $10,436,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,621,000 | 310 |
| Mortgage-backed securities | $303,459,000 | 281 |
| Certificates of participation in pools of residential mortgages | $59,124,000 | 598 |
| Issued or guaranteed by U.S. | $59,124,000 | 594 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $134,443,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $131,562,000 | 212 |
| Privately issued | $2,881,000 | 177 |
| Commercial mortgage-backed securities | $109,892,000 | 176 |
| Commercial mortgage pass-through securities | $55,644,000 | 122 |
| Other commercial mortgage-backed securities | $54,248,000 | 188 |
| Held to maturity securities (book value) | $88,178,000 | 237 |
| Available-for-sale securities (fair market value) | $507,257,000 | 276 |
| Total debt securities | $584,999,000 | 286 |
| 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 | $594,459,000 | 285 |
| U.S. Government securities | $316,754,000 | 330 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $316,754,000 | 315 |
| Securities issued by states & political subdivisions | $222,132,000 | 129 |
| Other domestic debt securities | $45,346,000 | 243 |
| Privately issued residential mortgage-backed securities | $3,089,000 | 270 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $3,859,000 | 82 |
| Other domestic debt securities - All other | $38,398,000 | 147 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $10,227,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,143,000 | 347 |
| Mortgage-backed securities | $303,959,000 | 276 |
| Certificates of participation in pools of residential mortgages | $63,143,000 | 568 |
| Issued or guaranteed by U.S. | $63,143,000 | 565 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $132,028,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $128,939,000 | 215 |
| Privately issued | $3,089,000 | 177 |
| Commercial mortgage-backed securities | $108,788,000 | 167 |
| Commercial mortgage pass-through securities | $54,694,000 | 120 |
| Other commercial mortgage-backed securities | $54,094,000 | 173 |
| Held to maturity securities (book value) | $86,558,000 | 246 |
| Available-for-sale securities (fair market value) | $507,901,000 | 278 |
| Total debt securities | $584,232,000 | 284 |
| 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 | $597,512,000 | 283 |
| U.S. Government securities | $322,592,000 | 329 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $322,592,000 | 316 |
| Securities issued by states & political subdivisions | $224,942,000 | 125 |
| Other domestic debt securities | $40,387,000 | 264 |
| Privately issued residential mortgage-backed securities | $3,240,000 | 241 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $4,036,000 | 76 |
| Other domestic debt securities - All other | $33,111,000 | 172 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $9,591,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,990,000 | 350 |
| Mortgage-backed securities | $309,415,000 | 268 |
| Certificates of participation in pools of residential mortgages | $65,662,000 | 563 |
| Issued or guaranteed by U.S. | $65,662,000 | 559 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $135,174,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $131,934,000 | 213 |
| Privately issued | $3,240,000 | 170 |
| Commercial mortgage-backed securities | $108,579,000 | 159 |
| Commercial mortgage pass-through securities | $53,923,000 | 122 |
| Other commercial mortgage-backed securities | $54,656,000 | 167 |
| Held to maturity securities (book value) | $86,948,000 | 257 |
| Available-for-sale securities (fair market value) | $510,564,000 | 278 |
| Total debt securities | $587,921,000 | 282 |
| 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 | $579,707,000 | 286 |
| U.S. Government securities | $308,500,000 | 338 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $308,500,000 | 320 |
| Securities issued by states & political subdivisions | $221,985,000 | 130 |
| Other domestic debt securities | $38,534,000 | 268 |
| Privately issued residential mortgage-backed securities | $5,242,000 | 163 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $6,896,000 | 66 |
| Other domestic debt securities - All other | $26,396,000 | 192 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $10,688,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,799,000 | 386 |
| Mortgage-backed securities | $297,615,000 | 280 |
| Certificates of participation in pools of residential mortgages | $68,406,000 | 539 |
| Issued or guaranteed by U.S. | $68,406,000 | 537 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $124,508,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $119,266,000 | 226 |
| Privately issued | $5,242,000 | 144 |
| Commercial mortgage-backed securities | $104,701,000 | 160 |
| Commercial mortgage pass-through securities | $53,087,000 | 120 |
| Other commercial mortgage-backed securities | $51,614,000 | 166 |
| Held to maturity securities (book value) | $87,607,000 | 257 |
| Available-for-sale securities (fair market value) | $492,100,000 | 284 |
| Total debt securities | $569,019,000 | 289 |
| 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 | $553,401,000 | 297 |
| U.S. Government securities | $287,972,000 | 361 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $287,972,000 | 343 |
| Securities issued by states & political subdivisions | $215,092,000 | 143 |
| Other domestic debt securities | $37,676,000 | 278 |
| Privately issued residential mortgage-backed securities | $5,548,000 | 273 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $6,663,000 | 68 |
| Other domestic debt securities - All other | $25,465,000 | 206 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $12,661,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,426,000 | 421 |
| Mortgage-backed securities | $276,888,000 | 292 |
| Certificates of participation in pools of residential mortgages | $73,253,000 | 525 |
| Issued or guaranteed by U.S. | $73,253,000 | 517 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $103,420,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $97,872,000 | 248 |
| Privately issued | $5,548,000 | 141 |
| Commercial mortgage-backed securities | $100,215,000 | 159 |
| Commercial mortgage pass-through securities | $47,370,000 | 122 |
| Other commercial mortgage-backed securities | $52,845,000 | 150 |
| Held to maturity securities (book value) | $92,742,000 | 246 |
| Available-for-sale securities (fair market value) | $460,659,000 | 300 |
| Total debt securities | $540,740,000 | 298 |
| 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 | $556,630,000 | 300 |
| U.S. Government securities | $296,670,000 | 359 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $296,670,000 | 341 |
| Securities issued by states & political subdivisions | $212,934,000 | 147 |
| Other domestic debt securities | $32,833,000 | 282 |
| Privately issued residential mortgage-backed securities | $5,901,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $6,280,000 | 70 |
| Other domestic debt securities - All other | $20,652,000 | 251 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $14,193,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,806,000 | 417 |
| Mortgage-backed securities | $290,835,000 | 285 |
| Certificates of participation in pools of residential mortgages | $78,321,000 | 510 |
| Issued or guaranteed by U.S. | $78,321,000 | 509 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $107,492,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $101,591,000 | 244 |
| Privately issued | $5,901,000 | 135 |
| Commercial mortgage-backed securities | $105,022,000 | 146 |
| Commercial mortgage pass-through securities | $50,358,000 | 104 |
| Other commercial mortgage-backed securities | $54,664,000 | 151 |
| Held to maturity securities (book value) | $93,302,000 | 253 |
| Available-for-sale securities (fair market value) | $463,328,000 | 299 |
| Total debt securities | $542,437,000 | 301 |
| 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 | $528,941,000 | 309 |
| U.S. Government securities | $269,654,000 | 386 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $269,654,000 | 370 |
| Securities issued by states & political subdivisions | $213,211,000 | 149 |
| Other domestic debt securities | $32,976,000 | 276 |
| Privately issued residential mortgage-backed securities | $6,338,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $5,876,000 | 75 |
| Other domestic debt securities - All other | $20,762,000 | 249 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $13,100,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,488,000 | 415 |
| Mortgage-backed securities | $264,002,000 | 300 |
| Certificates of participation in pools of residential mortgages | $84,003,000 | 484 |
| Issued or guaranteed by U.S. | $84,003,000 | 483 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $81,979,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $75,641,000 | 290 |
| Privately issued | $6,338,000 | 138 |
| Commercial mortgage-backed securities | $98,020,000 | 144 |
| Commercial mortgage pass-through securities | $41,700,000 | 110 |
| Other commercial mortgage-backed securities | $56,320,000 | 143 |
| Held to maturity securities (book value) | $89,363,000 | 265 |
| Available-for-sale securities (fair market value) | $439,578,000 | 318 |
| Total debt securities | $515,841,000 | 317 |
| 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 | $493,633,000 | 329 |
| U.S. Government securities | $225,820,000 | 437 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $225,820,000 | 420 |
| Securities issued by states & political subdivisions | $216,215,000 | 141 |
| Other domestic debt securities | $38,190,000 | 256 |
| Privately issued residential mortgage-backed securities | $6,706,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $5,719,000 | 80 |
| Other domestic debt securities - All other | $25,765,000 | 216 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $13,408,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,806,000 | 420 |
| Mortgage-backed securities | $220,455,000 | 347 |
| Certificates of participation in pools of residential mortgages | $79,095,000 | 500 |
| Issued or guaranteed by U.S. | $79,095,000 | 498 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $58,314,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $51,608,000 | 370 |
| Privately issued | $6,706,000 | 135 |
| Commercial mortgage-backed securities | $83,046,000 | 161 |
| Commercial mortgage pass-through securities | $29,928,000 | 142 |
| Other commercial mortgage-backed securities | $53,118,000 | 139 |
| Held to maturity securities (book value) | $96,270,000 | 255 |
| Available-for-sale securities (fair market value) | $397,363,000 | 341 |
| Total debt securities | $480,225,000 | 327 |
| 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 | $490,473,000 | 333 |
| U.S. Government securities | $227,998,000 | 443 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $227,998,000 | 423 |
| Securities issued by states & political subdivisions | $215,097,000 | 147 |
| Other domestic debt securities | $34,324,000 | 275 |
| Privately issued residential mortgage-backed securities | $6,963,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $5,593,000 | 87 |
| Other domestic debt securities - All other | $21,768,000 | 260 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $13,054,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,568,000 | 447 |
| Mortgage-backed securities | $222,342,000 | 350 |
| Certificates of participation in pools of residential mortgages | $83,708,000 | 497 |
| Issued or guaranteed by U.S. | $83,708,000 | 496 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $61,509,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $54,546,000 | 352 |
| Privately issued | $6,963,000 | 137 |
| Commercial mortgage-backed securities | $77,125,000 | 170 |
| Commercial mortgage pass-through securities | $27,048,000 | 151 |
| Other commercial mortgage-backed securities | $50,077,000 | 140 |
