Home > First Financial Bank > Securities
First Financial Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,687,256,000 | 84 |
| U.S. Government securities | $2,854,550,000 | 88 |
| U.S. Treasury securities | $469,238,000 | 81 |
| U.S. Government agency obligations | $2,385,312,000 | 80 |
| Securities issued by states & political subdivisions | $1,476,873,000 | 25 |
| Other domestic debt securities | $351,350,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $250,878,000 | 72 |
| Other domestic debt securities - All other | $100,472,000 | 96 |
| 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 | $2,964,467,000 | 70 |
| Mortgage-backed securities | $2,385,312,000 | 80 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,177,290,000 | 56 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $176,557,000 | 160 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,414,000 | 814 |
| Other commercial mortgage-backed securities | $28,051,000 | 265 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $4,682,773,000 | 67 |
| Total debt securities | $4,682,775,000 | 82 |
| 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 | $4,608,439,000 | 86 |
| U.S. Government securities | $2,790,890,000 | 88 |
| U.S. Treasury securities | $472,605,000 | 79 |
| U.S. Government agency obligations | $2,318,285,000 | 86 |
| Securities issued by states & political subdivisions | $1,444,321,000 | 26 |
| Other domestic debt securities | $369,436,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $272,474,000 | 71 |
| Other domestic debt securities - All other | $96,962,000 | 102 |
| 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 | $3,384,530,000 | 68 |
| Mortgage-backed securities | $2,318,285,000 | 86 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,105,227,000 | 59 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $182,124,000 | 152 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,283,000 | 814 |
| Other commercial mortgage-backed securities | $27,651,000 | 273 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $4,604,647,000 | 67 |
| Total debt securities | $4,604,648,000 | 85 |
| 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 | $5,020,657,000 | 77 |
| U.S. Government securities | $2,965,237,000 | 88 |
| U.S. Treasury securities | $470,964,000 | 81 |
| U.S. Government agency obligations | $2,494,273,000 | 87 |
| Securities issued by states & political subdivisions | $1,672,843,000 | 22 |
| Other domestic debt securities | $378,663,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $280,385,000 | 66 |
| Other domestic debt securities - All other | $98,278,000 | 100 |
| 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 | $3,447,659,000 | 68 |
| Mortgage-backed securities | $2,494,273,000 | 81 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,265,435,000 | 57 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $196,839,000 | 144 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,385,000 | 802 |
| Other commercial mortgage-backed securities | $28,614,000 | 268 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $5,016,743,000 | 58 |
| Total debt securities | $5,016,742,000 | 75 |
| 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 | $5,251,623,000 | 79 |
| U.S. Government securities | $3,081,756,000 | 91 |
| U.S. Treasury securities | $475,297,000 | 82 |
| U.S. Government agency obligations | $2,606,459,000 | 83 |
| Securities issued by states & political subdivisions | $1,753,214,000 | 24 |
| Other domestic debt securities | $412,676,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $313,056,000 | 64 |
| Other domestic debt securities - All other | $99,620,000 | 100 |
| 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 | $3,291,020,000 | 68 |
| Mortgage-backed securities | $2,606,459,000 | 85 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,358,903,000 | 60 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $213,180,000 | 146 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,460,000 | 823 |
| Other commercial mortgage-backed securities | $30,916,000 | 272 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $5,247,646,000 | 61 |
| Total debt securities | $5,247,647,000 | 77 |
| 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 | $5,430,898,000 | 86 |
| U.S. Government securities | $3,112,885,000 | 96 |
| U.S. Treasury securities | $470,688,000 | 90 |
| U.S. Government agency obligations | $2,642,197,000 | 87 |
| Securities issued by states & political subdivisions | $1,878,451,000 | 25 |
| Other domestic debt securities | $435,648,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $337,798,000 | 59 |
| Other domestic debt securities - All other | $97,850,000 | 107 |
| 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 | $4,070,454,000 | 47 |
| Mortgage-backed securities | $2,642,197,000 | 90 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,384,332,000 | 63 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $222,055,000 | 147 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,424,000 | 827 |
| Other commercial mortgage-backed securities | $32,386,000 | 263 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $5,426,984,000 | 68 |
| Total debt securities | $5,426,986,000 | 84 |
| 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 | $5,706,428,000 | 85 |
| U.S. Government securities | $3,194,182,000 | 96 |
| U.S. Treasury securities | $469,730,000 | 89 |
| U.S. Government agency obligations | $2,724,452,000 | 87 |
| Securities issued by states & political subdivisions | $2,064,054,000 | 23 |
| Other domestic debt securities | $444,286,000 | 100 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $347,964,000 | 49 |
| Other domestic debt securities - All other | $96,322,000 | 112 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,447,317,000 | 52 |
| Mortgage-backed securities | $2,724,452,000 | 89 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,447,808,000 | 62 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $238,822,000 | 145 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,424,000 | 847 |
| Other commercial mortgage-backed securities | $34,398,000 | 274 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $5,702,522,000 | 68 |
| Total debt securities | $5,702,522,000 | 84 |
| 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 | $6,177,732,000 | 81 |
| U.S. Government securities | $3,849,444,000 | 85 |
| U.S. Treasury securities | $482,714,000 | 83 |
| U.S. Government agency obligations | $3,366,730,000 | 81 |
| Securities issued by states & political subdivisions | $2,223,944,000 | 23 |
| Other domestic debt securities | $100,266,000 | 252 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $100,266,000 | 114 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,747,632,000 | 49 |
| Mortgage-backed securities | $3,366,730,000 | 81 |
| Certificates of participation in pools of residential mortgages | $2,684,917,000 | 61 |
| Issued or guaranteed by U.S. | $2,684,917,000 | 61 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $268,754,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $268,754,000 | 139 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $413,059,000 | 117 |
| Commercial mortgage pass-through securities | $3,628,000 | 815 |
| Other commercial mortgage-backed securities | $409,431,000 | 82 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $6,173,654,000 | 65 |
| Total debt securities | $6,173,656,000 | 81 |
| 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 | $6,466,236,000 | 77 |
| U.S. Government securities | $3,887,317,000 | 83 |
| U.S. Treasury securities | $299,167,000 | 116 |
| U.S. Government agency obligations | $3,588,150,000 | 80 |
| Securities issued by states & political subdivisions | $2,510,118,000 | 20 |
| Other domestic debt securities | $64,580,000 | 323 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $64,580,000 | 163 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,896,810,000 | 46 |
| Mortgage-backed securities | $3,588,150,000 | 80 |
| Certificates of participation in pools of residential mortgages | $2,945,238,000 | 57 |
| Issued or guaranteed by U.S. | $2,945,238,000 | 57 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $307,748,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $307,748,000 | 134 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $335,164,000 | 121 |
| Commercial mortgage pass-through securities | $5,818,000 | 664 |
| Other commercial mortgage-backed securities | $329,346,000 | 93 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $6,462,015,000 | 65 |
| Total debt securities | $6,462,015,000 | 77 |
| 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 | $6,537,957,000 | 80 |
| U.S. Government securities | $3,736,256,000 | 86 |
| U.S. Treasury securities | $126,841,000 | 155 |
| U.S. Government agency obligations | $3,609,415,000 | 82 |
| Securities issued by states & political subdivisions | $2,733,402,000 | 16 |
| Other domestic debt securities | $63,868,000 | 317 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $63,868,000 | 156 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,644,626,000 | 45 |
| Mortgage-backed securities | $3,609,415,000 | 83 |
| Certificates of participation in pools of residential mortgages | $2,885,563,000 | 60 |
| Issued or guaranteed by U.S. | $2,885,563,000 | 60 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $361,942,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $361,942,000 | 129 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $361,910,000 | 121 |
| Commercial mortgage pass-through securities | $6,160,000 | 638 |
| Other commercial mortgage-backed securities | $355,750,000 | 86 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $6,533,526,000 | 68 |
| Total debt securities | $6,533,526,000 | 80 |
| 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 | $6,084,599,000 | 78 |
| U.S. Government securities | $3,401,972,000 | 93 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,401,972,000 | 85 |
| Securities issued by states & political subdivisions | $2,645,174,000 | 17 |
| Other domestic debt securities | $32,985,000 | 464 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $32,985,000 | 268 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,262,605,000 | 53 |
| Mortgage-backed securities | $3,401,972,000 | 81 |
| Certificates of participation in pools of residential mortgages | $2,603,860,000 | 61 |
| Issued or guaranteed by U.S. | $2,603,860,000 | 61 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $412,999,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $412,999,000 | 121 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $385,113,000 | 116 |
| Commercial mortgage pass-through securities | $6,240,000 | 643 |
| Other commercial mortgage-backed securities | $378,873,000 | 87 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $6,080,131,000 | 69 |
| Total debt securities | $6,080,131,000 | 78 |
| 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 | $5,546,081,000 | 82 |
| U.S. Government securities | $2,913,611,000 | 104 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,913,611,000 | 90 |
| Securities issued by states & political subdivisions | $2,594,662,000 | 17 |
| Other domestic debt securities | $33,318,000 | 444 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $33,318,000 | 256 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,222,472,000 | 51 |
| Mortgage-backed securities | $2,913,611,000 | 91 |
| Certificates of participation in pools of residential mortgages | $2,022,057,000 | 71 |
| Issued or guaranteed by U.S. | $2,022,057,000 | 71 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $474,808,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $474,808,000 | 105 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $416,746,000 | 111 |
| Commercial mortgage pass-through securities | $6,343,000 | 630 |
| Other commercial mortgage-backed securities | $410,403,000 | 83 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $5,541,591,000 | 71 |
| Total debt securities | $5,541,591,000 | 82 |
| 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 | $5,077,610,000 | 82 |
| U.S. Government securities | $2,544,297,000 | 108 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,544,297,000 | 97 |
| Securities issued by states & political subdivisions | $2,496,346,000 | 18 |
| Other domestic debt securities | $32,490,000 | 435 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $32,490,000 | 247 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,103,077,000 | 48 |
| Mortgage-backed securities | $2,544,297,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,556,993,000 | 79 |
| Issued or guaranteed by U.S. | $1,556,993,000 | 79 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $544,660,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $544,660,000 | 95 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $442,644,000 | 105 |
| Commercial mortgage pass-through securities | $6,297,000 | 610 |
| Other commercial mortgage-backed securities | $436,347,000 | 80 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $5,073,133,000 | 71 |
| Total debt securities | $5,073,135,000 | 82 |
| 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 | $4,363,538,000 | 87 |
| U.S. Government securities | $1,952,679,000 | 113 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,952,679,000 | 106 |
