Home > Fulton Bank > Securities
Fulton Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,680,561,000 | 96 |
| U.S. Government securities | $2,153,709,000 | 102 |
| U.S. Treasury securities | $42,161,000 | 534 |
| U.S. Government agency obligations | $2,111,548,000 | 89 |
| Securities issued by states & political subdivisions | $1,072,012,000 | 37 |
| Other domestic debt securities | $440,551,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $440,551,000 | 28 |
| 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 | $389,231,000 | 295 |
| Mortgage-backed securities | $2,110,538,000 | 87 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $603,870,000 | 131 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $111,433,000 | 226 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $670,625,000 | 32 |
| Other commercial mortgage-backed securities | $724,610,000 | 46 |
| Held to maturity securities (book value) | $1,267,922,000 | 77 |
| Available-for-sale securities (fair market value) | $2,398,350,000 | 99 |
| Total debt securities | $3,666,272,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $135,737,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $230,399,000 | 27 |
| 2023-09-30 | Rank | |
| Total securities | $3,703,221,000 | 98 |
| U.S. Government securities | $2,320,972,000 | 95 |
| U.S. Treasury securities | $222,446,000 | 142 |
| U.S. Government agency obligations | $2,098,526,000 | 91 |
| Securities issued by states & political subdivisions | $949,146,000 | 40 |
| Other domestic debt securities | $428,484,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $428,484,000 | 28 |
| 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 | $802,839,000 | 172 |
| Mortgage-backed securities | $2,097,539,000 | 88 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $607,637,000 | 132 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $112,217,000 | 222 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $670,425,000 | 35 |
| Other commercial mortgage-backed securities | $707,260,000 | 46 |
| Held to maturity securities (book value) | $1,279,733,000 | 77 |
| Available-for-sale securities (fair market value) | $2,418,869,000 | 100 |
| Total debt securities | $3,698,599,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $226,464,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $367,854,000 | 27 |
| 2023-06-30 | Rank | |
| Total securities | $3,961,448,000 | 95 |
| U.S. Government securities | $2,389,046,000 | 96 |
| U.S. Treasury securities | $220,638,000 | 142 |
| U.S. Government agency obligations | $2,168,408,000 | 95 |
| Securities issued by states & political subdivisions | $1,053,908,000 | 38 |
| Other domestic debt securities | $424,379,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $424,379,000 | 29 |
| 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 | $1,113,050,000 | 135 |
| Mortgage-backed securities | $2,167,410,000 | 85 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $636,592,000 | 128 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $120,458,000 | 212 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $672,741,000 | 35 |
| Other commercial mortgage-backed securities | $737,619,000 | 46 |
| Held to maturity securities (book value) | $1,294,613,000 | 74 |
| Available-for-sale securities (fair market value) | $2,572,720,000 | 100 |
| Total debt securities | $3,867,333,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $165,799,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $282,191,000 | 27 |
| 2023-03-31 | Rank | |
| Total securities | $4,035,094,000 | 96 |
| U.S. Government securities | $2,443,468,000 | 100 |
| U.S. Treasury securities | $220,053,000 | 151 |
| U.S. Government agency obligations | $2,223,415,000 | 91 |
| Securities issued by states & political subdivisions | $1,067,598,000 | 38 |
| Other domestic debt securities | $439,034,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $439,034,000 | 29 |
| 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 | $1,141,926,000 | 126 |
| Mortgage-backed securities | $2,222,398,000 | 90 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $657,005,000 | 130 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $130,449,000 | 213 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $680,099,000 | 37 |
| Other commercial mortgage-backed securities | $754,845,000 | 46 |
| Held to maturity securities (book value) | $1,307,712,000 | 77 |
| Available-for-sale securities (fair market value) | $2,642,388,000 | 104 |
| Total debt securities | $3,950,102,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $124,970,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $219,745,000 | 28 |
| 2022-12-31 | Rank | |
| Total securities | $4,051,431,000 | 101 |
| U.S. Government securities | $2,440,001,000 | 106 |
| U.S. Treasury securities | $218,485,000 | 160 |
| U.S. Government agency obligations | $2,221,516,000 | 97 |
| Securities issued by states & political subdivisions | $1,105,713,000 | 39 |
| Other domestic debt securities | $422,309,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $422,309,000 | 36 |
| 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 | $1,110,268,000 | 105 |
| Mortgage-backed securities | $2,220,508,000 | 96 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $670,024,000 | 136 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $134,032,000 | 214 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $683,314,000 | 38 |
| Other commercial mortgage-backed securities | $733,138,000 | 48 |
| Held to maturity securities (book value) | $1,321,256,000 | 80 |
| Available-for-sale securities (fair market value) | $2,646,767,000 | 112 |
| Total debt securities | $3,968,023,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $161,201,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $280,012,000 | 29 |
| 2022-09-30 | Rank | |
| Total securities | $3,823,906,000 | 106 |
| U.S. Government securities | $2,398,965,000 | 113 |
| U.S. Treasury securities | $218,184,000 | 164 |
| U.S. Government agency obligations | $2,180,781,000 | 104 |
| Securities issued by states & political subdivisions | $986,942,000 | 45 |
| Other domestic debt securities | $362,076,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $362,076,000 | 40 |
| 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 | $1,317,180,000 | 92 |
| Mortgage-backed securities | $2,180,781,000 | 99 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $649,171,000 | 135 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $129,859,000 | 217 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $695,661,000 | 38 |
| Other commercial mortgage-backed securities | $706,090,000 | 58 |
| Held to maturity securities (book value) | $1,339,310,000 | 78 |
| Available-for-sale securities (fair market value) | $2,408,673,000 | 122 |
| Total debt securities | $3,747,983,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $174,912,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $302,178,000 | 32 |
| 2022-06-30 | Rank | |
| Total securities | $4,038,205,000 | 105 |
| U.S. Government securities | $2,491,102,000 | 115 |
| U.S. Treasury securities | $221,605,000 | 160 |
| U.S. Government agency obligations | $2,269,497,000 | 106 |
| Securities issued by states & political subdivisions | $1,083,476,000 | 42 |
| Other domestic debt securities | $393,561,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $393,561,000 | 40 |
| 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 | $1,762,726,000 | 77 |
| Mortgage-backed securities | $2,269,497,000 | 101 |
| Certificates of participation in pools of residential mortgages | $661,435,000 | 139 |
| Issued or guaranteed by U.S. | $661,435,000 | 138 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $148,103,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $148,103,000 | 203 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,459,959,000 | 53 |
| Commercial mortgage pass-through securities | $719,754,000 | 37 |
| Other commercial mortgage-backed securities | $740,205,000 | 61 |
| Held to maturity securities (book value) | $1,338,963,000 | 76 |
| Available-for-sale securities (fair market value) | $2,629,176,000 | 116 |
| Total debt securities | $3,968,138,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $86,945,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $155,450,000 | 32 |
| 2022-03-31 | Rank | |
| Total securities | $4,198,632,000 | 100 |
| U.S. Government securities | $2,598,496,000 | 112 |
| U.S. Treasury securities | $223,782,000 | 140 |
| U.S. Government agency obligations | $2,374,714,000 | 103 |
| Securities issued by states & political subdivisions | $1,144,647,000 | 41 |
| Other domestic debt securities | $395,597,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $395,597,000 | 39 |
| 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 | $2,308,744,000 | 68 |
| Mortgage-backed securities | $2,374,714,000 | 103 |
| Certificates of participation in pools of residential mortgages | $660,278,000 | 146 |
| Issued or guaranteed by U.S. | $660,278,000 | 143 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $171,264,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $171,264,000 | 193 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,543,172,000 | 51 |
| Commercial mortgage pass-through securities | $773,104,000 | 32 |
| Other commercial mortgage-backed securities | $770,068,000 | 58 |
| Held to maturity securities (book value) | $964,341,000 | 85 |
| Available-for-sale securities (fair market value) | $3,174,399,000 | 107 |
| Total debt securities | $4,138,738,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $41,116,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $62,649,000 | 43 |
| 2021-12-31 | Rank | |
| Total securities | $4,222,962,000 | 103 |
| U.S. Government securities | $2,518,305,000 | 117 |
| U.S. Treasury securities | $127,618,000 | 154 |
| U.S. Government agency obligations | $2,390,687,000 | 107 |
| Securities issued by states & political subdivisions | $1,188,670,000 | 40 |
| Other domestic debt securities | $460,800,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $74,667,000 | 79 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $386,133,000 | 38 |
| 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 | $2,502,083,000 | 61 |
| Mortgage-backed securities | $2,390,687,000 | 105 |
| Certificates of participation in pools of residential mortgages | $634,753,000 | 156 |
| Issued or guaranteed by U.S. | $634,753,000 | 154 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $209,359,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $209,359,000 | 166 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,546,575,000 | 52 |
| Commercial mortgage pass-through securities | $825,617,000 | 31 |
| Other commercial mortgage-backed securities | $720,958,000 | 61 |
| Held to maturity securities (book value) | $980,385,000 | 73 |
| Available-for-sale securities (fair market value) | $3,187,390,000 | 113 |
| Total debt securities | $4,167,774,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $151,921,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $78,058,000 | 29 |
| 2021-09-30 | Rank | |
| Total securities | $4,049,883,000 | 104 |
| U.S. Government securities | $2,405,895,000 | 119 |
| U.S. Treasury securities | $153,211,000 | 99 |
| U.S. Government agency obligations | $2,252,684,000 | 112 |
| Securities issued by states & political subdivisions | $1,150,394,000 | 38 |
| Other domestic debt securities | $444,471,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $75,133,000 | 84 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $369,338,000 | 40 |
| 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 | $2,592,668,000 | 59 |
| Mortgage-backed securities | $2,190,619,000 | 113 |
| Certificates of participation in pools of residential mortgages | $600,312,000 | 150 |
| Issued or guaranteed by U.S. | $600,312,000 | 150 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $252,035,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $252,035,000 | 152 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,338,272,000 | 54 |
| Commercial mortgage pass-through securities | $764,081,000 | 30 |
| Other commercial mortgage-backed securities | $574,191,000 | 66 |
| Held to maturity securities (book value) | $916,423,000 | 71 |
| Available-for-sale securities (fair market value) | $3,084,337,000 | 113 |
| Total debt securities | $4,000,762,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $182,656,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $93,041,000 | 30 |
| 2021-06-30 | Rank | |
| Total securities | $3,963,209,000 | 105 |
| U.S. Government securities | $2,419,980,000 | 117 |
| U.S. Treasury securities | $153,545,000 | 96 |
| U.S. Government agency obligations | $2,266,435,000 | 110 |
| Securities issued by states & political subdivisions | $1,055,461,000 | 41 |
| Other domestic debt securities | $446,215,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $74,834,000 | 81 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $371,381,000 | 38 |
| 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 | $1,960,589,000 | 67 |
| Mortgage-backed securities | $2,204,004,000 | 107 |
| Certificates of participation in pools of residential mortgages | $640,766,000 | 138 |
| Issued or guaranteed by U.S. | $640,766,000 | 136 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $307,165,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $307,165,000 | 140 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,256,073,000 | 54 |
| Commercial mortgage pass-through securities | $782,020,000 | 28 |
| Other commercial mortgage-backed securities | $474,053,000 | 76 |
| Held to maturity securities (book value) | $824,283,000 | 71 |
| Available-for-sale securities (fair market value) | $3,097,373,000 | 109 |
| Total debt securities | $3,921,658,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $209,364,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $104,677,000 | 29 |
| 2021-03-31 | Rank | |
| Total securities | $3,646,618,000 | 107 |
| U.S. Government securities | $2,181,676,000 | 117 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,181,676,000 | 109 |
| Securities issued by states & political subdivisions | $994,759,000 | 40 |
| Other domestic debt securities | $435,575,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $76,204,000 | 83 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $359,371,000 | 31 |
| 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 | $1,074,034,000 | 102 |
| Mortgage-backed securities | $2,181,676,000 | 104 |
| Certificates of participation in pools of residential mortgages | $722,825,000 | 119 |
| Issued or guaranteed by U.S. | $722,825,000 | 118 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $399,882,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $399,882,000 | 118 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,058,969,000 | 58 |
| Commercial mortgage pass-through securities | $716,685,000 | 28 |
| Other commercial mortgage-backed securities | $342,284,000 | 89 |
| Held to maturity securities (book value) | $853,413,000 | 64 |
| Available-for-sale securities (fair market value) | $2,758,597,000 | 112 |
