Home > Ocean Bank > Securities
Ocean Bank, Securities
| 2023-09-30 | Rank | |
| Total securities | $790,190,000 | 288 |
| U.S. Government securities | $585,585,000 | 273 |
| U.S. Treasury securities | $497,309,000 | 75 |
| U.S. Government agency obligations | $88,276,000 | 1,061 |
| Securities issued by states & political subdivisions | $36,389,000 | 1,153 |
| Other domestic debt securities | $166,623,000 | 189 |
| Privately issued residential mortgage-backed securities | $10,188,000 | 260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,845,000 | 98 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $67,243,000 | 137 |
| 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 | $151,000 | 3,922 |
| Mortgage-backed securities | $103,623,000 | 741 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,870,000 | 2,046 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,698,000 | 1,247 |
| Privately issued | $10,188,000 | 210 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,222,000 | 512 |
| Other commercial mortgage-backed securities | $68,645,000 | 156 |
| Held to maturity securities (book value) | $172,597,000 | 276 |
| Available-for-sale securities (fair market value) | $616,000,000 | 282 |
| Total debt securities | $788,596,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $791,495,000 | 292 |
| U.S. Government securities | $584,690,000 | 276 |
| U.S. Treasury securities | $493,260,000 | 75 |
| U.S. Government agency obligations | $91,430,000 | 1,068 |
| Securities issued by states & political subdivisions | $36,223,000 | 1,217 |
| Other domestic debt securities | $168,942,000 | 182 |
| Privately issued residential mortgage-backed securities | $10,776,000 | 259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,108,000 | 93 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $67,132,000 | 136 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,475,000 | 3,700 |
| Mortgage-backed securities | $105,616,000 | 754 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,254,000 | 2,052 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,018,000 | 1,228 |
| Privately issued | $10,776,000 | 205 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,220,000 | 516 |
| Other commercial mortgage-backed securities | $69,348,000 | 153 |
| Held to maturity securities (book value) | $171,516,000 | 268 |
| Available-for-sale securities (fair market value) | $618,339,000 | 292 |
| Total debt securities | $789,855,000 | 288 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $800,917,000 | 304 |
| U.S. Government securities | $591,054,000 | 288 |
| U.S. Treasury securities | $492,447,000 | 76 |
| U.S. Government agency obligations | $98,607,000 | 1,020 |
| Securities issued by states & political subdivisions | $36,077,000 | 1,256 |
| Other domestic debt securities | $172,126,000 | 188 |
| Privately issued residential mortgage-backed securities | $11,143,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,537,000 | 94 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $67,137,000 | 144 |
| 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 | $161,000 | 3,941 |
| Mortgage-backed securities | $112,237,000 | 761 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,756,000 | 2,063 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,177,000 | 1,271 |
| Privately issued | $11,143,000 | 208 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,284,000 | 538 |
| Other commercial mortgage-backed securities | $74,877,000 | 152 |
| Held to maturity securities (book value) | $170,570,000 | 282 |
| Available-for-sale securities (fair market value) | $628,687,000 | 306 |
| Total debt securities | $799,257,000 | 301 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 304 |
| Fair value | $6,096,000 | 287 |
| 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 | $808,071,000 | 308 |
| U.S. Government securities | $590,200,000 | 287 |
| U.S. Treasury securities | $488,121,000 | 85 |
| U.S. Government agency obligations | $102,079,000 | 992 |
| Securities issued by states & political subdivisions | $35,935,000 | 1,298 |
| Other domestic debt securities | $180,201,000 | 190 |
| Privately issued residential mortgage-backed securities | $11,590,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,308,000 | 90 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $71,638,000 | 147 |
| 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 | $206,000 | 3,897 |
| Mortgage-backed securities | $112,796,000 | 764 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,148,000 | 2,050 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,270,000 | 1,271 |
| Privately issued | $11,590,000 | 194 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,263,000 | 529 |
| Other commercial mortgage-backed securities | $74,525,000 | 159 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $806,336,000 | 251 |
| Total debt securities | $806,335,000 | 304 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 316 |
| Fair value | $6,113,000 | 304 |
| 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 | $816,664,000 | 311 |
| U.S. Government securities | $591,436,000 | 292 |
| U.S. Treasury securities | $485,987,000 | 87 |
| U.S. Government agency obligations | $105,449,000 | 971 |
| Securities issued by states & political subdivisions | $38,206,000 | 1,222 |
| Other domestic debt securities | $185,276,000 | 183 |
| Privately issued residential mortgage-backed securities | $12,396,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,141,000 | 91 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $71,122,000 | 149 |
| 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 | $161,000 | 3,938 |
| Mortgage-backed securities | $114,437,000 | 752 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,824,000 | 2,162 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,325,000 | 1,277 |