| Securities issued by states & political subdivisions | $2,406,302,000 | 17 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,005,084,000 | 51 |
| Mortgage-backed securities | $1,952,679,000 | 104 |
| Certificates of participation in pools of residential mortgages | $853,928,000 | 90 |
| Issued or guaranteed by U.S. | $853,928,000 | 90 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $639,986,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $639,986,000 | 84 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $458,765,000 | 95 |
| Commercial mortgage pass-through securities | $6,455,000 | 562 |
| Other commercial mortgage-backed securities | $452,310,000 | 74 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $4,358,981,000 | 77 |
| Total debt securities | $4,358,983,000 | 85 |
| 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 | $4,400,168,000 | 82 |
| U.S. Government securities | $2,048,975,000 | 107 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,048,975,000 | 101 |
| Securities issued by states & political subdivisions | $2,346,624,000 | 17 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,884,337,000 | 51 |
| Mortgage-backed securities | $2,048,975,000 | 100 |
| Certificates of participation in pools of residential mortgages | $814,049,000 | 90 |
| Issued or guaranteed by U.S. | $814,049,000 | 90 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $715,894,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $715,894,000 | 81 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $519,032,000 | 82 |
| Commercial mortgage pass-through securities | $19,288,000 | 264 |
| Other commercial mortgage-backed securities | $499,744,000 | 63 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,395,599,000 | 71 |
| Total debt securities | $4,395,598,000 | 81 |
| 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 | $4,089,403,000 | 82 |
| U.S. Government securities | $2,152,585,000 | 103 |
| U.S. Treasury securities | $10,122,000 | 421 |
| U.S. Government agency obligations | $2,142,463,000 | 95 |
| Securities issued by states & political subdivisions | $1,932,249,000 | 20 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,686,355,000 | 52 |
| Mortgage-backed securities | $2,142,463,000 | 89 |
| Certificates of participation in pools of residential mortgages | $811,954,000 | 87 |
| Issued or guaranteed by U.S. | $811,954,000 | 87 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $779,820,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $779,820,000 | 75 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $550,689,000 | 78 |
| Commercial mortgage pass-through securities | $19,686,000 | 255 |
| Other commercial mortgage-backed securities | $531,003,000 | 59 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $4,084,834,000 | 69 |
| Total debt securities | $4,084,835,000 | 81 |
| 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 | $4,075,170,000 | 79 |
| U.S. Government securities | $2,278,408,000 | 99 |
| U.S. Treasury securities | $10,113,000 | 426 |
| U.S. Government agency obligations | $2,268,295,000 | 93 |
| Securities issued by states & political subdivisions | $1,792,231,000 | 21 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $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 | $2,608,731,000 | 52 |
| Mortgage-backed securities | $2,268,295,000 | 89 |
| Certificates of participation in pools of residential mortgages | $858,820,000 | 87 |
| Issued or guaranteed by U.S. | $858,820,000 | 87 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $838,452,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $838,452,000 | 72 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $571,023,000 | 73 |
| Commercial mortgage pass-through securities | $19,980,000 | 246 |
| Other commercial mortgage-backed securities | $551,043,000 | 56 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $4,070,639,000 | 65 |
| Total debt securities | $4,070,639,000 | 77 |
| 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 | $3,383,564,000 | 89 |
| U.S. Government securities | $2,103,745,000 | 108 |
| U.S. Treasury securities | $10,019,000 | 450 |
| U.S. Government agency obligations | $2,093,726,000 | 99 |
| Securities issued by states & political subdivisions | $1,275,359,000 | 23 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $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 | $2,329,784,000 | 49 |
| Mortgage-backed securities | $2,093,726,000 | 93 |
| Certificates of participation in pools of residential mortgages | $854,348,000 | 85 |
| Issued or guaranteed by U.S. | $854,348,000 | 85 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $752,214,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $752,214,000 | 76 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $487,164,000 | 81 |
| Commercial mortgage pass-through securities | $19,990,000 | 253 |
| Other commercial mortgage-backed securities | $467,174,000 | 58 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,379,104,000 | 75 |
| Total debt securities | $3,379,104,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $3,369,818,000 | 86 |
| U.S. Government securities | $2,136,302,000 | 103 |
| U.S. Treasury securities | $10,021,000 | 444 |
| U.S. Government agency obligations | $2,126,281,000 | 95 |
| Securities issued by states & political subdivisions | $1,229,035,000 | 22 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,112,193,000 | 54 |
| Mortgage-backed securities | $2,126,281,000 | 88 |
| Certificates of participation in pools of residential mortgages | $858,610,000 | 86 |
| Issued or guaranteed by U.S. | $858,610,000 | 86 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $763,975,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $763,975,000 | 78 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $503,696,000 | 76 |
| Commercial mortgage pass-through securities | $20,485,000 | 250 |
| Other commercial mortgage-backed securities | $483,211,000 | 55 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,365,337,000 | 72 |
| Total debt securities | $3,365,338,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $3,233,006,000 | 87 |
| U.S. Government securities | $2,084,447,000 | 99 |
| U.S. Treasury securities | $10,020,000 | 461 |
| U.S. Government agency obligations | $2,074,427,000 | 91 |
| Securities issued by states & political subdivisions | $1,144,111,000 | 24 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,137,620,000 | 56 |
| Mortgage-backed securities | $2,074,427,000 | 88 |
| Certificates of participation in pools of residential mortgages | $816,171,000 | 90 |
| Issued or guaranteed by U.S. | $816,171,000 | 90 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $775,147,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $775,147,000 | 75 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $483,109,000 | 67 |
| Commercial mortgage pass-through securities | $21,224,000 | 242 |
| Other commercial mortgage-backed securities | $461,885,000 | 52 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,228,558,000 | 71 |
| Total debt securities | $3,228,558,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $3,189,047,000 | 88 |
| U.S. Government securities | $1,957,916,000 | 103 |
| U.S. Treasury securities | $9,991,000 | 463 |
| U.S. Government agency obligations | $1,947,925,000 | 94 |
| Securities issued by states & political subdivisions | $1,226,746,000 | 24 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,119,995,000 | 59 |
| Mortgage-backed securities | $1,947,925,000 | 93 |
| Certificates of participation in pools of residential mortgages | $688,026,000 | 97 |
| Issued or guaranteed by U.S. | $688,026,000 | 97 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $809,843,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $809,843,000 | 71 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $450,056,000 | 69 |
| Commercial mortgage pass-through securities | $17,149,000 | 294 |
| Other commercial mortgage-backed securities | $432,907,000 | 51 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,184,662,000 | 73 |
| Total debt securities | $3,184,662,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,136,440,000 | 92 |
| U.S. Government securities | $1,887,049,000 | 105 |
| U.S. Treasury securities | $9,962,000 | 458 |
| U.S. Government agency obligations | $1,877,087,000 | 94 |
| Securities issued by states & political subdivisions | $1,245,061,000 | 25 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,988,579,000 | 58 |
| Mortgage-backed securities | $1,877,087,000 | 92 |
| Certificates of participation in pools of residential mortgages | $671,801,000 | 97 |
| Issued or guaranteed by U.S. | $671,801,000 | 97 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $762,092,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $762,092,000 | 79 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $443,194,000 | 65 |
| Commercial mortgage pass-through securities | $17,284,000 | 281 |
| Other commercial mortgage-backed securities | $425,910,000 | 50 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,132,110,000 | 75 |
| Total debt securities | $3,132,110,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $3,123,045,000 | 85 |
| U.S. Government securities | $1,939,560,000 | 102 |
| U.S. Treasury securities | $9,929,000 | 439 |
| U.S. Government agency obligations | $1,929,631,000 | 91 |
| Securities issued by states & political subdivisions | $1,179,197,000 | 29 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,820,197,000 | 63 |
| Mortgage-backed securities | $1,929,631,000 | 87 |
| Certificates of participation in pools of residential mortgages | $695,008,000 | 95 |
| Issued or guaranteed by U.S. | $695,008,000 | 94 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $778,979,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $778,979,000 | 73 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $455,644,000 | 61 |
| Commercial mortgage pass-through securities | $17,362,000 | 271 |
| Other commercial mortgage-backed securities | $438,282,000 | 50 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,118,757,000 | 71 |
| Total debt securities | $3,118,756,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $3,176,044,000 | 81 |
| U.S. Government securities | $1,901,777,000 | 101 |
| U.S. Treasury securities | $9,965,000 | 427 |
| U.S. Government agency obligations | $1,891,812,000 | 91 |
| Securities issued by states & political subdivisions | $1,269,937,000 | 24 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,919,043,000 | 61 |
| Mortgage-backed securities | $1,891,812,000 | 88 |
| Certificates of participation in pools of residential mortgages | $736,400,000 | 95 |
| Issued or guaranteed by U.S. | $736,400,000 | 94 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $677,910,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $677,910,000 | 81 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $477,502,000 | 56 |
| Commercial mortgage pass-through securities | $17,833,000 | 260 |
| Other commercial mortgage-backed securities | $459,669,000 | 44 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,171,714,000 | 67 |
| Total debt securities | $3,171,714,000 | 80 |
| 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 | $3,255,051,000 | 79 |
| U.S. Government securities | $1,940,965,000 | 99 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,940,965,000 | 89 |
| Securities issued by states & political subdivisions | $1,305,214,000 | 22 |
| Other domestic debt securities | $4,517,000 | 870 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $4,517,000 | 657 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,026,719,000 | 56 |
| Mortgage-backed securities | $1,891,055,000 | 87 |
| Certificates of participation in pools of residential mortgages | $754,692,000 | 95 |
| Issued or guaranteed by U.S. | $754,692,000 | 94 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $652,184,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $652,184,000 | 79 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $484,179,000 | 55 |
| Commercial mortgage pass-through securities | $18,412,000 | 201 |
| Other commercial mortgage-backed securities | $465,767,000 | 43 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,250,696,000 | 65 |
| Total debt securities | $3,250,696,000 | 78 |
| 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 | $3,067,717,000 | 81 |
| U.S. Government securities | $1,650,654,000 | 104 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,650,654,000 | 96 |
| Securities issued by states & political subdivisions | $1,406,066,000 | 22 |
| Other domestic debt securities | $6,570,000 | 721 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $6,570,000 | 535 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,427,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,018,420,000 | 53 |
| Mortgage-backed securities | $1,590,632,000 | 94 |
| Certificates of participation in pools of residential mortgages | $721,915,000 | 96 |
| Issued or guaranteed by U.S. | $721,915,000 | 95 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $470,585,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $470,585,000 | 87 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $398,132,000 | 61 |
| Commercial mortgage pass-through securities | $23,952,000 | 159 |
| Other commercial mortgage-backed securities | $374,180,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,067,717,000 | 67 |
