Home > Northwest Bank > Securities
Northwest Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,858,198,000 | 156 |
| U.S. Government securities | $1,774,662,000 | 122 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,774,662,000 | 110 |
| Securities issued by states & political subdivisions | $75,469,000 | 610 |
| Other domestic debt securities | $8,067,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $5,000 | 675 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $374,000 | 519 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $7,688,000 | 760 |
| 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 | $368,520,000 | 306 |
| Mortgage-backed securities | $1,551,672,000 | 112 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $307,685,000 | 213 |
| Privately issued | $5,000 | 194 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $835,694,000 | 62 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,587,000 | 232 |
| Other commercial mortgage-backed securities | $376,701,000 | 71 |
| Held to maturity securities (book value) | $814,839,000 | 106 |
| Available-for-sale securities (fair market value) | $1,043,359,000 | 194 |
| Total debt securities | $1,858,198,000 | 153 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 88 |
| Fair value | $18,865,000 | 88 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,840,182,000 | 157 |
| U.S. Government securities | $1,764,219,000 | 124 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,764,219,000 | 113 |
| Securities issued by states & political subdivisions | $68,071,000 | 650 |
| Other domestic debt securities | $7,892,000 | 1,131 |
| Privately issued residential mortgage-backed securities | $5,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $423,000 | 499 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $7,464,000 | 766 |
| 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 | $360,235,000 | 304 |
| Mortgage-backed securities | $1,544,758,000 | 113 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $306,567,000 | 209 |
| Privately issued | $5,000 | 190 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $843,272,000 | 63 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,185,000 | 226 |
| Other commercial mortgage-backed securities | $363,729,000 | 70 |
| Held to maturity securities (book value) | $830,106,000 | 106 |
| Available-for-sale securities (fair market value) | $1,010,076,000 | 200 |
| Total debt securities | $1,840,182,000 | 155 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 86 |
| Fair value | $18,250,000 | 86 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,921,797,000 | 153 |
| U.S. Government securities | $1,839,403,000 | 121 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,839,403,000 | 114 |
| Securities issued by states & political subdivisions | $74,333,000 | 634 |
| Other domestic debt securities | $8,061,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $5,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $510,000 | 487 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $7,546,000 | 775 |
| 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 | $377,929,000 | 295 |
| Mortgage-backed securities | $1,617,108,000 | 108 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $323,324,000 | 205 |
| Privately issued | $5,000 | 201 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $878,046,000 | 62 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,189,000 | 227 |
| Other commercial mortgage-backed securities | $384,544,000 | 68 |
| Held to maturity securities (book value) | $847,845,000 | 104 |
| Available-for-sale securities (fair market value) | $1,073,952,000 | 192 |
| Total debt securities | $1,921,797,000 | 151 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 88 |
| Fair value | $18,324,000 | 88 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $2,071,532,000 | 154 |
| U.S. Government securities | $1,942,333,000 | 125 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,942,333,000 | 107 |
| Securities issued by states & political subdivisions | $114,675,000 | 414 |
| Other domestic debt securities | $14,524,000 | 873 |
| Privately issued residential mortgage-backed securities | $6,000 | 690 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $594,000 | 490 |
| Structured financial products - Total | $1,354,000 | 512 |
| Other domestic debt securities - All other | $12,570,000 | 587 |
| 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 | $383,981,000 | 283 |
| Mortgage-backed securities | $1,717,183,000 | 112 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $328,263,000 | 214 |
| Privately issued | $6,000 | 213 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $955,742,000 | 61 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,172,000 | 228 |
| Other commercial mortgage-backed securities | $400,000,000 | 69 |
| Held to maturity securities (book value) | $866,022,000 | 107 |
| Available-for-sale securities (fair market value) | $1,205,510,000 | 188 |
| Total debt securities | $2,071,532,000 | 151 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 100 |
| Fair value | $18,579,000 | 100 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $2,099,357,000 | 160 |
| U.S. Government securities | $1,972,304,000 | 129 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,972,304,000 | 112 |
| Securities issued by states & political subdivisions | $111,766,000 | 437 |
| Other domestic debt securities | $15,287,000 | 871 |
| Privately issued residential mortgage-backed securities | $6,000 | 706 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $792,000 | 479 |
| Structured financial products - Total | $1,511,000 | 515 |
| Other domestic debt securities - All other | $12,978,000 | 589 |
| 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 | $241,517,000 | 367 |
| Mortgage-backed securities | $1,748,854,000 | 118 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $335,383,000 | 217 |
| Privately issued | $6,000 | 233 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $974,331,000 | 66 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $32,999,000 | 231 |
| Other commercial mortgage-backed securities | $406,135,000 | 72 |
| Held to maturity securities (book value) | $881,249,000 | 110 |
| Available-for-sale securities (fair market value) | $1,218,108,000 | 197 |
| Total debt securities | $2,099,357,000 | 155 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 104 |
| Fair value | $18,201,000 | 106 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,151,202,000 | 159 |
| U.S. Government securities | $2,029,316,000 | 132 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,029,316,000 | 114 |
| Securities issued by states & political subdivisions | $106,176,000 | 469 |
| Other domestic debt securities | $15,710,000 | 821 |
| Privately issued residential mortgage-backed securities | $6,000 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $887,000 | 464 |
| Structured financial products - Total | $1,677,000 | 380 |
| Other domestic debt securities - All other | $13,140,000 | 583 |
| 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 | $249,522,000 | 338 |
| Mortgage-backed securities | $1,804,739,000 | 116 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $342,646,000 | 218 |
| Privately issued | $6,000 | 219 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,009,490,000 | 68 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,038,000 | 231 |
| Other commercial mortgage-backed securities | $419,559,000 | 76 |
| Held to maturity securities (book value) | $899,411,000 | 108 |
| Available-for-sale securities (fair market value) | $1,251,791,000 | 197 |
| Total debt securities | $2,151,202,000 | 156 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 104 |
| Fair value | $18,079,000 | 107 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,287,924,000 | 157 |
| U.S. Government securities | $2,157,988,000 | 129 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $2,157,988,000 | 109 |
| Securities issued by states & political subdivisions | $115,396,000 | 448 |
| Other domestic debt securities | $14,540,000 | 815 |
| Privately issued residential mortgage-backed securities | $7,000 | 707 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,023,000 | 450 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $13,510,000 | 577 |
| 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 | $249,101,000 | 338 |
| Mortgage-backed securities | $1,926,569,000 | 114 |
| Certificates of participation in pools of residential mortgages | $366,513,000 | 215 |
| Issued or guaranteed by U.S. | $366,506,000 | 214 |
| Privately issued | $7,000 | 226 |
| Collaterized mortgage obligations | $1,078,878,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $1,078,878,000 | 67 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $481,178,000 | 102 |
| Commercial mortgage pass-through securities | $35,736,000 | 231 |
| Other commercial mortgage-backed securities | $445,442,000 | 79 |
| Held to maturity securities (book value) | $923,180,000 | 102 |
| Available-for-sale securities (fair market value) | $1,364,744,000 | 185 |
| Total debt securities | $2,287,924,000 | 155 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 100 |
| Fair value | $18,853,000 | 100 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,179,828,000 | 165 |
| U.S. Government securities | $2,063,635,000 | 136 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,063,635,000 | 117 |
| Securities issued by states & political subdivisions | $115,001,000 | 466 |
| Other domestic debt securities | $1,192,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $7,000 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,185,000 | 455 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,197,000 | 319 |
| Mortgage-backed securities | $1,826,859,000 | 124 |
| Certificates of participation in pools of residential mortgages | $390,065,000 | 214 |
| Issued or guaranteed by U.S. | $390,058,000 | 214 |
| Privately issued | $7,000 | 232 |
| Collaterized mortgage obligations | $920,583,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $920,583,000 | 75 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $516,211,000 | 102 |
| Commercial mortgage pass-through securities | $35,960,000 | 227 |
| Other commercial mortgage-backed securities | $480,251,000 | 79 |
| Held to maturity securities (book value) | $737,730,000 | 100 |
| Available-for-sale securities (fair market value) | $1,442,098,000 | 186 |
| Total debt securities | $2,179,828,000 | 161 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 86 |
| Fair value | $19,262,000 | 86 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,316,746,000 | 157 |
| U.S. Government securities | $2,186,614,000 | 132 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,186,614,000 | 119 |
| Securities issued by states & political subdivisions | $128,701,000 | 431 |
| Other domestic debt securities | $1,431,000 | 1,758 |
| Privately issued residential mortgage-backed securities | $7,000 | 668 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,424,000 | 454 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,463,000 | 345 |
| Mortgage-backed securities | $1,941,618,000 | 123 |
| Certificates of participation in pools of residential mortgages | $423,847,000 | 201 |
| Issued or guaranteed by U.S. | $423,840,000 | 200 |
| Privately issued | $7,000 | 239 |
| Collaterized mortgage obligations | $955,138,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $955,138,000 | 75 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $562,633,000 | 98 |
| Commercial mortgage pass-through securities | $36,970,000 | 219 |
| Other commercial mortgage-backed securities | $525,663,000 | 73 |
| Held to maturity securities (book value) | $768,154,000 | 82 |
| Available-for-sale securities (fair market value) | $1,548,592,000 | 181 |
| Total debt securities | $2,316,746,000 | 156 |
| Structured notes | ||
| Amortized cost | $20,177,000 | 77 |
| Fair value | $20,109,000 | 76 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,202,110,000 | 160 |
| U.S. Government securities | $2,074,096,000 | 132 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,074,096,000 | 120 |
| Securities issued by states & political subdivisions | $126,530,000 | 413 |
| Other domestic debt securities | $1,484,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $7,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,477,000 | 458 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,565,000 | 394 |
| Mortgage-backed securities | $1,847,476,000 | 126 |
| Certificates of participation in pools of residential mortgages | $452,883,000 | 195 |
| Issued or guaranteed by U.S. | $452,876,000 | 194 |
| Privately issued | $7,000 | 226 |
| Collaterized mortgage obligations | $796,268,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $796,268,000 | 83 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $598,325,000 | 88 |
| Commercial mortgage pass-through securities | $37,233,000 | 218 |
| Other commercial mortgage-backed securities | $561,092,000 | 68 |
| Held to maturity securities (book value) | $618,395,000 | 90 |
| Available-for-sale securities (fair market value) | $1,583,715,000 | 166 |
| Total debt securities | $2,202,110,000 | 158 |
| Structured notes | ||
| Amortized cost | $191,000 | 851 |
| Fair value | $192,000 | 853 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $2,238,448,000 | 145 |
| U.S. Government securities | $2,121,792,000 | 122 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,121,792,000 | 114 |
| Securities issued by states & political subdivisions | $115,029,000 | 444 |
| Other domestic debt securities | $1,627,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $8,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,619,000 | 461 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,248,000 | 388 |
| Mortgage-backed securities | $1,867,858,000 | 120 |
| Certificates of participation in pools of residential mortgages | $485,100,000 | 181 |
| Issued or guaranteed by U.S. | $485,092,000 | 180 |
| Privately issued | $8,000 | 241 |
| Collaterized mortgage obligations | $765,588,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $765,588,000 | 79 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $617,170,000 | 86 |
| Commercial mortgage pass-through securities | $37,441,000 | 200 |
| Other commercial mortgage-backed securities | $579,729,000 | 65 |
| Held to maturity securities (book value) | $639,424,000 | 78 |
| Available-for-sale securities (fair market value) | $1,599,024,000 | 161 |
| Total debt securities | $2,238,448,000 | 144 |
| Structured notes | ||
| Amortized cost | $209,000 | 781 |
| Fair value | $211,000 | 783 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,034,415,000 | 144 |
| U.S. Government securities | $1,911,424,000 | 123 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,911,424,000 | 116 |
| Securities issued by states & political subdivisions | $100,950,000 | 480 |
| Other domestic debt securities | $22,041,000 | 551 |
| Privately issued residential mortgage-backed securities | $8,000 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,758,000 | 452 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,994,000 | 354 |
| Mortgage-backed securities | $1,677,825,000 | 121 |
| Certificates of participation in pools of residential mortgages | $491,553,000 | 159 |
| Issued or guaranteed by U.S. | $491,545,000 | 159 |
| Privately issued | $8,000 | 254 |
| Collaterized mortgage obligations | $628,991,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $628,991,000 | 87 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $557,281,000 | 86 |
| Commercial mortgage pass-through securities | $37,305,000 | 196 |
| Other commercial mortgage-backed securities | $519,976,000 | 68 |
| Held to maturity securities (book value) | $604,284,000 | 75 |
| Available-for-sale securities (fair market value) | $1,430,131,000 | 163 |
| Total debt securities | $2,034,415,000 | 143 |
| Structured notes | ||
| Amortized cost | $225,000 | 574 |
| Fair value | $227,000 | 573 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,577,827,000 | 164 |
| U.S. Government securities | $1,459,082,000 | 141 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,459,082,000 | 131 |
| Securities issued by states & political subdivisions | $116,813,000 | 387 |
| Other domestic debt securities | $1,932,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $9,000 | 639 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,923,000 | 422 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,311,000 | 416 |
| Mortgage-backed securities | $1,257,600,000 | 136 |
| Certificates of participation in pools of residential mortgages | $346,782,000 | 186 |