| Privately issued | $12,396,000 | 191 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,284,000 | 535 |
| Other commercial mortgage-backed securities | $76,608,000 | 163 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $814,918,000 | 249 |
| Total debt securities | $814,917,000 | 306 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 311 |
| Fair value | $6,121,000 | 299 |
| 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 | $881,634,000 | 301 |
| U.S. Government securities | $642,934,000 | 279 |
| U.S. Treasury securities | $527,743,000 | 80 |
| U.S. Government agency obligations | $115,191,000 | 930 |
| Securities issued by states & political subdivisions | $41,406,000 | 1,199 |
| Other domestic debt securities | $195,482,000 | 158 |
| Privately issued residential mortgage-backed securities | $14,278,000 | 227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,376,000 | 85 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $70,045,000 | 157 |
| 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 | $176,000 | 3,960 |
| Mortgage-backed securities | $121,157,000 | 755 |
| Certificates of participation in pools of residential mortgages | $10,662,000 | 2,194 |
| Issued or guaranteed by U.S. | $10,662,000 | 2,137 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $22,067,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $7,789,000 | 1,266 |
| Privately issued | $14,278,000 | 176 |
| Commercial mortgage-backed securities | $88,428,000 | 242 |
| Commercial mortgage pass-through securities | $8,575,000 | 538 |
| Other commercial mortgage-backed securities | $79,853,000 | 181 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $879,822,000 | 246 |
| Total debt securities | $879,822,000 | 298 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 298 |
| Fair value | $6,159,000 | 288 |
| 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 | $739,903,000 | 345 |
| U.S. Government securities | $482,267,000 | 345 |
| U.S. Treasury securities | $360,000,000 | 100 |
| U.S. Government agency obligations | $122,267,000 | 904 |
| Securities issued by states & political subdivisions | $44,806,000 | 1,144 |
| Other domestic debt securities | $210,966,000 | 151 |
| Privately issued residential mortgage-backed securities | $17,361,000 | 186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,554,000 | 82 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $77,261,000 | 141 |
| 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 | $180,993,000 | 423 |
| Mortgage-backed securities | $126,934,000 | 745 |
| Certificates of participation in pools of residential mortgages | $11,467,000 | 2,167 |
| Issued or guaranteed by U.S. | $11,467,000 | 2,119 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $25,996,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $8,635,000 | 1,225 |
| Privately issued | $17,361,000 | 148 |
| Commercial mortgage-backed securities | $89,471,000 | 247 |
| Commercial mortgage pass-through securities | $8,748,000 | 532 |
| Other commercial mortgage-backed securities | $80,723,000 | 185 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $738,039,000 | 299 |
| Total debt securities | $738,038,000 | 343 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 263 |
| Fair value | $6,176,000 | 257 |
| 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 | $522,522,000 | 444 |
| U.S. Government securities | $286,662,000 | 509 |
| U.S. Treasury securities | $152,385,000 | 128 |
| U.S. Government agency obligations | $134,277,000 | 828 |
| Securities issued by states & political subdivisions | $48,781,000 | 1,102 |
| Other domestic debt securities | $185,139,000 | 157 |
| Privately issued residential mortgage-backed securities | $5,634,000 | 297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,302,000 | 83 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $56,509,000 | 177 |
| 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 | $212,000 | 4,004 |
| Mortgage-backed securities | $124,539,000 | 742 |
| Certificates of participation in pools of residential mortgages | $12,423,000 | 2,093 |
| Issued or guaranteed by U.S. | $12,423,000 | 2,033 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $15,188,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $9,554,000 | 1,159 |
| Privately issued | $5,634,000 | 204 |
| Commercial mortgage-backed securities | $96,928,000 | 236 |
| Commercial mortgage pass-through securities | $9,144,000 | 515 |
| Other commercial mortgage-backed securities | $87,784,000 | 170 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $520,582,000 | 388 |
| Total debt securities | $520,582,000 | 437 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 223 |
| Fair value | $6,231,000 | 222 |
| 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 | $511,773,000 | 426 |
| U.S. Government securities | $298,031,000 | 469 |
| U.S. Treasury securities | $154,352,000 | 98 |
| U.S. Government agency obligations | $143,679,000 | 760 |
| Securities issued by states & political subdivisions | $48,368,000 | 1,070 |
| Other domestic debt securities | $163,414,000 | 161 |
| Privately issued residential mortgage-backed securities | $7,517,000 | 236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $66,266,000 | 93 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $56,983,000 | 161 |
| 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 | $128,000 | 4,059 |
| Mortgage-backed securities | $104,042,000 | 813 |
| Certificates of participation in pools of residential mortgages | $13,533,000 | 2,025 |
| Issued or guaranteed by U.S. | $13,533,000 | 1,971 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $17,824,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $10,307,000 | 1,113 |
| Privately issued | $7,517,000 | 159 |