| Total debt securities | $3,612,011,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $177,876,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $96,310,000 | 35 |
| 2020-12-31 | Rank | |
| Total securities | $3,371,355,000 | 105 |
| U.S. Government securities | $1,922,461,000 | 116 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,922,461,000 | 108 |
| Securities issued by states & political subdivisions | $952,613,000 | 41 |
| Other domestic debt securities | $465,351,000 | 61 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $98,206,000 | 66 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $367,145,000 | 34 |
| 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 | $520,457,000 | 173 |
| Mortgage-backed securities | $1,922,461,000 | 106 |
| Certificates of participation in pools of residential mortgages | $656,279,000 | 117 |
| Issued or guaranteed by U.S. | $656,279,000 | 117 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $503,766,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $503,766,000 | 97 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $762,416,000 | 67 |
| Commercial mortgage pass-through securities | $422,748,000 | 40 |
| Other commercial mortgage-backed securities | $339,668,000 | 85 |
| Held to maturity securities (book value) | $278,281,000 | 106 |
| Available-for-sale securities (fair market value) | $3,062,144,000 | 105 |
| Total debt securities | $3,340,426,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $330,953,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $165,207,000 | 23 |
| 2020-09-30 | Rank | |
| Total securities | $3,124,196,000 | 106 |
| U.S. Government securities | $1,730,619,000 | 118 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,730,619,000 | 111 |
| Securities issued by states & political subdivisions | $926,554,000 | 40 |
| Other domestic debt securities | $440,547,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $97,990,000 | 63 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $342,557,000 | 36 |
| 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 | $568,402,000 | 161 |
| Mortgage-backed securities | $1,730,619,000 | 108 |
| Certificates of participation in pools of residential mortgages | $625,936,000 | 110 |
| Issued or guaranteed by U.S. | $625,936,000 | 110 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $532,473,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $532,473,000 | 95 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $572,210,000 | 76 |
| Commercial mortgage pass-through securities | $292,017,000 | 46 |
| Other commercial mortgage-backed securities | $280,193,000 | 89 |
| Held to maturity securities (book value) | $304,241,000 | 98 |
| Available-for-sale securities (fair market value) | $2,793,479,000 | 105 |
| Total debt securities | $3,097,721,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $375,567,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $183,228,000 | 26 |
| 2020-06-30 | Rank | |
| Total securities | $2,996,725,000 | 106 |
| U.S. Government securities | $1,654,920,000 | 120 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,654,920,000 | 110 |
| Securities issued by states & political subdivisions | $899,378,000 | 38 |
| Other domestic debt securities | $420,515,000 | 64 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $95,162,000 | 58 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $325,353,000 | 39 |
| 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 | $468,809,000 | 183 |
| Mortgage-backed securities | $1,654,920,000 | 109 |
| Certificates of participation in pools of residential mortgages | $491,383,000 | 129 |
| Issued or guaranteed by U.S. | $491,383,000 | 127 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $578,394,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $578,394,000 | 87 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $585,143,000 | 74 |
| Commercial mortgage pass-through securities | $287,124,000 | 47 |
| Other commercial mortgage-backed securities | $298,019,000 | 80 |
| Held to maturity securities (book value) | $330,514,000 | 92 |
| Available-for-sale securities (fair market value) | $2,644,299,000 | 107 |
| Total debt securities | $2,974,813,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $390,701,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $188,515,000 | 29 |
| 2020-03-31 | Rank | |
| Total securities | $3,160,094,000 | 98 |
| U.S. Government securities | $1,826,212,000 | 114 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,826,212,000 | 106 |
| Securities issued by states & political subdivisions | $853,633,000 | 40 |
| Other domestic debt securities | $461,595,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $88,117,000 | 54 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $373,478,000 | 28 |
| 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 | $497,805,000 | 171 |
| Mortgage-backed securities | $1,826,212,000 | 101 |
| Certificates of participation in pools of residential mortgages | $571,235,000 | 111 |
| Issued or guaranteed by U.S. | $571,235,000 | 111 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $667,652,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $667,652,000 | 80 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $587,325,000 | 72 |
| Commercial mortgage pass-through securities | $290,623,000 | 45 |
| Other commercial mortgage-backed securities | $296,702,000 | 80 |
| Held to maturity securities (book value) | $350,606,000 | 87 |
| Available-for-sale securities (fair market value) | $2,790,834,000 | 97 |
| Total debt securities | $3,141,440,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $368,172,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $180,576,000 | 31 |
| 2019-12-31 | Rank | |
| Total securities | $2,889,164,000 | 101 |
| U.S. Government securities | $1,735,169,000 | 117 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,735,169,000 | 108 |
| Securities issued by states & political subdivisions | $658,674,000 | 45 |
| Other domestic debt securities | $473,536,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $96,179,000 | 50 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $377,357,000 | 26 |
| 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 | $462,572,000 | 165 |
| Mortgage-backed securities | $1,735,169,000 | 105 |
| Certificates of participation in pools of residential mortgages | $547,153,000 | 113 |
| Issued or guaranteed by U.S. | $547,153,000 | 113 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $693,719,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $693,719,000 | 81 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $494,297,000 | 79 |
| Commercial mortgage pass-through securities | $299,017,000 | 42 |
| Other commercial mortgage-backed securities | $195,280,000 | 101 |
| Held to maturity securities (book value) | $369,841,000 | 85 |
| Available-for-sale securities (fair market value) | $2,497,538,000 | 102 |
| Total debt securities | $2,867,377,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $143,423,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $75,265,000 | 29 |
| 2019-09-30 | Rank | |
| Total securities | $2,725,612,000 | 103 |
| U.S. Government securities | $1,696,561,000 | 117 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,696,561,000 | 107 |
| Securities issued by states & political subdivisions | $553,081,000 | 50 |
| Other domestic debt securities | $455,967,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $97,561,000 | 50 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $358,406,000 | 27 |
| 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 | $391,518,000 | 185 |
| Mortgage-backed securities | $1,696,561,000 | 104 |
| Certificates of participation in pools of residential mortgages | $573,854,000 | 109 |
| Issued or guaranteed by U.S. | $573,854,000 | 109 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $700,599,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $700,599,000 | 85 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $422,108,000 | 82 |
| Commercial mortgage pass-through securities | $291,176,000 | 42 |
| Other commercial mortgage-backed securities | $130,932,000 | 118 |
| Held to maturity securities (book value) | $390,069,000 | 89 |
| Available-for-sale securities (fair market value) | $2,315,540,000 | 107 |
| Total debt securities | $2,705,608,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $193,239,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $104,523,000 | 28 |
| 2019-06-30 | Rank | |
| Total securities | $2,278,867,000 | 117 |
| U.S. Government securities | $1,606,526,000 | 119 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,606,526,000 | 107 |
| Securities issued by states & political subdivisions | $428,113,000 | 63 |
| Other domestic debt securities | $226,799,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $86,698,000 | 55 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $140,101,000 | 53 |
| 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 | $608,125,000 | 128 |
| Mortgage-backed securities | $1,606,526,000 | 104 |
| Certificates of participation in pools of residential mortgages | $484,307,000 | 124 |
| Issued or guaranteed by U.S. | $484,307,000 | 123 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $681,938,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $681,938,000 | 86 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $440,281,000 | 71 |
| Commercial mortgage pass-through securities | $295,700,000 | 40 |
| Other commercial mortgage-backed securities | $144,581,000 | 112 |
| Held to maturity securities (book value) | $399,106,000 | 92 |
| Available-for-sale securities (fair market value) | $1,862,332,000 | 117 |
| Total debt securities | $2,261,440,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $99,745,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,702,000 | 44 |
| 2019-03-31 | Rank | |
| Total securities | $1,342,800,000 | 156 |
| U.S. Government securities | $877,575,000 | 177 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $877,575,000 | 167 |
| Securities issued by states & political subdivisions | $288,640,000 | 94 |
| Other domestic debt securities | $161,127,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $80,177,000 | 56 |
| Structured financial products - Total | $770,000 | 119 |
| Other domestic debt securities - All other | $80,180,000 | 81 |
| 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 | $212,494,000 | 295 |
| Mortgage-backed securities | $874,556,000 | 152 |
| Certificates of participation in pools of residential mortgages | $296,875,000 | 173 |
| Issued or guaranteed by U.S. | $296,875,000 | 173 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $295,444,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $295,444,000 | 140 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $282,237,000 | 98 |
| Commercial mortgage pass-through securities | $274,752,000 | 42 |
| Other commercial mortgage-backed securities | $7,485,000 | 438 |
| Held to maturity securities (book value) | $195,325,000 | 151 |
| Available-for-sale securities (fair market value) | $1,132,017,000 | 158 |
| Total debt securities | $1,326,574,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $39,308,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,430,000 | 72 |
| 2018-12-31 | Rank | |
| Total securities | $1,340,841,000 | 160 |
| U.S. Government securities | $878,387,000 | 177 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $878,387,000 | 166 |
| Securities issued by states & political subdivisions | $279,123,000 | 97 |
| Other domestic debt securities | $161,540,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $80,286,000 | 54 |
| Structured financial products - Total | $875,000 | 109 |
| Other domestic debt securities - All other | $80,379,000 | 80 |
| 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 | $271,169,000 | 246 |
| Mortgage-backed securities | $869,668,000 | 152 |
| Certificates of participation in pools of residential mortgages | $311,645,000 | 160 |
| Issued or guaranteed by U.S. | $311,645,000 | 160 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $296,407,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $296,407,000 | 137 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $261,616,000 | 97 |
| Commercial mortgage pass-through securities | $253,945,000 | 43 |
| Other commercial mortgage-backed securities | $7,671,000 | 428 |
| Held to maturity securities (book value) | $200,241,000 | 155 |
| Available-for-sale securities (fair market value) | $1,118,809,000 | 159 |
| Total debt securities | $1,318,177,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $30,389,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,095,000 | 61 |
| 2018-09-30 | Rank | |
| Total securities | $1,156,761,000 | 175 |
| U.S. Government securities | $716,878,000 | 193 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $716,878,000 | 184 |
| Securities issued by states & political subdivisions | $277,569,000 | 100 |
| Other domestic debt securities | $142,685,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $80,277,000 | 53 |
| Structured financial products - Total | $875,000 | 123 |
| Other domestic debt securities - All other | $61,533,000 | 103 |
| 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 | $751,920,000 | 115 |
| Mortgage-backed securities | $711,109,000 | 166 |
| Certificates of participation in pools of residential mortgages | $236,991,000 | 195 |
| Issued or guaranteed by U.S. | $236,991,000 | 194 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $228,367,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $228,367,000 | 150 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $245,751,000 | 96 |
| Commercial mortgage pass-through securities | $237,989,000 | 40 |
| Other commercial mortgage-backed securities | $7,762,000 | 419 |
| Held to maturity securities (book value) | $205,327,000 | 153 |
| Available-for-sale securities (fair market value) | $931,805,000 | 177 |
| Total debt securities | $1,136,260,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $36,844,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,102,000 | 44 |
| 2018-06-30 | Rank | |
| Total securities | $1,158,426,000 | 172 |
| U.S. Government securities | $712,526,000 | 194 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $712,526,000 | 185 |
| Securities issued by states & political subdivisions | $282,370,000 | 100 |
| Other domestic debt securities | $141,949,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $80,259,000 | 52 |
| Structured financial products - Total | $875,000 | 130 |
| Other domestic debt securities - All other | $60,815,000 | 100 |
| 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 | $724,512,000 | 116 |
| Mortgage-backed securities | $706,714,000 | 165 |
| Certificates of participation in pools of residential mortgages | $249,849,000 | 193 |
| Issued or guaranteed by U.S. | $249,849,000 | 192 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $218,082,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $218,082,000 | 157 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $238,783,000 | 99 |
| Commercial mortgage pass-through securities | $230,768,000 | 42 |