| Issued or guaranteed by U.S. | $346,773,000 | 185 |
| Privately issued | $9,000 | 236 |
| Collaterized mortgage obligations | $531,747,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $531,747,000 | 93 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $379,071,000 | 108 |
| Commercial mortgage pass-through securities | $37,809,000 | 185 |
| Other commercial mortgage-backed securities | $341,262,000 | 84 |
| Held to maturity securities (book value) | $178,887,000 | 139 |
| Available-for-sale securities (fair market value) | $1,398,940,000 | 155 |
| Total debt securities | $1,577,827,000 | 162 |
| Structured notes | ||
| Amortized cost | $238,000 | 335 |
| Fair value | $241,000 | 335 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,424,483,000 | 162 |
| U.S. Government securities | $1,307,871,000 | 142 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,307,871,000 | 132 |
| Securities issued by states & political subdivisions | $114,522,000 | 348 |
| Other domestic debt securities | $2,090,000 | 1,398 |
| Privately issued residential mortgage-backed securities | $9,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,081,000 | 394 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,953,000 | 390 |
| Mortgage-backed securities | $1,170,386,000 | 134 |
| Certificates of participation in pools of residential mortgages | $364,767,000 | 166 |
| Issued or guaranteed by U.S. | $364,758,000 | 163 |
| Privately issued | $9,000 | 242 |
| Collaterized mortgage obligations | $458,778,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $458,778,000 | 102 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $346,841,000 | 107 |
| Commercial mortgage pass-through securities | $17,607,000 | 287 |
| Other commercial mortgage-backed securities | $329,234,000 | 80 |
| Held to maturity securities (book value) | $15,333,000 | 532 |
| Available-for-sale securities (fair market value) | $1,409,150,000 | 150 |
| Total debt securities | $1,424,483,000 | 161 |
| Structured notes | ||
| Amortized cost | $253,000 | 309 |
| Fair value | $257,000 | 310 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,215,198,000 | 175 |
| U.S. Government securities | $1,097,097,000 | 156 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,097,097,000 | 145 |
| Securities issued by states & political subdivisions | $115,871,000 | 310 |
| Other domestic debt securities | $2,230,000 | 1,315 |
| Privately issued residential mortgage-backed securities | $9,000 | 630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,221,000 | 355 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,101,000 | 383 |
| Mortgage-backed securities | $1,014,375,000 | 141 |
| Certificates of participation in pools of residential mortgages | $332,805,000 | 168 |
| Issued or guaranteed by U.S. | $332,796,000 | 166 |
| Privately issued | $9,000 | 241 |
| Collaterized mortgage obligations | $413,558,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $413,558,000 | 113 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $268,012,000 | 118 |
| Commercial mortgage pass-through securities | $17,552,000 | 284 |
| Other commercial mortgage-backed securities | $250,460,000 | 88 |
| Held to maturity securities (book value) | $16,415,000 | 520 |
| Available-for-sale securities (fair market value) | $1,198,783,000 | 158 |
| Total debt securities | $1,215,198,000 | 173 |
| Structured notes | ||
| Amortized cost | $269,000 | 342 |
| Fair value | $273,000 | 342 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $782,787,000 | 236 |
| U.S. Government securities | $735,760,000 | 199 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $735,760,000 | 190 |
| Securities issued by states & political subdivisions | $44,697,000 | 788 |
| Other domestic debt securities | $2,330,000 | 1,250 |
| Privately issued residential mortgage-backed securities | $10,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,320,000 | 331 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,324,000 | 500 |
| Mortgage-backed securities | $657,920,000 | 187 |
| Certificates of participation in pools of residential mortgages | $154,110,000 | 310 |
| Issued or guaranteed by U.S. | $154,100,000 | 302 |
| Privately issued | $10,000 | 256 |
| Collaterized mortgage obligations | $290,112,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $290,112,000 | 134 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $213,698,000 | 134 |
| Commercial mortgage pass-through securities | $2,695,000 | 797 |
| Other commercial mortgage-backed securities | $211,003,000 | 96 |
| Held to maturity securities (book value) | $17,208,000 | 519 |
| Available-for-sale securities (fair market value) | $765,579,000 | 220 |
| Total debt securities | $782,787,000 | 233 |
| Structured notes | ||
| Amortized cost | $283,000 | 497 |
| Fair value | $287,000 | 497 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $837,936,000 | 227 |
| U.S. Government securities | $808,339,000 | 191 |
| U.S. Treasury securities | $14,991,000 | 350 |
| U.S. Government agency obligations | $793,348,000 | 181 |
| Securities issued by states & political subdivisions | $26,050,000 | 1,254 |
| Other domestic debt securities | $3,547,000 | 1,039 |
| Privately issued residential mortgage-backed securities | $10,000 | 614 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $2,618,000 | 303 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $919,000 | 1,181 |
| 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 | $121,787,000 | 476 |
| Mortgage-backed securities | $691,193,000 | 179 |
| Certificates of participation in pools of residential mortgages | $158,616,000 | 284 |
| Issued or guaranteed by U.S. | $158,606,000 | 277 |
| Privately issued | $10,000 | 231 |
| Collaterized mortgage obligations | $312,042,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $312,042,000 | 127 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $220,535,000 | 129 |
| Commercial mortgage pass-through securities | $7,948,000 | 481 |
| Other commercial mortgage-backed securities | $212,587,000 | 93 |
| Held to maturity securities (book value) | $18,035,000 | 538 |
| Available-for-sale securities (fair market value) | $819,901,000 | 209 |
| Total debt securities | $837,936,000 | 222 |
| Structured notes | ||
| Amortized cost | $295,000 | 628 |
| Fair value | $294,000 | 629 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $826,780,000 | 223 |
| U.S. Government securities | $793,731,000 | 186 |
| U.S. Treasury securities | $14,965,000 | 346 |
| U.S. Government agency obligations | $778,766,000 | 180 |
| Securities issued by states & political subdivisions | $29,391,000 | 1,118 |
| Other domestic debt securities | $3,658,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $11,000 | 659 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $2,729,000 | 284 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $918,000 | 1,181 |
| 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 | $106,794,000 | 513 |
| Mortgage-backed securities | $661,673,000 | 180 |
| Certificates of participation in pools of residential mortgages | $160,855,000 | 267 |
| Issued or guaranteed by U.S. | $160,844,000 | 263 |
| Privately issued | $11,000 | 269 |
| Collaterized mortgage obligations | $344,204,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $344,204,000 | 125 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $156,614,000 | 149 |
| Commercial mortgage pass-through securities | $8,066,000 | 466 |
| Other commercial mortgage-backed securities | $148,548,000 | 112 |
| Held to maturity securities (book value) | $18,958,000 | 555 |
| Available-for-sale securities (fair market value) | $807,822,000 | 201 |
| Total debt securities | $826,780,000 | 219 |
| Structured notes | ||
| Amortized cost | $306,000 | 777 |
| Fair value | $304,000 | 777 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $875,179,000 | 215 |
| U.S. Government securities | $832,894,000 | 187 |
| U.S. Treasury securities | $14,927,000 | 357 |
| U.S. Government agency obligations | $817,967,000 | 179 |
| Securities issued by states & political subdivisions | $31,809,000 | 1,057 |
| Other domestic debt securities | $10,476,000 | 608 |
| Privately issued residential mortgage-backed securities | $11,000 | 634 |
| Commercial mortgage-backed securities - Total | $6,597,000 | 104 |
| Asset backed securities | $2,951,000 | 260 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $917,000 | 1,210 |
| 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 | $114,356,000 | 497 |
| Mortgage-backed securities | $652,746,000 | 181 |
| Certificates of participation in pools of residential mortgages | $166,032,000 | 263 |
| Issued or guaranteed by U.S. | $166,021,000 | 263 |
| Privately issued | $11,000 | 230 |
| Collaterized mortgage obligations | $370,951,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $370,951,000 | 119 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $115,763,000 | 170 |
| Commercial mortgage pass-through securities | $8,083,000 | 478 |
| Other commercial mortgage-backed securities | $107,680,000 | 127 |
| Held to maturity securities (book value) | $20,414,000 | 554 |
| Available-for-sale securities (fair market value) | $854,765,000 | 194 |
| Total debt securities | $875,179,000 | 210 |
| Structured notes | ||
| Amortized cost | $322,000 | 837 |
| Fair value | $319,000 | 838 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $864,287,000 | 215 |
| U.S. Government securities | $828,169,000 | 184 |
| U.S. Treasury securities | $14,848,000 | 353 |
| U.S. Government agency obligations | $813,321,000 | 174 |
| Securities issued by states & political subdivisions | $32,028,000 | 1,072 |
| Other domestic debt securities | $4,090,000 | 959 |
| Privately issued residential mortgage-backed securities | $12,000 | 649 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $3,163,000 | 244 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $915,000 | 1,217 |
| 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 | $131,518,000 | 451 |
| Mortgage-backed securities | $627,535,000 | 183 |
| Certificates of participation in pools of residential mortgages | $172,961,000 | 258 |
| Issued or guaranteed by U.S. | $172,949,000 | 257 |
| Privately issued | $12,000 | 229 |
| Collaterized mortgage obligations | $389,354,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $389,354,000 | 116 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $65,220,000 | 226 |
| Commercial mortgage pass-through securities | $8,011,000 | 465 |
| Other commercial mortgage-backed securities | $57,209,000 | 167 |
| Held to maturity securities (book value) | $21,671,000 | 558 |
| Available-for-sale securities (fair market value) | $842,616,000 | 193 |
| Total debt securities | $864,287,000 | 212 |
| Structured notes | ||
| Amortized cost | $336,000 | 849 |
| Fair value | $329,000 | 851 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $824,215,000 | 220 |
| U.S. Government securities | $798,721,000 | 187 |
| U.S. Treasury securities | $14,780,000 | 349 |
| U.S. Government agency obligations | $783,941,000 | 178 |
| Securities issued by states & political subdivisions | $21,164,000 | 1,579 |
| Other domestic debt securities | $4,330,000 | 903 |
| Privately issued residential mortgage-backed securities | $12,000 | 616 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $3,404,000 | 231 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $914,000 | 1,216 |
| 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 | $132,390,000 | 452 |
| Mortgage-backed securities | $600,022,000 | 184 |
| Certificates of participation in pools of residential mortgages | $148,962,000 | 294 |
| Issued or guaranteed by U.S. | $148,950,000 | 293 |
| Privately issued | $12,000 | 196 |
| Collaterized mortgage obligations | $382,003,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $382,003,000 | 114 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $69,057,000 | 216 |
| Commercial mortgage pass-through securities | $7,986,000 | 450 |
| Other commercial mortgage-backed securities | $61,071,000 | 157 |
| Held to maturity securities (book value) | $22,765,000 | 571 |
| Available-for-sale securities (fair market value) | $801,450,000 | 198 |
| Total debt securities | $824,215,000 | 217 |
| Structured notes | ||
| Amortized cost | $349,000 | 871 |
| Fair value | $340,000 | 869 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $835,778,000 | 217 |
| U.S. Government securities | $806,403,000 | 183 |
| U.S. Treasury securities | $14,695,000 | 338 |
| U.S. Government agency obligations | $791,708,000 | 174 |
| Securities issued by states & political subdivisions | $24,743,000 | 1,387 |
| Other domestic debt securities | $4,632,000 | 849 |
| Privately issued residential mortgage-backed securities | $13,000 | 567 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $3,707,000 | 228 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $912,000 | 1,224 |
| 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 | $109,103,000 | 531 |
| Mortgage-backed securities | $608,983,000 | 178 |
| Certificates of participation in pools of residential mortgages | $150,353,000 | 290 |
| Issued or guaranteed by U.S. | $150,340,000 | 289 |
| Privately issued | $13,000 | 130 |
| Collaterized mortgage obligations | $396,791,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $396,791,000 | 105 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $61,839,000 | 223 |
| Commercial mortgage pass-through securities | $7,965,000 | 440 |
| Other commercial mortgage-backed securities | $53,874,000 | 164 |
| Held to maturity securities (book value) | $24,222,000 | 561 |
| Available-for-sale securities (fair market value) | $811,556,000 | 197 |
| Total debt securities | $835,778,000 | 212 |
| Structured notes | ||
| Amortized cost | $372,000 | 843 |
| Fair value | $359,000 | 842 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $825,626,000 | 222 |
| U.S. Government securities | $790,819,000 | 186 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $790,819,000 | 174 |
| Securities issued by states & political subdivisions | $29,837,000 | 1,225 |
| Other domestic debt securities | $4,970,000 | 939 |
| Privately issued residential mortgage-backed securities | $14,000 | 854 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $4,045,000 | 208 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $911,000 | 1,221 |
| 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 | $142,706,000 | 422 |
| Mortgage-backed securities | $592,249,000 | 185 |
| Certificates of participation in pools of residential mortgages | $160,397,000 | 285 |
| Issued or guaranteed by U.S. | $160,384,000 | 284 |
| Privately issued | $13,000 | 420 |
| Collaterized mortgage obligations | $370,727,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $370,726,000 | 115 |
| Privately issued | $1,000 | 530 |
| Commercial mortgage-backed securities | $61,125,000 | 215 |
| Commercial mortgage pass-through securities | $6,275,000 | 483 |
| Other commercial mortgage-backed securities | $54,850,000 | 148 |
| Held to maturity securities (book value) | $25,747,000 | 552 |
| Available-for-sale securities (fair market value) | $799,879,000 | 203 |
| Total debt securities | $825,626,000 | 217 |
| Structured notes | ||
| Amortized cost | $393,000 | 842 |
| Fair value | $381,000 | 841 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $785,685,000 | 227 |
| U.S. Government securities | $739,347,000 | 189 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $739,347,000 | 181 |
| Securities issued by states & political subdivisions | $41,102,000 | 929 |
| Other domestic debt securities | $5,236,000 | 801 |
| Privately issued residential mortgage-backed securities | $14,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $4,312,000 | 186 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $910,000 | 1,250 |
| 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 | $157,637,000 | 405 |
| Mortgage-backed securities | $541,378,000 | 202 |
| Certificates of participation in pools of residential mortgages | $170,505,000 | 276 |
| Issued or guaranteed by U.S. | $170,492,000 | 275 |
| Privately issued | $13,000 | 60 |
| Collaterized mortgage obligations | $309,606,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $309,605,000 | 129 |
| Privately issued | $1,000 | 544 |
| Commercial mortgage-backed securities | $61,267,000 | 204 |
| Commercial mortgage pass-through securities | $6,396,000 | 383 |
| Other commercial mortgage-backed securities | $54,871,000 | 150 |
| Held to maturity securities (book value) | $27,709,000 | 543 |
| Available-for-sale securities (fair market value) | $757,976,000 | 210 |
| Total debt securities | $785,685,000 | 220 |
| Structured notes | ||
| Amortized cost | $416,000 | 796 |
