Home > Five Star Bank > Securities
Five Star Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,035,886,000 | 238 |
| U.S. Government securities | $962,965,000 | 194 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $962,965,000 | 176 |
| Securities issued by states & political subdivisions | $68,854,000 | 666 |
| Other domestic debt securities | $4,071,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $325,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $3,746,000 | 391 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,031,751,000 | 142 |
| Mortgage-backed securities | $924,966,000 | 156 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $674,854,000 | 119 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $58,106,000 | 359 |
| Privately issued | $325,000 | 416 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $104,304,000 | 104 |
| Other commercial mortgage-backed securities | $87,377,000 | 136 |
| Held to maturity securities (book value) | $148,160,000 | 299 |
| Available-for-sale securities (fair market value) | $887,730,000 | 218 |
| Total debt securities | $1,035,890,000 | 235 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 154 |
| Fair value | $9,815,000 | 146 |
| Trading account assets | $37,517,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,519,000 | 55 |
| 2023-09-30 | Rank | |
| Total securities | $1,008,419,000 | 247 |
| U.S. Government securities | $931,792,000 | 200 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $931,792,000 | 181 |
| Securities issued by states & political subdivisions | $72,666,000 | 615 |
| Other domestic debt securities | $3,965,000 | 1,451 |
| Privately issued residential mortgage-backed securities | $325,000 | 542 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $3,640,000 | 393 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,004,519,000 | 144 |
| Mortgage-backed securities | $894,732,000 | 157 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $605,155,000 | 133 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $54,307,000 | 367 |
| Privately issued | $325,000 | 411 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $149,926,000 | 90 |
| Other commercial mortgage-backed securities | $85,019,000 | 133 |
| Held to maturity securities (book value) | $154,208,000 | 293 |
| Available-for-sale securities (fair market value) | $854,215,000 | 221 |
| Total debt securities | $1,008,423,000 | 244 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 153 |
| Fair value | $9,558,000 | 149 |
| Trading account assets | $56,724,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $56,725,000 | 56 |
| 2023-06-30 | Rank | |
| Total securities | $1,072,015,000 | 238 |
| U.S. Government securities | $991,936,000 | 193 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $991,936,000 | 179 |
| Securities issued by states & political subdivisions | $76,066,000 | 621 |
| Other domestic debt securities | $4,017,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $332,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $3,685,000 | 374 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,067,341,000 | 142 |
| Mortgage-backed securities | $954,569,000 | 152 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $652,427,000 | 122 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $57,550,000 | 360 |
| Privately issued | $332,000 | 408 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $153,056,000 | 89 |
| Other commercial mortgage-backed securities | $91,204,000 | 126 |
| Held to maturity securities (book value) | $159,897,000 | 279 |
| Available-for-sale securities (fair market value) | $912,122,000 | 216 |
| Total debt securities | $1,072,019,000 | 235 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 170 |
| Fair value | $9,621,000 | 164 |
| Trading account assets | $43,944,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,947,000 | 54 |
| 2023-03-31 | Rank | |
| Total securities | $1,125,494,000 | 243 |
| U.S. Government securities | $1,027,750,000 | 198 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,027,750,000 | 173 |
| Securities issued by states & political subdivisions | $93,678,000 | 526 |
| Other domestic debt securities | $4,071,000 | 1,488 |
| Privately issued residential mortgage-backed securities | $343,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $3,728,000 | 373 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,119,351,000 | 128 |
| Mortgage-backed securities | $990,035,000 | 157 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $676,652,000 | 125 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $61,064,000 | 368 |
| Privately issued | $343,000 | 421 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $156,001,000 | 95 |
| Other commercial mortgage-backed securities | $95,975,000 | 131 |
| Held to maturity securities (book value) | $180,057,000 | 272 |
| Available-for-sale securities (fair market value) | $945,442,000 | 217 |
| Total debt securities | $1,125,499,000 | 240 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 192 |
| Fair value | $9,750,000 | 185 |
| Trading account assets | $36,784,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,788,000 | 55 |
| 2022-12-31 | Rank | |
| Total securities | $1,143,346,000 | 251 |
| U.S. Government securities | $1,036,760,000 | 201 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,036,760,000 | 173 |
| Securities issued by states & political subdivisions | $97,583,000 | 507 |
| Other domestic debt securities | $9,008,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $337,000 | 590 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $8,671,000 | 283 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $1,136,613,000 | 104 |
| Mortgage-backed securities | $999,619,000 | 160 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $682,455,000 | 132 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,130,000 | 366 |
| Privately issued | $337,000 | 421 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $156,838,000 | 93 |
| Other commercial mortgage-backed securities | $96,859,000 | 132 |
| Held to maturity securities (book value) | $188,980,000 | 278 |
| Available-for-sale securities (fair market value) | $954,371,000 | 222 |
| Total debt securities | $1,143,351,000 | 246 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 202 |
| Fair value | $9,040,000 | 209 |
| Trading account assets | $47,736,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $47,738,000 | 56 |
| 2022-09-30 | Rank | |
| Total securities | $1,163,069,000 | 250 |
| U.S. Government securities | $1,051,665,000 | 201 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,051,665,000 | 175 |
| Securities issued by states & political subdivisions | $102,419,000 | 492 |
| Other domestic debt securities | $8,990,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $344,000 | 579 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $8,646,000 | 217 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $1,156,047,000 | 101 |
| Mortgage-backed securities | $1,014,577,000 | 162 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $690,296,000 | 130 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $66,341,000 | 353 |
| Privately issued | $344,000 | 427 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $157,245,000 | 96 |
| Other commercial mortgage-backed securities | $100,351,000 | 135 |
| Held to maturity securities (book value) | $197,543,000 | 268 |
| Available-for-sale securities (fair market value) | $965,531,000 | 224 |
| Total debt securities | $1,163,074,000 | 246 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 194 |
| Fair value | $9,619,000 | 188 |
| Trading account assets | $49,502,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $49,505,000 | 59 |
| 2022-06-30 | Rank | |
| Total securities | $1,261,951,000 | 237 |
| U.S. Government securities | $1,155,613,000 | 192 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,155,613,000 | 170 |
| Securities issued by states & political subdivisions | $105,978,000 | 495 |
| Other domestic debt securities | $365,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $365,000 | 587 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| 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 | $1,254,872,000 | 99 |
| Mortgage-backed securities | $1,117,500,000 | 160 |
| Certificates of participation in pools of residential mortgages | $756,672,000 | 130 |
| Issued or guaranteed by U.S. | $756,672,000 | 129 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $72,855,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $72,490,000 | 343 |
| Privately issued | $365,000 | 427 |
| Commercial mortgage-backed securities | $287,973,000 | 140 |
| Commercial mortgage pass-through securities | $171,273,000 | 92 |
| Other commercial mortgage-backed securities | $116,700,000 | 145 |
| Held to maturity securities (book value) | $204,938,000 | 248 |
| Available-for-sale securities (fair market value) | $1,057,018,000 | 217 |
| Total debt securities | $1,261,956,000 | 234 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 181 |
| Fair value | $9,928,000 | 174 |
| Trading account assets | $33,034,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $33,038,000 | 58 |
| 2022-03-31 | Rank | |
| Total securities | $1,330,535,000 | 234 |
| U.S. Government securities | $1,206,676,000 | 188 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,206,676,000 | 166 |
| Securities issued by states & political subdivisions | $123,474,000 | 433 |
| Other domestic debt securities | $391,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $391,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| 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 | $1,324,423,000 | 93 |
| Mortgage-backed securities | $1,177,762,000 | 153 |
| Certificates of participation in pools of residential mortgages | $791,873,000 | 130 |
| Issued or guaranteed by U.S. | $791,873,000 | 128 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $79,572,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $79,181,000 | 327 |
| Privately issued | $391,000 | 403 |
| Commercial mortgage-backed securities | $306,317,000 | 134 |
| Commercial mortgage pass-through securities | $181,558,000 | 87 |
| Other commercial mortgage-backed securities | $124,759,000 | 140 |
| Held to maturity securities (book value) | $211,179,000 | 219 |
| Available-for-sale securities (fair market value) | $1,119,362,000 | 214 |
| Total debt securities | $1,330,541,000 | 231 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $21,011,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,016,000 | 62 |
| 2021-12-31 | Rank | |
| Total securities | $1,384,096,000 | 224 |
| U.S. Government securities | $1,272,292,000 | 179 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,272,292,000 | 167 |
| Securities issued by states & political subdivisions | $111,399,000 | 508 |
| Other domestic debt securities | $410,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $410,000 | 526 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| 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 | $1,378,162,000 | 94 |
| Mortgage-backed securities | $1,256,811,000 | 153 |
| Certificates of participation in pools of residential mortgages | $840,330,000 | 124 |
| Issued or guaranteed by U.S. | $840,330,000 | 123 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $88,936,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $88,526,000 | 309 |
| Privately issued | $410,000 | 357 |
| Commercial mortgage-backed securities | $327,545,000 | 127 |
| Commercial mortgage pass-through securities | $193,200,000 | 83 |
| Other commercial mortgage-backed securities | $134,345,000 | 138 |
| Held to maturity securities (book value) | $205,586,000 | 177 |
| Available-for-sale securities (fair market value) | $1,178,515,000 | 211 |
| Total debt securities | $1,384,102,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $14,702,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,708,000 | 68 |
| 2021-09-30 | Rank | |
| Total securities | $1,316,085,000 | 217 |
| U.S. Government securities | $1,198,858,000 | 179 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,198,858,000 | 164 |
| Securities issued by states & political subdivisions | $116,812,000 | 456 |
| Other domestic debt securities | $420,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $420,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| 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 | $1,310,111,000 | 92 |
| Mortgage-backed securities | $1,192,747,000 | 155 |
| Certificates of participation in pools of residential mortgages | $797,481,000 | 124 |
| Issued or guaranteed by U.S. | $797,481,000 | 123 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $88,021,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $87,601,000 | 300 |
| Privately issued | $420,000 | 342 |
| Commercial mortgage-backed securities | $307,245,000 | 132 |
| Commercial mortgage pass-through securities | $200,733,000 | 86 |
| Other commercial mortgage-backed securities | $106,512,000 | 145 |
| Held to maturity securities (book value) | $218,140,000 | 156 |
| Available-for-sale securities (fair market value) | $1,097,950,000 | 215 |
| Total debt securities | $1,316,090,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $14,653,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,658,000 | 73 |
| 2021-06-30 | Rank | |
| Total securities | $1,121,703,000 | 229 |
| U.S. Government securities | $1,007,848,000 | 197 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,007,848,000 | 182 |
| Securities issued by states & political subdivisions | $113,437,000 | 447 |
| Other domestic debt securities | $424,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $424,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| 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 | $1,075,462,000 | 104 |
| Mortgage-backed securities | $1,001,709,000 | 163 |
| Certificates of participation in pools of residential mortgages | $669,257,000 | 134 |
| Issued or guaranteed by U.S. | $669,257,000 | 131 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $86,984,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $86,560,000 | 299 |
| Privately issued | $424,000 | 335 |
| Commercial mortgage-backed securities | $245,468,000 | 143 |
| Commercial mortgage pass-through securities | $185,100,000 | 86 |
| Other commercial mortgage-backed securities | $60,368,000 | 212 |
| Held to maturity securities (book value) | $218,864,000 | 143 |
| Available-for-sale securities (fair market value) | $902,845,000 | 238 |
| Total debt securities | $1,121,709,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $15,108,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,972,000 | 73 |
| 2021-03-31 | Rank | |
| Total securities | $1,009,616,000 | 235 |