| Total debt securities | $3,063,291,000 | 79 |
| 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 | $2,866,211,000 | 89 |
| U.S. Government securities | $1,427,517,000 | 112 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,427,517,000 | 104 |
| Securities issued by states & political subdivisions | $1,419,379,000 | 21 |
| Other domestic debt securities | $14,859,000 | 463 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $14,859,000 | 331 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,456,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,787,958,000 | 58 |
| Mortgage-backed securities | $1,354,239,000 | 100 |
| Certificates of participation in pools of residential mortgages | $660,212,000 | 103 |
| Issued or guaranteed by U.S. | $660,212,000 | 102 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $341,706,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $341,706,000 | 114 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $352,321,000 | 64 |
| Commercial mortgage pass-through securities | $24,556,000 | 161 |
| Other commercial mortgage-backed securities | $327,765,000 | 52 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,866,211,000 | 70 |
| Total debt securities | $2,861,756,000 | 87 |
| 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 | $2,945,665,000 | 83 |
| U.S. Government securities | $1,398,628,000 | 113 |
| U.S. Treasury securities | $10,071,000 | 377 |
| U.S. Government agency obligations | $1,388,557,000 | 108 |
| Securities issued by states & political subdivisions | $1,517,037,000 | 20 |
| Other domestic debt securities | $25,548,000 | 343 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $25,548,000 | 226 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,452,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,865,800,000 | 59 |
| Mortgage-backed securities | $1,315,164,000 | 106 |
| Certificates of participation in pools of residential mortgages | $654,661,000 | 105 |
| Issued or guaranteed by U.S. | $654,661,000 | 104 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $293,604,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $293,604,000 | 123 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $366,899,000 | 63 |
| Commercial mortgage pass-through securities | $24,994,000 | 156 |
| Other commercial mortgage-backed securities | $341,905,000 | 53 |
| Held to maturity securities (book value) | $105,000 | 2,028 |
| Available-for-sale securities (fair market value) | $2,945,560,000 | 68 |
| Total debt securities | $2,941,213,000 | 83 |
| 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 | $2,999,874,000 | 86 |
| U.S. Government securities | $1,401,890,000 | 113 |
| U.S. Treasury securities | $10,115,000 | 395 |
| U.S. Government agency obligations | $1,391,775,000 | 108 |
| Securities issued by states & political subdivisions | $1,550,298,000 | 19 |
| Other domestic debt securities | $43,259,000 | 237 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $43,259,000 | 149 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,427,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,835,753,000 | 59 |
| Mortgage-backed securities | $1,312,184,000 | 107 |
| Certificates of participation in pools of residential mortgages | $656,362,000 | 107 |
| Issued or guaranteed by U.S. | $656,362,000 | 106 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $308,044,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $308,044,000 | 118 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $347,778,000 | 59 |
| Commercial mortgage pass-through securities | $25,214,000 | 154 |
| Other commercial mortgage-backed securities | $322,564,000 | 53 |
| Held to maturity securities (book value) | $114,000 | 2,056 |
| Available-for-sale securities (fair market value) | $2,999,760,000 | 66 |
| Total debt securities | $2,995,446,000 | 85 |
| 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 | $2,839,286,000 | 89 |
| U.S. Government securities | $1,240,073,000 | 122 |
| U.S. Treasury securities | $10,161,000 | 387 |
| U.S. Government agency obligations | $1,229,912,000 | 115 |
| Securities issued by states & political subdivisions | $1,547,066,000 | 18 |
| Other domestic debt securities | $47,720,000 | 216 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $47,720,000 | 139 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,427,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,940,460,000 | 51 |
| Mortgage-backed securities | $1,116,526,000 | 115 |
| Certificates of participation in pools of residential mortgages | $525,668,000 | 116 |
| Issued or guaranteed by U.S. | $525,668,000 | 115 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $298,124,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $298,124,000 | 119 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $292,734,000 | 67 |
| Commercial mortgage pass-through securities | $25,526,000 | 148 |
| Other commercial mortgage-backed securities | $267,208,000 | 59 |
| Held to maturity securities (book value) | $121,000 | 2,076 |
| Available-for-sale securities (fair market value) | $2,839,165,000 | 69 |
| Total debt securities | $2,834,861,000 | 88 |
| 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 | $2,709,857,000 | 91 |
| U.S. Government securities | $1,152,374,000 | 126 |
| U.S. Treasury securities | $10,229,000 | 343 |
| U.S. Government agency obligations | $1,142,145,000 | 117 |
| Securities issued by states & political subdivisions | $1,488,125,000 | 19 |
| Other domestic debt securities | $64,789,000 | 176 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $64,789,000 | 107 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $4,569,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,805,813,000 | 56 |
| Mortgage-backed securities | $1,026,746,000 | 121 |
| Certificates of participation in pools of residential mortgages | $407,858,000 | 137 |
| Issued or guaranteed by U.S. | $407,858,000 | 136 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $329,438,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $329,438,000 | 118 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $289,450,000 | 61 |
| Commercial mortgage pass-through securities | $26,982,000 | 146 |
| Other commercial mortgage-backed securities | $262,468,000 | 56 |
| Held to maturity securities (book value) | $130,000 | 2,092 |
| Available-for-sale securities (fair market value) | $2,709,727,000 | 72 |
| Total debt securities | $2,705,288,000 | 91 |
| 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 | $2,777,019,000 | 88 |
| U.S. Government securities | $1,203,267,000 | 121 |
| U.S. Treasury securities | $10,298,000 | 345 |
| U.S. Government agency obligations | $1,192,969,000 | 114 |
| Securities issued by states & political subdivisions | $1,503,612,000 | 19 |
| Other domestic debt securities | $65,550,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $65,550,000 | 107 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $4,590,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,718,683,000 | 65 |
| Mortgage-backed securities | $1,070,940,000 | 117 |
| Certificates of participation in pools of residential mortgages | $433,377,000 | 131 |
| Issued or guaranteed by U.S. | $433,377,000 | 130 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $344,414,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $344,414,000 | 114 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $293,149,000 | 65 |
| Commercial mortgage pass-through securities | $27,494,000 | 130 |
| Other commercial mortgage-backed securities | $265,655,000 | 55 |
| Held to maturity securities (book value) | $137,000 | 2,132 |
| Available-for-sale securities (fair market value) | $2,776,882,000 | 67 |
| Total debt securities | $2,772,429,000 | 88 |
| 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 | $2,748,239,000 | 89 |
| U.S. Government securities | $1,219,128,000 | 121 |
| U.S. Treasury securities | $10,315,000 | 345 |
| U.S. Government agency obligations | $1,208,813,000 | 113 |
| Securities issued by states & political subdivisions | $1,458,414,000 | 19 |
| Other domestic debt securities | $66,136,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $66,136,000 | 106 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,561,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,768,000 | 66 |
| Mortgage-backed securities | $1,076,592,000 | 114 |
| Certificates of participation in pools of residential mortgages | $424,474,000 | 130 |
| Issued or guaranteed by U.S. | $424,474,000 | 129 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $357,194,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $357,194,000 | 116 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $294,924,000 | 63 |
| Commercial mortgage pass-through securities | $27,545,000 | 127 |
| Other commercial mortgage-backed securities | $267,379,000 | 53 |
| Held to maturity securities (book value) | $146,000 | 2,171 |
| Available-for-sale securities (fair market value) | $2,748,093,000 | 68 |
| Total debt securities | $2,743,679,000 | 89 |
| 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 | $2,719,210,000 | 88 |
| U.S. Government securities | $1,192,264,000 | 122 |
| U.S. Treasury securities | $10,282,000 | 378 |
| U.S. Government agency obligations | $1,181,982,000 | 115 |
| Securities issued by states & political subdivisions | $1,439,190,000 | 19 |
| Other domestic debt securities | $83,254,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $83,254,000 | 91 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,502,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,570,000 | 63 |
| Mortgage-backed securities | $1,034,302,000 | 118 |
| Certificates of participation in pools of residential mortgages | $388,135,000 | 136 |
| Issued or guaranteed by U.S. | $388,135,000 | 134 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $367,781,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $367,781,000 | 114 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $278,386,000 | 63 |
| Commercial mortgage pass-through securities | $32,587,000 | 102 |
| Other commercial mortgage-backed securities | $245,799,000 | 52 |
| Held to maturity securities (book value) | $278,000 | 2,130 |
| Available-for-sale securities (fair market value) | $2,718,932,000 | 70 |
| Total debt securities | $2,714,709,000 | 88 |
| 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 | $2,723,178,000 | 85 |
| U.S. Government securities | $1,207,070,000 | 120 |
| U.S. Treasury securities | $10,398,000 | 353 |
| U.S. Government agency obligations | $1,196,672,000 | 111 |
| Securities issued by states & political subdivisions | $1,425,204,000 | 18 |
| Other domestic debt securities | $86,343,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $86,343,000 | 88 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $4,561,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,667,548,000 | 66 |
| Mortgage-backed securities | $1,042,360,000 | 113 |
| Certificates of participation in pools of residential mortgages | $416,427,000 | 126 |
| Issued or guaranteed by U.S. | $416,427,000 | 125 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $387,381,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $387,381,000 | 108 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $238,552,000 | 64 |
| Commercial mortgage pass-through securities | $28,632,000 | 103 |
| Other commercial mortgage-backed securities | $209,920,000 | 56 |
| Held to maturity securities (book value) | $286,000 | 2,145 |
| Available-for-sale securities (fair market value) | $2,722,892,000 | 67 |
| Total debt securities | $2,718,618,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,714,986,000 | 83 |
| U.S. Government securities | $1,245,924,000 | 116 |
| U.S. Treasury securities | $10,416,000 | 350 |
| U.S. Government agency obligations | $1,235,508,000 | 111 |
| Securities issued by states & political subdivisions | $1,372,359,000 | 19 |
| Other domestic debt securities | $92,188,000 | 141 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $92,188,000 | 80 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $4,515,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,543,543,000 | 70 |
| Mortgage-backed securities | $1,071,055,000 | 110 |
| Certificates of participation in pools of residential mortgages | $435,866,000 | 124 |
| Issued or guaranteed by U.S. | $435,866,000 | 123 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $403,129,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $403,129,000 | 110 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $232,060,000 | 62 |
| Commercial mortgage pass-through securities | $28,665,000 | 95 |
| Other commercial mortgage-backed securities | $203,395,000 | 53 |
| Held to maturity securities (book value) | $295,000 | 2,180 |
| Available-for-sale securities (fair market value) | $2,714,691,000 | 66 |
| Total debt securities | $2,710,472,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,674,924,000 | 81 |
| U.S. Government securities | $1,285,829,000 | 112 |
| U.S. Treasury securities | $10,461,000 | 348 |
| U.S. Government agency obligations | $1,275,368,000 | 107 |
| Securities issued by states & political subdivisions | $1,291,368,000 | 20 |
| Other domestic debt securities | $93,158,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $93,158,000 | 82 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $4,569,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,602,606,000 | 70 |