| Commercial mortgage-backed securities | $72,685,000 | 280 |
| Commercial mortgage pass-through securities | $9,312,000 | 504 |
| Other commercial mortgage-backed securities | $63,373,000 | 218 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $509,813,000 | 379 |
| Total debt securities | $509,813,000 | 420 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 185 |
| Fair value | $6,220,000 | 185 |
| 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 | $402,381,000 | 499 |
| U.S. Government securities | $183,188,000 | 654 |
| U.S. Treasury securities | $29,976,000 | 359 |
| U.S. Government agency obligations | $153,212,000 | 688 |
| Securities issued by states & political subdivisions | $48,757,000 | 1,033 |
| Other domestic debt securities | $168,464,000 | 146 |
| Privately issued residential mortgage-backed securities | $7,607,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,089,000 | 84 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $55,965,000 | 158 |
| 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 | $137,000 | 4,098 |
| Mortgage-backed securities | $108,712,000 | 759 |
| Certificates of participation in pools of residential mortgages | $15,028,000 | 1,899 |
| Issued or guaranteed by U.S. | $15,028,000 | 1,850 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $18,879,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $11,272,000 | 1,033 |
| Privately issued | $7,607,000 | 157 |
| Commercial mortgage-backed securities | $74,805,000 | 268 |
| Commercial mortgage pass-through securities | $9,386,000 | 495 |
| Other commercial mortgage-backed securities | $65,419,000 | 204 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $400,409,000 | 450 |
| Total debt securities | $400,410,000 | 493 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 191 |
| Fair value | $4,932,000 | 206 |
| 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 | $382,495,000 | 495 |
| U.S. Government securities | $162,745,000 | 656 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $162,745,000 | 611 |
| Securities issued by states & political subdivisions | $47,619,000 | 1,002 |
| Other domestic debt securities | $170,167,000 | 134 |
| Privately issued residential mortgage-backed securities | $8,138,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $73,596,000 | 84 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $55,816,000 | 142 |
| 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 | $145,000 | 4,112 |
| Mortgage-backed securities | $113,805,000 | 693 |
| Certificates of participation in pools of residential mortgages | $16,315,000 | 1,745 |
| Issued or guaranteed by U.S. | $16,315,000 | 1,689 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $21,308,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $13,170,000 | 935 |
| Privately issued | $8,138,000 | 138 |
| Commercial mortgage-backed securities | $76,182,000 | 252 |
| Commercial mortgage pass-through securities | $9,386,000 | 472 |
| Other commercial mortgage-backed securities | $66,796,000 | 188 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $380,531,000 | 450 |
| Total debt securities | $380,531,000 | 489 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 110 |
| Fair value | $4,939,000 | 118 |
| 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 | $412,697,000 | 422 |
| U.S. Government securities | $187,166,000 | 520 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $187,166,000 | 500 |
| Securities issued by states & political subdivisions | $49,737,000 | 941 |
| Other domestic debt securities | $173,798,000 | 123 |
| Privately issued residential mortgage-backed securities | $8,753,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $74,296,000 | 79 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $56,973,000 | 141 |
| 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 | $154,000 | 4,135 |
| Mortgage-backed securities | $120,656,000 | 602 |
| Certificates of participation in pools of residential mortgages | $18,242,000 | 1,538 |
| Issued or guaranteed by U.S. | $18,242,000 | 1,501 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $22,572,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $13,819,000 | 915 |
| Privately issued | $8,753,000 | 129 |
| Commercial mortgage-backed securities | $79,842,000 | 228 |
| Commercial mortgage pass-through securities | $9,542,000 | 441 |
| Other commercial mortgage-backed securities | $70,300,000 | 170 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $410,701,000 | 382 |
| Total debt securities | $410,701,000 | 417 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 69 |
| Fair value | $4,947,000 | 73 |
| 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 | $420,332,000 | 396 |
| U.S. Government securities | $194,688,000 | 484 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $194,688,000 | 456 |
| Securities issued by states & political subdivisions | $49,737,000 | 853 |
| Other domestic debt securities | $173,907,000 | 118 |
| Privately issued residential mortgage-backed securities | $9,576,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $74,470,000 | 73 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $56,286,000 | 138 |
| 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 | $164,000 | 4,146 |
| Mortgage-backed securities | $125,410,000 | 563 |
| Certificates of participation in pools of residential mortgages | $19,688,000 | 1,430 |
| Issued or guaranteed by U.S. | $19,688,000 | 1,392 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $24,934,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $15,358,000 | 864 |
| Privately issued | $9,576,000 | 124 |
| Commercial mortgage-backed securities | $80,788,000 | 216 |
| Commercial mortgage pass-through securities | $9,556,000 | 447 |
| Other commercial mortgage-backed securities | $71,232,000 | 162 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $418,332,000 | 359 |