| U.S. Government securities | $869,927,000 | 201 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $869,927,000 | 187 |
| Securities issued by states & political subdivisions | $139,264,000 | 335 |
| Other domestic debt securities | $432,000 | 1,997 |
| Privately issued residential mortgage-backed securities | $432,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| 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 | $1,001,845,000 | 103 |
| Mortgage-backed securities | $853,826,000 | 173 |
| Certificates of participation in pools of residential mortgages | $532,051,000 | 146 |
| Issued or guaranteed by U.S. | $532,051,000 | 146 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $96,392,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $95,960,000 | 267 |
| Privately issued | $432,000 | 328 |
| Commercial mortgage-backed securities | $225,383,000 | 145 |
| Commercial mortgage pass-through securities | $183,882,000 | 80 |
| Other commercial mortgage-backed securities | $41,501,000 | 250 |
| Held to maturity securities (book value) | $256,134,000 | 124 |
| Available-for-sale securities (fair market value) | $753,489,000 | 262 |
| Total debt securities | $1,009,622,000 | 233 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 63 |
| Fair value | $9,941,000 | 64 |
| Trading account assets | $16,176,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,580,000 | 77 |
| 2020-12-31 | Rank | |
| Total securities | $900,025,000 | 245 |
| U.S. Government securities | $755,091,000 | 208 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $755,091,000 | 195 |
| Securities issued by states & political subdivisions | $144,506,000 | 298 |
| Other domestic debt securities | $435,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $435,000 | 490 |
| 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 | $891,365,000 | 111 |
| Mortgage-backed securities | $748,890,000 | 179 |
| Certificates of participation in pools of residential mortgages | $439,004,000 | 158 |
| Issued or guaranteed by U.S. | $439,004,000 | 156 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $77,328,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $76,893,000 | 299 |
| Privately issued | $435,000 | 320 |
| Commercial mortgage-backed securities | $232,558,000 | 139 |
| Commercial mortgage pass-through securities | $189,730,000 | 71 |
| Other commercial mortgage-backed securities | $42,828,000 | 231 |
| Held to maturity securities (book value) | $271,973,000 | 107 |
| Available-for-sale securities (fair market value) | $628,059,000 | 278 |
| Total debt securities | $900,032,000 | 242 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $19,626,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,837,000 | 74 |
| 2020-09-30 | Rank | |
| Total securities | $806,917,000 | 252 |
| U.S. Government securities | $654,879,000 | 216 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $654,879,000 | 206 |
| Securities issued by states & political subdivisions | $151,611,000 | 255 |
| Other domestic debt securities | $435,000 | 1,911 |
| Privately issued residential mortgage-backed securities | $435,000 | 490 |
| 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 | $798,255,000 | 122 |
| Mortgage-backed securities | $648,658,000 | 191 |
| Certificates of participation in pools of residential mortgages | $311,813,000 | 187 |
| Issued or guaranteed by U.S. | $311,813,000 | 186 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $105,102,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $104,667,000 | 244 |
| Privately issued | $435,000 | 308 |
| Commercial mortgage-backed securities | $231,743,000 | 134 |
| Commercial mortgage pass-through securities | $187,719,000 | 66 |
| Other commercial mortgage-backed securities | $44,024,000 | 217 |
| Held to maturity securities (book value) | $290,954,000 | 102 |
| Available-for-sale securities (fair market value) | $515,971,000 | 297 |
| Total debt securities | $806,925,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $23,079,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,498,000 | 73 |
| 2020-06-30 | Rank | |
| Total securities | $779,285,000 | 245 |
| U.S. Government securities | $619,321,000 | 216 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $619,321,000 | 206 |
| Securities issued by states & political subdivisions | $159,530,000 | 228 |
| Other domestic debt securities | $442,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $442,000 | 465 |
| 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 | $770,357,000 | 120 |
| Mortgage-backed securities | $613,093,000 | 191 |
| Certificates of participation in pools of residential mortgages | $260,392,000 | 205 |
| Issued or guaranteed by U.S. | $260,392,000 | 203 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $117,020,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $116,578,000 | 229 |
| Privately issued | $442,000 | 288 |
| Commercial mortgage-backed securities | $235,681,000 | 130 |
| Commercial mortgage pass-through securities | $191,915,000 | 61 |
| Other commercial mortgage-backed securities | $43,766,000 | 214 |
| Held to maturity securities (book value) | $309,880,000 | 96 |
| Available-for-sale securities (fair market value) | $469,413,000 | 317 |
| Total debt securities | $779,293,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $23,335,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,868,000 | 73 |
| 2020-03-31 | Rank | |
| Total securities | $791,084,000 | 235 |
| U.S. Government securities | $603,194,000 | 220 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $603,194,000 | 208 |
| Securities issued by states & political subdivisions | $187,401,000 | 166 |
| Other domestic debt securities | $502,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $502,000 | 469 |
| 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 | $777,972,000 | 120 |
| Mortgage-backed securities | $593,617,000 | 193 |
| Certificates of participation in pools of residential mortgages | $226,460,000 | 228 |
| Issued or guaranteed by U.S. | $226,460,000 | 225 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $125,450,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $124,948,000 | 217 |
| Privately issued | $502,000 | 285 |
| Commercial mortgage-backed securities | $241,707,000 | 127 |
| Commercial mortgage pass-through securities | $202,535,000 | 60 |
| Other commercial mortgage-backed securities | $39,172,000 | 224 |
| Held to maturity securities (book value) | $346,252,000 | 89 |
| Available-for-sale securities (fair market value) | $444,845,000 | 321 |
| Total debt securities | $791,097,000 | 232 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $19,921,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,431,000 | 79 |
| 2019-12-31 | Rank | |
| Total securities | $776,917,000 | 237 |
| U.S. Government securities | $584,085,000 | 227 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $584,085,000 | 215 |
| Securities issued by states & political subdivisions | $192,214,000 | 149 |
| Other domestic debt securities | $618,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $618,000 | 427 |
| 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 | $768,747,000 | 113 |
| Mortgage-backed securities | $557,827,000 | 204 |
| Certificates of participation in pools of residential mortgages | $198,813,000 | 246 |
| Issued or guaranteed by U.S. | $198,813,000 | 242 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $131,268,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $130,650,000 | 209 |
| Privately issued | $618,000 | 268 |
| Commercial mortgage-backed securities | $227,746,000 | 126 |
| Commercial mortgage pass-through securities | $195,316,000 | 58 |
| Other commercial mortgage-backed securities | $32,430,000 | 246 |
| Held to maturity securities (book value) | $359,000,000 | 88 |
| Available-for-sale securities (fair market value) | $417,917,000 | 325 |
| Total debt securities | $776,918,000 | 234 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $6,599,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,720,000 | 81 |
| 2019-09-30 | Rank | |
| Total securities | $781,746,000 | 229 |
| U.S. Government securities | $583,345,000 | 224 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $583,345,000 | 212 |
| Securities issued by states & political subdivisions | $197,743,000 | 136 |
| Other domestic debt securities | $658,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $658,000 | 441 |
| 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 | $772,879,000 | 110 |
| Mortgage-backed securities | $511,207,000 | 207 |
| Certificates of participation in pools of residential mortgages | $154,310,000 | 281 |
| Issued or guaranteed by U.S. | $154,310,000 | 277 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $150,525,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $149,867,000 | 193 |
| Privately issued | $658,000 | 253 |
| Commercial mortgage-backed securities | $206,372,000 | 128 |
| Commercial mortgage pass-through securities | $183,483,000 | 60 |
| Other commercial mortgage-backed securities | $22,889,000 | 294 |
| Held to maturity securities (book value) | $386,305,000 | 91 |
| Available-for-sale securities (fair market value) | $395,441,000 | 334 |
| Total debt securities | $781,746,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $7,593,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,807,000 | 84 |
| 2019-06-30 | Rank | |
| Total securities | $805,119,000 | 227 |
| U.S. Government securities | $604,155,000 | 225 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $604,155,000 | 212 |
| Securities issued by states & political subdivisions | $200,274,000 | 136 |
| Other domestic debt securities | $690,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $690,000 | 400 |
| 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 | $783,288,000 | 113 |
| Mortgage-backed securities | $493,660,000 | 218 |
| Certificates of participation in pools of residential mortgages | $152,860,000 | 285 |
| Issued or guaranteed by U.S. | $152,860,000 | 285 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $144,470,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $143,780,000 | 196 |
| Privately issued | $690,000 | 258 |
| Commercial mortgage-backed securities | $196,330,000 | 128 |
| Commercial mortgage pass-through securities | $175,736,000 | 56 |
| Other commercial mortgage-backed securities | $20,594,000 | 296 |
| Held to maturity securities (book value) | $398,610,000 | 93 |
| Available-for-sale securities (fair market value) | $406,509,000 | 323 |
| Total debt securities | $805,118,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $5,199,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,692,000 | 91 |
| 2019-03-31 | Rank | |
| Total securities | $866,529,000 | 214 |
| U.S. Government securities | $633,646,000 | 221 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $633,646,000 | 205 |
| Securities issued by states & political subdivisions | $232,160,000 | 121 |
| Other domestic debt securities | $723,000 | 1,637 |
| Privately issued residential mortgage-backed securities | $723,000 | 399 |
| 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 | $853,522,000 | 107 |
| Mortgage-backed securities | $489,994,000 | 216 |
| Certificates of participation in pools of residential mortgages | $146,059,000 | 303 |
| Issued or guaranteed by U.S. | $146,059,000 | 303 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $152,422,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $151,699,000 | 193 |
| Privately issued | $723,000 | 261 |
| Commercial mortgage-backed securities | $191,513,000 | 122 |
| Commercial mortgage pass-through securities | $170,878,000 | 57 |
| Other commercial mortgage-backed securities | $20,635,000 | 282 |
| Held to maturity securities (book value) | $438,984,000 | 89 |
| Available-for-sale securities (fair market value) | $427,545,000 | 320 |
| Total debt securities | $866,529,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $6,951,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,587,000 | 92 |
| 2018-12-31 | Rank | |
| Total securities | $892,258,000 | 211 |
| U.S. Government securities | $656,647,000 | 209 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $656,647,000 | 196 |
| Securities issued by states & political subdivisions | $234,844,000 | 119 |
| Other domestic debt securities | $767,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $767,000 | 369 |
| 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 | $876,958,000 | 110 |
| Mortgage-backed securities | $505,386,000 | 212 |
| Certificates of participation in pools of residential mortgages | $145,763,000 | 300 |
| Issued or guaranteed by U.S. | $145,763,000 | 298 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $161,689,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $160,922,000 | 188 |
| Privately issued | $767,000 | 259 |
| Commercial mortgage-backed securities | $197,934,000 | 115 |
| Commercial mortgage pass-through securities | $180,817,000 | 55 |
| Other commercial mortgage-backed securities | $17,117,000 | 296 |
| Held to maturity securities (book value) | $446,581,000 | 91 |
| Available-for-sale securities (fair market value) | $445,677,000 | 302 |
| Total debt securities | $892,257,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $3,113,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,006,000 | 101 |
| 2018-09-30 | Rank | |
| Total securities | $917,933,000 | 203 |
| U.S. Government securities | $675,446,000 | 200 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $675,446,000 | 190 |
| Securities issued by states & political subdivisions | $241,637,000 | 114 |
| Other domestic debt securities | $850,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $850,000 | 309 |
| 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 | $905,154,000 | 103 |
| Mortgage-backed securities | $524,487,000 | 206 |
| Certificates of participation in pools of residential mortgages | $146,631,000 | 297 |
| Issued or guaranteed by U.S. | $146,631,000 | 296 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $166,659,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $165,809,000 | 185 |
| Privately issued | $850,000 | 253 |
| Commercial mortgage-backed securities | $211,197,000 | 106 |
| Commercial mortgage pass-through securities | $193,770,000 | 45 |
| Other commercial mortgage-backed securities | $17,427,000 | 285 |
| Held to maturity securities (book value) | $459,623,000 | 91 |
| Available-for-sale securities (fair market value) | $458,310,000 | 299 |
| Total debt securities | $917,930,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $561,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $361,000 | 124 |
| 2018-06-30 | Rank | |
| Total securities | $967,031,000 | 198 |
| U.S. Government securities | $715,303,000 | 193 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $715,303,000 | 184 |