| Mortgage-backed securities | $1,101,137,000 | 106 |
| Certificates of participation in pools of residential mortgages | $467,986,000 | 116 |
| Issued or guaranteed by U.S. | $467,986,000 | 115 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $422,091,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $422,091,000 | 104 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $211,060,000 | 64 |
| Commercial mortgage pass-through securities | $29,820,000 | 90 |
| Other commercial mortgage-backed securities | $181,240,000 | 56 |
| Held to maturity securities (book value) | $310,000 | 2,171 |
| Available-for-sale securities (fair market value) | $2,674,614,000 | 66 |
| Total debt securities | $2,670,352,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,401,812,000 | 89 |
| U.S. Government securities | $1,147,590,000 | 122 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,147,590,000 | 115 |
| Securities issued by states & political subdivisions | $1,155,630,000 | 22 |
| Other domestic debt securities | $94,065,000 | 139 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $94,065,000 | 82 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,527,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,682,000 | 68 |
| Mortgage-backed securities | $1,018,714,000 | 112 |
| Certificates of participation in pools of residential mortgages | $439,916,000 | 126 |
| Issued or guaranteed by U.S. | $439,916,000 | 125 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $416,948,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $416,948,000 | 105 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $161,850,000 | 71 |
| Commercial mortgage pass-through securities | $27,866,000 | 90 |
| Other commercial mortgage-backed securities | $133,984,000 | 59 |
| Held to maturity securities (book value) | $441,000 | 2,143 |
| Available-for-sale securities (fair market value) | $2,401,371,000 | 71 |
| Total debt securities | $2,397,285,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,239,869,000 | 93 |
| U.S. Government securities | $1,050,211,000 | 123 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,050,211,000 | 119 |
| Securities issued by states & political subdivisions | $1,090,130,000 | 22 |
| Other domestic debt securities | $95,038,000 | 136 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $95,038,000 | 85 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,490,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,430,133,000 | 75 |
| Mortgage-backed securities | $943,786,000 | 117 |
| Certificates of participation in pools of residential mortgages | $446,837,000 | 120 |
| Issued or guaranteed by U.S. | $446,837,000 | 119 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $336,321,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $336,321,000 | 119 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $160,628,000 | 72 |
| Commercial mortgage pass-through securities | $28,216,000 | 88 |
| Other commercial mortgage-backed securities | $132,412,000 | 61 |
| Held to maturity securities (book value) | $555,000 | 2,111 |
| Available-for-sale securities (fair market value) | $2,239,314,000 | 75 |
| Total debt securities | $2,235,378,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,161,984,000 | 101 |
| U.S. Government securities | $998,653,000 | 128 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $998,653,000 | 125 |
| Securities issued by states & political subdivisions | $1,062,893,000 | 21 |
| Other domestic debt securities | $95,940,000 | 137 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $95,940,000 | 87 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,498,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,415,104,000 | 76 |
| Mortgage-backed securities | $878,536,000 | 121 |
| Certificates of participation in pools of residential mortgages | $365,016,000 | 142 |
| Issued or guaranteed by U.S. | $365,016,000 | 140 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $352,042,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $352,042,000 | 119 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $161,478,000 | 67 |
| Commercial mortgage pass-through securities | $28,639,000 | 86 |
| Other commercial mortgage-backed securities | $132,839,000 | 57 |
| Held to maturity securities (book value) | $567,000 | 2,121 |
| Available-for-sale securities (fair market value) | $2,161,417,000 | 80 |
| Total debt securities | $2,157,487,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,151,103,000 | 99 |
| U.S. Government securities | $1,009,426,000 | 129 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,009,426,000 | 126 |
| Securities issued by states & political subdivisions | $1,040,799,000 | 21 |
| Other domestic debt securities | $96,422,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $96,422,000 | 88 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,456,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,329,068,000 | 80 |
| Mortgage-backed securities | $875,663,000 | 126 |
| Certificates of participation in pools of residential mortgages | $346,594,000 | 147 |
| Issued or guaranteed by U.S. | $346,594,000 | 146 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $366,943,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $366,943,000 | 116 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $162,126,000 | 63 |
| Commercial mortgage pass-through securities | $29,033,000 | 80 |
| Other commercial mortgage-backed securities | $133,093,000 | 54 |
| Held to maturity securities (book value) | $582,000 | 2,114 |
| Available-for-sale securities (fair market value) | $2,150,521,000 | 80 |
| Total debt securities | $2,146,648,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,046,146,000 | 103 |
| U.S. Government securities | $957,675,000 | 133 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $957,675,000 | 130 |
| Securities issued by states & political subdivisions | $979,992,000 | 22 |
| Other domestic debt securities | $105,062,000 | 139 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $105,062,000 | 82 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,417,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,147,955,000 | 88 |
| Mortgage-backed securities | $819,587,000 | 133 |
| Certificates of participation in pools of residential mortgages | $321,606,000 | 154 |
| Issued or guaranteed by U.S. | $321,606,000 | 153 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $359,726,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $359,726,000 | 118 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $138,255,000 | 66 |
| Commercial mortgage pass-through securities | $29,549,000 | 76 |
| Other commercial mortgage-backed securities | $108,706,000 | 56 |
| Held to maturity securities (book value) | $684,000 | 2,091 |
| Available-for-sale securities (fair market value) | $2,045,462,000 | 79 |
| Total debt securities | $2,042,728,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,963,865,000 | 105 |
| U.S. Government securities | $893,269,000 | 140 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $893,269,000 | 138 |
| Securities issued by states & political subdivisions | $961,027,000 | 21 |
| Other domestic debt securities | $106,096,000 | 138 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $106,096,000 | 80 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,473,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,061,307,000 | 92 |
| Mortgage-backed securities | $748,656,000 | 135 |
| Certificates of participation in pools of residential mortgages | $252,787,000 | 183 |
| Issued or guaranteed by U.S. | $252,787,000 | 182 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $357,122,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $357,122,000 | 115 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $138,747,000 | 65 |
| Commercial mortgage pass-through securities | $30,454,000 | 74 |
| Other commercial mortgage-backed securities | $108,293,000 | 52 |
| Held to maturity securities (book value) | $799,000 | 2,038 |
| Available-for-sale securities (fair market value) | $1,963,066,000 | 84 |
| Total debt securities | $1,960,392,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,962,607,000 | 108 |
| U.S. Government securities | $860,155,000 | 144 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $860,155,000 | 142 |
| Securities issued by states & political subdivisions | $990,624,000 | 21 |
| Other domestic debt securities | $108,352,000 | 139 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $108,352,000 | 79 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,476,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $969,296,000 | 93 |
| Mortgage-backed securities | $701,676,000 | 144 |
| Certificates of participation in pools of residential mortgages | $173,309,000 | 261 |
| Issued or guaranteed by U.S. | $173,309,000 | 259 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $387,350,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $387,350,000 | 111 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $141,017,000 | 64 |
| Commercial mortgage pass-through securities | $31,730,000 | 69 |
| Other commercial mortgage-backed securities | $109,287,000 | 52 |
| Held to maturity securities (book value) | $886,000 | 1,957 |
| Available-for-sale securities (fair market value) | $1,961,721,000 | 87 |
| Total debt securities | $1,959,130,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,946,018,000 | 110 |
| U.S. Government securities | $923,322,000 | 136 |
| U.S. Treasury securities | $6,039,000 | 416 |
| U.S. Government agency obligations | $917,283,000 | 134 |
| Securities issued by states & political subdivisions | $906,025,000 | 23 |
| Other domestic debt securities | $113,067,000 | 137 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $113,067,000 | 79 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,604,000 | 340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,758,000 | 100 |
| Mortgage-backed securities | $723,919,000 | 142 |
| Certificates of participation in pools of residential mortgages | $163,936,000 | 285 |
| Issued or guaranteed by U.S. | $163,936,000 | 284 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $429,055,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $429,055,000 | 97 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $130,928,000 | 59 |
| Commercial mortgage pass-through securities | $34,309,000 | 62 |
| Other commercial mortgage-backed securities | $96,619,000 | 52 |
| Held to maturity securities (book value) | $903,000 | 1,936 |
| Available-for-sale securities (fair market value) | $1,945,115,000 | 90 |
| Total debt securities | $1,942,415,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,806,839,000 | 111 |
| U.S. Government securities | $852,482,000 | 145 |
| U.S. Treasury securities | $6,090,000 | 406 |
| U.S. Government agency obligations | $846,392,000 | 144 |
| Securities issued by states & political subdivisions | $831,717,000 | 24 |
| Other domestic debt securities | $119,009,000 | 130 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $119,009,000 | 72 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $3,631,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $844,388,000 | 106 |
| Mortgage-backed securities | $622,912,000 | 157 |
| Certificates of participation in pools of residential mortgages | $176,613,000 | 259 |
| Issued or guaranteed by U.S. | $176,613,000 | 257 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $401,057,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $401,057,000 | 111 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $45,242,000 | 93 |
| Commercial mortgage pass-through securities | $35,340,000 | 45 |
| Other commercial mortgage-backed securities | $9,902,000 | 109 |
| Held to maturity securities (book value) | $1,061,000 | 1,896 |
| Available-for-sale securities (fair market value) | $1,805,778,000 | 92 |
| Total debt securities | $1,803,206,000 | 111 |
| 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 | $752,582,000 | 209 |
| U.S. Government securities | $386,331,000 | 294 |
| U.S. Treasury securities | $10,124,000 | 252 |
| U.S. Government agency obligations | $376,207,000 | 294 |
| Securities issued by states & political subdivisions | $315,022,000 | 59 |
| Other domestic debt securities | $50,132,000 | 248 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $50,132,000 | 146 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,097,000 | 572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,506,000 | 195 |
| Mortgage-backed securities | $266,348,000 | 337 |
| Certificates of participation in pools of residential mortgages | $67,016,000 | 684 |
| Issued or guaranteed by U.S. | $67,016,000 | 682 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $182,030,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $182,030,000 | 206 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $17,302,000 | 138 |
| Commercial mortgage pass-through securities | $17,302,000 | 65 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $78,000 | 2,510 |
| Available-for-sale securities (fair market value) | $752,504,000 | 180 |
| Total debt securities | $751,485,000 | 206 |
| 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 | $786,511,000 | 198 |
| U.S. Government securities | $424,408,000 | 276 |
| U.S. Treasury securities | $10,177,000 | 255 |
| U.S. Government agency obligations | $414,231,000 | 279 |