| Held to maturity securities (book value) | $96,988,000 | 258 |
| Available-for-sale securities (fair market value) | $393,485,000 | 348 |
| Total debt securities | $477,419,000 | 335 |
| 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 | $491,597,000 | 331 |
| U.S. Government securities | $240,500,000 | 428 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $240,500,000 | 408 |
| Securities issued by states & political subdivisions | $201,637,000 | 153 |
| Other domestic debt securities | $34,135,000 | 285 |
| Privately issued residential mortgage-backed securities | $7,055,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $5,370,000 | 87 |
| Other domestic debt securities - All other | $21,710,000 | 263 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $15,325,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,013,000 | 460 |
| Mortgage-backed securities | $234,883,000 | 328 |
| Certificates of participation in pools of residential mortgages | $88,592,000 | 480 |
| Issued or guaranteed by U.S. | $88,592,000 | 479 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $72,829,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $65,774,000 | 324 |
| Privately issued | $7,055,000 | 143 |
| Commercial mortgage-backed securities | $73,462,000 | 169 |
| Commercial mortgage pass-through securities | $23,023,000 | 161 |
| Other commercial mortgage-backed securities | $50,439,000 | 133 |
| Held to maturity securities (book value) | $85,889,000 | 295 |
| Available-for-sale securities (fair market value) | $405,708,000 | 338 |
| Total debt securities | $476,272,000 | 334 |
| 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 | $476,295,000 | 336 |
| U.S. Government securities | $219,415,000 | 447 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $219,415,000 | 424 |
| Securities issued by states & political subdivisions | $207,299,000 | 146 |
| Other domestic debt securities | $34,021,000 | 281 |
| Privately issued residential mortgage-backed securities | $7,338,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $4,924,000 | 93 |
| Other domestic debt securities - All other | $21,759,000 | 256 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $15,560,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,966,000 | 453 |
| Mortgage-backed securities | $213,947,000 | 350 |
| Certificates of participation in pools of residential mortgages | $83,692,000 | 493 |
| Issued or guaranteed by U.S. | $83,692,000 | 492 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $61,619,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $54,281,000 | 361 |
| Privately issued | $7,338,000 | 145 |
| Commercial mortgage-backed securities | $68,636,000 | 171 |
| Commercial mortgage pass-through securities | $20,124,000 | 175 |
| Other commercial mortgage-backed securities | $48,512,000 | 134 |
| Held to maturity securities (book value) | $71,190,000 | 322 |
| Available-for-sale securities (fair market value) | $405,105,000 | 326 |
| Total debt securities | $460,735,000 | 341 |
| 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 | $454,067,000 | 338 |
| U.S. Government securities | $211,723,000 | 464 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $211,723,000 | 439 |
| Securities issued by states & political subdivisions | $186,479,000 | 161 |
| Other domestic debt securities | $34,193,000 | 286 |
| Privately issued residential mortgage-backed securities | $7,569,000 | 154 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $4,665,000 | 93 |
| Other domestic debt securities - All other | $21,959,000 | 254 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $21,672,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,738,000 | 400 |
| Mortgage-backed securities | $206,221,000 | 363 |
| Certificates of participation in pools of residential mortgages | $75,766,000 | 542 |
| Issued or guaranteed by U.S. | $75,766,000 | 542 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $67,308,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $59,739,000 | 348 |
| Privately issued | $7,569,000 | 149 |
| Commercial mortgage-backed securities | $63,147,000 | 166 |
| Commercial mortgage pass-through securities | $18,779,000 | 173 |
| Other commercial mortgage-backed securities | $44,368,000 | 130 |
| Held to maturity securities (book value) | $71,847,000 | 325 |
| Available-for-sale securities (fair market value) | $382,220,000 | 341 |
| Total debt securities | $432,395,000 | 349 |
| 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 | $452,430,000 | 339 |
| U.S. Government securities | $212,669,000 | 461 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $212,669,000 | 436 |
| Securities issued by states & political subdivisions | $188,705,000 | 158 |
| Other domestic debt securities | $31,359,000 | 304 |
| Privately issued residential mortgage-backed securities | $7,962,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $4,428,000 | 99 |
| Other domestic debt securities - All other | $18,969,000 | 287 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $19,697,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,990,000 | 402 |
| Mortgage-backed securities | $211,235,000 | 357 |
| Certificates of participation in pools of residential mortgages | $81,784,000 | 500 |
| Issued or guaranteed by U.S. | $81,784,000 | 499 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $72,369,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $64,407,000 | 334 |
| Privately issued | $7,962,000 | 143 |
| Commercial mortgage-backed securities | $57,082,000 | 165 |
| Commercial mortgage pass-through securities | $16,891,000 | 181 |
| Other commercial mortgage-backed securities | $40,191,000 | 132 |
| Held to maturity securities (book value) | $72,483,000 | 333 |
| Available-for-sale securities (fair market value) | $379,947,000 | 347 |
| Total debt securities | $432,733,000 | 352 |
| 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 | $455,191,000 | 336 |
| U.S. Government securities | $219,064,000 | 466 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $219,064,000 | 443 |
| Securities issued by states & political subdivisions | $188,502,000 | 153 |
| Other domestic debt securities | $28,455,000 | 319 |
| Privately issued residential mortgage-backed securities | $8,414,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $4,653,000 | 96 |
| Other domestic debt securities - All other | $15,388,000 | 326 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $19,170,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,497,000 | 395 |
| Mortgage-backed securities | $218,084,000 | 354 |
| Certificates of participation in pools of residential mortgages | $87,329,000 | 470 |
| Issued or guaranteed by U.S. | $87,329,000 | 470 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $76,376,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $67,962,000 | 334 |
| Privately issued | $8,414,000 | 143 |
| Commercial mortgage-backed securities | $54,379,000 | 152 |
| Commercial mortgage pass-through securities | $16,754,000 | 169 |
| Other commercial mortgage-backed securities | $37,625,000 | 124 |
| Held to maturity securities (book value) | $73,075,000 | 333 |
| Available-for-sale securities (fair market value) | $382,116,000 | 347 |
| Total debt securities | $436,021,000 | 350 |
| 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 | $457,712,000 | 338 |
| U.S. Government securities | $218,839,000 | 468 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $218,839,000 | 440 |
| Securities issued by states & political subdivisions | $188,284,000 | 150 |
| Other domestic debt securities | $30,014,000 | 309 |
| Privately issued residential mortgage-backed securities | $8,925,000 | 141 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $4,846,000 | 91 |
| Other domestic debt securities - All other | $16,243,000 | 305 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $20,575,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,186,000 | 582 |
| Mortgage-backed securities | $218,599,000 | 356 |
| Certificates of participation in pools of residential mortgages | $80,856,000 | 516 |
| Issued or guaranteed by U.S. | $80,856,000 | 516 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $87,063,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $78,138,000 | 307 |
| Privately issued | $8,925,000 | 134 |
| Commercial mortgage-backed securities | $50,680,000 | 147 |
| Commercial mortgage pass-through securities | $16,359,000 | 166 |
| Other commercial mortgage-backed securities | $34,321,000 | 123 |
| Held to maturity securities (book value) | $73,670,000 | 341 |
| Available-for-sale securities (fair market value) | $384,042,000 | 341 |
| Total debt securities | $437,137,000 | 352 |
| 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 | $448,168,000 | 347 |
| U.S. Government securities | $224,930,000 | 465 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $224,930,000 | 443 |
| Securities issued by states & political subdivisions | $184,862,000 | 152 |
| Other domestic debt securities | $20,782,000 | 379 |
| Privately issued residential mortgage-backed securities | $9,314,000 | 136 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $5,228,000 | 88 |
| Other domestic debt securities - All other | $6,240,000 | 569 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $17,594,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,306,000 | 583 |
| Mortgage-backed securities | $219,872,000 | 357 |
| Certificates of participation in pools of residential mortgages | $82,116,000 | 505 |
| Issued or guaranteed by U.S. | $82,116,000 | 505 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $88,737,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $79,423,000 | 301 |
| Privately issued | $9,314,000 | 128 |
| Commercial mortgage-backed securities | $49,019,000 | 146 |
| Commercial mortgage pass-through securities | $16,831,000 | 151 |
| Other commercial mortgage-backed securities | $32,188,000 | 121 |
| Held to maturity securities (book value) | $70,442,000 | 356 |
| Available-for-sale securities (fair market value) | $377,726,000 | 346 |
| Total debt securities | $430,574,000 | 353 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 254 |
| Fair value | $10,003,000 | 256 |
| 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 | $463,327,000 | 338 |
| U.S. Government securities | $243,913,000 | 435 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $243,913,000 | 416 |
| Securities issued by states & political subdivisions | $181,923,000 | 144 |
| Other domestic debt securities | $21,247,000 | 383 |
| Privately issued residential mortgage-backed securities | $9,700,000 | 132 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $5,275,000 | 90 |
| Other domestic debt securities - All other | $6,272,000 | 567 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $16,244,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,901,000 | 584 |
| Mortgage-backed securities | $229,171,000 | 345 |
| Certificates of participation in pools of residential mortgages | $87,150,000 | 485 |
| Issued or guaranteed by U.S. | $87,150,000 | 485 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $93,185,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $83,485,000 | 300 |
| Privately issued | $9,700,000 | 127 |
| Commercial mortgage-backed securities | $48,836,000 | 137 |
| Commercial mortgage pass-through securities | $16,552,000 | 144 |
| Other commercial mortgage-backed securities | $32,284,000 | 112 |
| Held to maturity securities (book value) | $70,904,000 | 352 |
| Available-for-sale securities (fair market value) | $392,423,000 | 333 |
| Total debt securities | $447,083,000 | 342 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 293 |
| Fair value | $10,022,000 | 290 |
| 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 | $458,675,000 | 340 |
| U.S. Government securities | $244,931,000 | 445 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $244,931,000 | 429 |
| Securities issued by states & political subdivisions | $177,328,000 | 147 |