| Securities issued by states & political subdivisions | $250,791,000 | 113 |
| Other domestic debt securities | $937,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $937,000 | 499 |
| 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 | $947,304,000 | 102 |
| Mortgage-backed securities | $558,714,000 | 198 |
| Certificates of participation in pools of residential mortgages | $151,108,000 | 300 |
| Issued or guaranteed by U.S. | $151,108,000 | 299 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $178,119,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $177,182,000 | 178 |
| Privately issued | $937,000 | 253 |
| Commercial mortgage-backed securities | $229,487,000 | 100 |
| Commercial mortgage pass-through securities | $211,892,000 | 45 |
| Other commercial mortgage-backed securities | $17,595,000 | 269 |
| Held to maturity securities (book value) | $474,803,000 | 90 |
| Available-for-sale securities (fair market value) | $492,228,000 | 287 |
| Total debt securities | $967,031,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $105,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $140,000 | 134 |
| 2018-03-31 | Rank | |
| Total securities | $1,012,102,000 | 189 |
| U.S. Government securities | $732,066,000 | 190 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $732,066,000 | 182 |
| Securities issued by states & political subdivisions | $279,085,000 | 104 |
| Other domestic debt securities | $951,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $951,000 | 277 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $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 | $996,864,000 | 99 |
| Mortgage-backed securities | $574,201,000 | 190 |
| Certificates of participation in pools of residential mortgages | $153,231,000 | 301 |
| Issued or guaranteed by U.S. | $153,231,000 | 300 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $185,032,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $184,081,000 | 174 |
| Privately issued | $951,000 | 259 |
| Commercial mortgage-backed securities | $235,938,000 | 95 |
| Commercial mortgage pass-through securities | $215,964,000 | 41 |
| Other commercial mortgage-backed securities | $19,974,000 | 246 |
| Held to maturity securities (book value) | $501,905,000 | 86 |
| Available-for-sale securities (fair market value) | $510,197,000 | 283 |
| Total debt securities | $1,012,102,000 | 187 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,041,439,000 | 182 |
| U.S. Government securities | $756,906,000 | 183 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $756,906,000 | 173 |
| Securities issued by states & political subdivisions | $283,557,000 | 106 |
| Other domestic debt securities | $976,000 | 1,534 |
| Privately issued residential mortgage-backed securities | $976,000 | 278 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,749,000 | 97 |
| Mortgage-backed securities | $595,993,000 | 178 |
| Certificates of participation in pools of residential mortgages | $160,852,000 | 294 |
| Issued or guaranteed by U.S. | $160,852,000 | 293 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $194,361,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $193,385,000 | 161 |
| Privately issued | $976,000 | 261 |
| Commercial mortgage-backed securities | $240,780,000 | 91 |
| Commercial mortgage pass-through securities | $220,303,000 | 37 |
| Other commercial mortgage-backed securities | $20,477,000 | 234 |
| Held to maturity securities (book value) | $516,466,000 | 83 |
| Available-for-sale securities (fair market value) | $524,973,000 | 272 |
| Total debt securities | $1,041,439,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,089,823,000 | 179 |
| U.S. Government securities | $795,599,000 | 173 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $795,599,000 | 163 |
| Securities issued by states & political subdivisions | $293,026,000 | 103 |
| Other domestic debt securities | $1,198,000 | 1,429 |
| Privately issued residential mortgage-backed securities | $951,000 | 289 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $247,000 | 313 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,072,240,000 | 94 |
| Mortgage-backed securities | $632,855,000 | 174 |
| Certificates of participation in pools of residential mortgages | $167,612,000 | 283 |
| Issued or guaranteed by U.S. | $167,612,000 | 282 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $205,726,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $204,775,000 | 152 |
| Privately issued | $951,000 | 273 |
| Commercial mortgage-backed securities | $259,517,000 | 83 |
| Commercial mortgage pass-through securities | $238,367,000 | 34 |
| Other commercial mortgage-backed securities | $21,150,000 | 218 |
| Held to maturity securities (book value) | $538,332,000 | 87 |
| Available-for-sale securities (fair market value) | $551,491,000 | 258 |
| Total debt securities | $1,089,823,000 | 177 |
| 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 | $9,000 | 143 |
| 2017-06-30 | Rank | |
| Total securities | $1,074,046,000 | 181 |
| U.S. Government securities | $783,257,000 | 179 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $783,257,000 | 172 |
| Securities issued by states & political subdivisions | $289,684,000 | 103 |
| Other domestic debt securities | $1,105,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $875,000 | 307 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $230,000 | 308 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,057,113,000 | 89 |
| Mortgage-backed securities | $596,560,000 | 182 |
| Certificates of participation in pools of residential mortgages | $143,062,000 | 318 |
| Issued or guaranteed by U.S. | $143,062,000 | 317 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $204,962,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $204,087,000 | 155 |
| Privately issued | $875,000 | 287 |
| Commercial mortgage-backed securities | $248,536,000 | 81 |
| Commercial mortgage pass-through securities | $226,705,000 | 32 |
| Other commercial mortgage-backed securities | $21,831,000 | 207 |
| Held to maturity securities (book value) | $533,471,000 | 90 |
| Available-for-sale securities (fair market value) | $540,575,000 | 267 |
| Total debt securities | $1,074,046,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,085,787,000 | 177 |
| U.S. Government securities | $776,841,000 | 179 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $776,841,000 | 173 |
| Securities issued by states & political subdivisions | $307,894,000 | 96 |
| Other domestic debt securities | $1,052,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $819,000 | 343 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $233,000 | 317 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,369,000 | 91 |
| Mortgage-backed securities | $587,446,000 | 182 |
| Certificates of participation in pools of residential mortgages | $143,481,000 | 315 |
| Issued or guaranteed by U.S. | $143,481,000 | 314 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $197,960,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $197,141,000 | 159 |
| Privately issued | $819,000 | 323 |
| Commercial mortgage-backed securities | $246,005,000 | 78 |
| Commercial mortgage pass-through securities | $224,251,000 | 31 |
| Other commercial mortgage-backed securities | $21,754,000 | 206 |
| Held to maturity securities (book value) | $545,381,000 | 89 |
| Available-for-sale securities (fair market value) | $540,406,000 | 261 |
| Total debt securities | $1,085,787,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,083,264,000 | 169 |
| U.S. Government securities | $777,001,000 | 172 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $777,001,000 | 166 |
| Securities issued by states & political subdivisions | $305,248,000 | 91 |
| Other domestic debt securities | $1,015,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $824,000 | 355 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $191,000 | 324 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,065,657,000 | 90 |
| Mortgage-backed securities | $591,557,000 | 184 |
| Certificates of participation in pools of residential mortgages | $138,416,000 | 312 |
| Issued or guaranteed by U.S. | $138,416,000 | 311 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $201,069,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $200,245,000 | 149 |
| Privately issued | $824,000 | 333 |
| Commercial mortgage-backed securities | $252,072,000 | 75 |
| Commercial mortgage pass-through securities | $230,507,000 | 27 |
| Other commercial mortgage-backed securities | $21,565,000 | 201 |
| Held to maturity securities (book value) | $543,338,000 | 90 |
| Available-for-sale securities (fair market value) | $539,926,000 | 254 |
| Total debt securities | $1,083,264,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,088,203,000 | 167 |
| U.S. Government securities | $786,270,000 | 164 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $786,270,000 | 160 |
| Securities issued by states & political subdivisions | $300,922,000 | 96 |
| Other domestic debt securities | $1,011,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $816,000 | 360 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $195,000 | 330 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,067,977,000 | 93 |
| Mortgage-backed securities | $606,450,000 | 179 |
| Certificates of participation in pools of residential mortgages | $152,730,000 | 286 |
| Issued or guaranteed by U.S. | $152,730,000 | 285 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $191,827,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $191,011,000 | 160 |
| Privately issued | $816,000 | 341 |
| Commercial mortgage-backed securities | $261,893,000 | 70 |
| Commercial mortgage pass-through securities | $239,554,000 | 22 |
| Other commercial mortgage-backed securities | $22,339,000 | 188 |
| Held to maturity securities (book value) | $528,708,000 | 93 |
| Available-for-sale securities (fair market value) | $559,495,000 | 243 |
| Total debt securities | $1,088,203,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,098,269,000 | 168 |
| U.S. Government securities | $802,794,000 | 164 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $802,794,000 | 159 |
| Securities issued by states & political subdivisions | $294,507,000 | 100 |
| Other domestic debt securities | $968,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $784,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $184,000 | 335 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,079,808,000 | 90 |
| Mortgage-backed securities | $555,452,000 | 187 |
| Certificates of participation in pools of residential mortgages | $143,013,000 | 314 |
| Issued or guaranteed by U.S. | $143,013,000 | 313 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $148,541,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $147,757,000 | 199 |
| Privately issued | $784,000 | 355 |
| Commercial mortgage-backed securities | $263,898,000 | 68 |
| Commercial mortgage pass-through securities | $241,463,000 | 23 |
| Other commercial mortgage-backed securities | $22,435,000 | 178 |
| Held to maturity securities (book value) | $478,549,000 | 100 |
| Available-for-sale securities (fair market value) | $619,720,000 | 231 |
| Total debt securities | $1,098,269,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,086,295,000 | 173 |
| U.S. Government securities | $793,405,000 | 171 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $793,405,000 | 165 |
| Securities issued by states & political subdivisions | $291,934,000 | 95 |
| Other domestic debt securities | $956,000 | 1,680 |
| Privately issued residential mortgage-backed securities | $777,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $179,000 | 332 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,073,160,000 | 97 |
| Mortgage-backed securities | $552,720,000 | 189 |
| Certificates of participation in pools of residential mortgages | $141,574,000 | 312 |
| Issued or guaranteed by U.S. | $141,574,000 | 311 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $150,030,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $149,253,000 | 198 |
| Privately issued | $777,000 | 364 |
| Commercial mortgage-backed securities | $261,116,000 | 65 |
| Commercial mortgage pass-through securities | $238,941,000 | 23 |
| Other commercial mortgage-backed securities | $22,175,000 | 168 |
| Held to maturity securities (book value) | $476,283,000 | 98 |
| Available-for-sale securities (fair market value) | $610,012,000 | 230 |
| Total debt securities | $1,086,295,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,030,112,000 | 172 |
| U.S. Government securities | $734,662,000 | 175 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $734,662,000 | 168 |
| Securities issued by states & political subdivisions | $294,423,000 | 91 |
| Other domestic debt securities | $1,027,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $809,000 | 377 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $218,000 | 338 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,223,000 | 98 |
| Mortgage-backed securities | $474,607,000 | 205 |
| Certificates of participation in pools of residential mortgages | $130,621,000 | 335 |
| Issued or guaranteed by U.S. | $130,621,000 | 334 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $157,732,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $156,923,000 | 190 |
| Privately issued | $809,000 | 360 |
| Commercial mortgage-backed securities | $186,254,000 | 75 |
| Commercial mortgage pass-through securities | $164,714,000 | 31 |
| Other commercial mortgage-backed securities | $21,540,000 | 151 |
| Held to maturity securities (book value) | $485,717,000 | 97 |
| Available-for-sale securities (fair market value) | $544,395,000 | 249 |
| Total debt securities | $1,030,112,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,068,147,000 | 167 |
| U.S. Government securities | $777,030,000 | 163 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $777,030,000 | 158 |
| Securities issued by states & political subdivisions | $289,986,000 | 94 |
| Other domestic debt securities | $1,131,000 | 1,538 |
| Privately issued residential mortgage-backed securities | $920,000 | 368 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $211,000 | 350 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,546,000 | 93 |
| Mortgage-backed securities | $514,398,000 | 194 |
| Certificates of participation in pools of residential mortgages | $150,562,000 | 293 |
| Issued or guaranteed by U.S. | $150,562,000 | 292 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $170,555,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $169,635,000 | 186 |
| Privately issued | $920,000 | 350 |
| Commercial mortgage-backed securities | $193,281,000 | 73 |
| Commercial mortgage pass-through securities | $171,301,000 | 28 |