| Total debt securities | $418,330,000 | 391 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 70 |
| Fair value | $4,944,000 | 72 |
| 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 | $423,034,000 | 382 |
| U.S. Government securities | $191,510,000 | 484 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $191,510,000 | 454 |
| Securities issued by states & political subdivisions | $49,933,000 | 794 |
| Other domestic debt securities | $179,591,000 | 123 |
| Privately issued residential mortgage-backed securities | $10,310,000 | 170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $65,993,000 | 71 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $70,223,000 | 118 |
| 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 | $172,000 | 4,190 |
| Mortgage-backed securities | $118,191,000 | 591 |
| Certificates of participation in pools of residential mortgages | $20,784,000 | 1,335 |
| Issued or guaranteed by U.S. | $20,784,000 | 1,298 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $26,917,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $16,607,000 | 852 |
| Privately issued | $10,310,000 | 117 |
| Commercial mortgage-backed securities | $70,490,000 | 230 |
| Commercial mortgage pass-through securities | $9,525,000 | 441 |
| Other commercial mortgage-backed securities | $60,965,000 | 182 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $421,034,000 | 340 |
| Total debt securities | $421,034,000 | 376 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 21 |
| Fair value | $19,057,000 | 21 |
| 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 | $442,601,000 | 362 |
| U.S. Government securities | $197,755,000 | 484 |
| U.S. Treasury securities | $426,000 | 1,229 |
| U.S. Government agency obligations | $197,329,000 | 454 |
| Securities issued by states & political subdivisions | $59,151,000 | 598 |
| Other domestic debt securities | $185,695,000 | 116 |
| Privately issued residential mortgage-backed securities | $10,753,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $66,704,000 | 62 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $71,588,000 | 103 |
| 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 | $178,000 | 4,221 |
| Mortgage-backed securities | $122,894,000 | 580 |
| Certificates of participation in pools of residential mortgages | $19,601,000 | 1,400 |
| Issued or guaranteed by U.S. | $19,601,000 | 1,362 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $28,550,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $17,797,000 | 831 |
| Privately issued | $10,753,000 | 111 |
| Commercial mortgage-backed securities | $74,743,000 | 226 |
| Commercial mortgage pass-through securities | $9,465,000 | 432 |
| Other commercial mortgage-backed securities | $65,278,000 | 181 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $442,601,000 | 323 |
| Total debt securities | $442,600,000 | 357 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 19 |
| Fair value | $28,274,000 | 20 |
| 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 | $485,343,000 | 334 |
| U.S. Government securities | $234,211,000 | 420 |
| U.S. Treasury securities | $425,000 | 1,294 |
| U.S. Government agency obligations | $233,786,000 | 399 |
| Securities issued by states & political subdivisions | $57,809,000 | 573 |
| Other domestic debt securities | $193,323,000 | 109 |
| Privately issued residential mortgage-backed securities | $11,360,000 | 159 |
| Commercial mortgage-backed securities - Total | $36,932,000 | 47 |
| Asset backed securities | $70,316,000 | 62 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $74,715,000 | 93 |
| 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 | $181,000 | 4,289 |
| Mortgage-backed securities | $155,055,000 | 468 |
| Certificates of participation in pools of residential mortgages | $32,666,000 | 936 |
| Issued or guaranteed by U.S. | $32,666,000 | 914 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $39,193,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $27,833,000 | 625 |
| Privately issued | $11,360,000 | 105 |
| Commercial mortgage-backed securities | $83,196,000 | 216 |
| Commercial mortgage pass-through securities | $12,962,000 | 335 |
| Other commercial mortgage-backed securities | $70,234,000 | 166 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $485,343,000 | 290 |
| Total debt securities | $485,342,000 | 329 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 28 |
| Fair value | $28,542,000 | 29 |
| 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 | $499,199,000 | 324 |
| U.S. Government securities | $244,709,000 | 404 |
| U.S. Treasury securities | $150,000 | 1,404 |
| U.S. Government agency obligations | $244,559,000 | 387 |
| Securities issued by states & political subdivisions | $59,281,000 | 564 |
| Other domestic debt securities | $195,209,000 | 105 |
| Privately issued residential mortgage-backed securities | $11,659,000 | 153 |
| Commercial mortgage-backed securities - Total | $37,484,000 | 50 |
| Asset backed securities | $71,696,000 | 62 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $74,370,000 | 89 |
| 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 | $189,000 | 4,360 |
| Mortgage-backed securities | $161,011,000 | 438 |
| Certificates of participation in pools of residential mortgages | $35,393,000 | 863 |
| Issued or guaranteed by U.S. | $35,393,000 | 839 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $40,957,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $29,298,000 | 603 |
| Privately issued | $11,659,000 | 100 |
| Commercial mortgage-backed securities | $84,661,000 | 212 |
| Commercial mortgage pass-through securities | $13,053,000 | 340 |
| Other commercial mortgage-backed securities | $71,608,000 | 163 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $499,199,000 | 284 |