| Securities issued by states & political subdivisions | $310,037,000 | 57 |
| Other domestic debt securities | $50,977,000 | 241 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $50,977,000 | 134 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,089,000 | 565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $457,757,000 | 162 |
| Mortgage-backed securities | $289,886,000 | 314 |
| Certificates of participation in pools of residential mortgages | $71,436,000 | 656 |
| Issued or guaranteed by U.S. | $71,436,000 | 655 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $200,560,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $200,560,000 | 194 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $17,890,000 | 130 |
| Commercial mortgage pass-through securities | $17,890,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $80,000 | 2,537 |
| Available-for-sale securities (fair market value) | $786,431,000 | 172 |
| Total debt securities | $785,422,000 | 196 |
| 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 | $804,189,000 | 200 |
| U.S. Government securities | $457,458,000 | 265 |
| U.S. Treasury securities | $10,230,000 | 267 |
| U.S. Government agency obligations | $447,228,000 | 266 |
| Securities issued by states & political subdivisions | $295,663,000 | 58 |
| Other domestic debt securities | $49,993,000 | 240 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $49,993,000 | 134 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,075,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $408,919,000 | 174 |
| Mortgage-backed securities | $314,733,000 | 293 |
| Certificates of participation in pools of residential mortgages | $76,308,000 | 634 |
| Issued or guaranteed by U.S. | $76,308,000 | 634 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $220,224,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $220,224,000 | 188 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $18,201,000 | 119 |
| Commercial mortgage pass-through securities | $18,201,000 | 61 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $82,000 | 2,596 |
| Available-for-sale securities (fair market value) | $804,107,000 | 176 |
| Total debt securities | $803,113,000 | 199 |
| 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 | $747,012,000 | 207 |
| U.S. Government securities | $424,468,000 | 276 |
| U.S. Treasury securities | $10,288,000 | 251 |
| U.S. Government agency obligations | $414,180,000 | 274 |
| Securities issued by states & political subdivisions | $271,700,000 | 62 |
| Other domestic debt securities | $49,769,000 | 252 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $49,769,000 | 128 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,075,000 | 537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $410,245,000 | 157 |
| Mortgage-backed securities | $291,955,000 | 305 |
| Certificates of participation in pools of residential mortgages | $65,539,000 | 693 |
| Issued or guaranteed by U.S. | $65,539,000 | 691 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $216,362,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $216,362,000 | 180 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $10,054,000 | 119 |
| Commercial mortgage pass-through securities | $10,054,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $85,000 | 2,696 |
| Available-for-sale securities (fair market value) | $746,927,000 | 178 |
| Total debt securities | $745,937,000 | 206 |
| 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 | $674,729,000 | 228 |
| U.S. Government securities | $395,353,000 | 285 |
| U.S. Treasury securities | $10,344,000 | 264 |
| U.S. Government agency obligations | $385,009,000 | 280 |
| Securities issued by states & political subdivisions | $234,237,000 | 68 |
| Other domestic debt securities | $44,067,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $44,067,000 | 139 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,072,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,370,000 | 187 |
| Mortgage-backed securities | $272,321,000 | 309 |
| Certificates of participation in pools of residential mortgages | $61,246,000 | 711 |
| Issued or guaranteed by U.S. | $61,246,000 | 707 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $200,894,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $200,894,000 | 187 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $10,181,000 | 107 |
| Commercial mortgage pass-through securities | $10,181,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $87,000 | 2,726 |
| Available-for-sale securities (fair market value) | $674,642,000 | 199 |
| Total debt securities | $673,657,000 | 224 |
| 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 | $626,405,000 | 248 |
| U.S. Government securities | $401,192,000 | 275 |
| U.S. Treasury securities | $10,374,000 | 294 |
| U.S. Government agency obligations | $390,818,000 | 275 |
| Securities issued by states & political subdivisions | $209,689,000 | 79 |
| Other domestic debt securities | $14,472,000 | 567 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $14,472,000 | 306 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,052,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,674,000 | 177 |
| Mortgage-backed securities | $277,686,000 | 304 |
| Certificates of participation in pools of residential mortgages | $65,307,000 | 648 |
| Issued or guaranteed by U.S. | $65,307,000 | 645 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $202,838,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $202,838,000 | 176 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $9,541,000 | 98 |
| Commercial mortgage pass-through securities | $9,541,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $89,000 | 2,768 |
| Available-for-sale securities (fair market value) | $626,316,000 | 214 |
| Total debt securities | $625,353,000 | 245 |
| 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 | $617,791,000 | 246 |
| U.S. Government securities | $400,050,000 | 273 |
| U.S. Treasury securities | $10,367,000 | 319 |
| U.S. Government agency obligations | $389,683,000 | 267 |
| Securities issued by states & political subdivisions | $199,222,000 | 83 |
| Other domestic debt securities | $17,487,000 | 517 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $17,487,000 | 272 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,032,000 | 570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,381,000 | 178 |
| Mortgage-backed securities | $254,028,000 | 320 |
| Certificates of participation in pools of residential mortgages | $68,884,000 | 588 |
| Issued or guaranteed by U.S. | $68,884,000 | 585 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $175,777,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $175,777,000 | 186 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $9,367,000 | 93 |
| Commercial mortgage pass-through securities | $9,367,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $92,000 | 2,783 |
| Available-for-sale securities (fair market value) | $617,699,000 | 216 |
| Total debt securities | $616,758,000 | 243 |
| 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 | $592,357,000 | 252 |
| U.S. Government securities | $358,102,000 | 282 |
| U.S. Treasury securities | $10,400,000 | 316 |
| U.S. Government agency obligations | $347,702,000 | 282 |
| Securities issued by states & political subdivisions | $198,844,000 | 83 |
| Other domestic debt securities | $34,380,000 | 348 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $9,796,000 | 81 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $24,584,000 | 198 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,031,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,755,000 | 178 |
| Mortgage-backed securities | $229,224,000 | 337 |
| Certificates of participation in pools of residential mortgages | $68,923,000 | 570 |
| Issued or guaranteed by U.S. | $68,923,000 | 565 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $150,505,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $150,505,000 | 204 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $9,796,000 | 81 |
| Commercial mortgage pass-through securities | $9,796,000 | 44 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $544,000 | 2,372 |
| Available-for-sale securities (fair market value) | $591,813,000 | 221 |
| Total debt securities | $591,326,000 | 248 |
| 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 | $579,953,000 | 238 |
| U.S. Government securities | $354,109,000 | 272 |
| U.S. Treasury securities | $10,486,000 | 292 |
| U.S. Government agency obligations | $343,623,000 | 272 |
| Securities issued by states & political subdivisions | $196,314,000 | 81 |
| Other domestic debt securities | $28,299,000 | 398 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $28,299,000 | 180 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,231,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $353,137,000 | 176 |
| Mortgage-backed securities | $205,949,000 | 342 |
| Certificates of participation in pools of residential mortgages | $70,173,000 | 539 |
| Issued or guaranteed by U.S. | $70,173,000 | 533 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $135,776,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $135,776,000 | 225 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $545,000 | 2,431 |
| Available-for-sale securities (fair market value) | $579,408,000 | 205 |
| Total debt securities | $578,723,000 | 235 |
| 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 | $571,226,000 | 233 |
| U.S. Government securities | $359,852,000 | 270 |
| U.S. Treasury securities | $10,407,000 | 282 |
| U.S. Government agency obligations | $349,445,000 | 267 |
| Securities issued by states & political subdivisions | $182,021,000 | 78 |
| Other domestic debt securities | $28,134,000 | 393 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $28,134,000 | 169 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,219,000 | 605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $326,491,000 | 186 |
| Mortgage-backed securities | $204,243,000 | 340 |
| Certificates of participation in pools of residential mortgages | $65,818,000 | 568 |
| Issued or guaranteed by U.S. | $65,818,000 | 563 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $138,425,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $138,425,000 | 207 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $923,000 | 2,323 |
| Available-for-sale securities (fair market value) | $570,303,000 | 200 |
| Total debt securities | $570,006,000 | 230 |
| 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 | $557,925,000 | 236 |
| U.S. Government securities | $351,951,000 | 280 |
| U.S. Treasury securities | $10,260,000 | 280 |
| U.S. Government agency obligations | $341,691,000 | 272 |
| Securities issued by states & political subdivisions | $179,881,000 | 84 |
| Other domestic debt securities | $24,906,000 | 443 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $24,906,000 | 180 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,187,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,361,000 | 198 |
| Mortgage-backed securities | $194,587,000 | 369 |
| Certificates of participation in pools of residential mortgages | $75,049,000 | 524 |
| Issued or guaranteed by U.S. | $75,049,000 | 522 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $119,538,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $119,538,000 | 225 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $924,000 | 2,370 |
| Available-for-sale securities (fair market value) | $557,001,000 | 206 |
| Total debt securities | $556,738,000 | 233 |
| 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 | $487,877,000 | 271 |
| U.S. Government securities | $277,120,000 | 334 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $277,120,000 | 323 |
| Securities issued by states & political subdivisions | $173,664,000 | 86 |
| Other domestic debt securities | $35,917,000 | 365 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $35,917,000 | 145 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,176,000 | 621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,475,000 | 214 |
| Mortgage-backed securities | $177,993,000 | 400 |
| Certificates of participation in pools of residential mortgages | $74,958,000 | 539 |
| Issued or guaranteed by U.S. | $74,958,000 | 536 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $103,035,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $103,035,000 | 234 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $4,132,000 | 1,656 |
| Available-for-sale securities (fair market value) | $483,745,000 | 233 |
| Total debt securities | $486,702,000 | 268 |
| 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 | $503,446,000 | 269 |
| U.S. Government securities | $285,705,000 | 318 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $285,705,000 | 308 |
| Securities issued by states & political subdivisions | $179,065,000 | 87 |
| Other domestic debt securities | $37,493,000 | 376 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $37,493,000 | 139 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,183,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,718,000 | 223 |
| Mortgage-backed securities | $186,335,000 | 401 |
| Certificates of participation in pools of residential mortgages | $79,402,000 | 532 |