| Other commercial mortgage-backed securities | $21,980,000 | 142 |
| Held to maturity securities (book value) | $490,638,000 | 97 |
| Available-for-sale securities (fair market value) | $577,509,000 | 244 |
| Total debt securities | $1,068,147,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,093,458,000 | 160 |
| U.S. Government securities | $802,397,000 | 155 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $802,397,000 | 153 |
| Securities issued by states & political subdivisions | $289,713,000 | 90 |
| Other domestic debt securities | $1,348,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $1,123,000 | 345 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $225,000 | 350 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,071,221,000 | 95 |
| Mortgage-backed securities | $533,442,000 | 188 |
| Certificates of participation in pools of residential mortgages | $160,211,000 | 280 |
| Issued or guaranteed by U.S. | $160,211,000 | 279 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $179,305,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $178,182,000 | 183 |
| Privately issued | $1,123,000 | 326 |
| Commercial mortgage-backed securities | $193,926,000 | 69 |
| Commercial mortgage pass-through securities | $172,319,000 | 26 |
| Other commercial mortgage-backed securities | $21,607,000 | 137 |
| Held to maturity securities (book value) | $320,820,000 | 119 |
| Available-for-sale securities (fair market value) | $772,638,000 | 183 |
| Total debt securities | $1,093,458,000 | 159 |
| 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 | $945,529,000 | 181 |
| U.S. Government securities | $658,500,000 | 197 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $658,500,000 | 193 |
| Securities issued by states & political subdivisions | $285,630,000 | 89 |
| Other domestic debt securities | $1,399,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $1,168,000 | 371 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $231,000 | 358 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $920,453,000 | 106 |
| Mortgage-backed securities | $481,000,000 | 202 |
| Certificates of participation in pools of residential mortgages | $146,866,000 | 302 |
| Issued or guaranteed by U.S. | $146,866,000 | 300 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $182,274,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $181,106,000 | 186 |
| Privately issued | $1,168,000 | 351 |
| Commercial mortgage-backed securities | $151,860,000 | 75 |
| Commercial mortgage pass-through securities | $139,087,000 | 32 |
| Other commercial mortgage-backed securities | $12,773,000 | 167 |
| Held to maturity securities (book value) | $306,255,000 | 120 |
| Available-for-sale securities (fair market value) | $639,274,000 | 219 |
| Total debt securities | $945,529,000 | 180 |
| 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 | $916,932,000 | 182 |
| U.S. Government securities | $638,210,000 | 198 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $638,210,000 | 192 |
| Securities issued by states & political subdivisions | $277,273,000 | 88 |
| Other domestic debt securities | $1,449,000 | 1,519 |
| Privately issued residential mortgage-backed securities | $1,218,000 | 369 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $231,000 | 356 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $894,954,000 | 105 |
| Mortgage-backed securities | $478,952,000 | 204 |
| Certificates of participation in pools of residential mortgages | $151,397,000 | 298 |
| Issued or guaranteed by U.S. | $151,397,000 | 296 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $189,736,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $188,518,000 | 183 |
| Privately issued | $1,218,000 | 348 |
| Commercial mortgage-backed securities | $137,819,000 | 77 |
| Commercial mortgage pass-through securities | $132,797,000 | 33 |
| Other commercial mortgage-backed securities | $5,022,000 | 276 |
| Held to maturity securities (book value) | $294,438,000 | 120 |
| Available-for-sale securities (fair market value) | $622,494,000 | 222 |
| Total debt securities | $916,932,000 | 181 |
| 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 | $871,446,000 | 189 |
| U.S. Government securities | $601,202,000 | 197 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $601,202,000 | 192 |
| Securities issued by states & political subdivisions | $268,708,000 | 87 |
| Other domestic debt securities | $1,536,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $1,295,000 | 388 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $241,000 | 363 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,240,000 | 110 |
| Mortgage-backed securities | $487,220,000 | 203 |
| Certificates of participation in pools of residential mortgages | $152,493,000 | 293 |
| Issued or guaranteed by U.S. | $152,493,000 | 291 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $199,067,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $197,772,000 | 183 |
| Privately issued | $1,295,000 | 371 |
| Commercial mortgage-backed securities | $135,660,000 | 76 |
| Commercial mortgage pass-through securities | $130,684,000 | 32 |
| Other commercial mortgage-backed securities | $4,976,000 | 264 |
| Held to maturity securities (book value) | $285,967,000 | 117 |
| Available-for-sale securities (fair market value) | $585,479,000 | 228 |
| Total debt securities | $871,446,000 | 187 |
| 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 | $863,960,000 | 190 |
| U.S. Government securities | $600,357,000 | 198 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $600,357,000 | 193 |
| Securities issued by states & political subdivisions | $262,057,000 | 88 |
| Other domestic debt securities | $1,546,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $1,315,000 | 389 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $231,000 | 382 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,598,000 | 113 |
| Mortgage-backed securities | $466,555,000 | 208 |
| Certificates of participation in pools of residential mortgages | $153,625,000 | 297 |
| Issued or guaranteed by U.S. | $153,625,000 | 295 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $196,481,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $195,166,000 | 185 |
| Privately issued | $1,315,000 | 375 |
| Commercial mortgage-backed securities | $116,449,000 | 76 |
| Commercial mortgage pass-through securities | $116,449,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $262,057,000 | 128 |
| Available-for-sale securities (fair market value) | $601,903,000 | 224 |
| Total debt securities | $863,960,000 | 188 |
| 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 | $928,226,000 | 181 |
| U.S. Government securities | $672,902,000 | 180 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $672,902,000 | 176 |
| Securities issued by states & political subdivisions | $253,576,000 | 89 |
| Other domestic debt securities | $1,748,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $1,402,000 | 397 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $233,000 | 398 |
| Structured financial products - Total | $113,000 | 252 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $887,874,000 | 108 |
| Mortgage-backed securities | $483,810,000 | 196 |
| Certificates of participation in pools of residential mortgages | $155,149,000 | 295 |
| Issued or guaranteed by U.S. | $155,149,000 | 293 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $207,546,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $206,144,000 | 174 |
| Privately issued | $1,402,000 | 383 |
| Commercial mortgage-backed securities | $121,115,000 | 71 |
| Commercial mortgage pass-through securities | $115,351,000 | 34 |
| Other commercial mortgage-backed securities | $5,764,000 | 223 |
| Held to maturity securities (book value) | $253,576,000 | 127 |
| Available-for-sale securities (fair market value) | $674,650,000 | 204 |
| Total debt securities | $928,113,000 | 179 |
| 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 | $859,184,000 | 191 |
| U.S. Government securities | $607,533,000 | 189 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $607,533,000 | 187 |
| Securities issued by states & political subdivisions | $249,785,000 | 90 |
| Other domestic debt securities | $1,866,000 | 1,567 |
| Privately issued residential mortgage-backed securities | $1,467,000 | 415 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $271,000 | 397 |
| Structured financial products - Total | $128,000 | 274 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $811,954,000 | 114 |
| Mortgage-backed securities | $474,547,000 | 195 |
| Certificates of participation in pools of residential mortgages | $160,830,000 | 288 |
| Issued or guaranteed by U.S. | $160,830,000 | 287 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $203,403,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $201,936,000 | 172 |
| Privately issued | $1,467,000 | 398 |
| Commercial mortgage-backed securities | $110,314,000 | 73 |
| Commercial mortgage pass-through securities | $110,314,000 | 33 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $249,785,000 | 127 |
| Available-for-sale securities (fair market value) | $609,399,000 | 216 |
| Total debt securities | $859,056,000 | 189 |
| 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 | $829,259,000 | 191 |
| U.S. Government securities | $581,786,000 | 194 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $581,786,000 | 190 |
| Securities issued by states & political subdivisions | $245,708,000 | 86 |
| Other domestic debt securities | $1,765,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $1,340,000 | 458 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $297,000 | 402 |
| Structured financial products - Total | $128,000 | 293 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $773,689,000 | 111 |
| Mortgage-backed securities | $470,828,000 | 200 |
| Certificates of participation in pools of residential mortgages | $157,891,000 | 287 |
| Issued or guaranteed by U.S. | $157,891,000 | 285 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $217,215,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $215,875,000 | 166 |
| Privately issued | $1,340,000 | 437 |
| Commercial mortgage-backed securities | $95,722,000 | 74 |
| Commercial mortgage pass-through securities | $95,722,000 | 36 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $245,708,000 | 125 |
| Available-for-sale securities (fair market value) | $583,551,000 | 228 |
| Total debt securities | $829,131,000 | 188 |
| 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 | $827,897,000 | 192 |
| U.S. Government securities | $584,762,000 | 189 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $584,762,000 | 185 |
| Securities issued by states & political subdivisions | $240,054,000 | 84 |
| Other domestic debt securities | $3,081,000 | 1,311 |
| Privately issued residential mortgage-backed securities | $2,604,000 | 348 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $270,000 | 412 |
| Structured financial products - Total | $207,000 | 277 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $760,439,000 | 108 |
| Mortgage-backed securities | $474,428,000 | 199 |
| Certificates of participation in pools of residential mortgages | $149,022,000 | 305 |
| Issued or guaranteed by U.S. | $149,022,000 | 304 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $234,977,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $232,373,000 | 157 |
| Privately issued | $2,604,000 | 331 |
| Commercial mortgage-backed securities | $90,429,000 | 75 |
| Commercial mortgage pass-through securities | $90,429,000 | 35 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $17,348,000 | 760 |
| Available-for-sale securities (fair market value) | $810,549,000 | 173 |
| Total debt securities | $827,690,000 | 189 |
| 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 | $871,184,000 | 184 |
| U.S. Government securities | $633,842,000 | 180 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $633,842,000 | 176 |
| Securities issued by states & political subdivisions | $235,621,000 | 86 |
| Other domestic debt securities | $1,721,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $1,122,000 | 523 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $256,000 | 405 |
| Structured financial products - Total | $343,000 | 253 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,704,000 | 108 |
| Mortgage-backed securities | $506,557,000 | 191 |
| Certificates of participation in pools of residential mortgages | $168,082,000 | 277 |
| Issued or guaranteed by U.S. | $168,082,000 | 276 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $250,398,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $249,276,000 | 157 |
| Privately issued | $1,122,000 | 502 |
| Commercial mortgage-backed securities | $88,077,000 | 70 |
| Commercial mortgage pass-through securities | $88,077,000 | 35 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $17,747,000 | 711 |
| Available-for-sale securities (fair market value) | $853,437,000 | 165 |
| Total debt securities | $870,840,000 | 183 |
| 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 | $841,701,000 | 184 |
| U.S. Government securities | $626,466,000 | 179 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $626,466,000 | 174 |
| Securities issued by states & political subdivisions | $213,115,000 | 93 |
| Other domestic debt securities | $2,120,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $1,098,000 | 555 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $269,000 | 382 |
| Structured financial products - Total | $753,000 | 204 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $665,652,000 | 121 |
| Mortgage-backed securities | $495,868,000 | 189 |
| Certificates of participation in pools of residential mortgages | $184,990,000 | 251 |
| Issued or guaranteed by U.S. | $184,990,000 | 249 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $217,415,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $216,317,000 | 176 |
| Privately issued | $1,098,000 | 536 |
| Commercial mortgage-backed securities | $93,463,000 | 61 |
| Commercial mortgage pass-through securities | $93,463,000 | 26 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $17,905,000 | 706 |
| Available-for-sale securities (fair market value) | $823,796,000 | 163 |
| Total debt securities | $840,947,000 | 183 |
| 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 | $768,182,000 | 202 |
| U.S. Government securities | $562,181,000 | 206 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $562,181,000 | 205 |
| Securities issued by states & political subdivisions | $204,251,000 | 98 |
| Other domestic debt securities | $1,750,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $801,000 | 654 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $183,000 | 389 |