| Other domestic debt securities | $21,472,000 | 381 |
| Privately issued residential mortgage-backed securities | $10,056,000 | 132 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $5,106,000 | 80 |
| Other domestic debt securities - All other | $6,310,000 | 550 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $14,944,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,570,000 | 527 |
| Mortgage-backed securities | $230,431,000 | 345 |
| Certificates of participation in pools of residential mortgages | $93,946,000 | 460 |
| Issued or guaranteed by U.S. | $93,946,000 | 459 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $98,979,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $88,923,000 | 287 |
| Privately issued | $10,056,000 | 125 |
| Commercial mortgage-backed securities | $37,506,000 | 153 |
| Commercial mortgage pass-through securities | $7,896,000 | 201 |
| Other commercial mortgage-backed securities | $29,610,000 | 118 |
| Held to maturity securities (book value) | $71,377,000 | 344 |
| Available-for-sale securities (fair market value) | $387,298,000 | 333 |
| Total debt securities | $443,731,000 | 348 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 337 |
| Fair value | $10,036,000 | 337 |
| 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 | $459,059,000 | 333 |
| U.S. Government securities | $248,357,000 | 442 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $248,357,000 | 428 |
| Securities issued by states & political subdivisions | $175,341,000 | 147 |
| Other domestic debt securities | $21,946,000 | 367 |
| Privately issued residential mortgage-backed securities | $10,343,000 | 131 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $5,304,000 | 78 |
| Other domestic debt securities - All other | $6,299,000 | 554 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $13,415,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,395,000 | 592 |
| Mortgage-backed securities | $234,171,000 | 348 |
| Certificates of participation in pools of residential mortgages | $98,839,000 | 447 |
| Issued or guaranteed by U.S. | $98,839,000 | 446 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $102,937,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $92,594,000 | 284 |
| Privately issued | $10,343,000 | 123 |
| Commercial mortgage-backed securities | $32,395,000 | 167 |
| Commercial mortgage pass-through securities | $9,403,000 | 196 |
| Other commercial mortgage-backed securities | $22,992,000 | 127 |
| Held to maturity securities (book value) | $71,848,000 | 346 |
| Available-for-sale securities (fair market value) | $387,211,000 | 329 |
| Total debt securities | $445,644,000 | 340 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 346 |
| Fair value | $10,015,000 | 346 |
| 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 | $499,116,000 | 304 |
| U.S. Government securities | $291,776,000 | 383 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $291,776,000 | 368 |
| Securities issued by states & political subdivisions | $171,430,000 | 148 |
| Other domestic debt securities | $25,501,000 | 342 |
| Privately issued residential mortgage-backed securities | $13,941,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $5,230,000 | 79 |
| Other domestic debt securities - All other | $6,330,000 | 566 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $10,409,000 | 149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,898,000 | 573 |
| Mortgage-backed securities | $251,329,000 | 332 |
| Certificates of participation in pools of residential mortgages | $108,337,000 | 404 |
| Issued or guaranteed by U.S. | $108,337,000 | 404 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $110,418,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $96,477,000 | 285 |
| Privately issued | $13,941,000 | 105 |
| Commercial mortgage-backed securities | $32,574,000 | 159 |
| Commercial mortgage pass-through securities | $9,363,000 | 194 |
| Other commercial mortgage-backed securities | $23,211,000 | 116 |
| Held to maturity securities (book value) | $68,177,000 | 356 |
| Available-for-sale securities (fair market value) | $430,939,000 | 301 |
| Total debt securities | $488,707,000 | 302 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 121 |
| Fair value | $29,867,000 | 121 |
| 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 | $500,597,000 | 303 |
| U.S. Government securities | $303,525,000 | 371 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $303,525,000 | 358 |
| Securities issued by states & political subdivisions | $160,758,000 | 162 |
| Other domestic debt securities | $26,865,000 | 342 |
| Privately issued residential mortgage-backed securities | $14,408,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $6,075,000 | 75 |
| Other domestic debt securities - All other | $6,382,000 | 581 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $9,449,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,740,000 | 590 |
| Mortgage-backed securities | $263,347,000 | 315 |
| Certificates of participation in pools of residential mortgages | $116,158,000 | 380 |
| Issued or guaranteed by U.S. | $116,158,000 | 379 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $117,126,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $102,718,000 | 276 |
| Privately issued | $14,408,000 | 110 |
| Commercial mortgage-backed securities | $30,063,000 | 163 |
| Commercial mortgage pass-through securities | $9,491,000 | 185 |
| Other commercial mortgage-backed securities | $20,572,000 | 119 |
| Held to maturity securities (book value) | $60,542,000 | 381 |
| Available-for-sale securities (fair market value) | $440,055,000 | 300 |
| Total debt securities | $491,148,000 | 307 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 128 |
| Fair value | $29,953,000 | 126 |
| 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 | $516,789,000 | 294 |
| U.S. Government securities | $321,127,000 | 349 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $321,127,000 | 337 |
| Securities issued by states & political subdivisions | $159,333,000 | 162 |
| Other domestic debt securities | $29,527,000 | 326 |
| Privately issued residential mortgage-backed securities | $14,549,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $5,530,000 | 74 |
| Other domestic debt securities - All other | $9,448,000 | 457 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $6,802,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,239,000 | 2,247 |
| Mortgage-backed securities | $280,760,000 | 301 |
| Certificates of participation in pools of residential mortgages | $136,362,000 | 321 |
| Issued or guaranteed by U.S. | $136,362,000 | 319 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $116,400,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $101,851,000 | 273 |
| Privately issued | $14,549,000 | 112 |
| Commercial mortgage-backed securities | $27,998,000 | 162 |
| Commercial mortgage pass-through securities | $9,410,000 | 177 |
| Other commercial mortgage-backed securities | $18,588,000 | 125 |
| Held to maturity securities (book value) | $60,876,000 | 371 |
| Available-for-sale securities (fair market value) | $455,913,000 | 286 |
| Total debt securities | $509,987,000 | 288 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 135 |
| Fair value | $29,671,000 | 131 |
| 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 | $526,918,000 | 286 |
| U.S. Government securities | $331,662,000 | 327 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $331,662,000 | 317 |
| Securities issued by states & political subdivisions | $156,104,000 | 166 |
| Other domestic debt securities | $36,603,000 | 303 |
| Privately issued residential mortgage-backed securities | $14,588,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $5,582,000 | 83 |
| Other domestic debt securities - All other | $16,433,000 | 322 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,549,000 | 389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,126,000 | 2,231 |
| Mortgage-backed securities | $281,622,000 | 293 |
| Certificates of participation in pools of residential mortgages | $145,610,000 | 306 |
| Issued or guaranteed by U.S. | $145,610,000 | 304 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $118,880,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $104,292,000 | 263 |
| Privately issued | $14,588,000 | 115 |
| Commercial mortgage-backed securities | $17,132,000 | 206 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $17,132,000 | 122 |
| Held to maturity securities (book value) | $61,701,000 | 358 |
| Available-for-sale securities (fair market value) | $465,217,000 | 281 |
| Total debt securities | $524,369,000 | 281 |
| 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 | $557,765,000 | 277 |
| U.S. Government securities | $368,936,000 | 294 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $368,936,000 | 285 |
| Securities issued by states & political subdivisions | $151,322,000 | 170 |
| Other domestic debt securities | $34,995,000 | 309 |
| Privately issued residential mortgage-backed securities | $15,004,000 | 133 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $5,828,000 | 87 |
| Other domestic debt securities - All other | $14,163,000 | 372 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,512,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,252,000 | 2,210 |
| Mortgage-backed securities | $299,058,000 | 282 |
| Certificates of participation in pools of residential mortgages | $156,020,000 | 291 |
| Issued or guaranteed by U.S. | $156,020,000 | 289 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $125,730,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $110,726,000 | 255 |
| Privately issued | $15,004,000 | 123 |
| Commercial mortgage-backed securities | $17,308,000 | 199 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $17,308,000 | 121 |
| Held to maturity securities (book value) | $59,291,000 | 354 |
| Available-for-sale securities (fair market value) | $498,474,000 | 258 |
| Total debt securities | $555,253,000 | 271 |
| 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 | $537,047,000 | 285 |
| U.S. Government securities | $354,134,000 | 303 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $354,134,000 | 294 |
| Securities issued by states & political subdivisions | $144,740,000 | 178 |
| Other domestic debt securities | $35,542,000 | 312 |
| Privately issued residential mortgage-backed securities | $15,518,000 | 133 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $5,787,000 | 83 |
| Other domestic debt securities - All other | $14,237,000 | 375 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,631,000 | 396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,579,000 | 1,602 |
| Mortgage-backed securities | $285,009,000 | 288 |
| Certificates of participation in pools of residential mortgages | $147,911,000 | 306 |
| Issued or guaranteed by U.S. | $147,911,000 | 305 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $137,098,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $121,580,000 | 246 |
| Privately issued | $15,518,000 | 125 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $59,641,000 | 330 |
| Available-for-sale securities (fair market value) | $477,406,000 | 280 |
| Total debt securities | $534,416,000 | 280 |
| 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 | $591,594,000 | 267 |
| U.S. Government securities | $396,169,000 | 276 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $396,169,000 | 270 |
| Securities issued by states & political subdivisions | $144,459,000 | 172 |
| Other domestic debt securities | $48,157,000 | 253 |
| Privately issued residential mortgage-backed securities | $27,852,000 | 102 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $5,959,000 | 80 |
| Other domestic debt securities - All other | $14,346,000 | 367 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,809,000 | 402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,447,000 | 1,565 |