| Total debt securities | $499,199,000 | 319 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 38 |
| Fair value | $28,216,000 | 41 |
| 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 | $495,428,000 | 319 |
| U.S. Government securities | $252,916,000 | 399 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $252,916,000 | 382 |
| Securities issued by states & political subdivisions | $41,849,000 | 797 |
| Other domestic debt securities | $200,663,000 | 101 |
| Privately issued residential mortgage-backed securities | $11,863,000 | 132 |
| Commercial mortgage-backed securities - Total | $36,868,000 | 52 |
| Asset backed securities | $72,970,000 | 62 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $78,962,000 | 86 |
| 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 | $196,000 | 4,403 |
| Mortgage-backed securities | $163,723,000 | 439 |
| Certificates of participation in pools of residential mortgages | $37,998,000 | 808 |
| Issued or guaranteed by U.S. | $37,998,000 | 802 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $42,440,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $30,577,000 | 563 |
| Privately issued | $11,863,000 | 103 |
| Commercial mortgage-backed securities | $83,285,000 | 206 |
| Commercial mortgage pass-through securities | $11,892,000 | 372 |
| Other commercial mortgage-backed securities | $71,393,000 | 160 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $495,428,000 | 279 |
| Total debt securities | $495,427,000 | 314 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 50 |
| Fair value | $28,210,000 | 51 |
| 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 | $473,583,000 | 332 |
| U.S. Government securities | $266,032,000 | 386 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $266,032,000 | 362 |
| Securities issued by states & political subdivisions | $40,370,000 | 855 |
| Other domestic debt securities | $167,181,000 | 106 |
| Privately issued residential mortgage-backed securities | $11,940,000 | 133 |
| Commercial mortgage-backed securities - Total | $35,641,000 | 49 |
| Asset backed securities | $74,100,000 | 62 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $45,500,000 | 133 |
| 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 | $204,000 | 4,442 |
| Mortgage-backed securities | $169,802,000 | 420 |
| Certificates of participation in pools of residential mortgages | $38,699,000 | 807 |
| Issued or guaranteed by U.S. | $38,699,000 | 800 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $43,311,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $31,371,000 | 535 |
| Privately issued | $11,940,000 | 102 |
| Commercial mortgage-backed securities | $87,792,000 | 186 |
| Commercial mortgage pass-through securities | $17,256,000 | 290 |
| Other commercial mortgage-backed securities | $70,536,000 | 147 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $473,583,000 | 293 |
| Total debt securities | $473,583,000 | 328 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 54 |
| Fair value | $28,171,000 | 56 |
| 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 | $416,026,000 | 369 |
| U.S. Government securities | $276,909,000 | 373 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $276,909,000 | 352 |
| Securities issued by states & political subdivisions | $7,267,000 | 2,833 |
| Other domestic debt securities | $131,850,000 | 116 |
| Privately issued residential mortgage-backed securities | $11,962,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $74,769,000 | 58 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $45,119,000 | 136 |
| 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 | $210,000 | 4,486 |
| Mortgage-backed securities | $140,167,000 | 487 |
| Certificates of participation in pools of residential mortgages | $42,513,000 | 757 |
| Issued or guaranteed by U.S. | $42,513,000 | 753 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $44,249,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $32,287,000 | 515 |
| Privately issued | $11,962,000 | 98 |
| Commercial mortgage-backed securities | $53,405,000 | 245 |
| Commercial mortgage pass-through securities | $17,037,000 | 284 |
| Other commercial mortgage-backed securities | $36,368,000 | 198 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $416,026,000 | 326 |
| Total debt securities | $416,026,000 | 361 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 52 |
| Fair value | $28,051,000 | 54 |
| 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 | $382,369,000 | 396 |
| U.S. Government securities | $238,010,000 | 419 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $238,010,000 | 395 |
| Securities issued by states & political subdivisions | $7,166,000 | 2,878 |
| Other domestic debt securities | $128,109,000 | 116 |
| Privately issued residential mortgage-backed securities | $12,165,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $75,653,000 | 56 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $40,291,000 | 149 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $9,084,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,000 | 4,542 |
| Mortgage-backed securities | $150,151,000 | 456 |
| Certificates of participation in pools of residential mortgages | $47,320,000 | 700 |
| Issued or guaranteed by U.S. | $47,320,000 | 697 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $45,161,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $32,996,000 | 502 |
| Privately issued | $12,165,000 | 96 |
| Commercial mortgage-backed securities | $57,670,000 | 231 |
| Commercial mortgage pass-through securities | $19,356,000 | 248 |
| Other commercial mortgage-backed securities | $38,314,000 | 189 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $382,369,000 | 345 |