| Fair value | $405,000 | 798 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $821,668,000 | 217 |
| U.S. Government securities | $759,643,000 | 182 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $759,643,000 | 172 |
| Securities issued by states & political subdivisions | $51,056,000 | 779 |
| Other domestic debt securities | $10,939,000 | 556 |
| Privately issued residential mortgage-backed securities | $28,000 | 529 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $10,002,000 | 132 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $909,000 | 1,279 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $30,000 | 918 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,556,000 | 403 |
| Mortgage-backed securities | $560,404,000 | 188 |
| Certificates of participation in pools of residential mortgages | $176,728,000 | 270 |
| Issued or guaranteed by U.S. | $176,715,000 | 269 |
| Privately issued | $13,000 | 57 |
| Collaterized mortgage obligations | $321,255,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $321,240,000 | 121 |
| Privately issued | $15,000 | 514 |
| Commercial mortgage-backed securities | $62,421,000 | 195 |
| Commercial mortgage pass-through securities | $6,554,000 | 377 |
| Other commercial mortgage-backed securities | $55,867,000 | 144 |
| Held to maturity securities (book value) | $29,678,000 | 527 |
| Available-for-sale securities (fair market value) | $791,990,000 | 194 |
| Total debt securities | $821,637,000 | 212 |
| Structured notes | ||
| Amortized cost | $993,000 | 657 |
| Fair value | $991,000 | 591 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $900,516,000 | 201 |
| U.S. Government securities | $817,237,000 | 171 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $817,237,000 | 161 |
| Securities issued by states & political subdivisions | $53,214,000 | 750 |
| Other domestic debt securities | $30,042,000 | 294 |
| Privately issued residential mortgage-backed securities | $55,000 | 509 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $11,309,000 | 122 |
| Structured financial products - Total | $15,552,000 | 55 |
| Other domestic debt securities - All other | $3,126,000 | 805 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $23,000 | 956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,421,000 | 443 |
| Mortgage-backed securities | $587,000,000 | 183 |
| Certificates of participation in pools of residential mortgages | $178,903,000 | 265 |
| Issued or guaranteed by U.S. | $178,889,000 | 264 |
| Privately issued | $14,000 | 60 |
| Collaterized mortgage obligations | $345,233,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $345,192,000 | 111 |
| Privately issued | $41,000 | 490 |
| Commercial mortgage-backed securities | $62,864,000 | 192 |
| Commercial mortgage pass-through securities | $6,686,000 | 375 |
| Other commercial mortgage-backed securities | $56,178,000 | 135 |
| Held to maturity securities (book value) | $31,961,000 | 515 |
| Available-for-sale securities (fair market value) | $868,555,000 | 181 |
| Total debt securities | $900,493,000 | 197 |
| Structured notes | ||
| Amortized cost | $1,061,000 | 580 |
| Fair value | $1,067,000 | 577 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $983,957,000 | 191 |
| U.S. Government securities | $894,963,000 | 163 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $894,963,000 | 155 |
| Securities issued by states & political subdivisions | $57,423,000 | 699 |
| Other domestic debt securities | $31,552,000 | 286 |
| Privately issued residential mortgage-backed securities | $73,000 | 518 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $12,848,000 | 108 |
| Structured financial products - Total | $15,517,000 | 59 |
| Other domestic debt securities - All other | $3,114,000 | 816 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $19,000 | 966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,652,000 | 384 |
| Mortgage-backed securities | $619,821,000 | 178 |
| Certificates of participation in pools of residential mortgages | $187,804,000 | 255 |
| Issued or guaranteed by U.S. | $187,790,000 | 254 |
| Privately issued | $14,000 | 57 |
| Collaterized mortgage obligations | $368,906,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $368,847,000 | 108 |
| Privately issued | $59,000 | 492 |
| Commercial mortgage-backed securities | $63,111,000 | 189 |
| Commercial mortgage pass-through securities | $6,774,000 | 363 |
| Other commercial mortgage-backed securities | $56,337,000 | 132 |
| Held to maturity securities (book value) | $36,206,000 | 492 |
| Available-for-sale securities (fair market value) | $947,751,000 | 168 |
| Total debt securities | $983,938,000 | 188 |
| Structured notes | ||
| Amortized cost | $1,139,000 | 601 |
| Fair value | $1,152,000 | 598 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $913,131,000 | 200 |
| U.S. Government securities | $816,732,000 | 170 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $816,732,000 | 161 |
| Securities issued by states & political subdivisions | $64,325,000 | 600 |
| Other domestic debt securities | $32,052,000 | 294 |
| Privately issued residential mortgage-backed securities | $96,000 | 529 |
| Commercial mortgage-backed securities - Total | $6,178,000 | 70 |
| Asset backed securities | $8,159,000 | 131 |
| Structured financial products - Total | $14,569,000 | 61 |
| Other domestic debt securities - All other | $3,050,000 | 848 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $22,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,063,000 | 355 |
| Mortgage-backed securities | $537,961,000 | 195 |
| Certificates of participation in pools of residential mortgages | $208,339,000 | 240 |
| Issued or guaranteed by U.S. | $208,325,000 | 239 |
| Privately issued | $14,000 | 58 |
| Collaterized mortgage obligations | $280,351,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $280,269,000 | 123 |
| Privately issued | $82,000 | 510 |
| Commercial mortgage-backed securities | $49,271,000 | 210 |
| Commercial mortgage pass-through securities | $6,819,000 | 352 |
| Other commercial mortgage-backed securities | $42,452,000 | 146 |
| Held to maturity securities (book value) | $41,888,000 | 457 |
| Available-for-sale securities (fair market value) | $871,243,000 | 176 |
| Total debt securities | $913,109,000 | 197 |
| Structured notes | ||
| Amortized cost | $1,221,000 | 611 |
| Fair value | $1,243,000 | 603 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $841,765,000 | 213 |
| U.S. Government securities | $740,960,000 | 175 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $740,960,000 | 169 |
| Securities issued by states & political subdivisions | $67,877,000 | 569 |
| Other domestic debt securities | $32,901,000 | 289 |
| Privately issued residential mortgage-backed securities | $116,000 | 531 |
| Commercial mortgage-backed securities - Total | $6,607,000 | 67 |
| Asset backed securities | $9,199,000 | 119 |
| Structured financial products - Total | $13,968,000 | 66 |
| Other domestic debt securities - All other | $3,011,000 | 842 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $27,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,945,000 | 339 |
| Mortgage-backed securities | $462,706,000 | 214 |
| Certificates of participation in pools of residential mortgages | $220,929,000 | 225 |
| Issued or guaranteed by U.S. | $220,914,000 | 224 |
| Privately issued | $15,000 | 60 |
| Collaterized mortgage obligations | $218,295,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $218,194,000 | 143 |
| Privately issued | $101,000 | 512 |
| Commercial mortgage-backed securities | $23,482,000 | 298 |
| Commercial mortgage pass-through securities | $6,883,000 | 331 |
| Other commercial mortgage-backed securities | $16,599,000 | 231 |
| Held to maturity securities (book value) | $19,978,000 | 712 |
| Available-for-sale securities (fair market value) | $821,787,000 | 186 |
| Total debt securities | $841,738,000 | 206 |
| Structured notes | ||
| Amortized cost | $1,311,000 | 587 |
| Fair value | $1,342,000 | 582 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $909,391,000 | 192 |
| U.S. Government securities | $796,376,000 | 162 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $796,376,000 | 157 |
| Securities issued by states & political subdivisions | $76,143,000 | 494 |
| Other domestic debt securities | $36,862,000 | 268 |
| Privately issued residential mortgage-backed securities | $2,070,000 | 256 |
| Commercial mortgage-backed securities - Total | $7,033,000 | 69 |
| Asset backed securities | $10,369,000 | 113 |
| Structured financial products - Total | $14,408,000 | 64 |
| Other domestic debt securities - All other | $2,982,000 | 863 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $10,000 | 1,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,307,000 | 383 |
| Mortgage-backed securities | $502,637,000 | 200 |
| Certificates of participation in pools of residential mortgages | $236,794,000 | 195 |
| Issued or guaranteed by U.S. | $236,778,000 | 194 |
| Privately issued | $16,000 | 56 |
| Collaterized mortgage obligations | $241,572,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $239,518,000 | 139 |
| Privately issued | $2,054,000 | 245 |
| Commercial mortgage-backed securities | $24,271,000 | 285 |
| Commercial mortgage pass-through securities | $7,129,000 | 302 |
| Other commercial mortgage-backed securities | $17,142,000 | 209 |
| Held to maturity securities (book value) | $22,584,000 | 673 |
| Available-for-sale securities (fair market value) | $886,807,000 | 169 |
| Total debt securities | $909,381,000 | 188 |
| Structured notes | ||
| Amortized cost | $1,402,000 | 565 |
| Fair value | $1,445,000 | 564 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $726,731,000 | 235 |
| U.S. Government securities | $606,294,000 | 207 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $606,294,000 | 201 |
| Securities issued by states & political subdivisions | $82,423,000 | 444 |
| Other domestic debt securities | $38,001,000 | 269 |
| Privately issued residential mortgage-backed securities | $2,221,000 | 258 |
| Commercial mortgage-backed securities - Total | $7,366,000 | 67 |
| Asset backed securities | $11,561,000 | 109 |
| Structured financial products - Total | $13,870,000 | 68 |
| Other domestic debt securities - All other | $2,983,000 | 872 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $13,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,079,000 | 363 |
| Mortgage-backed securities | $447,540,000 | 214 |
| Certificates of participation in pools of residential mortgages | $160,706,000 | 284 |
| Issued or guaranteed by U.S. | $160,688,000 | 283 |
| Privately issued | $18,000 | 59 |
| Collaterized mortgage obligations | $262,080,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $259,877,000 | 134 |
| Privately issued | $2,203,000 | 242 |
| Commercial mortgage-backed securities | $24,754,000 | 262 |
| Commercial mortgage pass-through securities | $7,225,000 | 280 |
| Other commercial mortgage-backed securities | $17,529,000 | 197 |
| Held to maturity securities (book value) | $25,144,000 | 653 |
| Available-for-sale securities (fair market value) | $701,587,000 | 206 |
| Total debt securities | $726,718,000 | 230 |
| Structured notes | ||
| Amortized cost | $11,512,000 | 138 |
| Fair value | $11,570,000 | 137 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $809,857,000 | 215 |
| U.S. Government securities | $686,492,000 | 190 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $686,492,000 | 180 |
| Securities issued by states & political subdivisions | $84,014,000 | 411 |
| Other domestic debt securities | $39,342,000 | 261 |
| Privately issued residential mortgage-backed securities | $2,523,000 | 244 |
| Commercial mortgage-backed securities - Total | $7,691,000 | 67 |
| Asset backed securities | $12,787,000 | 107 |
| Structured financial products - Total | $13,412,000 | 65 |
| Other domestic debt securities - All other | $2,929,000 | 880 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $9,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $324,683,000 | 228 |
| Mortgage-backed securities | $477,035,000 | 205 |
| Certificates of participation in pools of residential mortgages | $169,905,000 | 272 |
| Issued or guaranteed by U.S. | $169,886,000 | 270 |
| Privately issued | $19,000 | 55 |
| Collaterized mortgage obligations | $281,955,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $279,451,000 | 132 |
| Privately issued | $2,504,000 | 233 |
| Commercial mortgage-backed securities | $25,175,000 | 245 |
| Commercial mortgage pass-through securities | $7,376,000 | 265 |
| Other commercial mortgage-backed securities | $17,799,000 | 190 |
| Held to maturity securities (book value) | $27,764,000 | 628 |
| Available-for-sale securities (fair market value) | $782,093,000 | 193 |
| Total debt securities | $809,848,000 | 211 |
| Structured notes | ||
| Amortized cost | $6,443,000 | 258 |
| Fair value | $6,687,000 | 256 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $904,210,000 | 190 |
| U.S. Government securities | $773,210,000 | 169 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $773,210,000 | 163 |
| Securities issued by states & political subdivisions | $89,478,000 | 393 |
| Other domestic debt securities | $41,512,000 | 251 |
| Privately issued residential mortgage-backed securities | $2,770,000 | 231 |
| Commercial mortgage-backed securities - Total | $8,166,000 | 62 |
| Asset backed securities | $14,101,000 | 109 |
| Structured financial products - Total | $13,438,000 | 63 |
| Other domestic debt securities - All other | $3,037,000 | 841 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $10,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,799,000 | 224 |
| Mortgage-backed securities | $503,796,000 | 197 |
| Certificates of participation in pools of residential mortgages | $180,031,000 | 251 |
| Issued or guaranteed by U.S. | $180,010,000 | 250 |
| Privately issued | $21,000 | 54 |
| Collaterized mortgage obligations | $298,393,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $295,644,000 | 127 |
| Privately issued | $2,749,000 | 222 |
| Commercial mortgage-backed securities | $25,372,000 | 225 |
| Commercial mortgage pass-through securities | $7,272,000 | 255 |
| Other commercial mortgage-backed securities | $18,100,000 | 169 |
| Held to maturity securities (book value) | $31,689,000 | 587 |
| Available-for-sale securities (fair market value) | $872,521,000 | 167 |
| Total debt securities | $904,200,000 | 187 |
| Structured notes | ||
| Amortized cost | $11,558,000 | 188 |
| Fair value | $11,714,000 | 188 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,022,126,000 | 172 |
| U.S. Government securities | $867,352,000 | 149 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $867,352,000 | 143 |
| Securities issued by states & political subdivisions | $111,835,000 | 290 |
| Other domestic debt securities | $42,924,000 | 236 |
| Privately issued residential mortgage-backed securities | $2,963,000 | 221 |
| Commercial mortgage-backed securities - Total | $8,488,000 | 63 |
| Asset backed securities | $14,772,000 | 111 |
| Structured financial products - Total | $13,555,000 | 62 |
| Other domestic debt securities - All other | $3,146,000 | 842 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $15,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,923,000 | 209 |
| Mortgage-backed securities | $539,324,000 | 188 |
| Certificates of participation in pools of residential mortgages | $191,488,000 | 237 |
| Issued or guaranteed by U.S. | $191,466,000 | 235 |
| Privately issued | $22,000 | 53 |
| Collaterized mortgage obligations | $321,791,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $318,850,000 | 119 |
| Privately issued | $2,941,000 | 216 |
| Commercial mortgage-backed securities | $26,045,000 | 208 |
| Commercial mortgage pass-through securities | $7,487,000 | 249 |
| Other commercial mortgage-backed securities | $18,558,000 | 160 |
| Held to maturity securities (book value) | $47,299,000 | 452 |
| Available-for-sale securities (fair market value) | $974,827,000 | 150 |
| Total debt securities | $1,022,111,000 | 170 |
| Structured notes | ||
| Amortized cost | $41,683,000 | 54 |
| Fair value | $41,843,000 | 53 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $920,701,000 | 184 |
| U.S. Government securities | $780,885,000 | 160 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $780,885,000 | 156 |
| Securities issued by states & political subdivisions | $93,421,000 | 349 |
| Other domestic debt securities | $46,383,000 | 223 |
| Privately issued residential mortgage-backed securities | $3,136,000 | 228 |
| Commercial mortgage-backed securities - Total | $8,967,000 | 59 |