| Structured financial products - Total | $766,000 | 204 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $664,387,000 | 119 |
| Mortgage-backed securities | $462,760,000 | 213 |
| Certificates of participation in pools of residential mortgages | $204,524,000 | 239 |
| Issued or guaranteed by U.S. | $204,524,000 | 238 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $216,868,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $216,067,000 | 181 |
| Privately issued | $801,000 | 630 |
| Commercial mortgage-backed securities | $41,368,000 | 87 |
| Commercial mortgage pass-through securities | $41,368,000 | 38 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $19,564,000 | 680 |
| Available-for-sale securities (fair market value) | $748,618,000 | 181 |
| Total debt securities | $767,417,000 | 200 |
| Structured notes | ||
| Amortized cost | $403,000 | 2,395 |
| Fair value | $407,000 | 2,395 |
| 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 | $787,232,000 | 197 |
| U.S. Government securities | $588,071,000 | 195 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $588,071,000 | 191 |
| Securities issued by states & political subdivisions | $196,934,000 | 99 |
| Other domestic debt securities | $2,227,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $1,021,000 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $61,000 | 362 |
| Structured financial products - Total | $1,145,000 | 168 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $685,923,000 | 114 |
| Mortgage-backed securities | $488,264,000 | 199 |
| Certificates of participation in pools of residential mortgages | $223,393,000 | 228 |
| Issued or guaranteed by U.S. | $223,393,000 | 227 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $234,347,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $233,326,000 | 173 |
| Privately issued | $1,021,000 | 631 |
| Commercial mortgage-backed securities | $30,524,000 | 94 |
| Commercial mortgage pass-through securities | $30,524,000 | 44 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $22,016,000 | 618 |
| Available-for-sale securities (fair market value) | $765,216,000 | 177 |
| Total debt securities | $786,087,000 | 195 |
| Structured notes | ||
| Amortized cost | $442,000 | 2,626 |
| Fair value | $451,000 | 2,623 |
| 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 | $723,693,000 | 220 |
| U.S. Government securities | $551,321,000 | 218 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $551,321,000 | 216 |
| Securities issued by states & political subdivisions | $169,484,000 | 119 |
| Other domestic debt securities | $2,888,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $1,322,000 | 640 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $61,000 | 318 |
| Structured financial products - Total | $1,505,000 | 143 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $632,284,000 | 126 |
| Mortgage-backed securities | $446,032,000 | 221 |
| Certificates of participation in pools of residential mortgages | $230,723,000 | 223 |
| Issued or guaranteed by U.S. | $230,723,000 | 222 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $215,309,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $213,987,000 | 194 |
| Privately issued | $1,322,000 | 620 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $24,196,000 | 588 |
| Available-for-sale securities (fair market value) | $699,497,000 | 198 |
| Total debt securities | $722,188,000 | 219 |
| Structured notes | ||
| Amortized cost | $494,000 | 2,836 |
| Fair value | $507,000 | 2,679 |
| 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 | $650,815,000 | 242 |
| U.S. Government securities | $499,309,000 | 228 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $499,309,000 | 225 |
| Securities issued by states & political subdivisions | $147,720,000 | 137 |
| Other domestic debt securities | $3,786,000 | 1,199 |
| Privately issued residential mortgage-backed securities | $2,089,000 | 595 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $61,000 | 247 |
| Structured financial products - Total | $1,636,000 | 136 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $567,994,000 | 131 |
| Mortgage-backed securities | $403,685,000 | 234 |
| Certificates of participation in pools of residential mortgages | $243,080,000 | 199 |
| Issued or guaranteed by U.S. | $243,080,000 | 199 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $160,605,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $158,516,000 | 220 |
| Privately issued | $2,089,000 | 568 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $23,297,000 | 610 |
| Available-for-sale securities (fair market value) | $627,518,000 | 217 |
| Total debt securities | $649,178,000 | 238 |
| Structured notes | ||
| Amortized cost | $632,000 | 2,505 |
| Fair value | $546,000 | 2,550 |
| 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 | $702,614,000 | 218 |
| U.S. Government securities | $549,552,000 | 205 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $549,552,000 | 198 |
| Securities issued by states & political subdivisions | $145,451,000 | 130 |
| Other domestic debt securities | $7,611,000 | 841 |
| Privately issued residential mortgage-backed securities | $2,208,000 | 617 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $61,000 | 237 |
| Structured financial products - Total | $5,342,000 | 75 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $619,209,000 | 120 |
| Mortgage-backed securities | $440,401,000 | 204 |
| Certificates of participation in pools of residential mortgages | $277,720,000 | 174 |
| Issued or guaranteed by U.S. | $277,720,000 | 173 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $162,681,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $160,473,000 | 210 |
| Privately issued | $2,208,000 | 581 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $23,127,000 | 610 |
| Available-for-sale securities (fair market value) | $679,487,000 | 198 |
| Total debt securities | $697,271,000 | 217 |
| Structured notes | ||
| Amortized cost | $549,000 | 2,609 |
| Fair value | $567,000 | 2,604 |
| 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 | $731,049,000 | 214 |
| U.S. Government securities | $575,444,000 | 204 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $575,444,000 | 196 |
| Securities issued by states & political subdivisions | $146,458,000 | 121 |
| Other domestic debt securities | $9,147,000 | 738 |
| Privately issued residential mortgage-backed securities | $2,123,000 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $61,000 | 233 |
| Structured financial products - Total | $6,963,000 | 70 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $646,852,000 | 117 |
| Mortgage-backed securities | $462,451,000 | 200 |
| Certificates of participation in pools of residential mortgages | $295,574,000 | 167 |
| Issued or guaranteed by U.S. | $295,574,000 | 166 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $166,877,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $164,754,000 | 203 |
| Privately issued | $2,123,000 | 610 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $24,091,000 | 596 |
| Available-for-sale securities (fair market value) | $706,958,000 | 191 |
| Total debt securities | $724,087,000 | 211 |
| Structured notes | ||
| Amortized cost | $580,000 | 2,778 |
| Fair value | $601,000 | 2,771 |
| 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 | $718,096,000 | 216 |
| U.S. Government securities | $571,833,000 | 201 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $571,833,000 | 194 |
| Securities issued by states & political subdivisions | $144,192,000 | 124 |
| Other domestic debt securities | $2,071,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $1,455,000 | 771 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $49,000 | 235 |
| Structured financial products - Total | $567,000 | 213 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $628,676,000 | 122 |
| Mortgage-backed securities | $438,987,000 | 206 |
| Certificates of participation in pools of residential mortgages | $301,631,000 | 158 |
| Issued or guaranteed by U.S. | $301,631,000 | 157 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $137,356,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $135,901,000 | 226 |
| Privately issued | $1,455,000 | 734 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $25,284,000 | 566 |
| Available-for-sale securities (fair market value) | $692,812,000 | 194 |
| Total debt securities | $717,529,000 | 211 |
| Structured notes | ||
| Amortized cost | $617,000 | 2,814 |
| Fair value | $640,000 | 2,808 |
| 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 | $694,530,000 | 213 |
| U.S. Government securities | $558,492,000 | 199 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $558,492,000 | 194 |
| Securities issued by states & political subdivisions | $133,828,000 | 131 |
| Other domestic debt securities | $2,210,000 | 1,611 |
| Privately issued residential mortgage-backed securities | $1,573,000 | 786 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $65,000 | 217 |
| Structured financial products - Total | $572,000 | 210 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $624,933,000 | 120 |
| Mortgage-backed securities | $419,282,000 | 205 |
| Certificates of participation in pools of residential mortgages | $283,865,000 | 167 |
| Issued or guaranteed by U.S. | $283,865,000 | 165 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $135,417,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $133,844,000 | 224 |
| Privately issued | $1,573,000 | 750 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $28,162,000 | 526 |
| Available-for-sale securities (fair market value) | $666,368,000 | 196 |
| Total debt securities | $693,958,000 | 208 |
| Structured notes | ||
| Amortized cost | $5,648,000 | 1,031 |
| Fair value | $5,685,000 | 1,018 |
| 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 | $719,624,000 | 198 |
| U.S. Government securities | $600,550,000 | 180 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $600,550,000 | 173 |
| Securities issued by states & political subdivisions | $116,644,000 | 148 |
| Other domestic debt securities | $2,430,000 | 1,594 |
| Privately issued residential mortgage-backed securities | $1,715,000 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $67,000 | 205 |
| Structured financial products - Total | $648,000 | 227 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $652,627,000 | 113 |
| Mortgage-backed securities | $439,236,000 | 183 |
| Certificates of participation in pools of residential mortgages | $291,830,000 | 150 |
| Issued or guaranteed by U.S. | $291,830,000 | 149 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $147,406,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $145,691,000 | 208 |
| Privately issued | $1,715,000 | 788 |
| 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) | $31,669,000 | 491 |
| Available-for-sale securities (fair market value) | $687,955,000 | 179 |
| Total debt securities | $718,974,000 | 196 |
| Structured notes | ||
| Amortized cost | $38,697,000 | 130 |
| Fair value | $38,822,000 | 130 |
| 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 | $678,937,000 | 203 |
| U.S. Government securities | $587,064,000 | 179 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $587,064,000 | 174 |
| Securities issued by states & political subdivisions | $89,002,000 | 192 |
| Other domestic debt securities | $2,871,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $2,116,000 | 813 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $109,000 | 190 |
| Structured financial products - Total | $646,000 | 234 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $644,732,000 | 115 |
| Mortgage-backed securities | $357,270,000 | 213 |
| Certificates of participation in pools of residential mortgages | $211,047,000 | 196 |
| Issued or guaranteed by U.S. | $211,047,000 | 194 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $146,223,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $144,107,000 | 201 |
| Privately issued | $2,116,000 | 779 |
| 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) | $27,404,000 | 561 |
| Available-for-sale securities (fair market value) | $651,533,000 | 183 |
| Total debt securities | $678,292,000 | 201 |
| Structured notes | ||
| Amortized cost | $120,918,000 | 24 |
| Fair value | $121,465,000 | 24 |
| 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 | $683,223,000 | 202 |
| U.S. Government securities | $561,605,000 | 185 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $561,605,000 | 178 |
| Securities issued by states & political subdivisions | $115,718,000 | 136 |
| Other domestic debt securities | $5,900,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $5,137,000 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $102,000 | 197 |
| Structured financial products - Total | $661,000 | 239 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $636,313,000 | 112 |
| Mortgage-backed securities | $362,949,000 | 218 |
| Certificates of participation in pools of residential mortgages | $221,529,000 | 200 |
| Issued or guaranteed by U.S. | $221,529,000 | 198 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $141,420,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $136,283,000 | 207 |
| Privately issued | $5,137,000 | 587 |
| 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) | $34,556,000 | 476 |
| Available-for-sale securities (fair market value) | $648,667,000 | 182 |
| Total debt securities | $682,562,000 | 200 |
| Structured notes | ||
| Amortized cost | $109,010,000 | 23 |
| Fair value | $109,630,000 | 23 |
| 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 | $620,073,000 | 214 |
| U.S. Government securities | $490,459,000 | 201 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $490,459,000 | 193 |
| Securities issued by states & political subdivisions | $123,232,000 | 121 |
| Other domestic debt securities | $6,382,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $5,161,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $206,000 | 201 |
| Structured financial products - Total | $1,015,000 | 211 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $572,458,000 | 130 |
| Mortgage-backed securities | $361,515,000 | 220 |
| Certificates of participation in pools of residential mortgages | $223,486,000 | 204 |
| Issued or guaranteed by U.S. | $223,486,000 | 202 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $138,029,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $132,868,000 | 194 |
| Privately issued | $5,161,000 | 614 |
| 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) | $39,573,000 | 430 |
| Available-for-sale securities (fair market value) | $580,500,000 | 199 |
| Total debt securities | $619,060,000 | 213 |
| Structured notes | ||
| Amortized cost | $19,192,000 | 191 |
| Fair value | $19,221,000 | 187 |