| Total debt securities | $373,285,000 | 396 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 51 |
| Fair value | $28,104,000 | 52 |
| 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 | $381,906,000 | 401 |
| U.S. Government securities | $244,015,000 | 405 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $244,015,000 | 386 |
| Securities issued by states & political subdivisions | $7,233,000 | 2,919 |
| Other domestic debt securities | $121,503,000 | 121 |
| Privately issued residential mortgage-backed securities | $12,307,000 | 179 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $68,737,000 | 59 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $40,459,000 | 149 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $9,155,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,000 | 4,591 |
| Mortgage-backed securities | $152,293,000 | 448 |
| Certificates of participation in pools of residential mortgages | $52,137,000 | 684 |
| Issued or guaranteed by U.S. | $52,137,000 | 674 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $41,681,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $29,374,000 | 553 |
| Privately issued | $12,307,000 | 95 |
| Commercial mortgage-backed securities | $58,475,000 | 217 |
| Commercial mortgage pass-through securities | $19,560,000 | 238 |
| Other commercial mortgage-backed securities | $38,915,000 | 176 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $381,906,000 | 350 |
| Total debt securities | $372,751,000 | 404 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 49 |
| Fair value | $28,228,000 | 51 |
| 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 | $398,884,000 | 390 |
| U.S. Government securities | $270,821,000 | 387 |
| U.S. Treasury securities | $4,783,000 | 636 |
| U.S. Government agency obligations | $266,038,000 | 370 |
| Securities issued by states & political subdivisions | $7,269,000 | 2,948 |
| Other domestic debt securities | $111,568,000 | 130 |
| Privately issued residential mortgage-backed securities | $12,529,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $50,835,000 | 66 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $48,204,000 | 129 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $9,226,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 4,653 |
| Mortgage-backed securities | $160,307,000 | 440 |
| Certificates of participation in pools of residential mortgages | $56,950,000 | 657 |
| Issued or guaranteed by U.S. | $56,950,000 | 657 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $43,453,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $30,924,000 | 527 |
| Privately issued | $12,529,000 | 96 |
| Commercial mortgage-backed securities | $59,904,000 | 207 |
| Commercial mortgage pass-through securities | $19,934,000 | 191 |
| Other commercial mortgage-backed securities | $39,970,000 | 172 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $398,884,000 | 343 |
| Total debt securities | $389,658,000 | 387 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 47 |
| Fair value | $28,353,000 | 48 |
| 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 | $393,722,000 | 390 |
| U.S. Government securities | $281,792,000 | 372 |
| U.S. Treasury securities | $4,830,000 | 613 |
| U.S. Government agency obligations | $276,962,000 | 358 |
| Securities issued by states & political subdivisions | $7,353,000 | 3,008 |
| Other domestic debt securities | $95,200,000 | 135 |
| Privately issued residential mortgage-backed securities | $12,673,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $33,980,000 | 78 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $48,547,000 | 122 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $9,377,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,000 | 4,726 |
| Mortgage-backed securities | $166,944,000 | 428 |
| Certificates of participation in pools of residential mortgages | $59,721,000 | 644 |
| Issued or guaranteed by U.S. | $59,721,000 | 644 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $45,460,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $32,787,000 | 516 |
| Privately issued | $12,673,000 | 103 |
| Commercial mortgage-backed securities | $61,763,000 | 196 |
| Commercial mortgage pass-through securities | $20,410,000 | 182 |
| Other commercial mortgage-backed securities | $41,353,000 | 164 |
| Held to maturity securities (book value) | $21,188,000 | 645 |
| Available-for-sale securities (fair market value) | $372,534,000 | 361 |
| Total debt securities | $384,345,000 | 393 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 46 |
| Fair value | $28,415,000 | 48 |
| 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 | $363,210,000 | 418 |
| U.S. Government securities | $272,954,000 | 381 |
| U.S. Treasury securities | $4,873,000 | 571 |
| U.S. Government agency obligations | $268,081,000 | 371 |
| Securities issued by states & political subdivisions | $7,415,000 | 3,039 |
| Other domestic debt securities | $73,401,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $24,476,000 | 85 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $48,925,000 | 128 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $9,440,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,000 | 4,778 |
| Mortgage-backed securities | $140,785,000 | 477 |
| Certificates of participation in pools of residential mortgages | $60,296,000 | 639 |
| Issued or guaranteed by U.S. | $60,296,000 | 639 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $25,105,000 | 640 |
| CMOs issued by government agencies or sponsored agencies | $25,105,000 | 608 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $55,384,000 | 207 |
| Commercial mortgage pass-through securities | $16,518,000 | 215 |
| Other commercial mortgage-backed securities | $38,866,000 | 158 |
| Held to maturity securities (book value) | $22,288,000 | 652 |