| Asset backed securities | $15,350,000 | 108 |
| Structured financial products - Total | $15,505,000 | 58 |
| Other domestic debt securities - All other | $3,425,000 | 810 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $12,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $410,842,000 | 176 |
| Mortgage-backed securities | $463,353,000 | 208 |
| Certificates of participation in pools of residential mortgages | $134,967,000 | 328 |
| Issued or guaranteed by U.S. | $134,944,000 | 327 |
| Privately issued | $23,000 | 56 |
| Collaterized mortgage obligations | $301,933,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $298,820,000 | 125 |
| Privately issued | $3,113,000 | 218 |
| Commercial mortgage-backed securities | $26,453,000 | 195 |
| Commercial mortgage pass-through securities | $7,470,000 | 224 |
| Other commercial mortgage-backed securities | $18,983,000 | 147 |
| Held to maturity securities (book value) | $61,464,000 | 388 |
| Available-for-sale securities (fair market value) | $859,237,000 | 166 |
| Total debt securities | $920,689,000 | 182 |
| Structured notes | ||
| Amortized cost | $26,131,000 | 121 |
| Fair value | $26,231,000 | 120 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,004,338,000 | 176 |
| U.S. Government securities | $831,402,000 | 154 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $831,402,000 | 150 |
| Securities issued by states & political subdivisions | $123,835,000 | 239 |
| Other domestic debt securities | $49,087,000 | 217 |
| Privately issued residential mortgage-backed securities | $3,339,000 | 235 |
| Commercial mortgage-backed securities - Total | $9,418,000 | 58 |
| Asset backed securities | $16,048,000 | 110 |
| Structured financial products - Total | $16,905,000 | 49 |
| Other domestic debt securities - All other | $3,377,000 | 808 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $14,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $685,201,000 | 123 |
| Mortgage-backed securities | $495,932,000 | 198 |
| Certificates of participation in pools of residential mortgages | $143,271,000 | 312 |
| Issued or guaranteed by U.S. | $143,245,000 | 310 |
| Privately issued | $26,000 | 59 |
| Collaterized mortgage obligations | $325,522,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $322,209,000 | 122 |
| Privately issued | $3,313,000 | 222 |
| Commercial mortgage-backed securities | $27,139,000 | 185 |
| Commercial mortgage pass-through securities | $7,648,000 | 204 |
| Other commercial mortgage-backed securities | $19,491,000 | 141 |
| Held to maturity securities (book value) | $90,825,000 | 305 |
| Available-for-sale securities (fair market value) | $913,513,000 | 155 |
| Total debt securities | $1,004,324,000 | 173 |
| Structured notes | ||
| Amortized cost | $26,233,000 | 123 |
| Fair value | $26,346,000 | 123 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,012,922,000 | 170 |
| U.S. Government securities | $824,496,000 | 155 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $824,496,000 | 150 |
| Securities issued by states & political subdivisions | $136,897,000 | 208 |
| Other domestic debt securities | $51,516,000 | 206 |
| Privately issued residential mortgage-backed securities | $3,435,000 | 233 |
| Commercial mortgage-backed securities - Total | $10,052,000 | 58 |
| Asset backed securities | $17,602,000 | 103 |
| Structured financial products - Total | $17,031,000 | 48 |
| Other domestic debt securities - All other | $3,396,000 | 812 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $13,000 | 1,056 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $706,434,000 | 117 |
| Mortgage-backed securities | $522,055,000 | 193 |
| Certificates of participation in pools of residential mortgages | $150,339,000 | 300 |
| Issued or guaranteed by U.S. | $150,312,000 | 298 |
| Privately issued | $27,000 | 64 |
| Collaterized mortgage obligations | $344,101,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $340,693,000 | 120 |
| Privately issued | $3,408,000 | 221 |
| Commercial mortgage-backed securities | $27,615,000 | 181 |
| Commercial mortgage pass-through securities | $7,645,000 | 219 |
| Other commercial mortgage-backed securities | $19,970,000 | 137 |
| Held to maturity securities (book value) | $103,695,000 | 271 |
| Available-for-sale securities (fair market value) | $909,227,000 | 154 |
| Total debt securities | $1,012,909,000 | 169 |
| Structured notes | ||
| Amortized cost | $26,321,000 | 124 |
| Fair value | $26,370,000 | 119 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,037,914,000 | 167 |
| U.S. Government securities | $836,809,000 | 150 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $836,809,000 | 146 |
| Securities issued by states & political subdivisions | $145,721,000 | 191 |
| Other domestic debt securities | $55,349,000 | 192 |
| Privately issued residential mortgage-backed securities | $3,661,000 | 242 |
| Commercial mortgage-backed securities - Total | $10,804,000 | 58 |
| Asset backed securities | $19,427,000 | 93 |
| Structured financial products - Total | $17,982,000 | 48 |
| Other domestic debt securities - All other | $3,475,000 | 819 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $35,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $707,109,000 | 118 |
| Mortgage-backed securities | $551,289,000 | 179 |
| Certificates of participation in pools of residential mortgages | $158,015,000 | 287 |
| Issued or guaranteed by U.S. | $157,986,000 | 285 |
| Privately issued | $29,000 | 63 |
| Collaterized mortgage obligations | $365,008,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $361,376,000 | 115 |
| Privately issued | $3,632,000 | 233 |
| Commercial mortgage-backed securities | $28,266,000 | 172 |
| Commercial mortgage pass-through securities | $7,621,000 | 215 |
| Other commercial mortgage-backed securities | $20,645,000 | 123 |
| Held to maturity securities (book value) | $110,214,000 | 257 |
| Available-for-sale securities (fair market value) | $927,700,000 | 155 |
| Total debt securities | $1,037,879,000 | 165 |
| Structured notes | ||
| Amortized cost | $26,422,000 | 141 |
| Fair value | $26,442,000 | 138 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,087,750,000 | 158 |
| U.S. Government securities | $876,008,000 | 143 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $876,008,000 | 139 |
| Securities issued by states & political subdivisions | $152,796,000 | 170 |
| Other domestic debt securities | $58,562,000 | 193 |
| Privately issued residential mortgage-backed securities | $3,839,000 | 240 |
| Commercial mortgage-backed securities - Total | $11,426,000 | 55 |
| Asset backed securities | $21,103,000 | 100 |
| Structured financial products - Total | $18,560,000 | 46 |
| Other domestic debt securities - All other | $3,634,000 | 813 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $384,000 | 783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $682,057,000 | 125 |
| Mortgage-backed securities | $585,589,000 | 169 |
| Certificates of participation in pools of residential mortgages | $166,677,000 | 277 |
| Issued or guaranteed by U.S. | $166,647,000 | 275 |
| Privately issued | $30,000 | 62 |
| Collaterized mortgage obligations | $389,885,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $386,076,000 | 111 |
| Privately issued | $3,809,000 | 234 |
| Commercial mortgage-backed securities | $29,027,000 | 169 |
| Commercial mortgage pass-through securities | $7,690,000 | 207 |
| Other commercial mortgage-backed securities | $21,337,000 | 115 |
| Held to maturity securities (book value) | $114,154,000 | 246 |
| Available-for-sale securities (fair market value) | $973,596,000 | 151 |
| Total debt securities | $1,087,366,000 | 156 |
| Structured notes | ||
| Amortized cost | $41,535,000 | 91 |
| Fair value | $41,633,000 | 89 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,123,443,000 | 158 |
| U.S. Government securities | $902,950,000 | 139 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $902,950,000 | 137 |
| Securities issued by states & political subdivisions | $159,655,000 | 160 |
| Other domestic debt securities | $60,151,000 | 196 |
| Privately issued residential mortgage-backed securities | $3,936,000 | 246 |
| Commercial mortgage-backed securities - Total | $11,955,000 | 55 |
| Asset backed securities | $22,617,000 | 96 |
| Structured financial products - Total | $18,135,000 | 45 |
| Other domestic debt securities - All other | $3,508,000 | 861 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $687,000 | 672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $674,841,000 | 128 |
| Mortgage-backed securities | $615,146,000 | 164 |
| Certificates of participation in pools of residential mortgages | $172,895,000 | 275 |
| Issued or guaranteed by U.S. | $172,863,000 | 273 |
| Privately issued | $32,000 | 61 |
| Collaterized mortgage obligations | $412,873,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $408,969,000 | 106 |
| Privately issued | $3,904,000 | 238 |
| Commercial mortgage-backed securities | $29,378,000 | 157 |
| Commercial mortgage pass-through securities | $7,621,000 | 198 |
| Other commercial mortgage-backed securities | $21,757,000 | 115 |
| Held to maturity securities (book value) | $117,724,000 | 234 |
| Available-for-sale securities (fair market value) | $1,005,719,000 | 148 |
| Total debt securities | $1,122,756,000 | 157 |
| Structured notes | ||
| Amortized cost | $41,640,000 | 97 |
| Fair value | $41,561,000 | 93 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,129,659,000 | 154 |
| U.S. Government securities | $903,859,000 | 141 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $903,859,000 | 139 |
| Securities issued by states & political subdivisions | $161,894,000 | 153 |
| Other domestic debt securities | $62,530,000 | 198 |
| Privately issued residential mortgage-backed securities | $4,683,000 | 237 |
| Commercial mortgage-backed securities - Total | $12,570,000 | 52 |
| Asset backed securities | $24,101,000 | 96 |
| Structured financial products - Total | $17,706,000 | 49 |
| Other domestic debt securities - All other | $3,470,000 | 887 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,376,000 | 535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $694,955,000 | 121 |
| Mortgage-backed securities | $629,124,000 | 159 |
| Certificates of participation in pools of residential mortgages | $178,325,000 | 259 |
| Issued or guaranteed by U.S. | $178,291,000 | 257 |
| Privately issued | $34,000 | 69 |
| Collaterized mortgage obligations | $420,905,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $416,256,000 | 104 |
| Privately issued | $4,649,000 | 227 |
| Commercial mortgage-backed securities | $29,894,000 | 151 |
| Commercial mortgage pass-through securities | $7,620,000 | 184 |
| Other commercial mortgage-backed securities | $22,274,000 | 104 |
| Held to maturity securities (book value) | $121,366,000 | 221 |
| Available-for-sale securities (fair market value) | $1,008,293,000 | 143 |
| Total debt securities | $1,128,283,000 | 154 |
| Structured notes | ||
| Amortized cost | $41,779,000 | 97 |
| Fair value | $41,655,000 | 91 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,193,769,000 | 149 |
| U.S. Government securities | $949,754,000 | 132 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $949,754,000 | 130 |
| Securities issued by states & political subdivisions | $178,559,000 | 133 |
| Other domestic debt securities | $64,095,000 | 199 |
| Privately issued residential mortgage-backed securities | $4,989,000 | 246 |
| Commercial mortgage-backed securities - Total | $12,975,000 | 55 |
| Asset backed securities | $25,399,000 | 93 |
| Structured financial products - Total | $17,279,000 | 54 |
| Other domestic debt securities - All other | $3,453,000 | 918 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,361,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $684,424,000 | 118 |
| Mortgage-backed securities | $671,970,000 | 145 |
| Certificates of participation in pools of residential mortgages | $188,626,000 | 242 |
| Issued or guaranteed by U.S. | $188,590,000 | 240 |
| Privately issued | $36,000 | 68 |
| Collaterized mortgage obligations | $452,804,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $447,851,000 | 92 |
| Privately issued | $4,953,000 | 233 |
| Commercial mortgage-backed securities | $30,540,000 | 146 |
| Commercial mortgage pass-through securities | $7,745,000 | 171 |
| Other commercial mortgage-backed securities | $22,795,000 | 101 |
| Held to maturity securities (book value) | $125,937,000 | 213 |
| Available-for-sale securities (fair market value) | $1,067,832,000 | 134 |
| Total debt securities | $1,192,408,000 | 148 |
| Structured notes | ||
| Amortized cost | $41,992,000 | 96 |
| Fair value | $41,984,000 | 92 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,252,121,000 | 144 |
| U.S. Government securities | $998,202,000 | 129 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $998,202,000 | 127 |
| Securities issued by states & political subdivisions | $185,642,000 | 123 |
| Other domestic debt securities | $67,101,000 | 192 |
| Privately issued residential mortgage-backed securities | $5,855,000 | 238 |
| Commercial mortgage-backed securities - Total | $13,603,000 | 54 |
| Asset backed securities | $27,131,000 | 94 |
| Structured financial products - Total | $16,967,000 | 48 |
| Other domestic debt securities - All other | $3,545,000 | 912 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,176,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $717,815,000 | 113 |
| Mortgage-backed securities | $729,358,000 | 140 |
| Certificates of participation in pools of residential mortgages | $203,862,000 | 230 |
| Issued or guaranteed by U.S. | $203,822,000 | 228 |
| Privately issued | $40,000 | 70 |
| Collaterized mortgage obligations | $494,133,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $488,318,000 | 88 |
| Privately issued | $5,815,000 | 227 |
| Commercial mortgage-backed securities | $31,363,000 | 140 |
| Commercial mortgage pass-through securities | $7,890,000 | 166 |
| Other commercial mortgage-backed securities | $23,473,000 | 93 |
| Held to maturity securities (book value) | $133,439,000 | 190 |
| Available-for-sale securities (fair market value) | $1,118,682,000 | 131 |
| Total debt securities | $1,250,945,000 | 142 |
| Structured notes | ||
| Amortized cost | $42,329,000 | 90 |
| Fair value | $42,089,000 | 87 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,231,751,000 | 145 |
| U.S. Government securities | $963,050,000 | 132 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $963,050,000 | 130 |
| Securities issued by states & political subdivisions | $196,786,000 | 109 |
| Other domestic debt securities | $70,022,000 | 186 |
| Privately issued residential mortgage-backed securities | $6,295,000 | 245 |
| Commercial mortgage-backed securities - Total | $14,372,000 | 53 |
| Asset backed securities | $28,799,000 | 83 |
| Structured financial products - Total | $17,053,000 | 45 |
| Other domestic debt securities - All other | $3,503,000 | 898 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,893,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,429,000 | 119 |
| Mortgage-backed securities | $756,025,000 | 137 |
| Certificates of participation in pools of residential mortgages | $211,909,000 | 226 |
| Issued or guaranteed by U.S. | $211,866,000 | 225 |
| Privately issued | $43,000 | 70 |
| Collaterized mortgage obligations | $521,360,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $515,108,000 | 86 |
| Privately issued | $6,252,000 | 240 |
| Commercial mortgage-backed securities | $22,756,000 | 144 |
| Commercial mortgage pass-through securities | $8,384,000 | 156 |
| Other commercial mortgage-backed securities | $14,372,000 | 100 |
| Held to maturity securities (book value) | $143,253,000 | 165 |
| Available-for-sale securities (fair market value) | $1,088,498,000 | 137 |
| Total debt securities | $1,229,858,000 | 144 |
| Structured notes | ||
| Amortized cost | $27,695,000 | 145 |
| Fair value | $27,934,000 | 143 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,216,249,000 | 143 |
| U.S. Government securities | $935,837,000 | 136 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $935,837,000 | 135 |
| Securities issued by states & political subdivisions | $203,484,000 | 98 |
| Other domestic debt securities | $75,531,000 | 173 |
| Privately issued residential mortgage-backed securities | $6,519,000 | 247 |
| Commercial mortgage-backed securities - Total | $15,775,000 | 51 |
| Asset backed securities | $30,535,000 | 74 |
| Structured financial products - Total | $17,171,000 | 42 |