| 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 | $670,800,000 | 205 |
| U.S. Government securities | $525,363,000 | 192 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $525,363,000 | 186 |
| Securities issued by states & political subdivisions | $134,728,000 | 118 |
| Other domestic debt securities | $10,709,000 | 851 |
| Privately issued residential mortgage-backed securities | $8,928,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $350,000 | 191 |
| Structured financial products - Total | $1,431,000 | 206 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $544,256,000 | 134 |
| Mortgage-backed securities | $357,026,000 | 227 |
| Certificates of participation in pools of residential mortgages | $253,610,000 | 186 |
| Issued or guaranteed by U.S. | $253,610,000 | 184 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $103,416,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $94,488,000 | 248 |
| Privately issued | $8,928,000 | 511 |
| 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) | $45,056,000 | 400 |
| Available-for-sale securities (fair market value) | $625,744,000 | 186 |
| Total debt securities | $669,369,000 | 200 |
| Structured notes | ||
| Amortized cost | $954,000 | 1,773 |
| Fair value | $976,000 | 1,756 |
| 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 | $546,026,000 | 243 |
| U.S. Government securities | $380,360,000 | 246 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $380,360,000 | 238 |
| Securities issued by states & political subdivisions | $142,655,000 | 105 |
| Other domestic debt securities | $23,011,000 | 544 |
| Privately issued residential mortgage-backed securities | $19,514,000 | 356 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $322,000 | 217 |
| Structured financial products - Total | $3,175,000 | 147 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,901,000 | 164 |
| Mortgage-backed securities | $306,057,000 | 255 |
| Certificates of participation in pools of residential mortgages | $236,927,000 | 200 |
| Issued or guaranteed by U.S. | $236,927,000 | 198 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $69,130,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $49,616,000 | 362 |
| Privately issued | $19,514,000 | 344 |
| 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) | $47,465,000 | 385 |
| Available-for-sale securities (fair market value) | $498,561,000 | 228 |
| Total debt securities | $542,852,000 | 239 |
| Structured notes | ||
| Amortized cost | $1,036,000 | 1,105 |
| Fair value | $1,064,000 | 1,099 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $614,385,000 | 233 |
| U.S. Government securities | $385,842,000 | 245 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $385,842,000 | 237 |
| Securities issued by states & political subdivisions | $189,120,000 | 76 |
| Other domestic debt securities | $39,423,000 | 369 |
| Privately issued residential mortgage-backed securities | $35,993,000 | 258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,430,000 | 850 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $521,279,000 | 144 |
| Mortgage-backed securities | $326,335,000 | 249 |
| Certificates of participation in pools of residential mortgages | $227,092,000 | 225 |
| Issued or guaranteed by U.S. | $227,092,000 | 220 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $99,243,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $63,250,000 | 299 |
| Privately issued | $35,993,000 | 247 |
| 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) | $60,675,000 | 308 |
| Available-for-sale securities (fair market value) | $553,710,000 | 217 |
| Total debt securities | $610,989,000 | 227 |
| Structured notes | ||
| Amortized cost | $7,124,000 | 156 |
| Fair value | $7,174,000 | 151 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $605,413,000 | 233 |
| U.S. Government securities | $371,278,000 | 255 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $371,278,000 | 249 |
| Securities issued by states & political subdivisions | $190,243,000 | 77 |
| Other domestic debt securities | $43,364,000 | 332 |
| Privately issued residential mortgage-backed securities | $39,447,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,917,000 | 769 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $528,000 | 913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $513,715,000 | 144 |
| Mortgage-backed securities | $342,552,000 | 240 |
| Certificates of participation in pools of residential mortgages | $239,500,000 | 207 |
| Issued or guaranteed by U.S. | $239,500,000 | 203 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $103,052,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $63,605,000 | 288 |
| Privately issued | $39,447,000 | 225 |
| 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) | $58,532,000 | 311 |
| Available-for-sale securities (fair market value) | $546,881,000 | 212 |
| Total debt securities | $604,836,000 | 229 |
| Structured notes | ||
| Amortized cost | $7,174,000 | 181 |
| Fair value | $7,215,000 | 177 |
| 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 | $671,200,000 | 202 |
| U.S. Government securities | $404,355,000 | 222 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $404,355,000 | 218 |
| Securities issued by states & political subdivisions | $202,588,000 | 71 |
| Other domestic debt securities | $62,432,000 | 275 |
| Privately issued residential mortgage-backed securities | $46,660,000 | 219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,772,000 | 261 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,825,000 | 603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $572,148,000 | 128 |
| Mortgage-backed securities | $360,621,000 | 222 |
| Certificates of participation in pools of residential mortgages | $245,958,000 | 190 |
| Issued or guaranteed by U.S. | $245,958,000 | 185 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $114,663,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $68,003,000 | 253 |
| Privately issued | $46,660,000 | 209 |
| 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) | $64,434,000 | 285 |
| Available-for-sale securities (fair market value) | $606,766,000 | 187 |
| Total debt securities | $669,375,000 | 200 |
| Structured notes | ||
| Amortized cost | $12,707,000 | 87 |
| Fair value | $12,445,000 | 87 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $725,535,000 | 198 |
| U.S. Government securities | $419,140,000 | 209 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $419,140,000 | 207 |
| Securities issued by states & political subdivisions | $197,824,000 | 72 |
| Other domestic debt securities | $77,763,000 | 251 |
| Privately issued residential mortgage-backed securities | $49,945,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $469,000 | 227 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,349,000 | 188 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $30,808,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $537,515,000 | 129 |
| Mortgage-backed securities | $379,815,000 | 214 |
| Certificates of participation in pools of residential mortgages | $256,939,000 | 182 |
| Issued or guaranteed by U.S. | $256,939,000 | 176 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $122,876,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $72,931,000 | 234 |
| Privately issued | $49,945,000 | 201 |
| 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) | $56,508,000 | 313 |
| Available-for-sale securities (fair market value) | $669,027,000 | 179 |
| Total debt securities | $694,727,000 | 198 |
| Structured notes | ||
| Amortized cost | $19,095,000 | 59 |
| Fair value | $18,980,000 | 59 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $745,158,000 | 199 |
| U.S. Government securities | $393,065,000 | 231 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $393,065,000 | 227 |
| Securities issued by states & political subdivisions | $232,344,000 | 67 |
| Other domestic debt securities | $87,313,000 | 226 |
| Privately issued residential mortgage-backed securities | $55,744,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $622,000 | 217 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,947,000 | 179 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $32,436,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $539,783,000 | 133 |
| Mortgage-backed securities | $315,619,000 | 249 |
| Certificates of participation in pools of residential mortgages | $181,027,000 | 249 |
| Issued or guaranteed by U.S. | $181,027,000 | 242 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $134,592,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $78,848,000 | 221 |
| Privately issued | $55,744,000 | 185 |
| 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) | $57,631,000 | 299 |
| Available-for-sale securities (fair market value) | $687,527,000 | 180 |
| Total debt securities | $712,722,000 | 196 |
| Structured notes | ||
| Amortized cost | $34,372,000 | 34 |
| Fair value | $34,536,000 | 34 |
| 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 | $753,940,000 | 193 |
| U.S. Government securities | $397,014,000 | 229 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $397,014,000 | 222 |
| Securities issued by states & political subdivisions | $232,080,000 | 64 |
| Other domestic debt securities | $90,996,000 | 216 |
| Privately issued residential mortgage-backed securities | $57,798,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $808,000 | 197 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,390,000 | 174 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $33,850,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,655,000 | 133 |
| Mortgage-backed securities | $295,872,000 | 246 |
| Certificates of participation in pools of residential mortgages | $159,980,000 | 252 |
| Issued or guaranteed by U.S. | $159,980,000 | 246 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $135,892,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $78,094,000 | 214 |
| Privately issued | $57,798,000 | 169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,479,000 | 298 |
| Available-for-sale securities (fair market value) | $694,461,000 | 174 |
| Total debt securities | $720,090,000 | 194 |
| Structured notes | ||
| Amortized cost | $56,692,000 | 25 |
| Fair value | $56,602,000 | 25 |
| 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 | $798,635,000 | 190 |
| U.S. Government securities | $446,211,000 | 214 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $446,211,000 | 209 |
| Securities issued by states & political subdivisions | $232,978,000 | 66 |
| Other domestic debt securities | $87,546,000 | 217 |
| Privately issued residential mortgage-backed securities | $59,038,000 | 178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,020,000 | 174 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,488,000 | 191 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $31,900,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $533,269,000 | 133 |
| Mortgage-backed securities | $309,768,000 | 235 |
| Certificates of participation in pools of residential mortgages | $166,007,000 | 244 |
| Issued or guaranteed by U.S. | $166,007,000 | 237 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $143,761,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $84,723,000 | 200 |
| Privately issued | $59,038,000 | 166 |
| 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) | $56,885,000 | 330 |
| Available-for-sale securities (fair market value) | $741,750,000 | 165 |
| Total debt securities | $766,735,000 | 189 |
| Structured notes | ||
| Amortized cost | $74,771,000 | 22 |
| Fair value | $74,296,000 | 22 |
| 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 | $810,735,000 | 190 |
| U.S. Government securities | $501,179,000 | 207 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $501,179,000 | 203 |
| Securities issued by states & political subdivisions | $226,809,000 | 70 |
| Other domestic debt securities | $72,797,000 | 243 |
| Privately issued residential mortgage-backed securities | $61,619,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,241,000 | 160 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,937,000 | 394 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $9,950,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,318,000 | 143 |
| Mortgage-backed securities | $317,376,000 | 224 |
| Certificates of participation in pools of residential mortgages | $172,717,000 | 237 |
| Issued or guaranteed by U.S. | $172,717,000 | 229 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $144,659,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $83,040,000 | 209 |
| Privately issued | $61,619,000 | 160 |
| 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) | $51,872,000 | 364 |
| Available-for-sale securities (fair market value) | $758,863,000 | 167 |
| Total debt securities | $800,785,000 | 190 |
| Structured notes | ||
| Amortized cost | $87,215,000 | 23 |
| Fair value | $85,950,000 | 23 |
| 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 | $805,054,000 | 194 |
| U.S. Government securities | $480,583,000 | 213 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $480,583,000 | 208 |
| Securities issued by states & political subdivisions | $243,905,000 | 63 |
| Other domestic debt securities | $70,616,000 | 242 |
| Privately issued residential mortgage-backed securities | $61,917,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,779,000 | 138 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,920,000 | 583 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $9,950,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $576,978,000 | 129 |
| Mortgage-backed securities | $320,140,000 | 224 |
| Certificates of participation in pools of residential mortgages | $180,632,000 | 233 |
| Issued or guaranteed by U.S. | $180,632,000 | 223 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $139,508,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $77,591,000 | 224 |
| Privately issued | $61,917,000 | 161 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,847,000 | 435 |
| Available-for-sale securities (fair market value) | $760,207,000 | 167 |
| Total debt securities | $795,104,000 | 191 |
| Structured notes | ||
| Amortized cost | $102,014,000 | 18 |
| Fair value | $100,949,000 | 18 |
| 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 | $774,449,000 | 202 |
| U.S. Government securities | $486,434,000 | 215 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $486,434,000 | 207 |
| Securities issued by states & political subdivisions | $238,698,000 | 62 |
| Other domestic debt securities | $49,317,000 | 287 |
| Privately issued residential mortgage-backed securities | $42,240,000 | 195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,165,000 | 122 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,912,000 | 756 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $554,846,000 | 135 |