| Available-for-sale securities (fair market value) | $340,922,000 | 390 |
| Total debt securities | $353,770,000 | 422 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 46 |
| Fair value | $28,533,000 | 49 |
| 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 | $373,560,000 | 418 |
| U.S. Government securities | $282,907,000 | 376 |
| U.S. Treasury securities | $4,869,000 | 589 |
| U.S. Government agency obligations | $278,038,000 | 364 |
| Securities issued by states & political subdivisions | $7,423,000 | 3,082 |
| Other domestic debt securities | $73,799,000 | 158 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $24,762,000 | 80 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $49,037,000 | 133 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $9,431,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,176,000 | 234 |
| Mortgage-backed securities | $147,824,000 | 465 |
| Certificates of participation in pools of residential mortgages | $62,377,000 | 635 |
| Issued or guaranteed by U.S. | $62,377,000 | 635 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,119,000 | 594 |
| CMOs issued by government agencies or sponsored agencies | $28,119,000 | 563 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $57,328,000 | 205 |
| Commercial mortgage pass-through securities | $16,555,000 | 212 |
| Other commercial mortgage-backed securities | $40,773,000 | 154 |
| Held to maturity securities (book value) | $22,743,000 | 654 |
| Available-for-sale securities (fair market value) | $350,817,000 | 381 |
| Total debt securities | $364,129,000 | 417 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 47 |
| Fair value | $28,614,000 | 50 |
| 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 | $314,449,000 | 487 |
| U.S. Government securities | $224,476,000 | 450 |
| U.S. Treasury securities | $4,845,000 | 626 |
| U.S. Government agency obligations | $219,631,000 | 438 |
| Securities issued by states & political subdivisions | $7,376,000 | 3,123 |
| Other domestic debt securities | $73,220,000 | 162 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $1,151,000 | 110 |
| Asset backed securities | $18,026,000 | 99 |
| Structured financial products - Total | $5,005,000 | 88 |
| Other domestic debt securities - All other | $49,038,000 | 136 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $9,377,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $332,000 | 4,865 |
| Mortgage-backed securities | $136,019,000 | 504 |
| Certificates of participation in pools of residential mortgages | $64,438,000 | 632 |
| Issued or guaranteed by U.S. | $64,438,000 | 632 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $23,049,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $23,049,000 | 643 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $48,532,000 | 212 |
| Commercial mortgage pass-through securities | $7,869,000 | 326 |
| Other commercial mortgage-backed securities | $40,663,000 | 151 |
| Held to maturity securities (book value) | $23,151,000 | 667 |
| Available-for-sale securities (fair market value) | $291,298,000 | 449 |
| Total debt securities | $305,072,000 | 494 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 47 |
| Fair value | $28,619,000 | 48 |
| 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 | $316,998,000 | 474 |
| U.S. Government securities | $217,061,000 | 450 |
| U.S. Treasury securities | $4,831,000 | 613 |
| U.S. Government agency obligations | $212,230,000 | 432 |
| Securities issued by states & political subdivisions | $5,349,000 | 3,440 |
| Other domestic debt securities | $85,211,000 | 147 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $8,057,000 | 64 |
| Asset backed securities | $18,132,000 | 95 |
| Structured financial products - Total | $5,010,000 | 91 |
| Other domestic debt securities - All other | $54,012,000 | 119 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $9,377,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,000 | 4,900 |
| Mortgage-backed securities | $137,404,000 | 496 |
| Certificates of participation in pools of residential mortgages | $66,550,000 | 606 |
| Issued or guaranteed by U.S. | $66,550,000 | 606 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,963,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $19,963,000 | 701 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $50,891,000 | 203 |
| Commercial mortgage pass-through securities | $7,907,000 | 309 |
| Other commercial mortgage-backed securities | $42,984,000 | 140 |
| Held to maturity securities (book value) | $28,677,000 | 582 |
| Available-for-sale securities (fair market value) | $288,321,000 | 449 |
| Total debt securities | $307,621,000 | 484 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 47 |
| Fair value | $28,584,000 | 47 |
| 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 | $318,855,000 | 479 |
| U.S. Government securities | $224,571,000 | 439 |
| U.S. Treasury securities | $4,995,000 | 538 |
| U.S. Government agency obligations | $219,576,000 | 425 |
| Securities issued by states & political subdivisions | $3,202,000 | 3,882 |
| Other domestic debt securities | $81,402,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $8,402,000 | 63 |
| Asset backed securities | $13,425,000 | 108 |
| Structured financial products - Total | $5,015,000 | 89 |
| Other domestic debt securities - All other | $54,560,000 | 122 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $9,680,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,000 | 4,970 |
| Mortgage-backed securities | $140,413,000 | 487 |
| Certificates of participation in pools of residential mortgages | $69,030,000 | 592 |
| Issued or guaranteed by U.S. | $69,030,000 | 592 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $23,502,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $23,502,000 | 636 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $47,881,000 | 196 |