| Mortgage-backed securities | $321,105,000 | 271 |
| Certificates of participation in pools of residential mortgages | $165,542,000 | 279 |
| Issued or guaranteed by U.S. | $165,542,000 | 278 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $155,563,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $127,711,000 | 242 |
| Privately issued | $27,852,000 | 97 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $56,235,000 | 318 |
| Available-for-sale securities (fair market value) | $535,359,000 | 254 |
| Total debt securities | $588,785,000 | 259 |
| 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 | $610,389,000 | 249 |
| U.S. Government securities | $409,073,000 | 269 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $409,073,000 | 263 |
| Securities issued by states & political subdivisions | $142,683,000 | 170 |
| Other domestic debt securities | $55,773,000 | 220 |
| Privately issued residential mortgage-backed securities | $34,310,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $7,068,000 | 71 |
| Other domestic debt securities - All other | $14,395,000 | 358 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,860,000 | 382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,313,000 | 1,014 |
| Mortgage-backed securities | $340,339,000 | 261 |
| Certificates of participation in pools of residential mortgages | $192,571,000 | 235 |
| Issued or guaranteed by U.S. | $192,571,000 | 233 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $147,768,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $113,458,000 | 270 |
| Privately issued | $34,310,000 | 87 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $54,029,000 | 326 |
| Available-for-sale securities (fair market value) | $556,360,000 | 240 |
| Total debt securities | $607,529,000 | 245 |
| 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 | $536,413,000 | 287 |
| U.S. Government securities | $345,237,000 | 321 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $345,237,000 | 311 |
| Securities issued by states & political subdivisions | $126,833,000 | 186 |
| Other domestic debt securities | $61,460,000 | 205 |
| Privately issued residential mortgage-backed securities | $39,882,000 | 87 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $7,142,000 | 67 |
| Other domestic debt securities - All other | $14,436,000 | 373 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,883,000 | 390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,179,000 | 979 |
| Mortgage-backed securities | $302,103,000 | 298 |
| Certificates of participation in pools of residential mortgages | $181,905,000 | 271 |
| Issued or guaranteed by U.S. | $181,905,000 | 269 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $120,198,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $80,316,000 | 357 |
| Privately issued | $39,882,000 | 81 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $39,443,000 | 412 |
| Available-for-sale securities (fair market value) | $496,970,000 | 278 |
| Total debt securities | $533,530,000 | 282 |
| 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 | $530,926,000 | 294 |
| U.S. Government securities | $347,829,000 | 328 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $347,829,000 | 320 |
| Securities issued by states & political subdivisions | $122,806,000 | 184 |
| Other domestic debt securities | $57,549,000 | 217 |
| Privately issued residential mortgage-backed securities | $36,473,000 | 97 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $6,711,000 | 65 |
| Other domestic debt securities - All other | $14,365,000 | 369 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,742,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,343,000 | 942 |
| Mortgage-backed securities | $328,988,000 | 287 |
| Certificates of participation in pools of residential mortgages | $199,219,000 | 244 |
| Issued or guaranteed by U.S. | $199,219,000 | 242 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $129,769,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $93,296,000 | 334 |
| Privately issued | $36,473,000 | 93 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $37,523,000 | 425 |
| Available-for-sale securities (fair market value) | $493,403,000 | 279 |
| Total debt securities | $528,184,000 | 288 |
| 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 | $582,452,000 | 272 |
| U.S. Government securities | $399,635,000 | 300 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $399,635,000 | 292 |
| Securities issued by states & political subdivisions | $121,676,000 | 180 |
| Other domestic debt securities | $58,404,000 | 216 |
| Privately issued residential mortgage-backed securities | $37,963,000 | 100 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $6,019,000 | 68 |
| Other domestic debt securities - All other | $14,422,000 | 366 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,737,000 | 364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,313,000 | 981 |
| Mortgage-backed securities | $351,889,000 | 273 |
| Certificates of participation in pools of residential mortgages | $217,976,000 | 234 |
| Issued or guaranteed by U.S. | $217,976,000 | 233 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $133,913,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $95,950,000 | 341 |
| Privately issued | $37,963,000 | 96 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $37,690,000 | 431 |
| Available-for-sale securities (fair market value) | $544,762,000 | 256 |
| Total debt securities | $579,715,000 | 268 |
| 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 | $579,039,000 | 267 |
| U.S. Government securities | $413,896,000 | 280 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $413,896,000 | 276 |
| Securities issued by states & political subdivisions | $108,176,000 | 202 |
| Other domestic debt securities | $54,290,000 | 236 |
| Privately issued residential mortgage-backed securities | $36,769,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $3,420,000 | 91 |
| Other domestic debt securities - All other | $14,101,000 | 352 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,677,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,598,000 | 871 |
| Mortgage-backed securities | $352,910,000 | 261 |
| Certificates of participation in pools of residential mortgages | $233,134,000 | 210 |
| Issued or guaranteed by U.S. | $233,134,000 | 210 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $119,776,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $83,007,000 | 354 |
| Privately issued | $36,769,000 | 135 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $37,971,000 | 431 |
| Available-for-sale securities (fair market value) | $541,068,000 | 250 |
| Total debt securities | $576,362,000 | 266 |
| 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 | $593,569,000 | 251 |
| U.S. Government securities | $432,739,000 | 254 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $432,739,000 | 250 |
| Securities issued by states & political subdivisions | $99,811,000 | 215 |
| Other domestic debt securities | $58,228,000 | 229 |
| Privately issued residential mortgage-backed securities | $39,631,000 | 138 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $4,332,000 | 84 |
| Other domestic debt securities - All other | $14,265,000 | 330 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,791,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,590,000 | 916 |
| Mortgage-backed securities | $365,998,000 | 246 |
| Certificates of participation in pools of residential mortgages | $233,253,000 | 203 |
| Issued or guaranteed by U.S. | $233,253,000 | 201 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $132,745,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $93,114,000 | 327 |
| Privately issued | $39,631,000 | 133 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $30,389,000 | 499 |
| Available-for-sale securities (fair market value) | $563,180,000 | 238 |
| Total debt securities | $590,778,000 | 247 |
| 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 | $550,752,000 | 269 |
| U.S. Government securities | $401,913,000 | 274 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $401,913,000 | 264 |
| Securities issued by states & political subdivisions | $81,538,000 | 279 |
| Other domestic debt securities | $64,510,000 | 212 |
| Privately issued residential mortgage-backed securities | $44,289,000 | 136 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $4,979,000 | 84 |
| Other domestic debt securities - All other | $15,242,000 | 299 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,791,000 | 362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,940,000 | 1,037 |
| Mortgage-backed securities | $285,818,000 | 300 |
| Certificates of participation in pools of residential mortgages | $161,989,000 | 283 |
| Issued or guaranteed by U.S. | $161,989,000 | 281 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $123,829,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $79,540,000 | 352 |
| Privately issued | $44,289,000 | 131 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $23,967,000 | 600 |
| Available-for-sale securities (fair market value) | $526,785,000 | 252 |
| Total debt securities | $547,961,000 | 265 |
| 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 | $528,951,000 | 283 |
| U.S. Government securities | $389,273,000 | 275 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $389,273,000 | 268 |
| Securities issued by states & political subdivisions | $79,094,000 | 279 |
| Other domestic debt securities | $57,792,000 | 226 |
| Privately issued residential mortgage-backed securities | $48,279,000 | 131 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $4,876,000 | 82 |
| Other domestic debt securities - All other | $4,637,000 | 654 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,792,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,497,000 | 928 |
| Mortgage-backed securities | $283,768,000 | 294 |
| Certificates of participation in pools of residential mortgages | $169,356,000 | 272 |
| Issued or guaranteed by U.S. | $169,356,000 | 271 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $114,412,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $66,133,000 | 393 |
| Privately issued | $48,279,000 | 127 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $24,087,000 | 584 |
| Available-for-sale securities (fair market value) | $504,864,000 | 263 |
| Total debt securities | $526,159,000 | 277 |
| 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 | $519,129,000 | 284 |
| U.S. Government securities | $375,625,000 | 274 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $375,625,000 | 263 |
| Securities issued by states & political subdivisions | $81,711,000 | 251 |
| Other domestic debt securities | $59,121,000 | 239 |
| Privately issued residential mortgage-backed securities | $49,859,000 | 138 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $4,575,000 | 85 |
| Other domestic debt securities - All other | $4,687,000 | 641 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,672,000 | 365 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,079,000 | 1,158 |
| Mortgage-backed securities | $296,623,000 | 278 |
| Certificates of participation in pools of residential mortgages | $172,616,000 | 253 |
| Issued or guaranteed by U.S. | $172,616,000 | 251 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $124,007,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $74,148,000 | 336 |
| Privately issued | $49,859,000 | 134 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $24,700,000 | 565 |
| Available-for-sale securities (fair market value) | $494,429,000 | 256 |
| Total debt securities | $516,457,000 | 279 |
| 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 | $469,340,000 | 290 |
| U.S. Government securities | $321,474,000 | 296 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $321,474,000 | 285 |
| Securities issued by states & political subdivisions | $73,227,000 | 284 |
| Other domestic debt securities | $72,006,000 | 203 |