| Mortgage-backed securities | $296,737,000 | 239 |
| Certificates of participation in pools of residential mortgages | $189,427,000 | 226 |
| Issued or guaranteed by U.S. | $189,427,000 | 216 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $107,310,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $65,070,000 | 255 |
| Privately issued | $42,240,000 | 184 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,388,000 | 484 |
| Available-for-sale securities (fair market value) | $734,061,000 | 176 |
| Total debt securities | $774,449,000 | 197 |
| Structured notes | ||
| Amortized cost | $100,825,000 | 17 |
| Fair value | $99,013,000 | 17 |
| 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 | $778,620,000 | 206 |
| U.S. Government securities | $510,439,000 | 208 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $510,439,000 | 202 |
| Securities issued by states & political subdivisions | $241,551,000 | 61 |
| Other domestic debt securities | $26,630,000 | 415 |
| Privately issued residential mortgage-backed securities | $22,173,000 | 268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,457,000 | 115 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $561,290,000 | 137 |
| Mortgage-backed securities | $291,248,000 | 250 |
| Certificates of participation in pools of residential mortgages | $201,419,000 | 217 |
| Issued or guaranteed by U.S. | $201,419,000 | 208 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $89,829,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $67,656,000 | 249 |
| Privately issued | $22,173,000 | 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) | $41,927,000 | 495 |
| Available-for-sale securities (fair market value) | $736,693,000 | 182 |
| Total debt securities | $778,620,000 | 203 |
| Structured notes | ||
| Amortized cost | $100,893,000 | 20 |
| Fair value | $98,912,000 | 21 |
| 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 | $791,710,000 | 204 |
| U.S. Government securities | $521,643,000 | 210 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $521,643,000 | 206 |
| Securities issued by states & political subdivisions | $244,690,000 | 62 |
| Other domestic debt securities | $25,377,000 | 425 |
| Privately issued residential mortgage-backed securities | $10,531,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,859,000 | 115 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,987,000 | 419 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $571,235,000 | 136 |
| Mortgage-backed securities | $290,046,000 | 262 |
| Certificates of participation in pools of residential mortgages | $210,510,000 | 220 |
| Issued or guaranteed by U.S. | $210,510,000 | 212 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $79,536,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $69,005,000 | 242 |
| Privately issued | $10,531,000 | 351 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,426,000 | 497 |
| Available-for-sale securities (fair market value) | $749,284,000 | 179 |
| Total debt securities | $791,717,000 | 205 |
| Structured notes | ||
| Amortized cost | $100,974,000 | 23 |
| Fair value | $97,207,000 | 23 |
| 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 | $834,105,000 | 207 |
| U.S. Government securities | $537,281,000 | 216 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $537,281,000 | 207 |
| Securities issued by states & political subdivisions | $260,808,000 | 59 |
| Other domestic debt securities | $36,016,000 | 348 |
| Privately issued residential mortgage-backed securities | $10,860,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,194,000 | 103 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,962,000 | 267 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,515,000 | 130 |
| Mortgage-backed securities | $304,733,000 | 255 |
| Certificates of participation in pools of residential mortgages | $221,547,000 | 216 |
| Issued or guaranteed by U.S. | $221,547,000 | 208 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $83,186,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $72,326,000 | 234 |
| Privately issued | $10,860,000 | 350 |
| 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) | $43,036,000 | 498 |
| Available-for-sale securities (fair market value) | $791,069,000 | 183 |
| Total debt securities | $834,103,000 | 206 |
| Structured notes | ||
| Amortized cost | $101,085,000 | 25 |
| Fair value | $98,178,000 | 26 |
| 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 | $832,415,000 | 211 |
| U.S. Government securities | $555,517,000 | 221 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $555,517,000 | 208 |
| Securities issued by states & political subdivisions | $262,871,000 | 56 |
| Other domestic debt securities | $14,027,000 | 609 |
| Privately issued residential mortgage-backed securities | $8,348,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,679,000 | 104 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $560,782,000 | 137 |
| Mortgage-backed securities | $309,943,000 | 257 |
| Certificates of participation in pools of residential mortgages | $234,378,000 | 218 |
| Issued or guaranteed by U.S. | $234,378,000 | 211 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $75,565,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $67,217,000 | 253 |
| Privately issued | $8,348,000 | 393 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,593,000 | 507 |
| Available-for-sale securities (fair market value) | $789,822,000 | 185 |
| Total debt securities | $832,415,000 | 208 |
| Structured notes | ||
| Amortized cost | $101,195,000 | 25 |
| Fair value | $99,110,000 | 25 |
| 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 | $112,831,000 | 1,096 |
| U.S. Government securities | $81,684,000 | 1,104 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $81,684,000 | 1,061 |
| Securities issued by states & political subdivisions | $28,686,000 | 638 |
| Other domestic debt securities | $2,461,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $1,287,000 | 758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,174,000 | 171 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,342,000 | 497 |
| Mortgage-backed securities | $42,701,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $33,156,000 | 956 |
| Issued or guaranteed by U.S. | $33,156,000 | 949 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,545,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $8,258,000 | 963 |
| Privately issued | $1,287,000 | 707 |
| 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) | $3,570,000 | 2,234 |
| Available-for-sale securities (fair market value) | $109,261,000 | 958 |
| Total debt securities | $112,832,000 | 1,069 |
| Structured notes | ||
| Amortized cost | $16,890,000 | 238 |
| Fair value | $16,590,000 | 237 |
| 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 | $117,879,000 | 1,050 |
| U.S. Government securities | $85,630,000 | 1,059 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $85,630,000 | 1,022 |
| Securities issued by states & political subdivisions | $29,600,000 | 609 |
| Other domestic debt securities | $2,649,000 | 1,497 |
| Privately issued residential mortgage-backed securities | $1,316,000 | 731 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,333,000 | 169 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,804,000 | 486 |
| Mortgage-backed securities | $46,235,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | $36,176,000 | 923 |
| Issued or guaranteed by U.S. | $36,176,000 | 916 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $10,059,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $8,743,000 | 980 |
| Privately issued | $1,316,000 | 686 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,318,000 | 2,114 |
| Available-for-sale securities (fair market value) | $113,561,000 | 912 |
| Total debt securities | $117,879,000 | 1,026 |
| Structured notes | ||
| Amortized cost | $17,419,000 | 222 |
| Fair value | $17,385,000 | 220 |
| 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 | $116,794,000 | 1,091 |
| U.S. Government securities | $86,050,000 | 1,077 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $86,050,000 | 1,035 |
| Securities issued by states & political subdivisions | $27,986,000 | 640 |
| Other domestic debt securities | $2,758,000 | 1,507 |
| Privately issued residential mortgage-backed securities | $1,282,000 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,476,000 | 153 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,880,000 | 495 |
| Mortgage-backed securities | $48,590,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $38,244,000 | 917 |
| Issued or guaranteed by U.S. | $38,244,000 | 910 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,346,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $9,064,000 | 986 |
| Privately issued | $1,282,000 | 666 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,022,000 | 2,204 |
| Available-for-sale securities (fair market value) | $112,772,000 | 950 |
| Total debt securities | $116,794,000 | 1,057 |
| Structured notes | ||
| Amortized cost | $16,886,000 | 237 |
| Fair value | $16,551,000 | 235 |
| 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 | $118,935,000 | 1,082 |
| U.S. Government securities | $87,684,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $87,684,000 | 1,038 |
| Securities issued by states & political subdivisions | $28,331,000 | 638 |
| Other domestic debt securities | $2,920,000 | 1,518 |
| Privately issued residential mortgage-backed securities | $1,310,000 | 714 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,610,000 | 155 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,082,000 | 502 |
| Mortgage-backed securities | $46,685,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $37,975,000 | 937 |
| Issued or guaranteed by U.S. | $37,975,000 | 929 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $8,710,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $7,400,000 | 1,107 |
| Privately issued | $1,310,000 | 667 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,801,000 | 2,056 |
| Available-for-sale securities (fair market value) | $114,134,000 | 961 |
| Total debt securities | $118,935,000 | 1,051 |
| Structured notes | ||
| Amortized cost | $18,888,000 | 200 |
| Fair value | $18,797,000 | 201 |
| 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 | $128,659,000 | 995 |
| U.S. Government securities | $94,835,000 | 995 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $94,835,000 | 955 |
| Securities issued by states & political subdivisions | $30,683,000 | 586 |
| Other domestic debt securities | $3,141,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $1,303,000 | 667 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,838,000 | 161 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,891,000 | 579 |
| Mortgage-backed securities | $49,534,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $40,378,000 | 893 |
| Issued or guaranteed by U.S. | $40,378,000 | 887 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,156,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $7,853,000 | 1,088 |
| Privately issued | $1,303,000 | 621 |
| 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) | $6,965,000 | 1,789 |
| Available-for-sale securities (fair market value) | $121,694,000 | 890 |
| Total debt securities | $128,659,000 | 962 |
| Structured notes | ||
| Amortized cost | $21,919,000 | 168 |
| Fair value | $21,869,000 | 165 |
| 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 | $121,746,000 | 1,053 |
| U.S. Government securities | $87,447,000 | 1,090 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $87,447,000 | 1,042 |
| Securities issued by states & political subdivisions | $30,085,000 | 588 |
| Other domestic debt securities | $4,214,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $1,256,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,952,000 | 165 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 2,064 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,863,000 | 575 |
| Mortgage-backed securities | $45,093,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $35,627,000 | 990 |
| Issued or guaranteed by U.S. | $35,627,000 | 984 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,466,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $8,210,000 | 1,075 |
| Privately issued | $1,256,000 | 616 |
| 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) | $8,721,000 | 1,599 |
| Available-for-sale securities (fair market value) | $113,025,000 | 976 |
| Total debt securities | $121,746,000 | 1,012 |
| Structured notes | ||
| Amortized cost | $25,722,000 | 122 |
| Fair value | $25,197,000 | 122 |
| 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 | $117,092,000 | 1,136 |
| U.S. Government securities | $81,950,000 | 1,147 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $81,950,000 | 1,103 |
| Securities issued by states & political subdivisions | $30,159,000 | 585 |
| Other domestic debt securities | $4,983,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $1,333,000 | 688 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,123,000 | 162 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,527,000 | 1,838 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,138,000 | 653 |
| Mortgage-backed securities | $43,019,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $32,143,000 | 1,085 |
| Issued or guaranteed by U.S. | $32,143,000 | 1,077 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,876,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $9,543,000 | 1,034 |
| Privately issued | $1,333,000 | 644 |
| 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) | $8,875,000 | 1,556 |
| Available-for-sale securities (fair market value) | $108,217,000 | 1,034 |
| Total debt securities | $117,092,000 | 1,091 |
| Structured notes | ||
| Amortized cost | $21,725,000 | 133 |
| Fair value | $21,832,000 | 130 |
| 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 | $105,478,000 | 1,291 |
| U.S. Government securities | $70,746,000 | 1,392 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $70,746,000 | 1,338 |
| Securities issued by states & political subdivisions | $29,606,000 | 599 |
| Other domestic debt securities | $5,126,000 | 1,261 |
| Privately issued residential mortgage-backed securities | $1,279,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,301,000 | 161 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,546,000 | 1,932 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,450,000 | 618 |
| Mortgage-backed securities | $33,289,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $25,845,000 | 1,277 |
| Issued or guaranteed by U.S. | $25,845,000 | 1,268 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,444,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $6,165,000 | 1,346 |