| Other commercial mortgage-backed securities | $8,015,000 | 398 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,136,845,000 | 152 |
| Total debt securities | $1,135,969,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $30,549,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,238,000 | 46 |
| 2018-03-31 | Rank | |
| Total securities | $1,125,424,000 | 178 |
| U.S. Government securities | $674,480,000 | 202 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $674,480,000 | 193 |
| Securities issued by states & political subdivisions | $285,336,000 | 102 |
| Other domestic debt securities | $142,505,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $80,195,000 | 52 |
| Structured financial products - Total | $865,000 | 139 |
| Other domestic debt securities - All other | $61,445,000 | 107 |
| 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 | $929,502,000 | 106 |
| Mortgage-backed securities | $668,635,000 | 171 |
| Certificates of participation in pools of residential mortgages | $263,169,000 | 187 |
| Issued or guaranteed by U.S. | $263,169,000 | 186 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $178,574,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $178,574,000 | 176 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $226,892,000 | 96 |
| Commercial mortgage pass-through securities | $218,612,000 | 39 |
| Other commercial mortgage-backed securities | $8,280,000 | 378 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,102,321,000 | 155 |
| Total debt securities | $1,101,457,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $24,211,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $24,211,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $28,334,000 | 48 |
| 2017-12-31 | Rank | |
| Total securities | $1,107,633,000 | 174 |
| U.S. Government securities | $660,372,000 | 200 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $660,372,000 | 191 |
| Securities issued by states & political subdivisions | $292,260,000 | 104 |
| Other domestic debt securities | $134,052,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $76,715,000 | 60 |
| Structured financial products - Total | $707,000 | 159 |
| Other domestic debt securities - All other | $56,630,000 | 109 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $20,949,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $939,131,000 | 103 |
| Mortgage-backed securities | $654,434,000 | 172 |
| Certificates of participation in pools of residential mortgages | $279,744,000 | 175 |
| Issued or guaranteed by U.S. | $279,744,000 | 174 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $161,934,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $161,934,000 | 185 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $212,756,000 | 97 |
| Commercial mortgage pass-through securities | $204,100,000 | 42 |
| Other commercial mortgage-backed securities | $8,656,000 | 348 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,107,633,000 | 150 |
| Total debt securities | $1,085,978,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $16,446,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $16,446,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $11,742,000 | 57 |
| 2017-09-30 | Rank | |
| Total securities | $1,114,251,000 | 175 |
| U.S. Government securities | $674,562,000 | 198 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $674,562,000 | 191 |
| Securities issued by states & political subdivisions | $294,174,000 | 102 |
| Other domestic debt securities | $129,397,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $76,340,000 | 58 |
| Structured financial products - Total | $422,000 | 190 |
| Other domestic debt securities - All other | $52,635,000 | 122 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $16,118,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,789,000 | 99 |
| Mortgage-backed securities | $668,547,000 | 170 |
| Certificates of participation in pools of residential mortgages | $295,276,000 | 171 |
| Issued or guaranteed by U.S. | $295,276,000 | 170 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $211,640,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $211,640,000 | 150 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $161,631,000 | 106 |
| Commercial mortgage pass-through securities | $152,705,000 | 47 |
| Other commercial mortgage-backed securities | $8,926,000 | 335 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,114,251,000 | 153 |
| Total debt securities | $1,097,714,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $20,997,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $20,997,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $14,632,000 | 53 |
| 2017-06-30 | Rank | |
| Total securities | $1,102,996,000 | 175 |
| U.S. Government securities | $662,562,000 | 197 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $662,562,000 | 193 |
| Securities issued by states & political subdivisions | $297,613,000 | 99 |
| Other domestic debt securities | $130,503,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $76,167,000 | 55 |
| Structured financial products - Total | $422,000 | 194 |
| Other domestic debt securities - All other | $53,914,000 | 121 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $12,318,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $901,372,000 | 110 |
| Mortgage-backed securities | $656,508,000 | 171 |
| Certificates of participation in pools of residential mortgages | $309,284,000 | 164 |
| Issued or guaranteed by U.S. | $309,284,000 | 162 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $226,158,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $226,158,000 | 147 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $121,066,000 | 125 |
| Commercial mortgage pass-through securities | $111,937,000 | 54 |
| Other commercial mortgage-backed securities | $9,129,000 | 325 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,102,996,000 | 150 |
| Total debt securities | $1,090,258,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $20,872,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $20,872,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $15,708,000 | 51 |
| 2017-03-31 | Rank | |
| Total securities | $1,048,907,000 | 179 |
| U.S. Government securities | $607,502,000 | 210 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $607,502,000 | 202 |
| Securities issued by states & political subdivisions | $287,919,000 | 105 |
| Other domestic debt securities | $139,635,000 | 114 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $75,791,000 | 55 |
| Structured financial products - Total | $423,000 | 196 |
| Other domestic debt securities - All other | $63,421,000 | 107 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $13,851,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $905,009,000 | 104 |
| Mortgage-backed securities | $601,507,000 | 178 |
| Certificates of participation in pools of residential mortgages | $323,111,000 | 160 |
| Issued or guaranteed by U.S. | $323,111,000 | 158 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $230,008,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $230,008,000 | 141 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $48,388,000 | 213 |
| Commercial mortgage pass-through securities | $48,388,000 | 106 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,048,907,000 | 155 |
| Total debt securities | $1,034,633,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $15,322,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $15,322,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $13,135,000 | 56 |
| 2016-12-31 | Rank | |
| Total securities | $1,037,870,000 | 174 |
| U.S. Government securities | $598,581,000 | 213 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $598,581,000 | 205 |
| Securities issued by states & political subdivisions | $282,330,000 | 102 |
| Other domestic debt securities | $143,802,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $75,628,000 | 56 |
| Structured financial products - Total | $422,000 | 198 |
| Other domestic debt securities - All other | $67,752,000 | 100 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $13,157,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $922,135,000 | 102 |
| Mortgage-backed securities | $598,447,000 | 180 |
| Certificates of participation in pools of residential mortgages | $336,239,000 | 157 |
| Issued or guaranteed by U.S. | $336,239,000 | 155 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $237,644,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $237,644,000 | 133 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $24,564,000 | 290 |
| Commercial mortgage pass-through securities | $24,564,000 | 155 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,037,870,000 | 150 |
| Total debt securities | $1,024,290,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $16,076,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $16,076,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $16,076,000 | 56 |
| 2016-09-30 | Rank | |
| Total securities | $1,063,083,000 | 170 |
| U.S. Government securities | $608,870,000 | 202 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $608,870,000 | 194 |
| Securities issued by states & political subdivisions | $297,155,000 | 98 |
| Other domestic debt securities | $144,825,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $76,013,000 | 54 |
| Structured financial products - Total | $706,000 | 178 |
| Other domestic debt securities - All other | $68,106,000 | 100 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $12,233,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $915,046,000 | 104 |
| Mortgage-backed securities | $608,730,000 | 177 |
| Certificates of participation in pools of residential mortgages | $339,523,000 | 145 |
| Issued or guaranteed by U.S. | $339,523,000 | 144 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $261,133,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $261,133,000 | 129 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $8,074,000 | 508 |
| Commercial mortgage pass-through securities | $8,074,000 | 280 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,063,083,000 | 143 |
| Total debt securities | $1,050,144,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $54,721,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $54,721,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $54,721,000 | 43 |
| 2016-06-30 | Rank | |
| Total securities | $1,046,523,000 | 174 |
| U.S. Government securities | $640,813,000 | 197 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $640,813,000 | 188 |
| Securities issued by states & political subdivisions | $265,524,000 | 109 |
| Other domestic debt securities | $130,434,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $76,337,000 | 55 |
| Structured financial products - Total | $706,000 | 185 |
| Other domestic debt securities - All other | $53,391,000 | 130 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $9,752,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $805,894,000 | 113 |
| Mortgage-backed securities | $640,667,000 | 169 |
| Certificates of participation in pools of residential mortgages | $358,844,000 | 144 |
| Issued or guaranteed by U.S. | $358,844,000 | 143 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $281,823,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $281,823,000 | 127 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,046,523,000 | 145 |
| Total debt securities | $1,036,063,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $58,266,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $58,266,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $58,266,000 | 44 |
| 2016-03-31 | Rank | |
| Total securities | $973,098,000 | 183 |
| U.S. Government securities | $625,846,000 | 201 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $625,846,000 | 195 |
| Securities issued by states & political subdivisions | $213,256,000 | 135 |
| Other domestic debt securities | $124,003,000 | 120 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $75,873,000 | 53 |
| Structured financial products - Total | $706,000 | 185 |
| Other domestic debt securities - All other | $47,424,000 | 146 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $9,993,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $785,044,000 | 114 |
| Mortgage-backed securities | $600,673,000 | 179 |
| Certificates of participation in pools of residential mortgages | $290,738,000 | 166 |
| Issued or guaranteed by U.S. | $290,738,000 | 163 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $309,935,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $309,935,000 | 123 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $973,098,000 | 155 |
| Total debt securities | $962,398,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $43,365,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $43,365,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $43,365,000 | 45 |
| 2015-12-31 | Rank | |
| Total securities | $993,844,000 | 179 |
| U.S. Government securities | $662,201,000 | 195 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $662,201,000 | 186 |
| Securities issued by states & political subdivisions | $181,853,000 | 156 |
| Other domestic debt securities | $131,754,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $76,464,000 | 54 |
| Structured financial products - Total | $706,000 | 183 |
| Other domestic debt securities - All other | $54,584,000 | 125 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $18,036,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $787,587,000 | 113 |
| Mortgage-backed securities | $637,065,000 | 167 |
| Certificates of participation in pools of residential mortgages | $307,846,000 | 157 |
| Issued or guaranteed by U.S. | $307,846,000 | 155 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $329,219,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $329,219,000 | 119 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $993,844,000 | 146 |
| Total debt securities | $975,101,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $22,253,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $22,253,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $22,253,000 | 53 |
| 2015-09-30 | Rank | |
| Total securities | $1,024,120,000 | 171 |
| U.S. Government securities | $707,325,000 | 177 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $707,325,000 | 169 |
| Securities issued by states & political subdivisions | $168,774,000 | 170 |
| Other domestic debt securities | $134,019,000 | 120 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $76,388,000 | 51 |
| Structured financial products - Total | $530,000 | 193 |
| Other domestic debt securities - All other | $57,101,000 | 122 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $14,002,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,024,000 | 107 |
| Mortgage-backed securities | $681,987,000 | 151 |
| Certificates of participation in pools of residential mortgages | $332,542,000 | 150 |
| Issued or guaranteed by U.S. | $332,542,000 | 148 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $349,445,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $349,445,000 | 115 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,024,120,000 | 140 |