| Privately issued residential mortgage-backed securities | $59,920,000 | 126 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $4,450,000 | 85 |
| Other domestic debt securities - All other | $7,636,000 | 458 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,633,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,208,000 | 1,053 |
| Mortgage-backed securities | $249,296,000 | 298 |
| Certificates of participation in pools of residential mortgages | $126,981,000 | 316 |
| Issued or guaranteed by U.S. | $126,981,000 | 312 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $122,315,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $62,395,000 | 392 |
| Privately issued | $59,920,000 | 121 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $24,816,000 | 586 |
| Available-for-sale securities (fair market value) | $444,524,000 | 263 |
| Total debt securities | $466,707,000 | 286 |
| 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 | $416,436,000 | 318 |
| U.S. Government securities | $281,242,000 | 336 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $281,242,000 | 327 |
| Securities issued by states & political subdivisions | $58,492,000 | 364 |
| Other domestic debt securities | $74,215,000 | 199 |
| Privately issued residential mortgage-backed securities | $62,035,000 | 128 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $4,518,000 | 88 |
| Other domestic debt securities - All other | $7,662,000 | 412 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,487,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,699,000 | 1,094 |
| Mortgage-backed securities | $227,103,000 | 313 |
| Certificates of participation in pools of residential mortgages | $144,029,000 | 274 |
| Issued or guaranteed by U.S. | $144,029,000 | 271 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $83,074,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $21,039,000 | 784 |
| Privately issued | $62,035,000 | 124 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $17,896,000 | 766 |
| Available-for-sale securities (fair market value) | $398,540,000 | 293 |
| Total debt securities | $413,949,000 | 316 |
| 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 | $453,045,000 | 296 |
| U.S. Government securities | $311,723,000 | 310 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $311,723,000 | 299 |
| Securities issued by states & political subdivisions | $51,421,000 | 406 |
| Other domestic debt securities | $87,190,000 | 176 |
| Privately issued residential mortgage-backed securities | $69,161,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $4,701,000 | 92 |
| Other domestic debt securities - All other | $13,328,000 | 286 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,711,000 | 403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,016,000 | 963 |
| Mortgage-backed securities | $256,538,000 | 284 |
| Certificates of participation in pools of residential mortgages | $153,400,000 | 280 |
| Issued or guaranteed by U.S. | $153,400,000 | 277 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $103,138,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $33,977,000 | 567 |
| Privately issued | $69,161,000 | 116 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $17,142,000 | 794 |
| Available-for-sale securities (fair market value) | $435,903,000 | 269 |
| Total debt securities | $450,334,000 | 288 |
| 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 | $451,814,000 | 293 |
| U.S. Government securities | $316,580,000 | 292 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $316,580,000 | 279 |
| Securities issued by states & political subdivisions | $43,789,000 | 508 |
| Other domestic debt securities | $88,715,000 | 186 |
| Privately issued residential mortgage-backed securities | $69,798,000 | 123 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $3,563,000 | 110 |
| Other domestic debt securities - All other | $15,354,000 | 251 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,730,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,860,000 | 1,030 |
| Mortgage-backed securities | $257,449,000 | 292 |
| Certificates of participation in pools of residential mortgages | $150,131,000 | 297 |
| Issued or guaranteed by U.S. | $150,131,000 | 294 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $107,318,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $37,520,000 | 504 |
| Privately issued | $69,798,000 | 118 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $16,963,000 | 808 |
| Available-for-sale securities (fair market value) | $434,851,000 | 263 |
| Total debt securities | $449,084,000 | 288 |
| 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 | $455,795,000 | 295 |
| U.S. Government securities | $324,543,000 | 288 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $324,543,000 | 278 |
| Securities issued by states & political subdivisions | $36,013,000 | 641 |
| Other domestic debt securities | $92,261,000 | 200 |
| Privately issued residential mortgage-backed securities | $74,292,000 | 135 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $3,288,000 | 132 |
| Other domestic debt securities - All other | $14,681,000 | 279 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,978,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,462,000 | 986 |
| Mortgage-backed securities | $269,327,000 | 289 |
| Certificates of participation in pools of residential mortgages | $161,068,000 | 286 |
| Issued or guaranteed by U.S. | $161,068,000 | 283 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $108,259,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $33,967,000 | 515 |
| Privately issued | $74,292,000 | 132 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $12,510,000 | 987 |
| Available-for-sale securities (fair market value) | $443,285,000 | 265 |
| Total debt securities | $452,817,000 | 285 |
| 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 | $458,724,000 | 292 |
| U.S. Government securities | $342,098,000 | 276 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $342,098,000 | 264 |
| Securities issued by states & political subdivisions | $26,940,000 | 864 |
| Other domestic debt securities | $87,071,000 | 218 |
| Privately issued residential mortgage-backed securities | $68,427,000 | 158 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $2,551,000 | 161 |
| Other domestic debt securities - All other | $16,093,000 | 276 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,615,000 | 518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,639,000 | 930 |
| Mortgage-backed securities | $300,725,000 | 262 |
| Certificates of participation in pools of residential mortgages | $204,418,000 | 234 |
| Issued or guaranteed by U.S. | $204,418,000 | 231 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $96,307,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $27,880,000 | 551 |
| Privately issued | $68,427,000 | 150 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $7,819,000 | 1,312 |
| Available-for-sale securities (fair market value) | $450,905,000 | 253 |
| Total debt securities | $456,109,000 | 280 |
| 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 | $388,959,000 | 345 |
| U.S. Government securities | $283,084,000 | 334 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $283,084,000 | 325 |
| Securities issued by states & political subdivisions | $21,212,000 | 1,065 |
| Other domestic debt securities | $81,380,000 | 227 |
| Privately issued residential mortgage-backed securities | $61,417,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,331,000 | 195 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,632,000 | 241 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,283,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,614,000 | 889 |
| Mortgage-backed securities | $264,526,000 | 302 |
| Certificates of participation in pools of residential mortgages | $176,777,000 | 285 |
| Issued or guaranteed by U.S. | $176,777,000 | 279 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $87,749,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $26,332,000 | 559 |
| Privately issued | $61,417,000 | 176 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,884,000 | 1,307 |
| Available-for-sale securities (fair market value) | $381,075,000 | 303 |
| Total debt securities | $385,672,000 | 339 |
| 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 | $385,295,000 | 336 |
| U.S. Government securities | $262,396,000 | 345 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $262,396,000 | 337 |
| Securities issued by states & political subdivisions | $20,061,000 | 1,096 |
| Other domestic debt securities | $98,656,000 | 193 |
| Privately issued residential mortgage-backed securities | $77,443,000 | 159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,579,000 | 170 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,634,000 | 222 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $4,182,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,866,000 | 978 |
| Mortgage-backed securities | $299,983,000 | 265 |
| Certificates of participation in pools of residential mortgages | $215,261,000 | 224 |
| Issued or guaranteed by U.S. | $215,261,000 | 220 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $84,722,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $7,279,000 | 1,236 |
| Privately issued | $77,443,000 | 151 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,952,000 | 1,315 |
| Available-for-sale securities (fair market value) | $377,343,000 | 301 |
| Total debt securities | $381,076,000 | 331 |
| 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 | $403,320,000 | 317 |
| U.S. Government securities | $245,069,000 | 351 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $245,069,000 | 343 |
| Securities issued by states & political subdivisions | $19,167,000 | 1,119 |
| Other domestic debt securities | $134,090,000 | 163 |
| Privately issued residential mortgage-backed securities | $103,390,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,822,000 | 165 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,878,000 | 166 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,994,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,860,000 | 954 |
| Mortgage-backed securities | $328,370,000 | 244 |
| Certificates of participation in pools of residential mortgages | $216,587,000 | 210 |
| Issued or guaranteed by U.S. | $216,587,000 | 205 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $111,783,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $8,393,000 | 1,089 |
| Privately issued | $103,390,000 | 121 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,017,000 | 1,317 |
| Available-for-sale securities (fair market value) | $395,303,000 | 270 |
| Total debt securities | $397,891,000 | 316 |
| 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 | $466,601,000 | 278 |
| U.S. Government securities | $262,811,000 | 328 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $262,811,000 | 320 |
| Securities issued by states & political subdivisions | $17,777,000 | 1,257 |
| Other domestic debt securities | $172,446,000 | 147 |
| Privately issued residential mortgage-backed securities | $120,415,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,739,000 | 120 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,292,000 | 125 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $13,567,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,198,000 | 1,123 |
| Mortgage-backed securities | $354,523,000 | 232 |
| Certificates of participation in pools of residential mortgages | $224,336,000 | 203 |
| Issued or guaranteed by U.S. | $224,336,000 | 198 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $130,187,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $9,772,000 | 996 |
| Privately issued | $120,415,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,082,000 | 1,298 |
| Available-for-sale securities (fair market value) | $458,519,000 | 241 |
| Total debt securities | $453,034,000 | 279 |