| Other domestic debt securities - All other | $5,531,000 | 664 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,397,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $735,457,000 | 111 |
| Mortgage-backed securities | $750,312,000 | 135 |
| Certificates of participation in pools of residential mortgages | $215,596,000 | 217 |
| Issued or guaranteed by U.S. | $215,551,000 | 215 |
| Privately issued | $45,000 | 72 |
| Collaterized mortgage obligations | $510,321,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $503,847,000 | 87 |
| Privately issued | $6,474,000 | 243 |
| Commercial mortgage-backed securities | $24,395,000 | 121 |
| Commercial mortgage pass-through securities | $8,620,000 | 134 |
| Other commercial mortgage-backed securities | $15,775,000 | 93 |
| Held to maturity securities (book value) | $155,081,000 | 154 |
| Available-for-sale securities (fair market value) | $1,061,168,000 | 138 |
| Total debt securities | $1,214,852,000 | 142 |
| Structured notes | ||
| Amortized cost | $18,095,000 | 248 |
| Fair value | $18,385,000 | 248 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,100,772,000 | 161 |
| U.S. Government securities | $811,441,000 | 149 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $811,441,000 | 148 |
| Securities issued by states & political subdivisions | $211,136,000 | 95 |
| Other domestic debt securities | $76,973,000 | 177 |
| Privately issued residential mortgage-backed securities | $7,235,000 | 258 |
| Commercial mortgage-backed securities - Total | $16,422,000 | 53 |
| Asset backed securities | $33,021,000 | 73 |
| Structured financial products - Total | $14,838,000 | 42 |
| Other domestic debt securities - All other | $5,457,000 | 700 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,222,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $733,649,000 | 110 |
| Mortgage-backed securities | $743,723,000 | 143 |
| Certificates of participation in pools of residential mortgages | $236,307,000 | 212 |
| Issued or guaranteed by U.S. | $236,259,000 | 211 |
| Privately issued | $48,000 | 75 |
| Collaterized mortgage obligations | $482,131,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $474,944,000 | 96 |
| Privately issued | $7,187,000 | 256 |
| Commercial mortgage-backed securities | $25,285,000 | 114 |
| Commercial mortgage pass-through securities | $8,863,000 | 109 |
| Other commercial mortgage-backed securities | $16,422,000 | 90 |
| Held to maturity securities (book value) | $167,739,000 | 139 |
| Available-for-sale securities (fair market value) | $933,033,000 | 154 |
| Total debt securities | $1,099,550,000 | 161 |
| Structured notes | ||
| Amortized cost | $18,531,000 | 248 |
| Fair value | $18,963,000 | 246 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,063,549,000 | 158 |
| U.S. Government securities | $775,748,000 | 153 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $775,748,000 | 150 |
| Securities issued by states & political subdivisions | $218,516,000 | 86 |
| Other domestic debt securities | $68,156,000 | 190 |
| Privately issued residential mortgage-backed securities | $7,973,000 | 261 |
| Commercial mortgage-backed securities - Total | $17,236,000 | 51 |
| Asset backed securities | $23,290,000 | 77 |
| Structured financial products - Total | $14,229,000 | 39 |
| Other domestic debt securities - All other | $5,428,000 | 720 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,129,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $704,047,000 | 112 |
| Mortgage-backed securities | $748,877,000 | 141 |
| Certificates of participation in pools of residential mortgages | $255,650,000 | 197 |
| Issued or guaranteed by U.S. | $255,600,000 | 196 |
| Privately issued | $50,000 | 79 |
| Collaterized mortgage obligations | $467,023,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $459,100,000 | 97 |
| Privately issued | $7,923,000 | 257 |
| Commercial mortgage-backed securities | $26,204,000 | 105 |
| Commercial mortgage pass-through securities | $8,968,000 | 101 |
| Other commercial mortgage-backed securities | $17,236,000 | 81 |
| Held to maturity securities (book value) | $180,134,000 | 127 |
| Available-for-sale securities (fair market value) | $883,415,000 | 157 |
| Total debt securities | $1,062,420,000 | 159 |
| Structured notes | ||
| Amortized cost | $39,038,000 | 105 |
| Fair value | $39,479,000 | 104 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,120,454,000 | 154 |
| U.S. Government securities | $816,970,000 | 151 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $816,970,000 | 149 |
| Securities issued by states & political subdivisions | $232,240,000 | 69 |
| Other domestic debt securities | $69,753,000 | 188 |
| Privately issued residential mortgage-backed securities | $9,092,000 | 263 |
| Commercial mortgage-backed securities - Total | $17,710,000 | 48 |
| Asset backed securities | $23,792,000 | 72 |
| Structured financial products - Total | $13,820,000 | 41 |
| Other domestic debt securities - All other | $5,339,000 | 715 |
| Foreign debt securities | $500,000 | 161 |
| Equity securities | $991,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $675,101,000 | 120 |
| Mortgage-backed securities | $802,441,000 | 138 |
| Certificates of participation in pools of residential mortgages | $274,259,000 | 189 |
| Issued or guaranteed by U.S. | $274,206,000 | 188 |
| Privately issued | $53,000 | 82 |
| Collaterized mortgage obligations | $507,860,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $498,821,000 | 94 |
| Privately issued | $9,039,000 | 257 |
| Commercial mortgage-backed securities | $20,322,000 | 109 |
| Commercial mortgage pass-through securities | $2,612,000 | 178 |
| Other commercial mortgage-backed securities | $17,710,000 | 69 |
| Held to maturity securities (book value) | $216,956,000 | 106 |
| Available-for-sale securities (fair market value) | $903,498,000 | 160 |
| Total debt securities | $1,119,463,000 | 154 |
| Structured notes | ||
| Amortized cost | $14,501,000 | 407 |
| Fair value | $14,935,000 | 391 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,128,198,000 | 151 |
| U.S. Government securities | $809,358,000 | 146 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $809,358,000 | 145 |
| Securities issued by states & political subdivisions | $243,979,000 | 68 |
| Other domestic debt securities | $73,436,000 | 192 |
| Privately issued residential mortgage-backed securities | $9,982,000 | 305 |
| Commercial mortgage-backed securities - Total | $18,624,000 | 41 |
| Asset backed securities | $24,196,000 | 57 |
| Structured financial products - Total | $15,333,000 | 35 |
| Other domestic debt securities - All other | $5,301,000 | 666 |
| Foreign debt securities | $500,000 | 112 |
| Equity securities | $925,000 | 589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $729,514,000 | 106 |
| Mortgage-backed securities | $785,922,000 | 134 |
| Certificates of participation in pools of residential mortgages | $290,869,000 | 177 |
| Issued or guaranteed by U.S. | $290,811,000 | 177 |
| Privately issued | $58,000 | 108 |
| Collaterized mortgage obligations | $473,730,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $463,806,000 | 93 |
| Privately issued | $9,924,000 | 298 |
| Commercial mortgage-backed securities | $21,323,000 | 85 |
| Commercial mortgage pass-through securities | $2,699,000 | 141 |
| Other commercial mortgage-backed securities | $18,624,000 | 61 |
| Held to maturity securities (book value) | $231,389,000 | 99 |
| Available-for-sale securities (fair market value) | $896,809,000 | 152 |
| Total debt securities | $1,127,273,000 | 150 |
| Structured notes | ||
| Amortized cost | $24,922,000 | 211 |
| Fair value | $25,602,000 | 204 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,231,558,000 | 143 |
| U.S. Government securities | $889,231,000 | 141 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $889,231,000 | 140 |
| Securities issued by states & political subdivisions | $264,706,000 | 61 |
| Other domestic debt securities | $76,082,000 | 190 |
| Privately issued residential mortgage-backed securities | $11,168,000 | 302 |
| Commercial mortgage-backed securities - Total | $19,567,000 | 32 |
| Asset backed securities | $24,481,000 | 54 |
| Structured financial products - Total | $15,564,000 | 36 |
| Other domestic debt securities - All other | $5,302,000 | 628 |
| Foreign debt securities | $500,000 | 108 |
| Equity securities | $1,039,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $745,065,000 | 104 |
| Mortgage-backed securities | $847,374,000 | 125 |
| Certificates of participation in pools of residential mortgages | $298,440,000 | 162 |
| Issued or guaranteed by U.S. | $298,379,000 | 161 |
| Privately issued | $61,000 | 120 |
| Collaterized mortgage obligations | $526,599,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $515,492,000 | 84 |
| Privately issued | $11,107,000 | 293 |
| Commercial mortgage-backed securities | $22,335,000 | 69 |
| Commercial mortgage pass-through securities | $2,768,000 | 127 |
| Other commercial mortgage-backed securities | $19,567,000 | 51 |
| Held to maturity securities (book value) | $268,517,000 | 89 |
| Available-for-sale securities (fair market value) | $963,041,000 | 142 |
| Total debt securities | $1,230,519,000 | 142 |
| Structured notes | ||
| Amortized cost | $25,298,000 | 196 |
| Fair value | $26,031,000 | 188 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,315,506,000 | 136 |
| U.S. Government securities | $954,204,000 | 138 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $954,204,000 | 133 |
| Securities issued by states & political subdivisions | $281,737,000 | 61 |
| Other domestic debt securities | $78,277,000 | 189 |
| Privately issued residential mortgage-backed securities | $12,372,000 | 297 |
| Commercial mortgage-backed securities - Total | $20,757,000 | 29 |
| Asset backed securities | $24,358,000 | 49 |
| Structured financial products - Total | $15,080,000 | 41 |
| Other domestic debt securities - All other | $5,710,000 | 564 |
| Foreign debt securities | $500,000 | 103 |
| Equity securities | $788,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $751,506,000 | 105 |
| Mortgage-backed securities | $899,340,000 | 117 |
| Certificates of participation in pools of residential mortgages | $313,550,000 | 157 |
| Issued or guaranteed by U.S. | $313,487,000 | 156 |
| Privately issued | $63,000 | 115 |
| Collaterized mortgage obligations | $562,226,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $549,917,000 | 78 |
| Privately issued | $12,309,000 | 289 |
| Commercial mortgage-backed securities | $23,564,000 | 59 |
| Commercial mortgage pass-through securities | $2,807,000 | 112 |
| Other commercial mortgage-backed securities | $20,757,000 | 42 |
| Held to maturity securities (book value) | $280,782,000 | 88 |
| Available-for-sale securities (fair market value) | $1,034,724,000 | 135 |
| Total debt securities | $1,314,718,000 | 135 |
| Structured notes | ||
| Amortized cost | $15,987,000 | 447 |
| Fair value | $15,454,000 | 463 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,295,381,000 | 136 |
| U.S. Government securities | $945,854,000 | 139 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $945,854,000 | 133 |
| Securities issued by states & political subdivisions | $284,251,000 | 59 |
| Other domestic debt securities | $64,030,000 | 215 |
| Privately issued residential mortgage-backed securities | $13,399,000 | 306 |
| Commercial mortgage-backed securities - Total | $21,662,000 | 25 |
| Asset backed securities | $9,883,000 | 61 |
| Structured financial products - Total | $13,492,000 | 44 |
| Other domestic debt securities - All other | $5,594,000 | 570 |
| Foreign debt securities | $500,000 | 95 |
| Equity securities | $746,000 | 665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $713,092,000 | 110 |
| Mortgage-backed securities | $941,836,000 | 112 |
| Certificates of participation in pools of residential mortgages | $327,301,000 | 144 |
| Issued or guaranteed by U.S. | $327,233,000 | 143 |
| Privately issued | $68,000 | 120 |
| Collaterized mortgage obligations | $590,022,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $576,691,000 | 75 |
| Privately issued | $13,331,000 | 297 |
| Commercial mortgage-backed securities | $24,513,000 | 51 |
| Commercial mortgage pass-through securities | $2,851,000 | 103 |
| Other commercial mortgage-backed securities | $21,662,000 | 36 |
| Held to maturity securities (book value) | $314,407,000 | 78 |
| Available-for-sale securities (fair market value) | $980,974,000 | 144 |
| Total debt securities | $1,294,635,000 | 136 |
| Structured notes | ||
| Amortized cost | $15,987,000 | 466 |
| Fair value | $16,454,000 | 446 |
| 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 | $1,308,203,000 | 130 |
| U.S. Government securities | $948,542,000 | 132 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $948,542,000 | 127 |
| Securities issued by states & political subdivisions | $288,313,000 | 59 |
| Other domestic debt securities | $70,205,000 | 208 |
| Privately issued residential mortgage-backed securities | $16,041,000 | 299 |
| Commercial mortgage-backed securities - Total | $26,008,000 | 41 |
| Asset backed securities | $9,896,000 | 56 |
| Structured financial products - Total | $13,109,000 | 44 |
| Other domestic debt securities - All other | $5,151,000 | 598 |
| Foreign debt securities | $500,000 | 89 |
| Equity securities | $643,000 | 694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $759,611,000 | 105 |
| Mortgage-backed securities | $955,101,000 | 111 |
| Certificates of participation in pools of residential mortgages | $330,418,000 | 142 |
| Issued or guaranteed by U.S. | $330,346,000 | 141 |
| Privately issued | $72,000 | 124 |
| Collaterized mortgage obligations | $598,675,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $582,706,000 | 70 |
| Privately issued | $15,969,000 | 287 |
| Commercial mortgage-backed securities | $26,008,000 | 41 |
| Commercial mortgage pass-through securities | $2,914,000 | 90 |
| Other commercial mortgage-backed securities | $23,094,000 | 28 |
| Held to maturity securities (book value) | $357,922,000 | 68 |
| Available-for-sale securities (fair market value) | $950,281,000 | 140 |
| Total debt securities | $1,307,560,000 | 130 |
| Structured notes | ||
| Amortized cost | $21,495,000 | 289 |
| Fair value | $21,860,000 | 279 |
| 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 | $1,283,076,000 | 129 |
| U.S. Government securities | $907,497,000 | 135 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $907,497,000 | 128 |
| Securities issued by states & political subdivisions | $297,785,000 | 51 |
| Other domestic debt securities | $77,143,000 | 190 |
| Privately issued residential mortgage-backed securities | $20,435,000 | 263 |
| Commercial mortgage-backed securities - Total | $27,467,000 | 39 |
| Asset backed securities | $9,944,000 | 58 |
| Structured financial products - Total | $465,000 | 255 |
| Other domestic debt securities - All other | $18,832,000 | 237 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $651,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $599,596,000 | 119 |
| Mortgage-backed securities | $918,916,000 | 110 |
| Certificates of participation in pools of residential mortgages | $351,329,000 | 125 |
| Issued or guaranteed by U.S. | $351,329,000 | 123 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $540,120,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $519,685,000 | 70 |
| Privately issued | $20,435,000 | 257 |
| Commercial mortgage-backed securities | $27,467,000 | 39 |
| Commercial mortgage pass-through securities | $3,027,000 | 81 |
| Other commercial mortgage-backed securities | $24,440,000 | 28 |
| Held to maturity securities (book value) | $399,324,000 | 60 |
| Available-for-sale securities (fair market value) | $883,752,000 | 144 |
| Total debt securities | $1,282,425,000 | 128 |
| Structured notes | ||
| Amortized cost | $22,074,000 | 244 |
| Fair value | $22,847,000 | 241 |
| 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 | $1,247,340,000 | 128 |
| U.S. Government securities | $820,346,000 | 143 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $820,346,000 | 134 |
| Securities issued by states & political subdivisions | $280,164,000 | 52 |
| Other domestic debt securities | $146,191,000 | 125 |
| Privately issued residential mortgage-backed securities | $124,069,000 | 77 |
| Commercial mortgage-backed securities - Total | $3,081,000 | 124 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $464,000 | 258 |
| Other domestic debt securities - All other | $18,577,000 | 224 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $639,000 | 758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $599,596,000 | 120 |