| Total debt securities | $1,009,589,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $24,716,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $24,716,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $24,716,000 | 52 |
| 2015-06-30 | Rank | |
| Total securities | $1,002,708,000 | 173 |
| U.S. Government securities | $695,210,000 | 185 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $695,210,000 | 180 |
| Securities issued by states & political subdivisions | $163,968,000 | 168 |
| Other domestic debt securities | $132,259,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $76,985,000 | 51 |
| Structured financial products - Total | $530,000 | 197 |
| Other domestic debt securities - All other | $54,744,000 | 123 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $11,271,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $774,595,000 | 115 |
| Mortgage-backed securities | $670,059,000 | 155 |
| Certificates of participation in pools of residential mortgages | $303,797,000 | 159 |
| Issued or guaranteed by U.S. | $303,797,000 | 158 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $366,262,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $366,262,000 | 112 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,002,708,000 | 145 |
| Total debt securities | $990,907,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $13,191,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $13,191,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $13,191,000 | 60 |
| 2015-03-31 | Rank | |
| Total securities | $914,268,000 | 184 |
| U.S. Government securities | $605,406,000 | 203 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $605,406,000 | 200 |
| Securities issued by states & political subdivisions | $165,573,000 | 164 |
| Other domestic debt securities | $133,288,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $77,270,000 | 48 |
| Structured financial products - Total | $1,084,000 | 148 |
| Other domestic debt securities - All other | $54,934,000 | 126 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $10,001,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,211,000 | 112 |
| Mortgage-backed securities | $605,213,000 | 167 |
| Certificates of participation in pools of residential mortgages | $263,116,000 | 180 |
| Issued or guaranteed by U.S. | $263,116,000 | 179 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $342,097,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $342,097,000 | 116 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $914,268,000 | 154 |
| Total debt securities | $903,184,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $20,261,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $20,261,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $20,261,000 | 56 |
| 2014-12-31 | Rank | |
| Total securities | $962,051,000 | 176 |
| U.S. Government securities | $628,173,000 | 200 |
| U.S. Treasury securities | $200,000 | 1,314 |
| U.S. Government agency obligations | $627,973,000 | 196 |
| Securities issued by states & political subdivisions | $182,769,000 | 134 |
| Other domestic debt securities | $133,803,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $77,015,000 | 48 |
| Structured financial products - Total | $4,088,000 | 82 |
| Other domestic debt securities - All other | $52,700,000 | 128 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $17,306,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $840,349,000 | 108 |
| Mortgage-backed securities | $627,772,000 | 164 |
| Certificates of participation in pools of residential mortgages | $272,486,000 | 172 |
| Issued or guaranteed by U.S. | $272,486,000 | 171 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $355,286,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $355,286,000 | 117 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $962,051,000 | 148 |
| Total debt securities | $940,654,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $13,338,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $13,338,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $13,338,000 | 59 |
| 2014-09-30 | Rank | |
| Total securities | $1,040,814,000 | 166 |
| U.S. Government securities | $657,569,000 | 181 |
| U.S. Treasury securities | $200,000 | 1,335 |
| U.S. Government agency obligations | $657,369,000 | 178 |
| Securities issued by states & political subdivisions | $233,460,000 | 99 |
| Other domestic debt securities | $135,597,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $77,199,000 | 48 |
| Structured financial products - Total | $3,993,000 | 88 |
| Other domestic debt securities - All other | $54,405,000 | 127 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $14,188,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $937,778,000 | 102 |
| Mortgage-backed securities | $657,153,000 | 153 |
| Certificates of participation in pools of residential mortgages | $282,550,000 | 168 |
| Issued or guaranteed by U.S. | $282,550,000 | 167 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $374,603,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $374,603,000 | 111 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,040,814,000 | 141 |
| Total debt securities | $1,022,634,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $6,494,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $6,494,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $6,494,000 | 60 |
| 2014-06-30 | Rank | |
| Total securities | $1,078,313,000 | 161 |
| U.S. Government securities | $690,424,000 | 174 |
| U.S. Treasury securities | $525,000 | 1,136 |
| U.S. Government agency obligations | $689,899,000 | 170 |
| Securities issued by states & political subdivisions | $241,643,000 | 95 |
| Other domestic debt securities | $134,373,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $76,146,000 | 48 |
| Structured financial products - Total | $3,870,000 | 88 |
| Other domestic debt securities - All other | $54,357,000 | 131 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $11,873,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,819,000 | 101 |
| Mortgage-backed securities | $689,675,000 | 147 |
| Certificates of participation in pools of residential mortgages | $296,655,000 | 163 |
| Issued or guaranteed by U.S. | $296,655,000 | 162 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $393,020,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $393,020,000 | 108 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,078,313,000 | 138 |
| Total debt securities | $1,062,571,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $6,830,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $6,830,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $6,830,000 | 58 |
| 2014-03-31 | Rank | |
| Total securities | $1,085,844,000 | 164 |
| U.S. Government securities | $696,754,000 | 172 |
| U.S. Treasury securities | $526,000 | 1,003 |
| U.S. Government agency obligations | $696,228,000 | 170 |
| Securities issued by states & political subdivisions | $245,131,000 | 92 |
| Other domestic debt securities | $134,562,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $75,990,000 | 49 |
| Structured financial products - Total | $5,094,000 | 77 |
| Other domestic debt securities - All other | $53,478,000 | 138 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $9,397,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $963,847,000 | 103 |
| Mortgage-backed securities | $695,995,000 | 151 |
| Certificates of participation in pools of residential mortgages | $304,957,000 | 160 |
| Issued or guaranteed by U.S. | $304,957,000 | 159 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $391,038,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $391,038,000 | 112 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,085,844,000 | 135 |
| Total debt securities | $1,071,354,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $3,641,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $3,641,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $3,641,000 | 67 |
| 2013-12-31 | Rank | |
| Total securities | $1,112,023,000 | 158 |
| U.S. Government securities | $717,078,000 | 163 |
| U.S. Treasury securities | $525,000 | 937 |
| U.S. Government agency obligations | $716,553,000 | 161 |
| Securities issued by states & political subdivisions | $242,956,000 | 92 |
| Other domestic debt securities | $140,061,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $82,192,000 | 49 |
| Structured financial products - Total | $5,032,000 | 88 |
| Other domestic debt securities - All other | $52,837,000 | 138 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $11,928,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $970,400,000 | 102 |
| Mortgage-backed securities | $716,304,000 | 146 |
| Certificates of participation in pools of residential mortgages | $315,355,000 | 157 |
| Issued or guaranteed by U.S. | $315,355,000 | 156 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $400,949,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $400,949,000 | 107 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,112,023,000 | 130 |
| Total debt securities | $1,095,063,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $2,572,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $2,572,000 | 76 |
| Revaluation losses on off-balance sheet contracts | $2,572,000 | 77 |
| 2013-09-30 | Rank | |
| Total securities | $1,103,272,000 | 156 |
| U.S. Government securities | $714,845,000 | 161 |
| U.S. Treasury securities | $2,250,000 | 611 |
| U.S. Government agency obligations | $712,595,000 | 158 |
| Securities issued by states & political subdivisions | $236,545,000 | 92 |
| Other domestic debt securities | $142,570,000 | 119 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $79,367,000 | 53 |
| Structured financial products - Total | $4,970,000 | 99 |
| Other domestic debt securities - All other | $58,233,000 | 134 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $9,312,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,004,175,000 | 95 |
| Mortgage-backed securities | $712,332,000 | 139 |
| Certificates of participation in pools of residential mortgages | $292,502,000 | 158 |
| Issued or guaranteed by U.S. | $292,502,000 | 157 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $419,830,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $419,830,000 | 99 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $14,000 | 2,583 |
| Available-for-sale securities (fair market value) | $1,103,258,000 | 127 |
| Total debt securities | $1,088,989,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $2,681,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $2,681,000 | 74 |
| Revaluation losses on off-balance sheet contracts | $2,681,000 | 73 |
| 2013-06-30 | Rank | |
| Total securities | $1,205,147,000 | 147 |
| U.S. Government securities | $821,058,000 | 146 |
| U.S. Treasury securities | $2,251,000 | 623 |
| U.S. Government agency obligations | $818,807,000 | 144 |
| Securities issued by states & political subdivisions | $234,627,000 | 88 |
| Other domestic debt securities | $141,607,000 | 120 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $77,818,000 | 54 |
| Structured financial products - Total | $5,224,000 | 89 |
| Other domestic debt securities - All other | $58,565,000 | 133 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,855,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $978,782,000 | 91 |
| Mortgage-backed securities | $818,533,000 | 130 |
| Certificates of participation in pools of residential mortgages | $326,901,000 | 144 |
| Issued or guaranteed by U.S. | $326,901,000 | 143 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $491,632,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $491,632,000 | 87 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $15,000 | 2,538 |
| Available-for-sale securities (fair market value) | $1,205,132,000 | 124 |
| Total debt securities | $1,192,068,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $2,747,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $2,747,000 | 74 |
| Revaluation losses on off-balance sheet contracts | $2,747,000 | 71 |
| 2013-03-31 | Rank | |
| Total securities | $1,155,275,000 | 151 |
| U.S. Government securities | $764,919,000 | 155 |
| U.S. Treasury securities | $325,000 | 1,057 |
| U.S. Government agency obligations | $764,594,000 | 155 |
| Securities issued by states & political subdivisions | $238,879,000 | 84 |
| Other domestic debt securities | $145,559,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $77,547,000 | 57 |
| Structured financial products - Total | $8,248,000 | 71 |
| Other domestic debt securities - All other | $59,764,000 | 125 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,918,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,722,000 | 90 |
| Mortgage-backed securities | $764,313,000 | 134 |
| Certificates of participation in pools of residential mortgages | $259,736,000 | 181 |
| Issued or guaranteed by U.S. | $259,736,000 | 179 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $504,577,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $504,577,000 | 87 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $16,000 | 2,536 |
| Available-for-sale securities (fair market value) | $1,155,259,000 | 132 |
| Total debt securities | $1,141,233,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $6,351,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $6,351,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $6,351,000 | 60 |
| 2012-12-31 | Rank | |
| Total securities | $1,104,940,000 | 157 |
| U.S. Government securities | $700,957,000 | 160 |
| U.S. Treasury securities | $326,000 | 1,028 |
| U.S. Government agency obligations | $700,631,000 | 158 |
| Securities issued by states & political subdivisions | $253,512,000 | 78 |
| Other domestic debt securities | $139,975,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $73,782,000 | 57 |
| Structured financial products - Total | $6,810,000 | 72 |
| Other domestic debt securities - All other | $59,383,000 | 114 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $10,496,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,891,000 | 92 |
| Mortgage-backed securities | $700,302,000 | 145 |
| Certificates of participation in pools of residential mortgages | $279,198,000 | 170 |
| Issued or guaranteed by U.S. | $279,198,000 | 169 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $421,104,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $421,104,000 | 106 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $17,000 | 2,567 |
| Available-for-sale securities (fair market value) | $1,104,923,000 | 134 |
| Total debt securities | $1,087,759,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $6,645,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $6,645,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $6,645,000 | 60 |
| 2012-09-30 | Rank | |
| Total securities | $1,169,898,000 | 153 |
| U.S. Government securities | $765,502,000 | 154 |
| U.S. Treasury securities | $326,000 | 972 |
| U.S. Government agency obligations | $765,176,000 | 153 |
| Securities issued by states & political subdivisions | $260,465,000 | 73 |