| Issued or guaranteed by U.S. | $79,402,000 | 528 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $106,933,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $106,933,000 | 219 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $4,152,000 | 1,696 |
| Available-for-sale securities (fair market value) | $499,294,000 | 229 |
| Total debt securities | $502,265,000 | 257 |
| 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 | $469,544,000 | 286 |
| U.S. Government securities | $258,191,000 | 351 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $258,191,000 | 339 |
| Securities issued by states & political subdivisions | $172,119,000 | 90 |
| Other domestic debt securities | $38,067,000 | 390 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $38,067,000 | 150 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,167,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,421,000 | 222 |
| Mortgage-backed securities | $164,213,000 | 443 |
| Certificates of participation in pools of residential mortgages | $72,532,000 | 584 |
| Issued or guaranteed by U.S. | $72,532,000 | 576 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $91,681,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $91,681,000 | 233 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $4,989,000 | 1,606 |
| Available-for-sale securities (fair market value) | $464,555,000 | 247 |
| Total debt securities | $468,376,000 | 275 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $5,002,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $468,165,000 | 284 |
| U.S. Government securities | $267,316,000 | 351 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $267,316,000 | 342 |
| Securities issued by states & political subdivisions | $163,575,000 | 84 |
| Other domestic debt securities | $36,106,000 | 383 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,106,000 | 141 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,168,000 | 724 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,702,000 | 213 |
| Mortgage-backed securities | $172,703,000 | 437 |
| Certificates of participation in pools of residential mortgages | $62,530,000 | 687 |
| Issued or guaranteed by U.S. | $62,530,000 | 674 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $110,173,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $110,173,000 | 205 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,561,000 | 1,557 |
| Available-for-sale securities (fair market value) | $462,604,000 | 250 |
| Total debt securities | $466,997,000 | 280 |
| 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 | $480,959,000 | 274 |
| U.S. Government securities | $288,849,000 | 314 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $288,849,000 | 302 |
| Securities issued by states & political subdivisions | $156,886,000 | 89 |
| Other domestic debt securities | $34,077,000 | 382 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,077,000 | 137 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,147,000 | 694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,554,000 | 195 |
| Mortgage-backed securities | $174,733,000 | 408 |
| Certificates of participation in pools of residential mortgages | $65,358,000 | 643 |
| Issued or guaranteed by U.S. | $65,358,000 | 633 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $109,375,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $109,375,000 | 200 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,151,000 | 1,291 |
| Available-for-sale securities (fair market value) | $472,808,000 | 239 |
| Total debt securities | $479,812,000 | 267 |
| 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 | $429,631,000 | 295 |
| U.S. Government securities | $264,693,000 | 322 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $264,693,000 | 316 |
| Securities issued by states & political subdivisions | $143,612,000 | 93 |
| Other domestic debt securities | $20,221,000 | 522 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,221,000 | 221 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,105,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,114,000 | 232 |
| Mortgage-backed securities | $163,753,000 | 414 |
| Certificates of participation in pools of residential mortgages | $65,491,000 | 612 |
| Issued or guaranteed by U.S. | $65,491,000 | 604 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $98,262,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $98,262,000 | 195 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,199,000 | 1,301 |
| Available-for-sale securities (fair market value) | $421,432,000 | 255 |
| Total debt securities | $428,527,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $55,192,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $396,667,000 | 325 |
| U.S. Government securities | $245,783,000 | 344 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $245,783,000 | 337 |
| Securities issued by states & political subdivisions | $128,155,000 | 118 |
| Other domestic debt securities | $21,635,000 | 519 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,635,000 | 233 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,094,000 | 981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,996,000 | 242 |
| Mortgage-backed securities | $150,898,000 | 447 |
| Certificates of participation in pools of residential mortgages | $62,016,000 | 652 |
| Issued or guaranteed by U.S. | $62,016,000 | 646 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $88,882,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $88,882,000 | 211 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,266,000 | 1,279 |
| Available-for-sale securities (fair market value) | $388,401,000 | 279 |
| Total debt securities | $395,572,000 | 319 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $18,000 | 262 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $397,173,000 | 332 |
| U.S. Government securities | $252,201,000 | 340 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $252,201,000 | 331 |
| Securities issued by states & political subdivisions | $125,170,000 | 122 |
| Other domestic debt securities | $18,710,000 | 564 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,710,000 | 264 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,092,000 | 1,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,971,000 | 244 |
| Mortgage-backed securities | $158,781,000 | 415 |
| Certificates of participation in pools of residential mortgages | $65,678,000 | 589 |
| Issued or guaranteed by U.S. | $65,678,000 | 583 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $93,103,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $93,103,000 | 208 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,361,000 | 1,269 |
| Available-for-sale securities (fair market value) | $388,812,000 | 292 |
| Total debt securities | $396,079,000 | 318 |
| 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 | $396,875,000 | 333 |
| U.S. Government securities | $261,853,000 | 336 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $261,853,000 | 326 |
| Securities issued by states & political subdivisions | $115,384,000 | 128 |
| Other domestic debt securities | $18,548,000 | 535 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,548,000 | 265 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,090,000 | 963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,199,000 | 246 |
| Mortgage-backed securities | $157,314,000 | 393 |
| Certificates of participation in pools of residential mortgages | $62,536,000 | 552 |
| Issued or guaranteed by U.S. | $62,536,000 | 545 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $94,778,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $94,778,000 | 196 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,418,000 | 1,325 |
| Available-for-sale securities (fair market value) | $388,457,000 | 290 |
| Total debt securities | $395,785,000 | 321 |
| 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 | $386,404,000 | 344 |
| U.S. Government securities | $240,168,000 | 372 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $240,168,000 | 363 |
| Securities issued by states & political subdivisions | $113,408,000 | 124 |
| Other domestic debt securities | $31,765,000 | 381 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,765,000 | 179 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,063,000 | 939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,946,000 | 285 |
| Mortgage-backed securities | $137,917,000 | 420 |
| Certificates of participation in pools of residential mortgages | $48,215,000 | 669 |
| Issued or guaranteed by U.S. | $48,215,000 | 660 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $89,702,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $89,702,000 | 194 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,483,000 | 1,372 |
| Available-for-sale securities (fair market value) | $377,921,000 | 300 |
| Total debt securities | $385,340,000 | 334 |
| 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 | $401,309,000 | 339 |
| U.S. Government securities | $257,879,000 | 362 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $257,879,000 | 355 |
| Securities issued by states & political subdivisions | $110,983,000 | 124 |
| Other domestic debt securities | $31,505,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,505,000 | 167 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $942,000 | 1,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,816,000 | 281 |
| Mortgage-backed securities | $141,743,000 | 417 |
| Certificates of participation in pools of residential mortgages | $49,725,000 | 657 |
| Issued or guaranteed by U.S. | $49,725,000 | 647 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $92,018,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $92,018,000 | 201 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,576,000 | 1,361 |
| Available-for-sale securities (fair market value) | $392,733,000 | 294 |
| Total debt securities | $400,366,000 | 330 |
| 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 | $375,073,000 | 365 |
| U.S. Government securities | $244,378,000 | 379 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $244,378,000 | 371 |
| Securities issued by states & political subdivisions | $104,888,000 | 134 |
| Other domestic debt securities | $24,853,000 | 430 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,853,000 | 201 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $954,000 | 1,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,170,000 | 282 |
| Mortgage-backed securities | $120,699,000 | 473 |
| Certificates of participation in pools of residential mortgages | $38,286,000 | 799 |
| Issued or guaranteed by U.S. | $38,286,000 | 789 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $82,413,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $82,413,000 | 210 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,431,000 | 1,399 |
| Available-for-sale securities (fair market value) | $366,642,000 | 307 |
| Total debt securities | $374,118,000 | 352 |
| 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 | $403,483,000 | 337 |
| U.S. Government securities | $269,589,000 | 356 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $269,589,000 | 349 |
| Securities issued by states & political subdivisions | $108,105,000 | 128 |
| Other domestic debt securities | $24,844,000 | 424 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,844,000 | 205 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $945,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,890,000 | 286 |
| Mortgage-backed securities | $125,374,000 | 471 |
| Certificates of participation in pools of residential mortgages | $39,711,000 | 791 |
| Issued or guaranteed by U.S. | $39,711,000 | 781 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $85,663,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $85,663,000 | 214 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,061,000 | 1,386 |
| Available-for-sale securities (fair market value) | $394,422,000 | 283 |
| Total debt securities | $402,538,000 | 325 |
| 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 | $381,125,000 | 357 |
| U.S. Government securities | $275,950,000 | 356 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $275,950,000 | 345 |
| Securities issued by states & political subdivisions | $91,435,000 | 164 |
| Other domestic debt securities | $12,802,000 | 621 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,802,000 | 340 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $938,000 | 1,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,694,000 | 301 |
| Mortgage-backed securities | $130,884,000 | 460 |
| Certificates of participation in pools of residential mortgages | $41,139,000 | 785 |
| Issued or guaranteed by U.S. | $41,139,000 | 775 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $89,745,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $89,745,000 | 209 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,218,000 | 1,415 |
| Available-for-sale securities (fair market value) | $371,907,000 | 303 |
| Total debt securities | $380,188,000 | 348 |
| 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 | $377,067,000 | 367 |
| U.S. Government securities | $287,104,000 | 353 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $287,104,000 | 343 |
| Securities issued by states & political subdivisions | $80,371,000 | 184 |