| Mortgage-backed securities | $884,673,000 | 108 |
| Certificates of participation in pools of residential mortgages | $378,687,000 | 124 |
| Issued or guaranteed by U.S. | $378,687,000 | 121 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $502,905,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $378,836,000 | 84 |
| Privately issued | $124,069,000 | 73 |
| Commercial mortgage-backed securities | $3,081,000 | 124 |
| Commercial mortgage pass-through securities | $3,081,000 | 77 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $415,303,000 | 57 |
| Available-for-sale securities (fair market value) | $832,037,000 | 150 |
| Total debt securities | $1,246,701,000 | 127 |
| Structured notes | ||
| Amortized cost | $47,621,000 | 97 |
| Fair value | $48,236,000 | 94 |
| 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 | $1,186,782,000 | 132 |
| U.S. Government securities | $879,680,000 | 132 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $879,680,000 | 124 |
| Securities issued by states & political subdivisions | $260,483,000 | 56 |
| Other domestic debt securities | $45,874,000 | 288 |
| Privately issued residential mortgage-backed securities | $23,464,000 | 268 |
| Commercial mortgage-backed securities - Total | $3,097,000 | 129 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $438,000 | 269 |
| Other domestic debt securities - All other | $18,875,000 | 219 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $745,000 | 740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $599,596,000 | 122 |
| Mortgage-backed securities | $813,233,000 | 115 |
| Certificates of participation in pools of residential mortgages | $389,026,000 | 123 |
| Issued or guaranteed by U.S. | $389,026,000 | 120 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $421,110,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $397,646,000 | 79 |
| Privately issued | $23,464,000 | 260 |
| Commercial mortgage-backed securities | $3,097,000 | 129 |
| Commercial mortgage pass-through securities | $3,097,000 | 78 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $275,956,000 | 78 |
| Available-for-sale securities (fair market value) | $910,826,000 | 145 |
| Total debt securities | $1,186,037,000 | 131 |
| Structured notes | ||
| Amortized cost | $67,976,000 | 41 |
| Fair value | $66,111,000 | 42 |
| 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 | $1,066,694,000 | 150 |
| U.S. Government securities | $783,241,000 | 143 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $783,241,000 | 139 |
| Securities issued by states & political subdivisions | $237,455,000 | 64 |
| Other domestic debt securities | $45,266,000 | 303 |
| Privately issued residential mortgage-backed securities | $25,085,000 | 269 |
| Commercial mortgage-backed securities - Total | $3,180,000 | 120 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $520,000 | 265 |
| Other domestic debt securities - All other | $16,481,000 | 239 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $732,000 | 752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $608,459,000 | 124 |
| Mortgage-backed securities | $733,567,000 | 130 |
| Certificates of participation in pools of residential mortgages | $387,617,000 | 128 |
| Issued or guaranteed by U.S. | $387,617,000 | 127 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $342,770,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $317,685,000 | 93 |
| Privately issued | $25,085,000 | 261 |
| Commercial mortgage-backed securities | $3,180,000 | 120 |
| Commercial mortgage pass-through securities | $3,180,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,066,694,000 | 130 |
| Total debt securities | $1,065,962,000 | 146 |
| Structured notes | ||
| Amortized cost | $19,042,000 | 192 |
| Fair value | $19,152,000 | 189 |
| 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 | $1,126,139,000 | 145 |
| U.S. Government securities | $819,789,000 | 140 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $819,789,000 | 136 |
| Securities issued by states & political subdivisions | $258,299,000 | 61 |
| Other domestic debt securities | $47,059,000 | 319 |
| Privately issued residential mortgage-backed securities | $27,387,000 | 277 |
| Commercial mortgage-backed securities - Total | $3,262,000 | 131 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $591,000 | 271 |
| Other domestic debt securities - All other | $15,819,000 | 260 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $992,000 | 726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $608,124,000 | 124 |
| Mortgage-backed securities | $768,597,000 | 128 |
| Certificates of participation in pools of residential mortgages | $402,741,000 | 128 |
| Issued or guaranteed by U.S. | $402,741,000 | 126 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $362,594,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $335,207,000 | 83 |
| Privately issued | $27,387,000 | 270 |
| Commercial mortgage-backed securities | $3,262,000 | 131 |
| Commercial mortgage pass-through securities | $3,262,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,126,139,000 | 125 |
| Total debt securities | $1,125,147,000 | 144 |
| Structured notes | ||
| Amortized cost | $19,464,000 | 114 |
| Fair value | $19,860,000 | 111 |
| 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 | $1,009,101,000 | 158 |
| U.S. Government securities | $728,248,000 | 150 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $728,248,000 | 145 |
| Securities issued by states & political subdivisions | $236,983,000 | 64 |
| Other domestic debt securities | $43,067,000 | 348 |
| Privately issued residential mortgage-backed securities | $28,163,000 | 284 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $466,000 | 320 |
| Other domestic debt securities - All other | $14,438,000 | 295 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $803,000 | 834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $571,231,000 | 131 |
| Mortgage-backed securities | $675,089,000 | 138 |
| Certificates of participation in pools of residential mortgages | $423,719,000 | 127 |
| Issued or guaranteed by U.S. | $423,719,000 | 125 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $251,370,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $223,207,000 | 113 |
| Privately issued | $28,163,000 | 274 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,009,101,000 | 136 |
| Total debt securities | $1,008,298,000 | 156 |
| Structured notes | ||
| Amortized cost | $20,058,000 | 61 |
| Fair value | $21,053,000 | 57 |
| 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 | $1,074,093,000 | 151 |
| U.S. Government securities | $775,869,000 | 141 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $775,869,000 | 134 |
| Securities issued by states & political subdivisions | $247,934,000 | 58 |
| Other domestic debt securities | $49,397,000 | 307 |
| Privately issued residential mortgage-backed securities | $35,735,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,662,000 | 308 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $893,000 | 814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $590,743,000 | 129 |
| Mortgage-backed securities | $718,214,000 | 136 |
| Certificates of participation in pools of residential mortgages | $454,871,000 | 123 |
| Issued or guaranteed by U.S. | $454,871,000 | 120 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $263,343,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $227,608,000 | 114 |
| Privately issued | $35,735,000 | 251 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,074,093,000 | 129 |
| Total debt securities | $1,073,200,000 | 151 |
| Structured notes | ||
| Amortized cost | $30,809,000 | 30 |
| Fair value | $30,956,000 | 29 |
| 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 | $1,138,877,000 | 137 |
| U.S. Government securities | $817,444,000 | 134 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $817,444,000 | 130 |
| Securities issued by states & political subdivisions | $267,548,000 | 56 |
| Other domestic debt securities | $53,064,000 | 293 |
| Privately issued residential mortgage-backed securities | $37,103,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,961,000 | 257 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $821,000 | 807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $388,599,000 | 182 |
| Mortgage-backed securities | $745,639,000 | 127 |
| Certificates of participation in pools of residential mortgages | $470,282,000 | 121 |
| Issued or guaranteed by U.S. | $470,282,000 | 119 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $275,357,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $238,254,000 | 107 |
| Privately issued | $37,103,000 | 234 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,138,877,000 | 114 |
| Total debt securities | $1,138,056,000 | 134 |
| Structured notes | ||
| Amortized cost | $37,306,000 | 28 |
| Fair value | $37,444,000 | 26 |
| 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 | $1,195,348,000 | 129 |
| U.S. Government securities | $855,891,000 | 121 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $855,891,000 | 118 |
| Securities issued by states & political subdivisions | $272,836,000 | 55 |
| Other domestic debt securities | $65,443,000 | 269 |
| Privately issued residential mortgage-backed securities | $38,250,000 | 248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,193,000 | 175 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,178,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $393,950,000 | 171 |
| Mortgage-backed securities | $767,829,000 | 121 |
| Certificates of participation in pools of residential mortgages | $477,966,000 | 110 |
| Issued or guaranteed by U.S. | $477,966,000 | 107 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $289,863,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $251,613,000 | 93 |
| Privately issued | $38,250,000 | 238 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,195,348,000 | 107 |
| Total debt securities | $1,194,170,000 | 127 |
| Structured notes | ||
| Amortized cost | $37,520,000 | 24 |
| Fair value | $36,477,000 | 23 |
| 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 | $1,287,980,000 | 118 |
| U.S. Government securities | $930,688,000 | 119 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $930,688,000 | 118 |
| Securities issued by states & political subdivisions | $279,827,000 | 57 |
| Other domestic debt securities | $71,475,000 | 264 |
| Privately issued residential mortgage-backed securities | $41,188,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,287,000 | 172 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,990,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,220,000 | 161 |
| Mortgage-backed securities | $795,780,000 | 121 |
| Certificates of participation in pools of residential mortgages | $495,220,000 | 107 |
| Issued or guaranteed by U.S. | $495,220,000 | 104 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $300,560,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $259,372,000 | 95 |
| Privately issued | $41,188,000 | 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,287,980,000 | 105 |
| Total debt securities | $1,281,990,000 | 119 |
| Structured notes | ||
| Amortized cost | $37,784,000 | 29 |
| Fair value | $37,378,000 | 26 |
| 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 | $1,276,205,000 | 131 |
| U.S. Government securities | $930,992,000 | 122 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $930,992,000 | 119 |
| Securities issued by states & political subdivisions | $261,149,000 | 59 |
| Other domestic debt securities | $78,105,000 | 247 |
| Privately issued residential mortgage-backed securities | $45,029,000 | 219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,076,000 | 171 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $5,959,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $422,505,000 | 159 |
| Mortgage-backed securities | $781,977,000 | 127 |
| Certificates of participation in pools of residential mortgages | $481,127,000 | 112 |
| Issued or guaranteed by U.S. | $481,127,000 | 107 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $300,850,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $255,821,000 | 98 |
| Privately issued | $45,029,000 | 207 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,276,205,000 | 117 |
| Total debt securities | $1,270,246,000 | 129 |
| Structured notes | ||
| Amortized cost | $50,168,000 | 21 |
| Fair value | $50,169,000 | 22 |
| 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 | $1,133,052,000 | 146 |
| U.S. Government securities | $777,158,000 | 143 |
| U.S. Treasury securities | $250,000 | 1,031 |
| U.S. Government agency obligations | $776,908,000 | 139 |
| Securities issued by states & political subdivisions | $267,121,000 | 57 |
| Other domestic debt securities | $82,210,000 | 231 |
| Privately issued residential mortgage-backed securities | $47,135,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,075,000 | 167 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $6,563,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,000 | 6,481 |
| Mortgage-backed securities | $531,748,000 | 162 |
| Certificates of participation in pools of residential mortgages | $383,047,000 | 127 |
| Issued or guaranteed by U.S. | $383,047,000 | 121 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $148,701,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $101,566,000 | 189 |
| Privately issued | $47,135,000 | 192 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,133,052,000 | 126 |
| Total debt securities | $1,126,489,000 | 144 |
| Structured notes | ||
| Amortized cost | $51,834,000 | 27 |
| Fair value | $51,885,000 | 27 |
| 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 | $1,390,091,000 | 133 |
| U.S. Government securities | $902,853,000 | 128 |
| U.S. Treasury securities | $250,000 | 1,108 |
| U.S. Government agency obligations | $902,603,000 | 124 |
| Securities issued by states & political subdivisions | $273,279,000 | 58 |
| Other domestic debt securities | $126,397,000 | 174 |
| Privately issued residential mortgage-backed securities | $48,169,000 | 195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $78,228,000 | 97 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $87,562,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $446,699,000 | 153 |
| Mortgage-backed securities | $557,908,000 | 148 |
| Certificates of participation in pools of residential mortgages | $405,069,000 | 114 |
| Issued or guaranteed by U.S. | $405,069,000 | 110 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $152,839,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $104,670,000 | 179 |
| Privately issued | $48,169,000 | 185 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $665,169,000 | 41 |
| Available-for-sale securities (fair market value) | $724,922,000 | 170 |
| Total debt securities | $1,302,531,000 | 132 |
| Structured notes | ||
| Amortized cost | $163,375,000 | 10 |
| Fair value | $163,029,000 | 10 |
| 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 | $1,429,455,000 | 135 |
| U.S. Government securities | $927,992,000 | 137 |
| U.S. Treasury securities | $249,000 | 1,223 |
| U.S. Government agency obligations | $927,743,000 | 133 |
| Securities issued by states & political subdivisions | $281,460,000 | 55 |
| Other domestic debt securities | $132,607,000 | 166 |
| Privately issued residential mortgage-backed securities | $49,558,000 | 188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,049,000 | 85 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $87,396,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $434,159,000 | 166 |
| Mortgage-backed securities | $584,146,000 | 153 |
| Certificates of participation in pools of residential mortgages | $425,825,000 | 116 |
| Issued or guaranteed by U.S. | $425,825,000 | 112 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $158,321,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $108,763,000 | 182 |
| Privately issued | $49,558,000 | 177 |
| 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) | $704,597,000 | 40 |
| Available-for-sale securities (fair market value) | $724,858,000 | 173 |
| Total debt securities | $1,342,059,000 | 136 |
| Structured notes | ||
| Amortized cost | $153,744,000 | 10 |
| Fair value | $152,645,000 | 10 |
| 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 | $1,427,378,000 | 134 |
| U.S. Government securities | $923,293,000 | 138 |
| U.S. Treasury securities | $249,000 | 1,311 |
| U.S. Government agency obligations | $923,044,000 | 134 |
| Securities issued by states & political subdivisions | $275,904,000 | 55 |
| Other domestic debt securities | $141,239,000 | 161 |