| Other domestic debt securities | $135,448,000 | 122 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $71,781,000 | 61 |
| Structured financial products - Total | $5,036,000 | 81 |
| Other domestic debt securities - All other | $58,631,000 | 119 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $8,483,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,041,659,000 | 89 |
| Mortgage-backed securities | $764,837,000 | 141 |
| Certificates of participation in pools of residential mortgages | $357,966,000 | 151 |
| Issued or guaranteed by U.S. | $357,966,000 | 150 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $406,871,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $406,871,000 | 106 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $17,000 | 2,630 |
| Available-for-sale securities (fair market value) | $1,169,881,000 | 131 |
| Total debt securities | $1,156,560,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $6,973,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $6,973,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $6,973,000 | 62 |
| 2012-06-30 | Rank | |
| Total securities | $1,213,934,000 | 147 |
| U.S. Government securities | $782,837,000 | 152 |
| U.S. Treasury securities | $327,000 | 953 |
| U.S. Government agency obligations | $782,510,000 | 149 |
| Securities issued by states & political subdivisions | $277,267,000 | 64 |
| Other domestic debt securities | $147,069,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $72,018,000 | 62 |
| Structured financial products - Total | $4,912,000 | 79 |
| Other domestic debt securities - All other | $70,139,000 | 104 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $6,761,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,791,000 | 90 |
| Mortgage-backed securities | $782,162,000 | 136 |
| Certificates of participation in pools of residential mortgages | $386,421,000 | 143 |
| Issued or guaranteed by U.S. | $386,421,000 | 141 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $395,741,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $395,741,000 | 115 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $18,000 | 2,649 |
| Available-for-sale securities (fair market value) | $1,213,916,000 | 123 |
| Total debt securities | $1,202,441,000 | 147 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $5,784,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $5,784,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $5,784,000 | 62 |
| 2012-03-31 | Rank | |
| Total securities | $1,291,467,000 | 141 |
| U.S. Government securities | $852,434,000 | 145 |
| U.S. Treasury securities | $330,000 | 1,029 |
| U.S. Government agency obligations | $852,104,000 | 143 |
| Securities issued by states & political subdivisions | $280,272,000 | 62 |
| Other domestic debt securities | $152,980,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $80,564,000 | 53 |
| Structured financial products - Total | $4,956,000 | 78 |
| Other domestic debt securities - All other | $67,460,000 | 107 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $5,781,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $967,444,000 | 91 |
| Mortgage-backed securities | $851,708,000 | 131 |
| Certificates of participation in pools of residential mortgages | $410,988,000 | 143 |
| Issued or guaranteed by U.S. | $410,988,000 | 141 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $440,720,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $440,720,000 | 101 |
| Privately issued | $0 | 1,155 |
| 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) | $19,000 | 2,709 |
| Available-for-sale securities (fair market value) | $1,291,448,000 | 120 |
| Total debt securities | $1,281,088,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $3,269,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $3,269,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $3,269,000 | 70 |
| 2011-12-31 | Rank | |
| Total securities | $1,167,139,000 | 145 |
| U.S. Government securities | $722,849,000 | 158 |
| U.S. Treasury securities | $333,000 | 958 |
| U.S. Government agency obligations | $722,516,000 | 155 |
| Securities issued by states & political subdivisions | $281,564,000 | 60 |
| Other domestic debt securities | $152,184,000 | 124 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $82,381,000 | 45 |
| Structured financial products - Total | $5,035,000 | 76 |
| Other domestic debt securities - All other | $64,768,000 | 104 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $10,542,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,028,759,000 | 81 |
| Mortgage-backed securities | $722,110,000 | 143 |
| Certificates of participation in pools of residential mortgages | $320,603,000 | 159 |
| Issued or guaranteed by U.S. | $320,603,000 | 159 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $401,507,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $401,507,000 | 105 |
| Privately issued | $0 | 1,216 |
| 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) | $21,000 | 2,819 |
| Available-for-sale securities (fair market value) | $1,167,118,000 | 126 |
| Total debt securities | $1,151,923,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $2,744,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,135,973,000 | 153 |
| U.S. Government securities | $674,618,000 | 174 |
| U.S. Treasury securities | $325,000 | 1,012 |
| U.S. Government agency obligations | $674,293,000 | 168 |
| Securities issued by states & political subdivisions | $303,217,000 | 55 |
| Other domestic debt securities | $148,844,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $82,360,000 | 43 |
| Structured financial products - Total | $5,164,000 | 77 |
| Other domestic debt securities - All other | $61,320,000 | 109 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $9,294,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,021,991,000 | 82 |
| Mortgage-backed securities | $673,874,000 | 148 |
| Certificates of participation in pools of residential mortgages | $248,137,000 | 191 |
| Issued or guaranteed by U.S. | $248,137,000 | 190 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $425,737,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $425,737,000 | 98 |
| Privately issued | $0 | 1,235 |
| 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) | $25,000 | 2,843 |
| Available-for-sale securities (fair market value) | $1,135,948,000 | 128 |
| Total debt securities | $1,122,075,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $1,629,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,083,136,000 | 157 |
| U.S. Government securities | $598,474,000 | 197 |
| U.S. Treasury securities | $325,000 | 1,105 |
| U.S. Government agency obligations | $598,149,000 | 190 |
| Securities issued by states & political subdivisions | $324,203,000 | 51 |
| Other domestic debt securities | $152,765,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $82,759,000 | 41 |
| Structured financial products - Total | $5,320,000 | 83 |
| Other domestic debt securities - All other | $64,686,000 | 105 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $7,694,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $944,497,000 | 89 |
| Mortgage-backed securities | $597,674,000 | 156 |
| Certificates of participation in pools of residential mortgages | $225,091,000 | 202 |
| Issued or guaranteed by U.S. | $225,091,000 | 199 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $372,583,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $372,583,000 | 103 |
| Privately issued | $0 | 1,265 |
| 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) | $26,000 | 2,890 |
| Available-for-sale securities (fair market value) | $1,083,110,000 | 131 |
| Total debt securities | $1,069,098,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $464,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $464,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $464,000 | 82 |
| 2011-03-31 | Rank | |
| Total securities | $1,093,498,000 | 151 |
| U.S. Government securities | $600,338,000 | 195 |
| U.S. Treasury securities | $325,000 | 1,148 |
| U.S. Government agency obligations | $600,013,000 | 185 |
| Securities issued by states & political subdivisions | $331,987,000 | 51 |
| Other domestic debt securities | $154,541,000 | 122 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $82,659,000 | 42 |
| Structured financial products - Total | $4,720,000 | 83 |
| Other domestic debt securities - All other | $67,162,000 | 105 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $6,632,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $965,357,000 | 88 |
| Mortgage-backed securities | $599,527,000 | 151 |
| Certificates of participation in pools of residential mortgages | $237,610,000 | 194 |
| Issued or guaranteed by U.S. | $237,610,000 | 192 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $361,917,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $361,917,000 | 106 |
| Privately issued | $0 | 1,299 |
| 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) | $26,000 | 2,912 |
| Available-for-sale securities (fair market value) | $1,093,472,000 | 129 |
| Total debt securities | $1,081,433,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,191,988,000 | 141 |
| U.S. Government securities | $711,485,000 | 164 |
| U.S. Treasury securities | $325,000 | 1,143 |
| U.S. Government agency obligations | $711,160,000 | 159 |
| Securities issued by states & political subdivisions | $319,961,000 | 51 |
| Other domestic debt securities | $151,401,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $82,266,000 | 39 |
| Structured financial products - Total | $4,432,000 | 86 |
| Other domestic debt securities - All other | $64,703,000 | 107 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $9,141,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $944,209,000 | 94 |
| Mortgage-backed securities | $710,614,000 | 133 |
| Certificates of participation in pools of residential mortgages | $259,099,000 | 176 |
| Issued or guaranteed by U.S. | $259,099,000 | 175 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $451,515,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $451,515,000 | 86 |
| Privately issued | $0 | 1,350 |
| 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) | $104,000 | 2,782 |
| Available-for-sale securities (fair market value) | $1,191,884,000 | 118 |
| Total debt securities | $1,177,649,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,105,717,000 | 138 |
| U.S. Government securities | $619,888,000 | 172 |
| U.S. Treasury securities | $325,000 | 1,056 |
| U.S. Government agency obligations | $619,563,000 | 165 |
| Securities issued by states & political subdivisions | $329,155,000 | 49 |
| Other domestic debt securities | $148,411,000 | 123 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $81,630,000 | 38 |
| Structured financial products - Total | $4,397,000 | 87 |
| Other domestic debt securities - All other | $62,384,000 | 105 |
| Foreign debt securities | $500,000 | 86 |
| Equity securities | $7,763,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $993,005,000 | 88 |
| Mortgage-backed securities | $619,003,000 | 140 |
| Certificates of participation in pools of residential mortgages | $218,589,000 | 197 |
| Issued or guaranteed by U.S. | $218,589,000 | 195 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $400,414,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $400,414,000 | 85 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $104,000 | 2,848 |
| Available-for-sale securities (fair market value) | $1,105,613,000 | 118 |
| Total debt securities | $1,093,609,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,176,711,000 | 132 |
| U.S. Government securities | $706,270,000 | 156 |
| U.S. Treasury securities | $325,000 | 993 |
| U.S. Government agency obligations | $705,945,000 | 148 |
| Securities issued by states & political subdivisions | $312,456,000 | 48 |
| Other domestic debt securities | $151,277,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $85,856,000 | 34 |
| Structured financial products - Total | $4,190,000 | 93 |
| Other domestic debt securities - All other | $61,231,000 | 102 |
| Foreign debt securities | $500,000 | 82 |
| Equity securities | $6,208,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,033,161,000 | 86 |
| Mortgage-backed securities | $705,357,000 | 131 |
| Certificates of participation in pools of residential mortgages | $248,001,000 | 169 |
| Issued or guaranteed by U.S. | $248,001,000 | 168 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $457,356,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $457,356,000 | 76 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $109,000 | 2,917 |
| Available-for-sale securities (fair market value) | $1,176,602,000 | 114 |
| Total debt securities | $1,166,282,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,295,927,000 | 124 |
| U.S. Government securities | $804,224,000 | 144 |
| U.S. Treasury securities | $325,000 | 1,015 |
| U.S. Government agency obligations | $803,899,000 | 136 |
| Securities issued by states & political subdivisions | $329,024,000 | 46 |
| Other domestic debt securities | $157,537,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $91,429,000 | 35 |
| Structured financial products - Total | $4,789,000 | 91 |
| Other domestic debt securities - All other | $61,319,000 | 100 |
| Foreign debt securities | $500,000 | 89 |
| Equity securities | $4,642,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,207,000 | 86 |
| Mortgage-backed securities | $793,230,000 | 116 |
| Certificates of participation in pools of residential mortgages | $271,926,000 | 163 |
| Issued or guaranteed by U.S. | $271,926,000 | 162 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $521,304,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $521,304,000 | 67 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $114,000 | 2,970 |
| Available-for-sale securities (fair market value) | $1,295,813,000 | 109 |
| Total debt securities | $1,289,487,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,366,685,000 | 122 |
| U.S. Government securities | $849,330,000 | 133 |
| U.S. Treasury securities | $325,000 | 959 |
| U.S. Government agency obligations | $849,005,000 | 127 |
| Securities issued by states & political subdivisions | $346,021,000 | 43 |
| Other domestic debt securities | $154,332,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $91,741,000 | 40 |
| Structured financial products - Total | $4,868,000 | 96 |
| Other domestic debt securities - All other | $57,723,000 | 101 |
| Foreign debt securities | $500,000 | 86 |
| Equity securities | $16,502,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,061,000 | 87 |
| Mortgage-backed securities | $838,229,000 | 117 |
| Certificates of participation in pools of residential mortgages | $320,894,000 | 149 |
| Issued or guaranteed by U.S. | $320,894,000 | 148 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $517,335,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $517,335,000 | 61 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $122,000 | 3,005 |
| Available-for-sale securities (fair market value) | $1,366,563,000 | 105 |