| Other domestic debt securities | $8,681,000 | 778 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,681,000 | 461 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $911,000 | 1,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,127,000 | 314 |
| Mortgage-backed securities | $135,649,000 | 446 |
| Certificates of participation in pools of residential mortgages | $41,980,000 | 774 |
| Issued or guaranteed by U.S. | $41,980,000 | 766 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $93,669,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $93,669,000 | 204 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,352,000 | 1,336 |
| Available-for-sale securities (fair market value) | $366,715,000 | 317 |
| Total debt securities | $376,155,000 | 360 |
| 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 | $369,250,000 | 378 |
| U.S. Government securities | $277,048,000 | 369 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $277,048,000 | 356 |
| Securities issued by states & political subdivisions | $79,445,000 | 190 |
| Other domestic debt securities | $11,838,000 | 653 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,838,000 | 385 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $919,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,479,000 | 342 |
| Mortgage-backed securities | $125,739,000 | 473 |
| Certificates of participation in pools of residential mortgages | $40,133,000 | 815 |
| Issued or guaranteed by U.S. | $40,133,000 | 806 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $85,606,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $85,606,000 | 211 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,780,000 | 1,059 |
| Available-for-sale securities (fair market value) | $353,470,000 | 333 |
| Total debt securities | $368,331,000 | 369 |
| 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 | $354,520,000 | 398 |
| U.S. Government securities | $262,533,000 | 401 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $262,533,000 | 384 |
| Securities issued by states & political subdivisions | $79,181,000 | 188 |
| Other domestic debt securities | $11,879,000 | 666 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,879,000 | 398 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $927,000 | 1,151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,104,000 | 448 |
| Mortgage-backed securities | $124,756,000 | 488 |
| Certificates of participation in pools of residential mortgages | $41,738,000 | 807 |
| Issued or guaranteed by U.S. | $41,738,000 | 802 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $83,018,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $83,018,000 | 221 |
| 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) | $21,089,000 | 890 |
| Available-for-sale securities (fair market value) | $333,431,000 | 352 |
| Total debt securities | $353,593,000 | 391 |
| 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 | $354,554,000 | 400 |
| U.S. Government securities | $266,582,000 | 389 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $266,582,000 | 374 |
| Securities issued by states & political subdivisions | $79,885,000 | 183 |
| Other domestic debt securities | $7,162,000 | 898 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,162,000 | 586 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $925,000 | 1,173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,927,000 | 434 |
| Mortgage-backed securities | $130,816,000 | 480 |
| Certificates of participation in pools of residential mortgages | $44,317,000 | 780 |
| Issued or guaranteed by U.S. | $44,317,000 | 776 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $86,499,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $86,499,000 | 219 |
| 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) | $26,241,000 | 760 |
| Available-for-sale securities (fair market value) | $328,313,000 | 357 |
| Total debt securities | $353,628,000 | 391 |
| 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 | $366,810,000 | 384 |
| U.S. Government securities | $280,768,000 | 375 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $280,768,000 | 360 |
| Securities issued by states & political subdivisions | $79,385,000 | 179 |
| Other domestic debt securities | $5,719,000 | 1,027 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,719,000 | 700 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $938,000 | 1,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,511,000 | 406 |
| Mortgage-backed securities | $140,830,000 | 463 |
| Certificates of participation in pools of residential mortgages | $46,883,000 | 755 |
| Issued or guaranteed by U.S. | $46,883,000 | 749 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $93,947,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $93,947,000 | 219 |
| 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) | $29,313,000 | 704 |
| Available-for-sale securities (fair market value) | $337,497,000 | 346 |
| Total debt securities | $365,870,000 | 379 |
| 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 | $375,884,000 | 377 |
| U.S. Government securities | $286,397,000 | 366 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $286,397,000 | 351 |
| Securities issued by states & political subdivisions | $78,499,000 | 177 |
| Other domestic debt securities | $10,064,000 | 774 |
| Privately issued residential mortgage-backed securities | $2,959,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,105,000 | 647 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $924,000 | 1,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,564,000 | 405 |
| Mortgage-backed securities | $146,132,000 | 465 |
| Certificates of participation in pools of residential mortgages | $48,666,000 | 744 |
| Issued or guaranteed by U.S. | $45,707,000 | 781 |
| Privately issued | $2,959,000 | 80 |
| Collaterized mortgage obligations | $97,466,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $97,466,000 | 220 |
| 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) | $33,933,000 | 654 |
| Available-for-sale securities (fair market value) | $341,951,000 | 349 |
| Total debt securities | $374,961,000 | 374 |
| 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 | $311,641,000 | 456 |
| U.S. Government securities | $220,965,000 | 487 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $220,965,000 | 462 |
| Securities issued by states & political subdivisions | $82,775,000 | 165 |
| Other domestic debt securities | $7,177,000 | 960 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,177,000 | 672 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $724,000 | 1,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,191,000 | 574 |
| Mortgage-backed securities | $113,542,000 | 564 |
| Certificates of participation in pools of residential mortgages | $43,534,000 | 839 |
| Issued or guaranteed by U.S. | $43,534,000 | 834 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $70,008,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $70,008,000 | 274 |
| 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) | $38,582,000 | 587 |
| Available-for-sale securities (fair market value) | $273,059,000 | 437 |
| Total debt securities | $310,917,000 | 444 |
| 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 | $331,723,000 | 426 |
| U.S. Government securities | $236,244,000 | 459 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $236,244,000 | 428 |
| Securities issued by states & political subdivisions | $87,463,000 | 151 |
| Other domestic debt securities | $7,284,000 | 947 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,284,000 | 670 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $732,000 | 1,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,802,000 | 535 |
| Mortgage-backed securities | $118,405,000 | 547 |
| Certificates of participation in pools of residential mortgages | $46,187,000 | 798 |
| Issued or guaranteed by U.S. | $46,187,000 | 794 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,218,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $72,218,000 | 269 |
| 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) | $43,262,000 | 520 |
| Available-for-sale securities (fair market value) | $288,461,000 | 417 |
| Total debt securities | $330,993,000 | 418 |
| 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 | $342,360,000 | 421 |
| U.S. Government securities | $246,282,000 | 440 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $246,282,000 | 416 |
| Securities issued by states & political subdivisions | $86,026,000 | 151 |
| Other domestic debt securities | $9,339,000 | 849 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,339,000 | 592 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $713,000 | 1,394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,810,000 | 540 |
| Mortgage-backed securities | $120,980,000 | 538 |
| Certificates of participation in pools of residential mortgages | $47,863,000 | 782 |
| Issued or guaranteed by U.S. | $47,863,000 | 778 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $73,117,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $73,117,000 | 271 |
| 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) | $49,213,000 | 477 |
| Available-for-sale securities (fair market value) | $293,147,000 | 416 |
| Total debt securities | $341,648,000 | 412 |
| 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 | $349,994,000 | 409 |
| U.S. Government securities | $247,970,000 | 446 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $247,970,000 | 429 |
| Securities issued by states & political subdivisions | $91,744,000 | 138 |
| Other domestic debt securities | $9,546,000 | 884 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,546,000 | 616 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $734,000 | 1,452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,584,000 | 591 |
| Mortgage-backed securities | $126,650,000 | 537 |
| Certificates of participation in pools of residential mortgages | $52,883,000 | 733 |
| Issued or guaranteed by U.S. | $52,883,000 | 727 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $73,767,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $73,767,000 | 285 |
| 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) | $56,067,000 | 387 |
| Available-for-sale securities (fair market value) | $293,927,000 | 427 |
| Total debt securities | $349,260,000 | 397 |
| 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 | $348,339,000 | 420 |
| U.S. Government securities | $239,010,000 | 477 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $239,010,000 | 462 |
| Securities issued by states & political subdivisions | $95,353,000 | 141 |
| Other domestic debt securities | $13,252,000 | 719 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,252,000 | 530 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $724,000 | 1,463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,769,000 | 594 |
| Mortgage-backed securities | $123,931,000 | 558 |
| Certificates of participation in pools of residential mortgages | $54,342,000 | 729 |
| Issued or guaranteed by U.S. | $54,342,000 | 721 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $69,589,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $69,589,000 | 327 |
| 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) | $59,930,000 | 368 |
| Available-for-sale securities (fair market value) | $288,409,000 | 446 |
| Total debt securities | $347,616,000 | 410 |
| 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 | $337,969,000 | 440 |
| U.S. Government securities | $226,624,000 | 496 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $226,624,000 | 479 |
| Securities issued by states & political subdivisions | $96,778,000 | 134 |
| Other domestic debt securities | $13,839,000 | 715 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,839,000 | 540 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $728,000 | 1,520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,795,000 | 592 |
| Mortgage-backed securities | $111,831,000 | 602 |
| Certificates of participation in pools of residential mortgages | $53,274,000 | 740 |
| Issued or guaranteed by U.S. | $53,274,000 | 735 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $58,557,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $58,557,000 | 365 |
| 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) | $65,405,000 | 320 |
| Available-for-sale securities (fair market value) | $272,564,000 | 466 |
| Total debt securities | $337,243,000 | 428 |
| 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 | $329,648,000 | 446 |
| U.S. Government securities | $233,384,000 | 478 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $233,384,000 | 460 |
| Securities issued by states & political subdivisions | $81,432,000 | 163 |
| Other domestic debt securities | $14,081,000 | 738 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,081,000 | 554 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $751,000 | 1,525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,601,000 | 525 |
| Mortgage-backed securities | $112,061,000 | 605 |
| Certificates of participation in pools of residential mortgages | $47,851,000 | 785 |
| Issued or guaranteed by U.S. | $47,851,000 | 782 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $64,210,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $64,210,000 | 362 |
| 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) | $77,558,000 | 275 |
| Available-for-sale securities (fair market value) | $252,090,000 | 476 |