| Privately issued residential mortgage-backed securities | $52,191,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,048,000 | 82 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $86,942,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,066,000 | 185 |
| Mortgage-backed securities | $600,903,000 | 150 |
| Certificates of participation in pools of residential mortgages | $439,706,000 | 118 |
| Issued or guaranteed by U.S. | $439,706,000 | 113 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $161,197,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $109,006,000 | 180 |
| Privately issued | $52,191,000 | 171 |
| 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) | $691,136,000 | 43 |
| Available-for-sale securities (fair market value) | $736,242,000 | 174 |
| Total debt securities | $1,340,436,000 | 138 |
| Structured notes | ||
| Amortized cost | $183,904,000 | 11 |
| Fair value | $183,161,000 | 11 |
| 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 | $1,484,176,000 | 134 |
| U.S. Government securities | $951,030,000 | 143 |
| U.S. Treasury securities | $348,000 | 1,310 |
| U.S. Government agency obligations | $950,682,000 | 138 |
| Securities issued by states & political subdivisions | $284,490,000 | 55 |
| Other domestic debt securities | $148,121,000 | 152 |
| Privately issued residential mortgage-backed securities | $53,872,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $94,249,000 | 85 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $100,535,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $379,371,000 | 185 |
| Mortgage-backed securities | $630,341,000 | 148 |
| Certificates of participation in pools of residential mortgages | $463,310,000 | 116 |
| Issued or guaranteed by U.S. | $463,310,000 | 114 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $167,031,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $113,159,000 | 183 |
| Privately issued | $53,872,000 | 167 |
| 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) | $716,967,000 | 39 |
| Available-for-sale securities (fair market value) | $767,209,000 | 172 |
| Total debt securities | $1,383,641,000 | 138 |
| Structured notes | ||
| Amortized cost | $184,452,000 | 9 |
| Fair value | $183,003,000 | 9 |
| 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 | $1,567,690,000 | 128 |
| U.S. Government securities | $1,022,526,000 | 134 |
| U.S. Treasury securities | $348,000 | 1,377 |
| U.S. Government agency obligations | $1,022,178,000 | 131 |
| Securities issued by states & political subdivisions | $291,468,000 | 53 |
| Other domestic debt securities | $154,344,000 | 160 |
| Privately issued residential mortgage-backed securities | $55,573,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,771,000 | 85 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $99,352,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,368,000 | 183 |
| Mortgage-backed securities | $665,714,000 | 143 |
| Certificates of participation in pools of residential mortgages | $492,567,000 | 115 |
| Issued or guaranteed by U.S. | $492,567,000 | 112 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $173,147,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $117,574,000 | 180 |
| Privately issued | $55,573,000 | 161 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $762,183,000 | 40 |
| Available-for-sale securities (fair market value) | $805,507,000 | 174 |
| Total debt securities | $1,468,338,000 | 133 |
| Structured notes | ||
| Amortized cost | $200,104,000 | 7 |
| Fair value | $198,331,000 | 7 |
| 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 | $1,604,131,000 | 125 |
| U.S. Government securities | $1,056,150,000 | 129 |
| U.S. Treasury securities | $346,000 | 1,425 |
| U.S. Government agency obligations | $1,055,804,000 | 127 |
| Securities issued by states & political subdivisions | $291,344,000 | 52 |
| Other domestic debt securities | $159,162,000 | 159 |
| Privately issued residential mortgage-backed securities | $56,935,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,227,000 | 80 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $97,475,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,395,000 | 190 |
| Mortgage-backed securities | $700,743,000 | 143 |
| Certificates of participation in pools of residential mortgages | $519,740,000 | 114 |
| Issued or guaranteed by U.S. | $519,740,000 | 109 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $181,003,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $124,068,000 | 176 |
| Privately issued | $56,935,000 | 155 |
| 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) | $783,258,000 | 40 |
| Available-for-sale securities (fair market value) | $820,873,000 | 174 |
| Total debt securities | $1,506,656,000 | 132 |
| Structured notes | ||
| Amortized cost | $200,440,000 | 8 |
| Fair value | $196,195,000 | 8 |
| 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 | $1,494,456,000 | 131 |
| U.S. Government securities | $970,778,000 | 145 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $970,778,000 | 135 |
| Securities issued by states & political subdivisions | $264,593,000 | 58 |
| Other domestic debt securities | $161,743,000 | 160 |
| Privately issued residential mortgage-backed securities | $59,055,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,688,000 | 86 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $97,342,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,423,000 | 244 |
| Mortgage-backed securities | $674,741,000 | 149 |
| Certificates of participation in pools of residential mortgages | $483,007,000 | 123 |
| Issued or guaranteed by U.S. | $483,007,000 | 119 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $191,734,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $132,679,000 | 171 |
| Privately issued | $59,055,000 | 154 |
| 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) | $741,228,000 | 43 |
| Available-for-sale securities (fair market value) | $753,228,000 | 186 |
| Total debt securities | $1,397,114,000 | 135 |
| Structured notes | ||
| Amortized cost | $178,881,000 | 9 |
| Fair value | $175,549,000 | 9 |
| 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 | $1,247,982,000 | 156 |
| U.S. Government securities | $768,561,000 | 182 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $768,561,000 | 171 |
| Securities issued by states & political subdivisions | $252,933,000 | 58 |
| Other domestic debt securities | $129,390,000 | 181 |
| Privately issued residential mortgage-backed securities | $25,815,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $103,575,000 | 80 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $97,098,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $278,415,000 | 241 |
| Mortgage-backed securities | $513,385,000 | 184 |
| Certificates of participation in pools of residential mortgages | $345,623,000 | 162 |
| Issued or guaranteed by U.S. | $345,623,000 | 158 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $167,762,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $141,947,000 | 169 |
| Privately issued | $25,815,000 | 234 |
| 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) | $634,258,000 | 48 |
| Available-for-sale securities (fair market value) | $613,724,000 | 218 |
| Total debt securities | $1,150,884,000 | 166 |
| Structured notes | ||
| Amortized cost | $178,881,000 | 11 |
| Fair value | $176,531,000 | 11 |
| 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 | $1,282,718,000 | 153 |
| U.S. Government securities | $820,978,000 | 173 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $820,978,000 | 165 |
| Securities issued by states & political subdivisions | $256,162,000 | 53 |
| Other domestic debt securities | $109,766,000 | 195 |
| Privately issued residential mortgage-backed securities | $28,011,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,755,000 | 97 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $95,812,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,786,000 | 230 |
| Mortgage-backed securities | $555,969,000 | 180 |
| Certificates of participation in pools of residential mortgages | $371,048,000 | 158 |
| Issued or guaranteed by U.S. | $371,048,000 | 154 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $184,921,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $156,910,000 | 161 |
| Privately issued | $28,011,000 | 218 |
| 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) | $669,466,000 | 47 |
| Available-for-sale securities (fair market value) | $613,252,000 | 214 |
| Total debt securities | $1,186,906,000 | 161 |
| Structured notes | ||
| Amortized cost | $191,375,000 | 12 |
| Fair value | $189,559,000 | 12 |
| 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 | $1,378,048,000 | 152 |
| U.S. Government securities | $911,428,000 | 163 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $911,428,000 | 158 |
| Securities issued by states & political subdivisions | $257,492,000 | 55 |
| Other domestic debt securities | $112,545,000 | 199 |
| Privately issued residential mortgage-backed securities | $31,627,000 | 223 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,918,000 | 94 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $96,583,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,929,000 | 250 |
| Mortgage-backed securities | $619,652,000 | 169 |
| Certificates of participation in pools of residential mortgages | $409,369,000 | 150 |
| Issued or guaranteed by U.S. | $409,369,000 | 144 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $210,283,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $178,656,000 | 147 |
| Privately issued | $31,627,000 | 209 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $702,979,000 | 45 |
| Available-for-sale securities (fair market value) | $675,069,000 | 202 |
| Total debt securities | $1,281,465,000 | 154 |
| Structured notes | ||
| Amortized cost | $215,374,000 | 10 |
| Fair value | $214,293,000 | 10 |
| 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 | $1,302,699,000 | 157 |
| U.S. Government securities | $878,753,000 | 165 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $878,753,000 | 157 |
| Securities issued by states & political subdivisions | $229,644,000 | 57 |
| Other domestic debt securities | $114,323,000 | 192 |
| Privately issued residential mortgage-backed securities | $36,318,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $78,005,000 | 97 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $79,979,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,676,000 | 252 |
| Mortgage-backed securities | $629,605,000 | 170 |
| Certificates of participation in pools of residential mortgages | $410,301,000 | 157 |
| Issued or guaranteed by U.S. | $410,301,000 | 152 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $219,304,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $182,986,000 | 144 |
| Privately issued | $36,318,000 | 188 |
| 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) | $717,618,000 | 45 |
| Available-for-sale securities (fair market value) | $585,081,000 | 224 |
| Total debt securities | $1,222,720,000 | 163 |
| Structured notes | ||
| Amortized cost | $187,424,000 | 13 |
| Fair value | $185,271,000 | 13 |
| 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 | $1,355,355,000 | 156 |
| U.S. Government securities | $918,562,000 | 159 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $918,562,000 | 155 |
| Securities issued by states & political subdivisions | $234,277,000 | 55 |
| Other domestic debt securities | $121,099,000 | 195 |
| Privately issued residential mortgage-backed securities | $42,966,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $78,133,000 | 96 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $81,417,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,033,000 | 233 |
| Mortgage-backed securities | $695,511,000 | 166 |
| Certificates of participation in pools of residential mortgages | $421,187,000 | 157 |
| Issued or guaranteed by U.S. | $421,187,000 | 153 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $274,324,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $231,358,000 | 124 |
| Privately issued | $42,966,000 | 175 |
| 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) | $761,273,000 | 43 |
| Available-for-sale securities (fair market value) | $594,082,000 | 227 |
| Total debt securities | $1,273,938,000 | 160 |
| Structured notes | ||
| Amortized cost | $196,854,000 | 11 |
| Fair value | $196,544,000 | 11 |
| 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 | $1,249,396,000 | 162 |
| U.S. Government securities | $797,024,000 | 175 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $797,024,000 | 167 |
| Securities issued by states & political subdivisions | $234,258,000 | 55 |
| Other domestic debt securities | $127,616,000 | 186 |
| Privately issued residential mortgage-backed securities | $49,615,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $78,001,000 | 100 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $90,498,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,988,000 | 213 |
| Mortgage-backed securities | $718,318,000 | 162 |
| Certificates of participation in pools of residential mortgages | $379,588,000 | 171 |
| Issued or guaranteed by U.S. | $379,588,000 | 167 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $338,730,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $289,115,000 | 96 |
| Privately issued | $49,615,000 | 157 |
| 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) | $559,223,000 | 49 |
| Available-for-sale securities (fair market value) | $690,173,000 | 209 |
| Total debt securities | $1,158,898,000 | 172 |
| Structured notes | ||
| Amortized cost | $80,277,000 | 28 |
| Fair value | $80,732,000 | 28 |
| 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 | $1,288,257,000 | 159 |
| U.S. Government securities | $869,981,000 | 168 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $869,981,000 | 162 |
| Securities issued by states & political subdivisions | $227,366,000 | 52 |
| Other domestic debt securities | $115,936,000 | 192 |
| Privately issued residential mortgage-backed securities | $53,272,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,664,000 | 123 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $74,974,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,424,000 | 186 |
| Mortgage-backed securities | $733,488,000 | 159 |
| Certificates of participation in pools of residential mortgages | $345,533,000 | 182 |
| Issued or guaranteed by U.S. | $345,533,000 | 178 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $387,955,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $334,683,000 | 88 |
| Privately issued | $53,272,000 | 144 |
| 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) | $573,143,000 | 49 |
| Available-for-sale securities (fair market value) | $715,114,000 | 210 |
| Total debt securities | $1,213,283,000 | 166 |
| Structured notes | ||
| Amortized cost | $77,008,000 | 32 |
| Fair value | $76,824,000 | 29 |
| 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 | $1,330,464,000 | 162 |
| U.S. Government securities | $857,276,000 | 173 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $857,276,000 | 167 |
| Securities issued by states & political subdivisions | $238,288,000 | 53 |
| Other domestic debt securities | $159,052,000 | 160 |
| Privately issued residential mortgage-backed securities | $96,343,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,709,000 | 131 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $75,848,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,246,000 | 183 |
| Mortgage-backed securities | $757,333,000 | 156 |
| Certificates of participation in pools of residential mortgages | $331,810,000 | 188 |
| Issued or guaranteed by U.S. | $331,810,000 | 184 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $425,523,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $329,180,000 | 92 |
| Privately issued | $96,343,000 | 115 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $458,051,000 | 59 |
| Available-for-sale securities (fair market value) | $872,413,000 | 187 |
| Total debt securities | $1,254,616,000 | 166 |
| Structured notes | ||
| Amortized cost | $54,512,000 | 38 |
| Fair value | $54,564,000 | 37 |
| 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 | $1,407,323,000 | 151 |
| U.S. Government securities | $887,451,000 | 167 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $887,451,000 | 162 |
| Securities issued by states & political subdivisions | $256,758,000 | 47 |
| Other domestic debt securities | $176,298,000 | 125 |