| Total debt securities | $1,350,183,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,223,849,000 | 135 |
| U.S. Government securities | $840,631,000 | 135 |
| U.S. Treasury securities | $12,000,000 | 209 |
| U.S. Government agency obligations | $828,631,000 | 133 |
| Securities issued by states & political subdivisions | $272,745,000 | 58 |
| Other domestic debt securities | $107,685,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $44,622,000 | 50 |
| Structured financial products - Total | $4,728,000 | 112 |
| Other domestic debt securities - All other | $58,335,000 | 103 |
| Foreign debt securities | $500,000 | 90 |
| Equity securities | $2,288,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,143,065,000 | 79 |
| Mortgage-backed securities | $782,795,000 | 127 |
| Certificates of participation in pools of residential mortgages | $340,454,000 | 150 |
| Issued or guaranteed by U.S. | $340,454,000 | 148 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $442,341,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $442,341,000 | 67 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $137,000 | 3,068 |
| Available-for-sale securities (fair market value) | $1,223,712,000 | 115 |
| Total debt securities | $1,221,561,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,245,112,000 | 134 |
| U.S. Government securities | $855,234,000 | 133 |
| U.S. Treasury securities | $11,994,000 | 203 |
| U.S. Government agency obligations | $843,240,000 | 129 |
| Securities issued by states & political subdivisions | $285,460,000 | 54 |
| Other domestic debt securities | $101,477,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $43,430,000 | 52 |
| Structured financial products - Total | $4,842,000 | 108 |
| Other domestic debt securities - All other | $53,205,000 | 115 |
| Foreign debt securities | $500,000 | 91 |
| Equity securities | $2,441,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,641,000 | 97 |
| Mortgage-backed securities | $797,410,000 | 127 |
| Certificates of participation in pools of residential mortgages | $432,219,000 | 125 |
| Issued or guaranteed by U.S. | $432,219,000 | 123 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $365,191,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $365,191,000 | 77 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $142,000 | 3,108 |
| Available-for-sale securities (fair market value) | $1,244,970,000 | 117 |
| Total debt securities | $1,242,671,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,166,255,000 | 143 |
| U.S. Government securities | $776,482,000 | 140 |
| U.S. Treasury securities | $12,015,000 | 186 |
| U.S. Government agency obligations | $764,467,000 | 136 |
| Securities issued by states & political subdivisions | $289,224,000 | 51 |
| Other domestic debt securities | $97,183,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,256,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,927,000 | 109 |
| Foreign debt securities | $700,000 | 75 |
| Equity securities | $2,666,000 | 517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $730,991,000 | 111 |
| Mortgage-backed securities | $725,301,000 | 132 |
| Certificates of participation in pools of residential mortgages | $476,812,000 | 122 |
| Issued or guaranteed by U.S. | $476,812,000 | 119 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $248,489,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $248,489,000 | 107 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $147,000 | 3,140 |
| Available-for-sale securities (fair market value) | $1,166,108,000 | 124 |
| Total debt securities | $1,163,589,000 | 140 |
| Structured notes | ||
| Amortized cost | $2,935,000 | 449 |
| Fair value | $3,026,000 | 405 |
| 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 | $1,015,623,000 | 151 |
| U.S. Government securities | $601,783,000 | 181 |
| U.S. Treasury securities | $12,105,000 | 156 |
| U.S. Government agency obligations | $589,678,000 | 180 |
| Securities issued by states & political subdivisions | $301,470,000 | 51 |
| Other domestic debt securities | $108,645,000 | 185 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $38,675,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,970,000 | 88 |
| Foreign debt securities | $700,000 | 68 |
| Equity securities | $3,025,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $940,031,000 | 95 |
| Mortgage-backed securities | $554,558,000 | 163 |
| Certificates of participation in pools of residential mortgages | $383,820,000 | 142 |
| Issued or guaranteed by U.S. | $383,820,000 | 139 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $170,738,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $170,738,000 | 134 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $178,000 | 3,124 |
| Available-for-sale securities (fair market value) | $1,015,445,000 | 128 |
| Total debt securities | $1,012,598,000 | 149 |
| Structured notes | ||
| Amortized cost | $3,057,000 | 440 |
| Fair value | $3,087,000 | 440 |
| 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 | $1,058,544,000 | 140 |
| U.S. Government securities | $634,277,000 | 155 |
| U.S. Treasury securities | $12,119,000 | 151 |
| U.S. Government agency obligations | $622,158,000 | 156 |
| Securities issued by states & political subdivisions | $297,380,000 | 51 |
| Other domestic debt securities | $122,536,000 | 172 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $38,862,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,674,000 | 80 |
| Foreign debt securities | $699,000 | 73 |
| Equity securities | $3,652,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $859,599,000 | 89 |
| Mortgage-backed securities | $587,076,000 | 144 |
| Certificates of participation in pools of residential mortgages | $403,679,000 | 125 |
| Issued or guaranteed by U.S. | $403,679,000 | 121 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $183,397,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $183,397,000 | 123 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $182,000 | 3,141 |
| Available-for-sale securities (fair market value) | $1,058,362,000 | 117 |
| Total debt securities | $1,054,892,000 | 139 |
| Structured notes | ||
| Amortized cost | $3,137,000 | 430 |
| Fair value | $3,178,000 | 423 |
| 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 | $1,093,235,000 | 140 |
| U.S. Government securities | $643,669,000 | 163 |
| U.S. Treasury securities | $11,971,000 | 154 |
| U.S. Government agency obligations | $631,698,000 | 160 |
| Securities issued by states & political subdivisions | $318,424,000 | 47 |
| Other domestic debt securities | $125,903,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,190,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,713,000 | 82 |
| Foreign debt securities | $698,000 | 73 |
| Equity securities | $4,541,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $784,901,000 | 95 |
| Mortgage-backed securities | $596,305,000 | 150 |
| Certificates of participation in pools of residential mortgages | $462,938,000 | 113 |
| Issued or guaranteed by U.S. | $462,938,000 | 109 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $133,367,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $133,367,000 | 171 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $191,000 | 3,150 |
| Available-for-sale securities (fair market value) | $1,093,044,000 | 118 |
| Total debt securities | $1,088,694,000 | 138 |
| Structured notes | ||
| Amortized cost | $3,221,000 | 457 |
| Fair value | $3,243,000 | 448 |
| 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 | $1,269,302,000 | 132 |
| U.S. Government securities | $877,627,000 | 128 |
| U.S. Treasury securities | $11,924,000 | 162 |
| U.S. Government agency obligations | $865,703,000 | 125 |
| Securities issued by states & political subdivisions | $283,162,000 | 55 |
| Other domestic debt securities | $102,680,000 | 208 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,680,000 | 77 |
| Foreign debt securities | $698,000 | 88 |
| Equity securities | $5,135,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $651,954,000 | 113 |
| Mortgage-backed securities | $820,289,000 | 122 |
| Certificates of participation in pools of residential mortgages | $570,174,000 | 100 |
| Issued or guaranteed by U.S. | $570,174,000 | 97 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $250,115,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $250,115,000 | 100 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $198,000 | 3,186 |
| Available-for-sale securities (fair market value) | $1,269,104,000 | 118 |
| Total debt securities | $1,264,167,000 | 130 |
| Structured notes | ||
| Amortized cost | $3,331,000 | 469 |
| Fair value | $3,384,000 | 463 |
| 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 | $1,161,825,000 | 144 |
| U.S. Government securities | $874,237,000 | 132 |
| U.S. Treasury securities | $12,030,000 | 180 |
| U.S. Government agency obligations | $862,207,000 | 128 |
| Securities issued by states & political subdivisions | $225,190,000 | 67 |
| Other domestic debt securities | $56,500,000 | 290 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,500,000 | 120 |
| Foreign debt securities | $698,000 | 89 |
| Equity securities | $5,200,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $634,277,000 | 109 |
| Mortgage-backed securities | $807,536,000 | 120 |
| Certificates of participation in pools of residential mortgages | $576,769,000 | 95 |
| Issued or guaranteed by U.S. | $576,769,000 | 93 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $230,767,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $230,767,000 | 105 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $205,000 | 3,215 |
| Available-for-sale securities (fair market value) | $1,161,620,000 | 124 |
| Total debt securities | $1,156,625,000 | 141 |
| Structured notes | ||
| Amortized cost | $3,433,000 | 712 |
| Fair value | $3,449,000 | 711 |
| 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 | $1,075,002,000 | 155 |
| U.S. Government securities | $820,130,000 | 141 |
| U.S. Treasury securities | $12,027,000 | 192 |
| U.S. Government agency obligations | $808,103,000 | 142 |
| Securities issued by states & political subdivisions | $200,092,000 | 76 |
| Other domestic debt securities | $48,776,000 | 304 |
| Privately issued residential mortgage-backed securities | $8,924,000 | 441 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,852,000 | 156 |
| Foreign debt securities | $697,000 | 90 |
| Equity securities | $5,307,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $644,686,000 | 112 |
| Mortgage-backed securities | $762,617,000 | 123 |
| Certificates of participation in pools of residential mortgages | $532,625,000 | 98 |
| Issued or guaranteed by U.S. | $532,625,000 | 96 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $229,992,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $221,068,000 | 105 |
| Privately issued | $8,924,000 | 419 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $216,000 | 3,271 |
| Available-for-sale securities (fair market value) | $1,074,786,000 | 133 |
| Total debt securities | $1,069,695,000 | 149 |
| Structured notes | ||
| Amortized cost | $3,529,000 | 832 |
| Fair value | $3,500,000 | 836 |
| 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 | $840,443,000 | 187 |
| U.S. Government securities | $610,192,000 | 181 |
| U.S. Treasury securities | $11,963,000 | 213 |
| U.S. Government agency obligations | $598,229,000 | 176 |
| Securities issued by states & political subdivisions | $189,863,000 | 76 |
| Other domestic debt securities | $34,389,000 | 361 |
| Privately issued residential mortgage-backed securities | $16,952,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,437,000 | 260 |
| Foreign debt securities | $697,000 | 89 |
| Equity securities | $5,302,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $445,987,000 | 162 |
| Mortgage-backed securities | $563,181,000 | 155 |
| Certificates of participation in pools of residential mortgages | $398,806,000 | 124 |
| Issued or guaranteed by U.S. | $398,806,000 | 118 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $164,375,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $147,423,000 | 148 |
| Privately issued | $16,952,000 | 307 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $180,000 | 3,356 |
| Available-for-sale securities (fair market value) | $840,263,000 | 159 |
| Total debt securities | $835,141,000 | 185 |
| Structured notes | ||
| Amortized cost | $3,663,000 | 852 |
| Fair value | $3,599,000 | 853 |
| 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 | $733,552,000 | 210 |
| U.S. Government securities | $509,898,000 | 206 |
| U.S. Treasury securities | $11,171,000 | 246 |
| U.S. Government agency obligations | $498,727,000 | 201 |
| Securities issued by states & political subdivisions | $192,357,000 | 77 |
| Other domestic debt securities | $25,283,000 | 425 |
| Privately issued residential mortgage-backed securities | $17,766,000 | 306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,517,000 | 498 |
| Foreign debt securities | $695,000 | 92 |
| Equity securities | $5,319,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $478,237,000 | 152 |
| Mortgage-backed securities | $468,947,000 | 172 |
| Certificates of participation in pools of residential mortgages | $365,472,000 | 135 |
| Issued or guaranteed by U.S. | $365,472,000 | 127 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $103,475,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $85,709,000 | 203 |
| Privately issued | $17,766,000 | 285 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 3,326 |
| Available-for-sale securities (fair market value) | $733,302,000 | 175 |
| Total debt securities | $728,233,000 | 206 |
| Structured notes | ||
| Amortized cost | $3,811,000 | 884 |
| Fair value | $3,779,000 | 887 |
| 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 | $810,006,000 | 195 |
| U.S. Government securities | $593,283,000 | 186 |
| U.S. Treasury securities | $11,618,000 | 257 |
| U.S. Government agency obligations | $581,665,000 | 184 |
| Securities issued by states & political subdivisions | $179,502,000 | 79 |
| Other domestic debt securities | $31,212,000 | 366 |
| Privately issued residential mortgage-backed securities | $22,751,000 | 260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,461,000 | 461 |
| Foreign debt securities | $694,000 | 92 |
| Equity securities | $5,315,000 | 449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,650,000 | 141 |
| Mortgage-backed securities | $556,848,000 | 161 |
| Certificates of participation in pools of residential mortgages | $397,036,000 | 128 |
| Issued or guaranteed by U.S. | $397,036,000 | 123 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $159,812,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $137,061,000 | 158 |
| Privately issued | $22,751,000 | 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) | $256,000 | 3,402 |
| Available-for-sale securities (fair market value) | $809,750,000 | 164 |
| Total debt securities | $804,691,000 | 192 |
| Structured notes | ||
| Amortized cost | $3,936,000 | 930 |
| Fair value | $3,919,000 | 919 |
| 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 | $784,540,000 | 202 |