| 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 | $452,794,000 | 293 |
| U.S. Government securities | $200,227,000 | 436 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $200,227,000 | 425 |
| Securities issued by states & political subdivisions | $15,059,000 | 1,486 |
| Other domestic debt securities | $196,818,000 | 140 |
| Privately issued residential mortgage-backed securities | $116,020,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,911,000 | 84 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $67,887,000 | 102 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $40,690,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,230,000 | 1,100 |
| Mortgage-backed securities | $311,241,000 | 251 |
| Certificates of participation in pools of residential mortgages | $184,574,000 | 245 |
| Issued or guaranteed by U.S. | $184,574,000 | 239 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $126,667,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $10,647,000 | 941 |
| Privately issued | $116,020,000 | 115 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,146,000 | 1,293 |
| Available-for-sale securities (fair market value) | $444,648,000 | 256 |
| Total debt securities | $412,104,000 | 310 |
| 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 | $472,250,000 | 274 |
| U.S. Government securities | $163,833,000 | 525 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $163,833,000 | 514 |
| Securities issued by states & political subdivisions | $12,918,000 | 1,677 |
| Other domestic debt securities | $272,979,000 | 112 |
| Privately issued residential mortgage-backed securities | $126,212,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,938,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $130,829,000 | 60 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $22,520,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,724,000 | 1,709 |
| Mortgage-backed securities | $275,072,000 | 254 |
| Certificates of participation in pools of residential mortgages | $136,997,000 | 296 |
| Issued or guaranteed by U.S. | $136,997,000 | 290 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $138,075,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $11,863,000 | 818 |
| Privately issued | $126,212,000 | 106 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,210,000 | 1,341 |
| Available-for-sale securities (fair market value) | $464,040,000 | 242 |
| Total debt securities | $449,730,000 | 278 |
| 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 | $452,778,000 | 290 |
| U.S. Government securities | $152,218,000 | 563 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $152,218,000 | 551 |
| Securities issued by states & political subdivisions | $12,068,000 | 1,745 |
| Other domestic debt securities | $278,640,000 | 117 |
| Privately issued residential mortgage-backed securities | $114,359,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,651,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,630,000 | 57 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $9,852,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,189,000 | 1,652 |
| Mortgage-backed securities | $241,694,000 | 276 |
| Certificates of participation in pools of residential mortgages | $121,921,000 | 313 |
| Issued or guaranteed by U.S. | $121,921,000 | 308 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $119,773,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $5,414,000 | 1,266 |
| Privately issued | $114,359,000 | 112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,273,000 | 1,386 |
| Available-for-sale securities (fair market value) | $444,505,000 | 253 |
| Total debt securities | $442,926,000 | 286 |
| 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 | $482,733,000 | 278 |
| U.S. Government securities | $151,829,000 | 574 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $151,829,000 | 563 |
| Securities issued by states & political subdivisions | $8,220,000 | 2,326 |
| Other domestic debt securities | $284,974,000 | 113 |
| Privately issued residential mortgage-backed securities | $99,295,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,934,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $166,745,000 | 44 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $37,710,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,062,000 | 1,091 |
| Mortgage-backed securities | $216,468,000 | 300 |
| Certificates of participation in pools of residential mortgages | $117,057,000 | 325 |
| Issued or guaranteed by U.S. | $117,057,000 | 317 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $99,411,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 2,980 |
| Privately issued | $99,295,000 | 118 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,336,000 | 1,382 |
| Available-for-sale securities (fair market value) | $474,397,000 | 240 |
| Total debt securities | $445,023,000 | 291 |
| 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 | $498,687,000 | 274 |
| U.S. Government securities | $159,180,000 | 561 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $159,180,000 | 542 |
| Securities issued by states & political subdivisions | $8,273,000 | 2,328 |
| Other domestic debt securities | $329,103,000 | 101 |
| Privately issued residential mortgage-backed securities | $79,006,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,812,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $219,285,000 | 34 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,131,000 | 742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,637,000 | 2,229 |
| Mortgage-backed securities | $203,705,000 | 313 |
| Certificates of participation in pools of residential mortgages | $124,568,000 | 319 |
| Issued or guaranteed by U.S. | $124,568,000 | 311 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $79,137,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,960 |
| Privately issued | $79,006,000 | 140 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,404,000 | 1,401 |
| Available-for-sale securities (fair market value) | $490,283,000 | 237 |
| Total debt securities | $496,556,000 | 266 |
| 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 | $534,883,000 | 256 |
| U.S. Government securities | $174,691,000 | 526 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $174,691,000 | 511 |
| Securities issued by states & political subdivisions | $8,327,000 | 2,310 |
| Other domestic debt securities | $342,572,000 | 94 |
| Privately issued residential mortgage-backed securities | $81,688,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,565,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $223,319,000 | 33 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $9,293,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,965,000 | 2,690 |
| Mortgage-backed securities | $211,661,000 | 309 |
| Certificates of participation in pools of residential mortgages | $129,829,000 | 308 |
| Issued or guaranteed by U.S. | $129,829,000 | 300 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $81,832,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,952 |
| Privately issued | $81,688,000 | 128 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,471,000 | 1,435 |
| Available-for-sale securities (fair market value) | $526,412,000 | 217 |
| Total debt securities | $525,590,000 | 252 |
| 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 | $561,408,000 | 248 |
| U.S. Government securities | $168,824,000 | 563 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $168,824,000 | 548 |
| Securities issued by states & political subdivisions | $8,380,000 | 2,287 |
| Other domestic debt securities | $380,257,000 | 91 |
| Privately issued residential mortgage-backed securities | $85,073,000 | 141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,524,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $271,660,000 | 32 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $3,947,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,962,000 | 2,683 |
| Mortgage-backed securities | $194,381,000 | 337 |
| Certificates of participation in pools of residential mortgages | $109,152,000 | 363 |
| Issued or guaranteed by U.S. | $109,152,000 | 357 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $85,229,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 2,911 |
| Privately issued | $85,073,000 | 127 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,536,000 | 1,473 |
| Available-for-sale securities (fair market value) | $552,872,000 | 213 |
| Total debt securities | $557,461,000 | 246 |
| 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 | $503,276,000 | 280 |
| U.S. Government securities | $120,554,000 | 751 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $120,554,000 | 728 |
| Securities issued by states & political subdivisions | $8,431,000 | 2,260 |
| Other domestic debt securities | $373,258,000 | 90 |
| Privately issued residential mortgage-backed securities | $55,807,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,509,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $291,942,000 | 25 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,033,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,883,000 | 2,711 |
| Mortgage-backed securities | $112,082,000 | 510 |
| Certificates of participation in pools of residential mortgages | $56,100,000 | 618 |
| Issued or guaranteed by U.S. | $56,100,000 | 611 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $55,982,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 2,877 |
| Privately issued | $55,807,000 | 156 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,606,000 | 1,476 |
| Available-for-sale securities (fair market value) | $494,670,000 | 238 |
| Total debt securities | $502,243,000 | 274 |
| 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 | $544,501,000 | 273 |
| U.S. Government securities | $145,814,000 | 652 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $145,814,000 | 635 |
| Securities issued by states & political subdivisions | $8,482,000 | 2,240 |
| Other domestic debt securities | $389,097,000 | 92 |
| Privately issued residential mortgage-backed securities | $9,257,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,740,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $344,100,000 | 22 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,108,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,853,000 | 2,699 |
| Mortgage-backed securities | $46,347,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $36,916,000 | 872 |
| Issued or guaranteed by U.S. | $36,897,000 | 864 |
| Privately issued | $19,000 | 195 |
| Collaterized mortgage obligations | $9,431,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $193,000 | 2,866 |
| Privately issued | $9,238,000 | 384 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,675,000 | 1,505 |
| Available-for-sale securities (fair market value) | $535,826,000 | 234 |
| Total debt securities | $543,393,000 | 267 |
| 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 | $538,325,000 | 279 |
| U.S. Government securities | $193,631,000 | 523 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $193,631,000 | 501 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $343,706,000 | 97 |
| Privately issued residential mortgage-backed securities | $235,000 | 1,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,595,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $303,876,000 | 22 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $988,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,934,000 | 2,130 |
| Mortgage-backed securities | $39,676,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $39,463,000 | 840 |
| Issued or guaranteed by U.S. | $39,228,000 | 836 |
| Privately issued | $235,000 | 157 |
| Collaterized mortgage obligations | $213,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 2,862 |
| 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) | $213,000 | 3,726 |
| Available-for-sale securities (fair market value) | $538,112,000 | 241 |