| Privately issued residential mortgage-backed securities | $112,037,000 | 89 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,261,000 | 142 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $86,816,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,816,000 | 177 |
| Mortgage-backed securities | $796,084,000 | 153 |
| Certificates of participation in pools of residential mortgages | $356,365,000 | 179 |
| Issued or guaranteed by U.S. | $356,365,000 | 173 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $439,719,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $327,682,000 | 106 |
| Privately issued | $112,037,000 | 76 |
| 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) | $444,259,000 | 55 |
| Available-for-sale securities (fair market value) | $963,064,000 | 176 |
| Total debt securities | $1,320,507,000 | 156 |
| 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 | $1,095,113,000 | 170 |
| U.S. Government securities | $687,294,000 | 199 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $687,294,000 | 191 |
| Securities issued by states & political subdivisions | $178,379,000 | 77 |
| Other domestic debt securities | $143,352,000 | 141 |
| Privately issued residential mortgage-backed securities | $82,318,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,034,000 | 163 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $86,088,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $338,567,000 | 188 |
| Mortgage-backed securities | $576,286,000 | 186 |
| Certificates of participation in pools of residential mortgages | $161,266,000 | 317 |
| Issued or guaranteed by U.S. | $161,266,000 | 310 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $415,020,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $332,702,000 | 104 |
| Privately issued | $82,318,000 | 86 |
| 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) | $280,388,000 | 87 |
| Available-for-sale securities (fair market value) | $814,725,000 | 193 |
| Total debt securities | $1,009,025,000 | 178 |
| 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 | $1,221,483,000 | 156 |
| U.S. Government securities | $826,283,000 | 165 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $826,283,000 | 160 |
| Securities issued by states & political subdivisions | $185,000,000 | 70 |
| Other domestic debt securities | $126,315,000 | 155 |
| Privately issued residential mortgage-backed securities | $64,258,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,057,000 | 159 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $83,885,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,869,000 | 181 |
| Mortgage-backed securities | $831,756,000 | 143 |
| Certificates of participation in pools of residential mortgages | $191,427,000 | 277 |
| Issued or guaranteed by U.S. | $191,427,000 | 269 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $640,329,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $576,071,000 | 79 |
| Privately issued | $64,258,000 | 105 |
| 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) | $477,821,000 | 47 |
| Available-for-sale securities (fair market value) | $743,662,000 | 205 |
| Total debt securities | $1,137,598,000 | 160 |
| 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 | $1,168,892,000 | 155 |
| U.S. Government securities | $889,313,000 | 155 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $889,313,000 | 151 |
| Securities issued by states & political subdivisions | $176,795,000 | 70 |
| Other domestic debt securities | $59,009,000 | 275 |
| Privately issued residential mortgage-backed securities | $9,541,000 | 314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,468,000 | 204 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $43,775,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,204,000 | 202 |
| Mortgage-backed securities | $860,590,000 | 138 |
| Certificates of participation in pools of residential mortgages | $186,740,000 | 272 |
| Issued or guaranteed by U.S. | $186,740,000 | 265 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $673,850,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $664,309,000 | 78 |
| Privately issued | $9,541,000 | 282 |
| 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) | $659,744,000 | 43 |
| Available-for-sale securities (fair market value) | $509,148,000 | 266 |
| Total debt securities | $1,125,117,000 | 158 |
| 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 | $870,294,000 | 189 |
| U.S. Government securities | $593,012,000 | 214 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $593,012,000 | 201 |
| Securities issued by states & political subdivisions | $172,153,000 | 72 |
| Other domestic debt securities | $61,104,000 | 270 |
| Privately issued residential mortgage-backed securities | $11,373,000 | 276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,731,000 | 195 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $44,025,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,181,000 | 258 |
| Mortgage-backed securities | $585,702,000 | 172 |
| Certificates of participation in pools of residential mortgages | $114,442,000 | 387 |
| Issued or guaranteed by U.S. | $114,442,000 | 383 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $471,260,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $459,887,000 | 84 |
| Privately issued | $11,373,000 | 241 |
| 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) | $550,874,000 | 44 |
| Available-for-sale securities (fair market value) | $319,420,000 | 366 |
| Total debt securities | $826,269,000 | 199 |
| 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 | $741,087,000 | 201 |
| U.S. Government securities | $528,571,000 | 199 |
| U.S. Treasury securities | $5,148,000 | 770 |
| U.S. Government agency obligations | $523,423,000 | 191 |
| Securities issued by states & political subdivisions | $119,344,000 | 102 |
| Other domestic debt securities | $70,839,000 | 240 |
| Privately issued residential mortgage-backed securities | $19,698,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,141,000 | 196 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $22,333,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,240,000 | 462 |
| Mortgage-backed securities | $510,166,000 | 179 |
| Certificates of participation in pools of residential mortgages | $126,310,000 | 300 |
| Issued or guaranteed by U.S. | $126,310,000 | 296 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $383,856,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $364,158,000 | 90 |
| Privately issued | $19,698,000 | 216 |
| 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) | $383,430,000 | 63 |
| Available-for-sale securities (fair market value) | $357,657,000 | 313 |
| Total debt securities | $718,754,000 | 203 |
| 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 | $673,820,000 | 213 |
| U.S. Government securities | $494,781,000 | 201 |
| U.S. Treasury securities | $21,142,000 | 327 |
| U.S. Government agency obligations | $473,639,000 | 199 |
| Securities issued by states & political subdivisions | $102,750,000 | 111 |
| Other domestic debt securities | $49,106,000 | 288 |
| Privately issued residential mortgage-backed securities | $18,421,000 | 202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,685,000 | 296 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $27,183,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,315,000 | 351 |
| Mortgage-backed securities | $422,742,000 | 177 |
| Certificates of participation in pools of residential mortgages | $106,360,000 | 310 |
| Issued or guaranteed by U.S. | $106,360,000 | 306 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $316,382,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $297,961,000 | 97 |
| Privately issued | $18,421,000 | 175 |
| 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) | $271,248,000 | 103 |
| Available-for-sale securities (fair market value) | $402,572,000 | 257 |
| Total debt securities | $646,637,000 | 210 |
| 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 | $635,952,000 | 235 |
| U.S. Government securities | $481,149,000 | 227 |
| U.S. Treasury securities | $41,332,000 | 235 |
| U.S. Government agency obligations | $439,817,000 | 226 |
| Securities issued by states & political subdivisions | $78,386,000 | 141 |
| Other domestic debt securities | $49,838,000 | 299 |
| Privately issued residential mortgage-backed securities | $19,114,000 | 221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,724,000 | 308 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $26,579,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,127,000 | 575 |
| Mortgage-backed securities | $415,088,000 | 202 |
| Certificates of participation in pools of residential mortgages | $110,669,000 | 323 |
| Issued or guaranteed by U.S. | $110,669,000 | 317 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $304,419,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $285,305,000 | 109 |
| Privately issued | $19,114,000 | 187 |
| 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) | $243,958,000 | 122 |
| Available-for-sale securities (fair market value) | $391,994,000 | 289 |
| Total debt securities | $609,373,000 | 236 |
| 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 | $497,248,000 | 286 |
| U.S. Government securities | $369,692,000 | 292 |
| U.S. Treasury securities | $75,484,000 | 181 |
| U.S. Government agency obligations | $294,208,000 | 331 |
| Securities issued by states & political subdivisions | $54,144,000 | 223 |
| Other domestic debt securities | $49,875,000 | 262 |
| Privately issued residential mortgage-backed securities | $19,175,000 | 205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,700,000 | 254 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $23,537,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,032,000 | 597 |
| Mortgage-backed securities | $307,163,000 | 259 |
| Certificates of participation in pools of residential mortgages | $21,680,000 | 1,162 |
| Issued or guaranteed by U.S. | $21,680,000 | 1,151 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $285,483,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $266,308,000 | 110 |
| Privately issued | $19,175,000 | 165 |
| 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) | $194,648,000 | 153 |
| Available-for-sale securities (fair market value) | $302,600,000 | 350 |
| Total debt securities | $473,711,000 | 288 |
| 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 | $477,706,000 | 303 |
| U.S. Government securities | $437,444,000 | 265 |
| U.S. Treasury securities | $87,258,000 | 225 |
| U.S. Government agency obligations | $350,186,000 | 282 |
| Securities issued by states & political subdivisions | $16,343,000 | 853 |
| Other domestic debt securities | $7,036,000 | 706 |
| Privately issued residential mortgage-backed securities | $663,000 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,373,000 | 565 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $16,883,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,040,000 | 525 |
| Mortgage-backed securities | $311,191,000 | 253 |
| Certificates of participation in pools of residential mortgages | $65,715,000 | 526 |
| Issued or guaranteed by U.S. | $65,715,000 | 515 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $245,476,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $244,813,000 | 116 |
| Privately issued | $663,000 | 558 |
| 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) | $169,027,000 | 223 |
| Available-for-sale securities (fair market value) | $308,679,000 | 328 |
| Total debt securities | $460,823,000 | 305 |
| 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 | $380,861,000 | 385 |
| U.S. Government securities | $363,838,000 | 334 |
| U.S. Treasury securities | $85,993,000 | 276 |
| U.S. Government agency obligations | $277,845,000 | 350 |
| Securities issued by states & political subdivisions | $1,421,000 | 5,449 |
| Other domestic debt securities | $1,852,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $1,400,000 | 630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $452,000 | 2,152 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $13,750,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $270,175,000 | 295 |
| Certificates of participation in pools of residential mortgages | $48,475,000 | 706 |
| Issued or guaranteed by U.S. | $48,475,000 | 688 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $221,700,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $220,300,000 | 126 |
| Privately issued | $1,400,000 | 471 |
| 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) | $148,734,000 | 275 |
| Available-for-sale securities (fair market value) | $232,127,000 | 411 |
| Total debt securities | $367,110,000 | 387 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $321,205,000 | 457 |
| U.S. Government securities | $307,791,000 | 402 |
| U.S. Treasury securities | $64,514,000 | 422 |
| U.S. Government agency obligations | $243,277,000 | 384 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,592,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $2,342,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,003 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $10,822,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $243,616,000 | 331 |
| Certificates of participation in pools of residential mortgages | $70,681,000 | 538 |
| Issued or guaranteed by U.S. | $70,681,000 | 523 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $172,935,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $170,593,000 | 172 |
| Privately issued | $2,342,000 | 410 |
| 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) | $146,054,000 | 296 |
| Available-for-sale securities (fair market value) | $175,151,000 | 533 |
| Total debt securities | $307,012,000 | 460 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $281,450,000 | 530 |
| U.S. Government securities | $267,077,000 | 470 |
| U.S. Treasury securities | $61,583,000 | 559 |
| U.S. Government agency obligations | $205,494,000 | 429 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $4,616,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $4,326,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $290,000 | 3,372 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $9,757,000 | 371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $207,805,000 | 381 |
| Certificates of participation in pools of residential mortgages | $64,577,000 | 584 |
| Issued or guaranteed by U.S. | $63,219,000 | 572 |
| Privately issued | $1,358,000 | 247 |
| Collaterized mortgage obligations | $143,228,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $140,260,000 | 220 |
| Privately issued | $2,968,000 | 387 |
| 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) | $239,801,000 | 374 |
| Available-for-sale securities (fair market value) | $41,649,000 | 1,371 |
| Total debt securities | $272,318,000 | 534 |
| 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 | $172,728,000 | 812 |
| U.S. Government securities | $159,952,000 | 733 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $159,952,000 | 520 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $4,214,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $3,964,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,913 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $8,562,000 | 462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $161,890,000 | 479 |
| Certificates of participation in pools of residential mortgages | $41,505,000 | 853 |
| Issued or guaranteed by U.S. | $41,505,000 | 828 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $120,385,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $116,421,000 | 260 |
| Privately issued | $3,964,000 | 384 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $164,166,000 | 832 |
| 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 | $189,672,000 | 731 |
| U.S. Government securities | $190,445,000 | 597 |
| U.S. Treasury securities | $2,537,000 | 8,039 |
| U.S. Government agency obligations | $187,908,000 | 430 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $40,000 | 7,137 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 5,545 |
| Foreign debt securities | NA | NA |
| Equity securities | $133,000 | 4,623 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $946,000 | 51 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $187,908,000 | 407 |
| Certificates of participation in pools of residential mortgages | $103,232,000 | 416 |
| Issued or guaranteed by U.S. | $103,232,000 | 387 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $84,676,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $84,676,000 | 306 |
| Privately issued | NA | NA |
| 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 | $190,485,000 | 711 |
| 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 |