| U.S. Government securities | $586,141,000 | 195 |
| U.S. Treasury securities | $11,569,000 | 271 |
| U.S. Government agency obligations | $574,572,000 | 191 |
| Securities issued by states & political subdivisions | $166,092,000 | 88 |
| Other domestic debt securities | $31,760,000 | 371 |
| Privately issued residential mortgage-backed securities | $23,304,000 | 258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,456,000 | 458 |
| Foreign debt securities | $97,000 | 188 |
| Equity securities | $450,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $543,433,000 | 143 |
| Mortgage-backed securities | $547,228,000 | 161 |
| Certificates of participation in pools of residential mortgages | $380,682,000 | 137 |
| Issued or guaranteed by U.S. | $380,682,000 | 133 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $166,546,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $143,242,000 | 157 |
| Privately issued | $23,304,000 | 245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $265,000 | 3,476 |
| Available-for-sale securities (fair market value) | $784,275,000 | 175 |
| Total debt securities | $784,090,000 | 201 |
| Structured notes | ||
| Amortized cost | $4,066,000 | 939 |
| Fair value | $4,032,000 | 936 |
| 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 | $717,520,000 | 220 |
| U.S. Government securities | $536,001,000 | 207 |
| U.S. Treasury securities | $11,654,000 | 284 |
| U.S. Government agency obligations | $524,347,000 | 205 |
| Securities issued by states & political subdivisions | $163,809,000 | 90 |
| Other domestic debt securities | $17,172,000 | 535 |
| Privately issued residential mortgage-backed securities | $8,710,000 | 412 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,462,000 | 468 |
| Foreign debt securities | $96,000 | 196 |
| Equity securities | $442,000 | 1,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $472,564,000 | 162 |
| Mortgage-backed securities | $482,963,000 | 179 |
| Certificates of participation in pools of residential mortgages | $363,149,000 | 151 |
| Issued or guaranteed by U.S. | $363,149,000 | 143 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $119,814,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $111,104,000 | 186 |
| Privately issued | $8,710,000 | 389 |
| 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) | $378,000 | 3,404 |
| Available-for-sale securities (fair market value) | $717,142,000 | 188 |
| Total debt securities | $717,077,000 | 218 |
| Structured notes | ||
| Amortized cost | $4,256,000 | 971 |
| Fair value | $4,130,000 | 976 |
| 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 | $736,389,000 | 221 |
| U.S. Government securities | $561,399,000 | 210 |
| U.S. Treasury securities | $12,525,000 | 283 |
| U.S. Government agency obligations | $548,874,000 | 202 |
| Securities issued by states & political subdivisions | $156,889,000 | 91 |
| Other domestic debt securities | $15,886,000 | 560 |
| Privately issued residential mortgage-backed securities | $7,095,000 | 448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,791,000 | 480 |
| Foreign debt securities | $97,000 | 200 |
| Equity securities | $2,118,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $521,749,000 | 145 |
| Mortgage-backed securities | $505,200,000 | 178 |
| Certificates of participation in pools of residential mortgages | $379,347,000 | 149 |
| Issued or guaranteed by U.S. | $379,347,000 | 144 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $125,853,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $118,758,000 | 182 |
| Privately issued | $7,095,000 | 423 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $387,000 | 3,453 |
| Available-for-sale securities (fair market value) | $736,002,000 | 188 |
| Total debt securities | $734,271,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $726,469,000 | 228 |
| U.S. Government securities | $557,599,000 | 220 |
| U.S. Treasury securities | $16,994,000 | 237 |
| U.S. Government agency obligations | $540,605,000 | 210 |
| Securities issued by states & political subdivisions | $159,598,000 | 90 |
| Other domestic debt securities | $8,768,000 | 794 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,768,000 | 489 |
| Foreign debt securities | $98,000 | 194 |
| Equity securities | $406,000 | 1,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $522,942,000 | 148 |
| Mortgage-backed securities | $499,745,000 | 189 |
| Certificates of participation in pools of residential mortgages | $399,815,000 | 148 |
| Issued or guaranteed by U.S. | $399,815,000 | 143 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $99,930,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $99,930,000 | 201 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $414,000 | 3,501 |
| Available-for-sale securities (fair market value) | $726,055,000 | 192 |
| Total debt securities | $726,063,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $667,210,000 | 240 |
| U.S. Government securities | $519,027,000 | 226 |
| U.S. Treasury securities | $41,822,000 | 114 |
| U.S. Government agency obligations | $477,205,000 | 232 |
| Securities issued by states & political subdivisions | $138,644,000 | 95 |
| Other domestic debt securities | $8,786,000 | 803 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,786,000 | 507 |
| Foreign debt securities | $349,000 | 139 |
| Equity securities | $404,000 | 1,455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,301,000 | 137 |
| Mortgage-backed securities | $466,929,000 | 196 |
| Certificates of participation in pools of residential mortgages | $412,437,000 | 147 |
| Issued or guaranteed by U.S. | $412,437,000 | 141 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $54,492,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $54,492,000 | 289 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $430,000 | 3,524 |
| Available-for-sale securities (fair market value) | $666,780,000 | 202 |
| Total debt securities | $666,806,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $696,593,000 | 230 |
| U.S. Government securities | $551,552,000 | 212 |
| U.S. Treasury securities | $41,752,000 | 117 |
| U.S. Government agency obligations | $509,800,000 | 221 |
| Securities issued by states & political subdivisions | $134,444,000 | 96 |
| Other domestic debt securities | $9,728,000 | 771 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,728,000 | 491 |
| Foreign debt securities | $350,000 | 139 |
| Equity securities | $519,000 | 1,366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $587,911,000 | 132 |
| Mortgage-backed securities | $509,800,000 | 189 |
| Certificates of participation in pools of residential mortgages | $451,365,000 | 139 |
| Issued or guaranteed by U.S. | $451,365,000 | 134 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $58,435,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $58,435,000 | 288 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $448,000 | 3,577 |
| Available-for-sale securities (fair market value) | $696,145,000 | 196 |
| Total debt securities | $696,074,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $676,181,000 | 238 |
| U.S. Government securities | $549,460,000 | 217 |
| U.S. Treasury securities | $37,869,000 | 131 |
| U.S. Government agency obligations | $511,591,000 | 222 |
| Securities issued by states & political subdivisions | $115,253,000 | 113 |
| Other domestic debt securities | $10,541,000 | 748 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,541,000 | 484 |
| Foreign debt securities | $349,000 | 145 |
| Equity securities | $578,000 | 1,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $568,818,000 | 132 |
| Mortgage-backed securities | $511,591,000 | 190 |
| Certificates of participation in pools of residential mortgages | $475,901,000 | 137 |
| Issued or guaranteed by U.S. | $475,901,000 | 133 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $35,690,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $35,690,000 | 404 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $471,000 | 3,596 |
| Available-for-sale securities (fair market value) | $675,710,000 | 206 |
| Total debt securities | $675,603,000 | 234 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $706,803,000 | 234 |
| U.S. Government securities | $562,412,000 | 218 |
| U.S. Treasury securities | $50,746,000 | 111 |
| U.S. Government agency obligations | $511,666,000 | 220 |
| Securities issued by states & political subdivisions | $128,011,000 | 101 |
| Other domestic debt securities | $11,063,000 | 755 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,063,000 | 502 |
| Foreign debt securities | $349,000 | 144 |
| Equity securities | $4,968,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $596,155,000 | 134 |
| Mortgage-backed securities | $511,666,000 | 195 |
| Certificates of participation in pools of residential mortgages | $510,559,000 | 136 |
| Issued or guaranteed by U.S. | $510,559,000 | 132 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,107,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 2,352 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $541,000 | 3,554 |
| Available-for-sale securities (fair market value) | $706,262,000 | 202 |
| Total debt securities | $701,835,000 | 231 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $772,251,000 | 227 |
| U.S. Government securities | $610,137,000 | 210 |
| U.S. Treasury securities | $63,297,000 | 95 |
| U.S. Government agency obligations | $546,840,000 | 219 |
| Securities issued by states & political subdivisions | $145,784,000 | 90 |
| Other domestic debt securities | $11,026,000 | 761 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,026,000 | 509 |
| Foreign debt securities | $400,000 | 141 |
| Equity securities | $4,904,000 | 582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $590,821,000 | 138 |
| Mortgage-backed securities | $546,840,000 | 186 |
| Certificates of participation in pools of residential mortgages | $545,591,000 | 127 |
| Issued or guaranteed by U.S. | $545,591,000 | 124 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,249,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,297 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $604,000 | 3,578 |
| Available-for-sale securities (fair market value) | $771,647,000 | 196 |
| Total debt securities | $767,347,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $834,240,000 | 210 |
| U.S. Government securities | $670,727,000 | 199 |
| U.S. Treasury securities | $93,817,000 | 77 |
| U.S. Government agency obligations | $576,910,000 | 211 |
| Securities issued by states & political subdivisions | $145,945,000 | 90 |
| Other domestic debt securities | $10,998,000 | 766 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,998,000 | 529 |
| Foreign debt securities | $400,000 | 143 |
| Equity securities | $6,170,000 | 516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,840,000 | 140 |
| Mortgage-backed securities | $576,910,000 | 183 |
| Certificates of participation in pools of residential mortgages | $575,474,000 | 123 |
| Issued or guaranteed by U.S. | $575,474,000 | 120 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,436,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $1,436,000 | 2,267 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $451,000 | 3,771 |
| Available-for-sale securities (fair market value) | $833,789,000 | 187 |
| Total debt securities | $828,070,000 | 209 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $923,846,000 | 196 |
| U.S. Government securities | $754,471,000 | 182 |
| U.S. Treasury securities | $60,782,000 | 102 |
| U.S. Government agency obligations | $693,689,000 | 184 |
| Securities issued by states & political subdivisions | $152,549,000 | 90 |
| Other domestic debt securities | $11,054,000 | 817 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,053,000 | 567 |
| Foreign debt securities | $400,000 | 150 |
| Equity securities | $5,372,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $698,368,000 | 123 |
| Mortgage-backed securities | $692,683,000 | 167 |
| Certificates of participation in pools of residential mortgages | $691,023,000 | 105 |
| Issued or guaranteed by U.S. | $691,023,000 | 101 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,660,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $1,659,000 | 2,223 |
| Privately issued | $1,000 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $628,000 | 3,638 |
| Available-for-sale securities (fair market value) | $923,218,000 | 178 |
| Total debt securities | $918,474,000 | 196 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $998,690,000 | 183 |
| U.S. Government securities | $788,882,000 | 180 |
| U.S. Treasury securities | $58,265,000 | 104 |
| U.S. Government agency obligations | $730,617,000 | 178 |
| Securities issued by states & political subdivisions | $156,831,000 | 82 |
| Other domestic debt securities | $10,817,000 | 807 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,810,000 | 607 |
| Foreign debt securities | $300,000 | 166 |
| Equity securities | $41,860,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $581,725,000 | 129 |
| Mortgage-backed securities | $729,606,000 | 164 |
| Certificates of participation in pools of residential mortgages | $727,632,000 | 104 |
| Issued or guaranteed by U.S. | $727,632,000 | 100 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,974,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,967,000 | 2,190 |
| Privately issued | $7,000 | 978 |
| 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) | $538,000 | 3,751 |
| Available-for-sale securities (fair market value) | $998,152,000 | 168 |
| Total debt securities | $956,830,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $980,275,000 | 181 |
| U.S. Government securities | $794,567,000 | 176 |
| U.S. Treasury securities | $60,651,000 | 96 |
| U.S. Government agency obligations | $733,916,000 | 180 |
| Securities issued by states & political subdivisions | $158,288,000 | 88 |
| Other domestic debt securities | $61,000 | 3,794 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,000 | 3,400 |
| Foreign debt securities | $250,000 | 185 |
| Equity securities | $27,109,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $542,125,000 | 134 |
| Mortgage-backed securities | $706,926,000 | 158 |
| Certificates of participation in pools of residential mortgages | $704,665,000 | 102 |
| Issued or guaranteed by U.S. | $704,665,000 | 100 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,261,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $2,251,000 | 2,098 |
| Privately issued | $10,000 | 1,033 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,291,000 | 3,241 |
| Available-for-sale securities (fair market value) | $978,984,000 | 167 |
| Total debt securities | $953,166,000 | 187 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $962,279,000 | 178 |
| U.S. Government securities | $786,488,000 | 172 |
| U.S. Treasury securities | $74,776,000 | 84 |
| U.S. Government agency obligations | $711,712,000 | 183 |
| Securities issued by states & political subdivisions | $152,879,000 | 88 |
| Other domestic debt securities | $66,000 | 3,840 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,000 | 3,425 |