| Total debt securities | $537,337,000 | 277 |
| 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 | $536,085,000 | 282 |
| U.S. Government securities | $214,151,000 | 480 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $214,151,000 | 457 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $321,491,000 | 100 |
| Privately issued residential mortgage-backed securities | $350,000 | 988 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,876,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $285,265,000 | 27 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $443,000 | 1,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,854,000 | 2,111 |
| Mortgage-backed securities | $42,603,000 | 1,093 |
| Certificates of participation in pools of residential mortgages | $42,369,000 | 806 |
| Issued or guaranteed by U.S. | $42,019,000 | 805 |
| Privately issued | $350,000 | 147 |
| Collaterized mortgage obligations | $234,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 2,849 |
| 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) | $234,000 | 3,755 |
| Available-for-sale securities (fair market value) | $535,851,000 | 240 |
| Total debt securities | $535,642,000 | 277 |
| 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 | $471,541,000 | 314 |
| U.S. Government securities | $150,780,000 | 629 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $150,780,000 | 606 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $319,683,000 | 98 |
| Privately issued residential mortgage-backed securities | $806,000 | 833 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,078,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $281,799,000 | 24 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,078,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,812,000 | 2,101 |
| Mortgage-backed securities | $42,123,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $41,866,000 | 824 |
| Issued or guaranteed by U.S. | $41,060,000 | 824 |
| Privately issued | $806,000 | 128 |
| Collaterized mortgage obligations | $257,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 2,863 |
| 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) | $257,000 | 3,774 |
| Available-for-sale securities (fair market value) | $471,284,000 | 261 |
| Total debt securities | $470,463,000 | 301 |
| 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 | $462,067,000 | 322 |
| U.S. Government securities | $108,871,000 | 859 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $108,871,000 | 822 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $352,060,000 | 95 |
| Privately issued residential mortgage-backed securities | $1,055,000 | 747 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,289,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,716,000 | 24 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,136,000 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,734,000 | 2,106 |
| Mortgage-backed securities | $45,635,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $45,354,000 | 788 |
| Issued or guaranteed by U.S. | $44,299,000 | 800 |
| Privately issued | $1,055,000 | 105 |
| Collaterized mortgage obligations | $281,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 2,906 |
| 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) | $281,000 | 3,791 |
| Available-for-sale securities (fair market value) | $461,786,000 | 272 |
| Total debt securities | $460,931,000 | 314 |
| 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 | $471,352,000 | 333 |
| U.S. Government securities | $102,564,000 | 932 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $102,564,000 | 894 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $367,242,000 | 101 |
| Privately issued residential mortgage-backed securities | $1,163,000 | 733 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,809,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $322,270,000 | 25 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,546,000 | 1,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,806,000 | 2,080 |
| Mortgage-backed securities | $50,534,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $50,230,000 | 741 |
| Issued or guaranteed by U.S. | $49,067,000 | 753 |
| Privately issued | $1,163,000 | 100 |
| Collaterized mortgage obligations | $304,000 | 3,196 |
| CMOs issued by government agencies or sponsored agencies | $304,000 | 2,914 |
| 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) | $304,000 | 3,825 |
| Available-for-sale securities (fair market value) | $471,048,000 | 278 |
| Total debt securities | $469,806,000 | 323 |
| 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 | $493,479,000 | 309 |
| U.S. Government securities | $113,956,000 | 838 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $113,956,000 | 805 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $376,508,000 | 92 |
| Privately issued residential mortgage-backed securities | $3,365,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,437,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $326,706,000 | 23 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,015,000 | 775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,830,000 | 2,054 |
| Mortgage-backed securities | $57,002,000 | 926 |
| Certificates of participation in pools of residential mortgages | $56,665,000 | 681 |
| Issued or guaranteed by U.S. | $53,300,000 | 702 |
| Privately issued | $3,365,000 | 73 |
| Collaterized mortgage obligations | $337,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 2,911 |
| 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) | $337,000 | 3,852 |
| Available-for-sale securities (fair market value) | $493,142,000 | 266 |
| Total debt securities | $490,464,000 | 301 |
| 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 | $543,386,000 | 295 |
| U.S. Government securities | $170,642,000 | 609 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $170,642,000 | 588 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $364,443,000 | 96 |
| Privately issued residential mortgage-backed securities | $4,649,000 | 448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,549,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $311,245,000 | 24 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $8,301,000 | 426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,817,000 | 2,322 |
| Mortgage-backed securities | $61,786,000 | 880 |
| Certificates of participation in pools of residential mortgages | $61,406,000 | 650 |
| Issued or guaranteed by U.S. | $56,757,000 | 678 |
| Privately issued | $4,649,000 | 64 |
| Collaterized mortgage obligations | $380,000 | 3,208 |
| CMOs issued by government agencies or sponsored agencies | $380,000 | 2,945 |
| 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) | $380,000 | 3,864 |
| Available-for-sale securities (fair market value) | $543,006,000 | 255 |
| Total debt securities | $535,085,000 | 292 |
| 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 | $532,503,000 | 302 |
| U.S. Government securities | $166,406,000 | 636 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $166,406,000 | 613 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $361,563,000 | 95 |
| Privately issued residential mortgage-backed securities | $4,844,000 | 456 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,653,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $326,066,000 | 24 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $4,534,000 | 683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,244,000 | 2,874 |
| Mortgage-backed securities | $70,418,000 | 828 |
| Certificates of participation in pools of residential mortgages | $69,992,000 | 602 |
| Issued or guaranteed by U.S. | $65,148,000 | 620 |
| Privately issued | $4,844,000 | 64 |
| Collaterized mortgage obligations | $426,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 2,963 |
| 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) | $427,000 | 3,843 |
| Available-for-sale securities (fair market value) | $532,076,000 | 260 |
| Total debt securities | $527,969,000 | 294 |
| 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 | $502,840,000 | 319 |
| U.S. Government securities | $159,614,000 | 664 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $159,614,000 | 646 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $342,185,000 | 77 |
| Privately issued residential mortgage-backed securities | $5,016,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,451,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $303,718,000 | 26 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,041,000 | 1,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,180,000 | 2,794 |
| Mortgage-backed securities | $76,530,000 | 788 |
| Certificates of participation in pools of residential mortgages | $76,064,000 | 583 |
| Issued or guaranteed by U.S. | $71,048,000 | 603 |
| Privately issued | $5,016,000 | 72 |
| Collaterized mortgage obligations | $466,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 3,074 |
| 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) | $467,000 | 3,861 |
| Available-for-sale securities (fair market value) | $502,373,000 | 275 |
| Total debt securities | $501,799,000 | 310 |
| 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 | $565,591,000 | 282 |
| U.S. Government securities | $194,439,000 | 573 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $194,439,000 | 556 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $369,250,000 | 74 |
| Privately issued residential mortgage-backed securities | $5,158,000 | 366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $38,888,000 | 66 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $325,204,000 | 28 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,902,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,277,000 | 3,223 |
| Mortgage-backed securities | $83,595,000 | 735 |
| Certificates of participation in pools of residential mortgages | $83,055,000 | 547 |
| Issued or guaranteed by U.S. | $77,897,000 | 557 |
| Privately issued | $5,158,000 | 69 |
| Collaterized mortgage obligations | $540,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,012 |
| 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) | $549,000 | 3,792 |
| Available-for-sale securities (fair market value) | $565,042,000 | 253 |
| Total debt securities | $563,689,000 | 277 |
| 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 | $638,075,000 | 261 |
| U.S. Government securities | $260,546,000 | 437 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $260,546,000 | 422 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $362,818,000 | 77 |
| Privately issued residential mortgage-backed securities | $5,427,000 | 387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,357,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $317,034,000 | 30 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $14,711,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,437,000 | 2,637 |
| Mortgage-backed securities | $93,216,000 | 685 |
| Certificates of participation in pools of residential mortgages | $92,320,000 | 487 |
| Issued or guaranteed by U.S. | $86,893,000 | 508 |
| Privately issued | $5,427,000 | 68 |
| Collaterized mortgage obligations | $896,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $896,000 | 2,962 |
| 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) | $908,000 | 3,531 |
| Available-for-sale securities (fair market value) | $637,167,000 | 234 |
| Total debt securities | $623,364,000 | 257 |
| 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 | $585,056,000 | 280 |
| U.S. Government securities | $230,264,000 | 479 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $230,264,000 | 463 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $333,747,000 | 75 |
| Privately issued residential mortgage-backed securities | $5,442,000 | 391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,207,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $295,098,000 | 32 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $21,045,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,340,000 | 2,669 |