| Total debt securities | $328,896,000 | 437 |
| 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 | $298,531,000 | 480 |
| U.S. Government securities | $213,754,000 | 506 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $213,754,000 | 486 |
| Securities issued by states & political subdivisions | $69,037,000 | 185 |
| Other domestic debt securities | $15,012,000 | 728 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,012,000 | 528 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $728,000 | 1,523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,766,000 | 563 |
| Mortgage-backed securities | $127,144,000 | 545 |
| Certificates of participation in pools of residential mortgages | $8,196,000 | 2,660 |
| Issued or guaranteed by U.S. | $8,196,000 | 2,645 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $118,948,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $118,948,000 | 250 |
| 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) | $81,409,000 | 265 |
| Available-for-sale securities (fair market value) | $217,122,000 | 533 |
| Total debt securities | $297,801,000 | 464 |
| 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 | $266,458,000 | 507 |
| U.S. Government securities | $171,963,000 | 576 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $171,963,000 | 556 |
| Securities issued by states & political subdivisions | $71,695,000 | 171 |
| Other domestic debt securities | $22,070,000 | 555 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,070,000 | 399 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $730,000 | 1,520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,502,000 | 569 |
| Mortgage-backed securities | $94,589,000 | 654 |
| Certificates of participation in pools of residential mortgages | $10,029,000 | 2,342 |
| Issued or guaranteed by U.S. | $10,029,000 | 2,329 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $84,560,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $84,560,000 | 289 |
| 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) | $89,435,000 | 239 |
| Available-for-sale securities (fair market value) | $177,023,000 | 615 |
| Total debt securities | $265,728,000 | 489 |
| 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 | $250,737,000 | 481 |
| U.S. Government securities | $153,453,000 | 568 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $153,453,000 | 543 |
| Securities issued by states & political subdivisions | $71,443,000 | 166 |
| Other domestic debt securities | $25,841,000 | 520 |
| Privately issued residential mortgage-backed securities | $813,000 | 865 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,028,000 | 361 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,767,000 | 585 |
| Mortgage-backed securities | $77,100,000 | 689 |
| Certificates of participation in pools of residential mortgages | $16,621,000 | 1,497 |
| Issued or guaranteed by U.S. | $16,621,000 | 1,489 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $60,479,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $59,666,000 | 358 |
| Privately issued | $813,000 | 784 |
| 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) | $126,575,000 | 163 |
| Available-for-sale securities (fair market value) | $124,162,000 | 776 |
| Total debt securities | $250,737,000 | 462 |
| 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 | $230,267,000 | 515 |
| U.S. Government securities | $140,575,000 | 613 |
| U.S. Treasury securities | $2,010,000 | 1,921 |
| U.S. Government agency obligations | $138,565,000 | 579 |
| Securities issued by states & political subdivisions | $63,324,000 | 181 |
| Other domestic debt securities | $25,378,000 | 459 |
| Privately issued residential mortgage-backed securities | $1,765,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,613,000 | 373 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $990,000 | 2,547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,729,000 | 583 |
| Mortgage-backed securities | $60,102,000 | 688 |
| Certificates of participation in pools of residential mortgages | $24,010,000 | 940 |
| Issued or guaranteed by U.S. | $24,010,000 | 932 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $36,092,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $34,327,000 | 419 |
| Privately issued | $1,765,000 | 534 |
| 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) | $141,797,000 | 191 |
| Available-for-sale securities (fair market value) | $88,470,000 | 986 |
| Total debt securities | $229,277,000 | 497 |
| 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 | $210,079,000 | 583 |
| U.S. Government securities | $139,647,000 | 648 |
| U.S. Treasury securities | $2,020,000 | 2,625 |
| U.S. Government agency obligations | $137,627,000 | 592 |
| Securities issued by states & political subdivisions | $52,618,000 | 242 |
| Other domestic debt securities | $16,824,000 | 613 |
| Privately issued residential mortgage-backed securities | $2,802,000 | 514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,022,000 | 528 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $990,000 | 2,429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,019,000 | 609 |
| Mortgage-backed securities | $49,041,000 | 883 |
| Certificates of participation in pools of residential mortgages | $12,181,000 | 1,634 |
| Issued or guaranteed by U.S. | $12,181,000 | 1,622 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $36,860,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $34,058,000 | 461 |
| Privately issued | $2,802,000 | 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) | $138,611,000 | 211 |
| Available-for-sale securities (fair market value) | $71,468,000 | 1,219 |
| Total debt securities | $209,089,000 | 566 |
| 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 | $206,446,000 | 602 |
| U.S. Government securities | $146,077,000 | 633 |
| U.S. Treasury securities | $4,036,000 | 2,624 |
| U.S. Government agency obligations | $142,041,000 | 568 |
| Securities issued by states & political subdivisions | $42,381,000 | 301 |
| Other domestic debt securities | $16,998,000 | 559 |
| Privately issued residential mortgage-backed securities | $3,069,000 | 466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,929,000 | 477 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $990,000 | 2,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,251,000 | 659 |
| Mortgage-backed securities | $43,382,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | $4,571,000 | 3,105 |
| Issued or guaranteed by U.S. | $4,571,000 | 3,092 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $38,811,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $35,742,000 | 459 |
| Privately issued | $3,069,000 | 396 |
| 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) | $140,531,000 | 218 |
| Available-for-sale securities (fair market value) | $65,915,000 | 1,335 |
| Total debt securities | $205,456,000 | 584 |
| 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 | $214,233,000 | 580 |
| U.S. Government securities | $173,428,000 | 593 |
| U.S. Treasury securities | $27,589,000 | 689 |
| U.S. Government agency obligations | $145,839,000 | 563 |
| Securities issued by states & political subdivisions | $26,797,000 | 454 |
| Other domestic debt securities | $13,018,000 | 485 |
| Privately issued residential mortgage-backed securities | $3,050,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,968,000 | 425 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $990,000 | 2,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,826,000 | 689 |
| Mortgage-backed securities | $41,131,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $8,405,000 | 2,167 |
| Issued or guaranteed by U.S. | $8,405,000 | 2,154 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $32,726,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $29,676,000 | 497 |
| Privately issued | $3,050,000 | 281 |
| 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) | $172,110,000 | 220 |
| Available-for-sale securities (fair market value) | $42,123,000 | 1,903 |
| Total debt securities | $213,243,000 | 568 |
| 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 | $209,278,000 | 614 |
| U.S. Government securities | $171,492,000 | 615 |
| U.S. Treasury securities | $43,566,000 | 537 |
| U.S. Government agency obligations | $127,926,000 | 635 |
| Securities issued by states & political subdivisions | $21,708,000 | 573 |
| Other domestic debt securities | $11,021,000 | 534 |
| Privately issued residential mortgage-backed securities | $1,003,000 | 731 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,018,000 | 384 |
| Foreign debt securities | $4,067,000 | 71 |
| Equity securities | $990,000 | 2,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,905,000 | 839 |
| Mortgage-backed securities | $30,474,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $10,268,000 | 2,125 |
| Issued or guaranteed by U.S. | $10,268,000 | 2,104 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $20,206,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $19,203,000 | 685 |
| Privately issued | $1,003,000 | 552 |
| 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) | $186,790,000 | 222 |
| Available-for-sale securities (fair market value) | $22,488,000 | 3,478 |
| Total debt securities | $208,288,000 | 599 |
| 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 | $200,719,000 | 669 |
| U.S. Government securities | $172,882,000 | 633 |
| U.S. Treasury securities | $51,874,000 | 535 |
| U.S. Government agency obligations | $121,008,000 | 664 |
| Securities issued by states & political subdivisions | $14,884,000 | 906 |
| Other domestic debt securities | $7,746,000 | 817 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,746,000 | 587 |
| Foreign debt securities | $4,217,000 | 82 |
| Equity securities | $990,000 | 2,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,203,000 | 832 |
| Mortgage-backed securities | $17,510,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $10,698,000 | 2,084 |
| Issued or guaranteed by U.S. | $10,698,000 | 2,061 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $6,812,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $6,812,000 | 1,705 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $192,917,000 | 230 |
| Available-for-sale securities (fair market value) | $7,802,000 | 6,850 |
| Total debt securities | $199,729,000 | 661 |
| 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 | $217,890,000 | 641 |
| U.S. Government securities | $199,016,000 | 591 |
| U.S. Treasury securities | $55,645,000 | 624 |
| U.S. Government agency obligations | $143,371,000 | 562 |
| Securities issued by states & political subdivisions | $13,517,000 | 1,027 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $4,367,000 | 78 |
| Equity securities | $990,000 | 2,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,412,000 | 1,029 |
| Mortgage-backed securities | $13,589,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $7,074,000 | 2,802 |
| Issued or guaranteed by U.S. | $7,074,000 | 2,792 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,515,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $6,515,000 | 1,847 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $210,385,000 | 425 |
| Available-for-sale securities (fair market value) | $7,505,000 | 5,656 |
| Total debt securities | $216,900,000 | 633 |
| 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 | $214,661,000 | 679 |
| U.S. Government securities | $195,702,000 | 620 |
| U.S. Treasury securities | $36,826,000 | 1,026 |
| U.S. Government agency obligations | $158,876,000 | 526 |
| Securities issued by states & political subdivisions | $13,718,000 | 1,031 |
| Other domestic debt securities | $2,002,000 | 2,384 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,002,000 | 1,803 |
| Foreign debt securities | $2,249,000 | 123 |
| Equity securities | $990,000 | 2,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,569,000 | 957 |
| Mortgage-backed securities | $18,278,000 | 2,426 |
| Certificates of participation in pools of residential mortgages | $11,223,000 | 2,300 |
| Issued or guaranteed by U.S. | $11,223,000 | 2,271 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,055,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $7,055,000 | 1,993 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $213,671,000 | 667 |
| 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 | $227,857,000 | 624 |
| U.S. Government securities | $202,858,000 | 569 |
| U.S. Treasury securities | $40,800,000 | 914 |
| U.S. Government agency obligations | $162,058,000 | 487 |
| Securities issued by states & political subdivisions | $8,906,000 | 1,523 |
| Other domestic debt securities | $103,000 | 6,616 |
| Privately issued residential mortgage-backed securities | $103,000 | 3,469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $15,990,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,871,000 | 936 |
| Mortgage-backed securities | $14,900,000 | 2,846 |
| Certificates of participation in pools of residential mortgages | $14,797,000 | 1,901 |
| Issued or guaranteed by U.S. | $14,797,000 | 1,863 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $103,000 | 6,926 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $103,000 | 2,976 |
| 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 | $211,867,000 | 647 |
| 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 |