| Foreign debt securities | $250,000 | 185 |
| Equity securities | $22,596,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $516,648,000 | 131 |
| Mortgage-backed securities | $707,493,000 | 159 |
| Certificates of participation in pools of residential mortgages | $704,532,000 | 95 |
| Issued or guaranteed by U.S. | $704,532,000 | 93 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,961,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $2,946,000 | 2,058 |
| Privately issued | $15,000 | 1,072 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,343,000 | 3,236 |
| Available-for-sale securities (fair market value) | $960,936,000 | 160 |
| Total debt securities | $939,683,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $909,460,000 | 189 |
| U.S. Government securities | $751,419,000 | 183 |
| U.S. Treasury securities | $37,867,000 | 154 |
| U.S. Government agency obligations | $713,552,000 | 184 |
| Securities issued by states & political subdivisions | $137,492,000 | 94 |
| Other domestic debt securities | $11,075,000 | 859 |
| Privately issued residential mortgage-backed securities | $62,000 | 1,147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,013,000 | 644 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $9,474,000 | 449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,111,000 | 167 |
| Mortgage-backed securities | $698,793,000 | 162 |
| Certificates of participation in pools of residential mortgages | $694,739,000 | 100 |
| Issued or guaranteed by U.S. | $694,739,000 | 98 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,054,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $3,992,000 | 1,869 |
| Privately issued | $62,000 | 1,012 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,258,000 | 3,342 |
| Available-for-sale securities (fair market value) | $908,202,000 | 165 |
| Total debt securities | $899,986,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $889,380,000 | 182 |
| U.S. Government securities | $744,337,000 | 175 |
| U.S. Treasury securities | $32,866,000 | 176 |
| U.S. Government agency obligations | $711,471,000 | 173 |
| Securities issued by states & political subdivisions | $128,545,000 | 95 |
| Other domestic debt securities | $11,370,000 | 859 |
| Privately issued residential mortgage-backed securities | $318,000 | 978 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,052,000 | 668 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,128,000 | 673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,060,000 | 132 |
| Mortgage-backed securities | $689,787,000 | 161 |
| Certificates of participation in pools of residential mortgages | $682,171,000 | 97 |
| Issued or guaranteed by U.S. | $682,171,000 | 95 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,616,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $7,298,000 | 1,410 |
| Privately issued | $318,000 | 875 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,315,000 | 3,371 |
| Available-for-sale securities (fair market value) | $888,065,000 | 164 |
| Total debt securities | $884,252,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $643,715,000 | 228 |
| U.S. Government securities | $504,787,000 | 209 |
| U.S. Treasury securities | $23,921,000 | 225 |
| U.S. Government agency obligations | $480,866,000 | 207 |
| Securities issued by states & political subdivisions | $108,175,000 | 111 |
| Other domestic debt securities | $8,725,000 | 1,021 |
| Privately issued residential mortgage-backed securities | $8,675,000 | 331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 3,495 |
| Foreign debt securities | $350,000 | 174 |
| Equity securities | $21,678,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $553,837,000 | 112 |
| Mortgage-backed securities | $464,131,000 | 189 |
| Certificates of participation in pools of residential mortgages | $431,946,000 | 127 |
| Issued or guaranteed by U.S. | $431,946,000 | 126 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $32,185,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $23,510,000 | 676 |
| Privately issued | $8,675,000 | 295 |
| 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) | $4,425,000 | 2,407 |
| Available-for-sale securities (fair market value) | $639,290,000 | 198 |
| Total debt securities | $622,037,000 | 228 |
| 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 | $400,405,000 | 316 |
| U.S. Government securities | $300,367,000 | 313 |
| U.S. Treasury securities | $26,642,000 | 268 |
| U.S. Government agency obligations | $273,725,000 | 315 |
| Securities issued by states & political subdivisions | $83,262,000 | 136 |
| Other domestic debt securities | $327,000 | 3,209 |
| Privately issued residential mortgage-backed securities | $327,000 | 1,011 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $350,000 | 170 |
| Equity securities | $16,099,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,384,000 | 160 |
| Mortgage-backed securities | $237,920,000 | 268 |
| Certificates of participation in pools of residential mortgages | $233,455,000 | 175 |
| Issued or guaranteed by U.S. | $233,455,000 | 175 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,465,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $4,138,000 | 1,524 |
| Privately issued | $327,000 | 879 |
| 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) | $14,079,000 | 1,511 |
| Available-for-sale securities (fair market value) | $386,326,000 | 268 |
| Total debt securities | $384,306,000 | 314 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $351,931,000 | 387 |
| U.S. Government securities | $263,436,000 | 386 |
| U.S. Treasury securities | $28,025,000 | 349 |
| U.S. Government agency obligations | $235,411,000 | 389 |
| Securities issued by states & political subdivisions | $76,070,000 | 151 |
| Other domestic debt securities | $339,000 | 3,083 |
| Privately issued residential mortgage-backed securities | $339,000 | 1,024 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $350,000 | 178 |
| Equity securities | $11,736,000 | 445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $324,329,000 | 198 |
| Mortgage-backed securities | $200,411,000 | 341 |
| Certificates of participation in pools of residential mortgages | $196,400,000 | 225 |
| Issued or guaranteed by U.S. | $196,400,000 | 219 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,011,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $3,672,000 | 1,760 |
| Privately issued | $339,000 | 897 |
| 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) | $18,289,000 | 1,357 |
| Available-for-sale securities (fair market value) | $333,642,000 | 323 |
| Total debt securities | $340,195,000 | 389 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $389,000,000 | 355 |
| U.S. Government securities | $327,583,000 | 336 |
| U.S. Treasury securities | $31,192,000 | 445 |
| U.S. Government agency obligations | $296,391,000 | 329 |
| Securities issued by states & political subdivisions | $52,848,000 | 227 |
| Other domestic debt securities | $476,000 | 2,791 |
| Privately issued residential mortgage-backed securities | $476,000 | 914 |
| 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 | $350,000 | 177 |
| Equity securities | $7,743,000 | 606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,076,000 | 186 |
| Mortgage-backed securities | $251,645,000 | 299 |
| Certificates of participation in pools of residential mortgages | $244,092,000 | 197 |
| Issued or guaranteed by U.S. | $244,092,000 | 191 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $7,553,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $7,077,000 | 1,362 |
| Privately issued | $476,000 | 782 |
| 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) | $48,369,000 | 615 |
| Available-for-sale securities (fair market value) | $340,631,000 | 319 |
| Total debt securities | $381,257,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $293,647,000 | 452 |
| U.S. Government securities | $270,523,000 | 413 |
| U.S. Treasury securities | $47,346,000 | 405 |
| U.S. Government agency obligations | $223,177,000 | 413 |
| Securities issued by states & political subdivisions | $16,852,000 | 821 |
| Other domestic debt securities | $680,000 | 2,105 |
| Privately issued residential mortgage-backed securities | $680,000 | 717 |
| 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 | $350,000 | 188 |
| Equity securities | $5,242,000 | 768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $271,444,000 | 178 |
| Mortgage-backed securities | $201,816,000 | 351 |
| Certificates of participation in pools of residential mortgages | $184,953,000 | 250 |
| Issued or guaranteed by U.S. | $184,953,000 | 244 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $16,863,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $16,183,000 | 759 |
| Privately issued | $680,000 | 553 |
| 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) | $107,251,000 | 333 |
| Available-for-sale securities (fair market value) | $186,396,000 | 483 |
| Total debt securities | $288,405,000 | 446 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $275,515,000 | 498 |
| U.S. Government securities | $239,979,000 | 479 |
| U.S. Treasury securities | $83,102,000 | 283 |
| U.S. Government agency obligations | $156,877,000 | 543 |
| Securities issued by states & political subdivisions | $28,328,000 | 412 |
| Other domestic debt securities | $1,984,000 | 1,535 |
| Privately issued residential mortgage-backed securities | $1,295,000 | 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 | $689,000 | 1,826 |
| Foreign debt securities | $350,000 | 222 |
| Equity securities | $4,874,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,115,000 | 220 |
| Mortgage-backed securities | $153,688,000 | 447 |
| Certificates of participation in pools of residential mortgages | $133,937,000 | 349 |
| Issued or guaranteed by U.S. | $133,937,000 | 334 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $19,751,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $18,456,000 | 721 |
| Privately issued | $1,295,000 | 489 |
| 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) | $179,590,000 | 226 |
| Available-for-sale securities (fair market value) | $95,925,000 | 860 |
| Total debt securities | $270,641,000 | 489 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $497,000 | 2,611 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $316,395,000 | 464 |
| U.S. Government securities | $267,604,000 | 442 |
| U.S. Treasury securities | $112,445,000 | 244 |
| U.S. Government agency obligations | $155,159,000 | 546 |
| Securities issued by states & political subdivisions | $34,387,000 | 330 |
| Other domestic debt securities | $9,268,000 | 730 |
| Privately issued residential mortgage-backed securities | $2,787,000 | 522 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,481,000 | 666 |
| Foreign debt securities | $350,000 | 258 |
| Equity securities | $4,786,000 | 752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,647,000 | 253 |
| Mortgage-backed securities | $145,972,000 | 472 |
| Certificates of participation in pools of residential mortgages | $118,257,000 | 370 |
| Issued or guaranteed by U.S. | $118,197,000 | 359 |
| Privately issued | $60,000 | 478 |
| Collaterized mortgage obligations | $27,715,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $24,988,000 | 638 |
| Privately issued | $2,727,000 | 373 |
| 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) | $254,402,000 | 186 |
| Available-for-sale securities (fair market value) | $61,993,000 | 1,363 |
| Total debt securities | $311,609,000 | 455 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 418 |
| Fair value | $7,348,000 | 424 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $303,089,000 | 499 |
| U.S. Government securities | $220,168,000 | 537 |
| U.S. Treasury securities | $107,301,000 | 327 |
| U.S. Government agency obligations | $112,867,000 | 695 |
| Securities issued by states & political subdivisions | $45,442,000 | 231 |
| Other domestic debt securities | $29,768,000 | 354 |
| Privately issued residential mortgage-backed securities | $4,455,000 | 440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,313,000 | 245 |
| Foreign debt securities | $350,000 | 286 |
| Equity securities | $7,361,000 | 469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,680,000 | 241 |
| Mortgage-backed securities | $101,320,000 | 635 |
| Certificates of participation in pools of residential mortgages | $52,812,000 | 672 |
| Issued or guaranteed by U.S. | $52,812,000 | 651 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $48,508,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $44,053,000 | 493 |
| Privately issued | $4,455,000 | 313 |
| 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) | $251,013,000 | 364 |
| Available-for-sale securities (fair market value) | $52,076,000 | 1,088 |
| Total debt securities | $295,728,000 | 501 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $354,464,000 | 444 |
| U.S. Government securities | $238,062,000 | 515 |
| U.S. Treasury securities | $127,314,000 | 309 |
| U.S. Government agency obligations | $110,748,000 | 708 |
| Securities issued by states & political subdivisions | $56,241,000 | 180 |
| Other domestic debt securities | $56,133,000 | 262 |
| Privately issued residential mortgage-backed securities | $4,346,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,787,000 | 162 |
| Foreign debt securities | $350,000 | 301 |
| Equity securities | $3,678,000 | 942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,586,000 | 271 |
| Mortgage-backed securities | $98,058,000 | 686 |
| Certificates of participation in pools of residential mortgages | $26,496,000 | 1,207 |
| Issued or guaranteed by U.S. | $25,288,000 | 1,236 |
| Privately issued | $1,208,000 | 354 |
| Collaterized mortgage obligations | $71,562,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $68,424,000 | 379 |
| Privately issued | $3,138,000 | 443 |
| 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 | $350,786,000 | 441 |
| 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 | $274,086,000 | 549 |
| U.S. Government securities | $125,196,000 | 866 |
| U.S. Treasury securities | $56,752,000 | 649 |
| U.S. Government agency obligations | $68,444,000 | 1,052 |
| Securities issued by states & political subdivisions | $68,976,000 | 136 |
| Other domestic debt securities | $59,720,000 | 273 |
| Privately issued residential mortgage-backed securities | $12,507,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,213,000 | 199 |
| Foreign debt securities | $350,000 | 298 |
| Equity securities | $19,844,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,684,000 | 261 |
| Mortgage-backed securities | $75,519,000 | 817 |
| Certificates of participation in pools of residential mortgages | $9,890,000 | 2,555 |
| Issued or guaranteed by U.S. | $7,116,000 | 3,145 |
| Privately issued | $2,774,000 | 301 |
| Collaterized mortgage obligations | $65,629,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $55,896,000 | 413 |
| Privately issued | $9,733,000 | 271 |
| 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 | $254,242,000 | 570 |
| 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 |