| Mortgage-backed securities | $106,396,000 | 625 |
| Certificates of participation in pools of residential mortgages | $105,112,000 | 444 |
| Issued or guaranteed by U.S. | $99,670,000 | 456 |
| Privately issued | $5,442,000 | 75 |
| Collaterized mortgage obligations | $1,284,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $1,284,000 | 2,799 |
| 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) | $1,299,000 | 3,320 |
| Available-for-sale securities (fair market value) | $583,757,000 | 243 |
| Total debt securities | $564,011,000 | 280 |
| 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 | $538,445,000 | 284 |
| U.S. Government securities | $213,688,000 | 485 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $213,688,000 | 464 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $303,522,000 | 80 |
| Privately issued residential mortgage-backed securities | $5,472,000 | 383 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,209,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $263,841,000 | 35 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $21,235,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,274,000 | 2,679 |
| Mortgage-backed securities | $95,051,000 | 649 |
| Certificates of participation in pools of residential mortgages | $93,285,000 | 445 |
| Issued or guaranteed by U.S. | $87,813,000 | 461 |
| Privately issued | $5,472,000 | 73 |
| Collaterized mortgage obligations | $1,766,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $1,766,000 | 2,610 |
| 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) | $1,785,000 | 3,119 |
| Available-for-sale securities (fair market value) | $536,660,000 | 247 |
| Total debt securities | $517,210,000 | 283 |
| 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 | $460,663,000 | 298 |
| U.S. Government securities | $114,199,000 | 731 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $114,199,000 | 700 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $316,867,000 | 86 |
| Privately issued residential mortgage-backed securities | $5,219,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,841,000 | 63 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $279,807,000 | 32 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $29,597,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,178,000 | 1,713 |
| Mortgage-backed securities | $66,237,000 | 762 |
| Certificates of participation in pools of residential mortgages | $60,274,000 | 545 |
| Issued or guaranteed by U.S. | $55,055,000 | 575 |
| Privately issued | $5,219,000 | 77 |
| Collaterized mortgage obligations | $5,963,000 | 1,700 |
| CMOs issued by government agencies or sponsored agencies | $5,963,000 | 1,589 |
| 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) | $4,102,000 | 2,471 |
| Available-for-sale securities (fair market value) | $456,561,000 | 255 |
| Total debt securities | $431,066,000 | 304 |
| 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 | $308,386,000 | 399 |
| U.S. Government securities | $74,738,000 | 1,096 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $74,738,000 | 1,025 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $208,754,000 | 98 |
| 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 | $208,754,000 | 50 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $24,894,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,072,000 | 1,840 |
| Mortgage-backed securities | $25,202,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,589 |
| Issued or guaranteed by U.S. | $62,000 | 6,567 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $25,140,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $25,140,000 | 515 |
| 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) | $44,764,000 | 567 |
| Available-for-sale securities (fair market value) | $263,622,000 | 369 |
| Total debt securities | $283,492,000 | 404 |
| 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 | $249,958,000 | 506 |
| U.S. Government securities | $43,767,000 | 1,920 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $43,767,000 | 1,732 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $177,124,000 | 127 |
| 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 | $177,124,000 | 70 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $29,067,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,893,000 | 3,172 |
| Mortgage-backed securities | $33,874,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,857 |
| Issued or guaranteed by U.S. | $78,000 | 6,839 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $33,796,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $33,796,000 | 464 |
| 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) | $145,765,000 | 200 |
| Available-for-sale securities (fair market value) | $104,193,000 | 849 |
| Total debt securities | $220,891,000 | 542 |
| 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 | $295,843,000 | 452 |
| U.S. Government securities | $58,277,000 | 1,503 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $58,277,000 | 1,278 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $211,805,000 | 102 |
| 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 | $211,805,000 | 45 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $25,761,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,104,000 | 2,784 |
| Mortgage-backed securities | $33,069,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $138,000 | 6,830 |
| Issued or guaranteed by U.S. | $138,000 | 6,812 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $32,931,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $32,931,000 | 489 |
| 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) | $219,645,000 | 137 |
| Available-for-sale securities (fair market value) | $76,198,000 | 1,156 |
| Total debt securities | $270,082,000 | 465 |
| 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 | $262,407,000 | 492 |
| U.S. Government securities | $68,885,000 | 1,322 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $68,885,000 | 1,056 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $173,115,000 | 91 |
| 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 | $173,115,000 | 43 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $20,407,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $28,795,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $169,000 | 7,015 |
| Issued or guaranteed by U.S. | $169,000 | 6,993 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $28,626,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $28,626,000 | 512 |
| 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) | $201,910,000 | 187 |
| Available-for-sale securities (fair market value) | $60,497,000 | 1,309 |
| Total debt securities | $242,000,000 | 511 |
| 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 | $326,720,000 | 432 |
| U.S. Government securities | $97,504,000 | 1,007 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $97,504,000 | 797 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $214,690,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $214,690,000 | 29 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $14,526,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $52,219,000 | 890 |
| Certificates of participation in pools of residential mortgages | $215,000 | 7,422 |
| Issued or guaranteed by U.S. | $215,000 | 7,403 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $52,004,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $52,004,000 | 360 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $266,909,000 | 167 |
| Available-for-sale securities (fair market value) | $59,811,000 | 1,358 |
| Total debt securities | $311,976,000 | 438 |
| 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 | $400,777,000 | 392 |
| U.S. Government securities | $116,318,000 | 901 |
| U.S. Treasury securities | $20,141,000 | 1,422 |
| U.S. Government agency obligations | $96,177,000 | 812 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $282,216,000 | 69 |
| Privately issued residential mortgage-backed securities | $2,659,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $279,557,000 | 25 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,243,000 | 1,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $73,182,000 | 750 |
| Certificates of participation in pools of residential mortgages | $261,000 | 7,651 |
| Issued or guaranteed by U.S. | $261,000 | 7,620 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $72,921,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $70,262,000 | 322 |
| Privately issued | $2,659,000 | 381 |
| 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) | $352,739,000 | 134 |
| Available-for-sale securities (fair market value) | $48,038,000 | 1,762 |
| Total debt securities | $398,126,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $404,958,000 | 389 |
| U.S. Government securities | $161,414,000 | 705 |
| U.S. Treasury securities | $49,797,000 | 700 |
| U.S. Government agency obligations | $111,617,000 | 705 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $241,301,000 | 83 |
| Privately issued residential mortgage-backed securities | $3,866,000 | 470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $237,435,000 | 31 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,243,000 | 1,186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $115,483,000 | 573 |
| Certificates of participation in pools of residential mortgages | $313,000 | 7,952 |
| Issued or guaranteed by U.S. | $313,000 | 7,927 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $115,170,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $111,304,000 | 243 |
| Privately issued | $3,866,000 | 338 |
| 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) | $352,918,000 | 280 |
| Available-for-sale securities (fair market value) | $52,040,000 | 1,090 |
| Total debt securities | $403,410,000 | 381 |
| 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 | $500,281,000 | 341 |
| U.S. Government securities | $217,440,000 | 560 |
| U.S. Treasury securities | $71,066,000 | 538 |
| U.S. Government agency obligations | $146,374,000 | 549 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $280,598,000 | 74 |
| Privately issued residential mortgage-backed securities | $7,290,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $273,308,000 | 31 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,243,000 | 1,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $153,664,000 | 501 |
| Certificates of participation in pools of residential mortgages | $359,000 | 8,481 |
| Issued or guaranteed by U.S. | $359,000 | 8,423 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $153,305,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $146,015,000 | 220 |
| Privately issued | $7,290,000 | 265 |
| 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 | $498,038,000 | 336 |
| 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 | $522,294,000 | 313 |
| U.S. Government securities | $325,675,000 | 385 |
| U.S. Treasury securities | $100,979,000 | 372 |
| U.S. Government agency obligations | $224,696,000 | 376 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $194,376,000 | 102 |
| Privately issued residential mortgage-backed securities | $11,994,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $182,382,000 | 45 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $2,243,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $225,496,000 | 358 |
| Certificates of participation in pools of residential mortgages | $438,000 | 8,757 |
| Issued or guaranteed by U.S. | $438,000 | 8,692 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $225,058,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $213,064,000 | 147 |
| Privately issued | $11,994,000 | 223 |
| 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 | $520,052,000 | 312 |
| 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 |