| Privately issued | $1,279,000 | 504 |
| 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) | $8,888,000 | 1,571 |
| Available-for-sale securities (fair market value) | $96,590,000 | 1,209 |
| Total debt securities | $105,478,000 | 1,252 |
| Structured notes | ||
| Amortized cost | $21,723,000 | 115 |
| Fair value | $21,792,000 | 113 |
| 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 | $93,403,000 | 1,428 |
| U.S. Government securities | $64,875,000 | 1,463 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $64,875,000 | 1,408 |
| Securities issued by states & political subdivisions | $23,066,000 | 820 |
| Other domestic debt securities | $5,462,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $1,269,000 | 596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,632,000 | 170 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,561,000 | 2,041 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,996,000 | 659 |
| Mortgage-backed securities | $33,385,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $24,771,000 | 1,306 |
| Issued or guaranteed by U.S. | $24,771,000 | 1,302 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,614,000 | 1,226 |
| CMOs issued by government agencies or sponsored agencies | $7,345,000 | 1,239 |
| Privately issued | $1,269,000 | 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) | $6,533,000 | 1,851 |
| Available-for-sale securities (fair market value) | $86,870,000 | 1,292 |
| Total debt securities | $93,403,000 | 1,372 |
| Structured notes | ||
| Amortized cost | $15,737,000 | 144 |
| Fair value | $15,703,000 | 138 |
| 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 | $90,125,000 | 1,415 |
| U.S. Government securities | $62,228,000 | 1,471 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $62,228,000 | 1,410 |
| Securities issued by states & political subdivisions | $22,317,000 | 840 |
| Other domestic debt securities | $5,580,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $1,326,000 | 613 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,790,000 | 169 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,464,000 | 2,150 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,458,000 | 698 |
| Mortgage-backed securities | $39,207,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $26,983,000 | 1,222 |
| Issued or guaranteed by U.S. | $26,983,000 | 1,217 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,224,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $10,898,000 | 1,084 |
| Privately issued | $1,326,000 | 550 |
| 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) | $5,391,000 | 1,999 |
| Available-for-sale securities (fair market value) | $84,734,000 | 1,281 |
| Total debt securities | $90,125,000 | 1,371 |
| Structured notes | ||
| Amortized cost | $12,417,000 | 134 |
| Fair value | $12,567,000 | 134 |
| 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 | $95,205,000 | 1,336 |
| U.S. Government securities | $69,423,000 | 1,315 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $69,423,000 | 1,256 |
| Securities issued by states & political subdivisions | $19,919,000 | 905 |
| Other domestic debt securities | $5,863,000 | 1,273 |
| Privately issued residential mortgage-backed securities | $1,308,000 | 626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,003,000 | 166 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,552,000 | 2,104 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,733,000 | 558 |
| Mortgage-backed securities | $43,900,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | $32,516,000 | 1,036 |
| Issued or guaranteed by U.S. | $32,516,000 | 1,030 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,384,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $10,076,000 | 1,169 |
| Privately issued | $1,308,000 | 557 |
| 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) | $6,493,000 | 1,891 |
| Available-for-sale securities (fair market value) | $88,712,000 | 1,218 |
| Total debt securities | $95,205,000 | 1,285 |
| Structured notes | ||
| Amortized cost | $7,447,000 | 185 |
| Fair value | $7,456,000 | 185 |
| 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 | $84,477,000 | 1,462 |
| U.S. Government securities | $64,549,000 | 1,382 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $64,549,000 | 1,321 |
| Securities issued by states & political subdivisions | $18,360,000 | 980 |
| Other domestic debt securities | $1,568,000 | 2,421 |
| 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 | $1,568,000 | 2,118 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,918,000 | 672 |
| Mortgage-backed securities | $40,560,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $36,490,000 | 917 |
| Issued or guaranteed by U.S. | $36,490,000 | 913 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,070,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $4,070,000 | 1,897 |
| 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) | $5,866,000 | 2,024 |
| Available-for-sale securities (fair market value) | $78,611,000 | 1,313 |
| Total debt securities | $84,477,000 | 1,415 |
| Structured notes | ||
| Amortized cost | $1,012,000 | 739 |
| Fair value | $1,009,000 | 868 |
| 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 | $51,381,000 | 2,145 |
| U.S. Government securities | $34,953,000 | 2,237 |
| U.S. Treasury securities | $754,000 | 2,228 |
| U.S. Government agency obligations | $34,199,000 | 2,151 |
| Securities issued by states & political subdivisions | $15,882,000 | 1,071 |
| Other domestic debt securities | $546,000 | 3,279 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $546,000 | 2,824 |
| 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 | $50,379,000 | 772 |
| Mortgage-backed securities | $18,393,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $18,393,000 | 1,391 |
| Issued or guaranteed by U.S. | $18,393,000 | 1,382 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,545,000 | 2,171 |
| Available-for-sale securities (fair market value) | $45,836,000 | 1,965 |
| Total debt securities | $51,381,000 | 2,082 |
| 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 | $41,492,000 | 2,607 |
| U.S. Government securities | $22,309,000 | 3,363 |
| U.S. Treasury securities | $2,257,000 | 1,790 |
| U.S. Government agency obligations | $20,052,000 | 3,385 |
| Securities issued by states & political subdivisions | $16,803,000 | 949 |
| Other domestic debt securities | $2,015,000 | 1,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,015,000 | 1,625 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $365,000 | 4,533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,066,000 | 1,000 |
| Mortgage-backed securities | $1,030,000 | 5,501 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,559 |
| Issued or guaranteed by U.S. | $433,000 | 5,539 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $597,000 | 3,215 |
| CMOs issued by government agencies or sponsored agencies | $597,000 | 3,056 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,432,000 | 2,239 |
| Available-for-sale securities (fair market value) | $34,060,000 | 2,493 |
| Total debt securities | $41,127,000 | 2,521 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $39,360,000 | 2,840 |
| U.S. Government securities | $22,320,000 | 3,554 |
| U.S. Treasury securities | $2,005,000 | 2,655 |
| U.S. Government agency obligations | $20,315,000 | 3,442 |
| Securities issued by states & political subdivisions | $14,719,000 | 1,135 |
| Other domestic debt securities | $1,984,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,984,000 | 1,528 |
| Foreign debt securities | NA | NA |
| Equity securities | $337,000 | 4,588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,942,000 | 1,487 |
| Mortgage-backed securities | $2,142,000 | 4,987 |
| Certificates of participation in pools of residential mortgages | $1,041,000 | 4,989 |
| Issued or guaranteed by U.S. | $1,041,000 | 4,976 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,101,000 | 2,928 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,784 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,839,000 | 2,436 |
| Available-for-sale securities (fair market value) | $31,521,000 | 2,700 |
| Total debt securities | $39,023,000 | 2,775 |
| 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 | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $28,027,000 | 3,831 |
| U.S. Government securities | $14,524,000 | 4,875 |
| U.S. Treasury securities | $506,000 | 5,851 |
| U.S. Government agency obligations | $14,018,000 | 4,301 |
| Securities issued by states & political subdivisions | $13,171,000 | 1,259 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $332,000 | 4,419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,306,000 | 2,126 |
| Mortgage-backed securities | $2,946,000 | 4,774 |
| Certificates of participation in pools of residential mortgages | $1,336,000 | 4,914 |
| Issued or guaranteed by U.S. | $1,336,000 | 4,896 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,610,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $1,610,000 | 2,707 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,735,000 | 2,927 |
| Available-for-sale securities (fair market value) | $21,292,000 | 3,619 |
| Total debt securities | $27,695,000 | 3,776 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $22,231,000 | 4,552 |
| U.S. Government securities | $14,407,000 | 5,197 |
| U.S. Treasury securities | $2,493,000 | 4,744 |
| U.S. Government agency obligations | $11,914,000 | 4,688 |
| Securities issued by states & political subdivisions | $7,538,000 | 1,964 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $286,000 | 4,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,951,000 | 2,203 |
| Mortgage-backed securities | $4,007,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $2,014,000 | 4,376 |
| Issued or guaranteed by U.S. | $2,014,000 | 4,361 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,993,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $1,993,000 | 2,606 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,620,000 | 4,309 |
| Available-for-sale securities (fair market value) | $17,611,000 | 3,969 |
| Total debt securities | $21,945,000 | 4,493 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $997,000 | 1,296 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $18,754,000 | 5,540 |
| U.S. Government securities | $12,373,000 | 6,206 |
| U.S. Treasury securities | $4,477,000 | 4,100 |
| U.S. Government agency obligations | $7,896,000 | 6,311 |
| Securities issued by states & political subdivisions | $6,095,000 | 2,409 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $286,000 | 4,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,700,000 | 2,010 |
| Mortgage-backed securities | $2,697,000 | 5,405 |
| Certificates of participation in pools of residential mortgages | $734,000 | 6,232 |
| Issued or guaranteed by U.S. | $734,000 | 6,215 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,963,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $1,963,000 | 2,981 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,110,000 | 4,640 |
| Available-for-sale securities (fair market value) | $13,644,000 | 5,035 |
| Total debt securities | $18,468,000 | 5,484 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $990,000 | 1,848 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $18,096,000 | 5,956 |
| U.S. Government securities | $13,535,000 | 6,096 |
| U.S. Treasury securities | $6,240,000 | 3,919 |
| U.S. Government agency obligations | $7,295,000 | 6,568 |
| Securities issued by states & political subdivisions | $4,528,000 | 3,030 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,000 | 7,403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,775,000 | 2,099 |
| Mortgage-backed securities | $2,836,000 | 5,647 |
| Certificates of participation in pools of residential mortgages | $857,000 | 6,310 |
| Issued or guaranteed by U.S. | $857,000 | 6,278 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,979,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $1,979,000 | 3,315 |
| 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) | $4,528,000 | 5,219 |
| Available-for-sale securities (fair market value) | $13,568,000 | 5,160 |
| Total debt securities | $18,063,000 | 5,839 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $982,000 | 2,765 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $23,534,000 | 5,216 |
| U.S. Government securities | $17,985,000 | 5,356 |
| U.S. Treasury securities | $7,350,000 | 4,299 |
| U.S. Government agency obligations | $10,635,000 | 5,147 |
| Securities issued by states & political subdivisions | $5,516,000 | 2,709 |
| 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 | NA | NA |
| Equity securities | $33,000 | 7,379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,884,000 | 1,857 |
| Mortgage-backed securities | $5,217,000 | 4,628 |
| Certificates of participation in pools of residential mortgages | $2,410,000 | 4,833 |
| Issued or guaranteed by U.S. | $2,410,000 | 4,805 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,807,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $2,807,000 | 2,994 |
| 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) | $7,497,000 | 6,692 |
| Available-for-sale securities (fair market value) | $16,037,000 | 3,378 |
| Total debt securities | $23,501,000 | 5,137 |
| 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 | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $28,021,000 | 4,755 |
| U.S. Government securities | $22,350,000 | 4,680 |
| U.S. Treasury securities | $11,394,000 | 3,136 |
| U.S. Government agency obligations | $10,956,000 | 5,250 |
| Securities issued by states & political subdivisions | $5,119,000 | 2,958 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $552,000 | 2,893 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,771,000 | 1,857 |
| Mortgage-backed securities | $8,702,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $5,298,000 | 3,643 |
| Issued or guaranteed by U.S. | $5,298,000 | 3,607 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,404,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $3,404,000 | 3,039 |
| 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 | $27,469,000 | 4,710 |
| 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 | $13,450,000 | 7,832 |
| U.S. Government securities | $9,319,000 | 8,362 |
| U.S. Treasury securities | $6,505,000 | 4,870 |
| U.S. Government agency obligations | $2,814,000 | 9,709 |
| Securities issued by states & political subdivisions | $4,099,000 | 3,262 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 7,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,284,000 | 2,815 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,418,000 | 7,721 |
| 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 |