| Commercial mortgage pass-through securities | $8,201,000 | 274 |
| Other commercial mortgage-backed securities | $39,680,000 | 143 |
| Held to maturity securities (book value) | $29,257,000 | 572 |
| Available-for-sale securities (fair market value) | $289,598,000 | 453 |
| Total debt securities | $309,175,000 | 486 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 45 |
| Fair value | $28,787,000 | 48 |
| 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 | $376,871,000 | 420 |
| U.S. Government securities | $281,806,000 | 376 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $281,806,000 | 362 |
| Securities issued by states & political subdivisions | $3,226,000 | 3,905 |
| Other domestic debt securities | $82,115,000 | 150 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $8,534,000 | 65 |
| Asset backed securities | $13,422,000 | 106 |
| Structured financial products - Total | $5,000,000 | 94 |
| Other domestic debt securities - All other | $55,159,000 | 126 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $9,724,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,000 | 5,050 |
| Mortgage-backed securities | $203,851,000 | 370 |
| Certificates of participation in pools of residential mortgages | $70,812,000 | 574 |
| Issued or guaranteed by U.S. | $70,812,000 | 572 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $26,880,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $26,880,000 | 600 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $106,159,000 | 111 |
| Commercial mortgage pass-through securities | $8,391,000 | 259 |
| Other commercial mortgage-backed securities | $97,768,000 | 89 |
| Held to maturity securities (book value) | $29,871,000 | 583 |
| Available-for-sale securities (fair market value) | $347,000,000 | 384 |
| Total debt securities | $367,147,000 | 417 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 52 |
| Fair value | $29,300,000 | 54 |
| 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 | $417,871,000 | 375 |
| U.S. Government securities | $289,801,000 | 374 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $289,801,000 | 356 |
| Securities issued by states & political subdivisions | $3,174,000 | 3,922 |
| Other domestic debt securities | $94,161,000 | 141 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $20,795,000 | 49 |
| Asset backed securities | $13,421,000 | 105 |
| Structured financial products - Total | $4,975,000 | 91 |
| Other domestic debt securities - All other | $54,970,000 | 122 |
| Foreign debt securities | $21,073,000 | 46 |
| Equity securities | $9,662,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,000 | 5,096 |
| Mortgage-backed securities | $221,376,000 | 351 |
| Certificates of participation in pools of residential mortgages | $72,157,000 | 565 |
| Issued or guaranteed by U.S. | $72,157,000 | 565 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $30,524,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $30,524,000 | 562 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $118,695,000 | 100 |
| Commercial mortgage pass-through securities | $8,353,000 | 247 |
| Other commercial mortgage-backed securities | $110,342,000 | 80 |
| Held to maturity securities (book value) | $30,449,000 | 586 |
| Available-for-sale securities (fair market value) | $387,422,000 | 339 |
| Total debt securities | $408,209,000 | 379 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 58 |
| Fair value | $29,183,000 | 59 |
| 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 | $506,090,000 | 312 |
| U.S. Government securities | $377,844,000 | 296 |
| U.S. Treasury securities | $54,930,000 | 132 |
| U.S. Government agency obligations | $322,914,000 | 324 |
| Securities issued by states & political subdivisions | $3,075,000 | 3,983 |
| Other domestic debt securities | $94,675,000 | 144 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $21,077,000 | 48 |
| Asset backed securities | $13,620,000 | 110 |
| Structured financial products - Total | $4,982,000 | 88 |
| Other domestic debt securities - All other | $54,996,000 | 124 |
| Foreign debt securities | $20,967,000 | 47 |
| Equity securities | $9,529,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $451,000 | 5,128 |
| Mortgage-backed securities | $252,322,000 | 311 |
| Certificates of participation in pools of residential mortgages | $81,032,000 | 513 |
| Issued or guaranteed by U.S. | $81,032,000 | 513 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $54,856,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $54,856,000 | 383 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $116,434,000 | 92 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $116,434,000 | 74 |
| Held to maturity securities (book value) | $30,933,000 | 598 |
| Available-for-sale securities (fair market value) | $475,157,000 | 280 |
| Total debt securities | $496,561,000 | 312 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 64 |
| Fair value | $29,368,000 | 66 |
| 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 | $550,780,000 | 289 |
| U.S. Government securities | $421,399,000 | 273 |
| U.S. Treasury securities | $80,480,000 | 92 |
| U.S. Government agency obligations | $340,919,000 | 312 |
| Securities issued by states & political subdivisions | $3,109,000 | 4,018 |
| Other domestic debt securities | $95,564,000 | 146 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $21,541,000 | 48 |
| Asset backed securities | $13,693,000 | 115 |
| Structured financial products - Total | $4,900,000 | 89 |
| Other domestic debt securities - All other | $55,430,000 | 125 |
| Foreign debt securities | $21,073,000 | 51 |
| Equity securities | $9,635,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,000 | 5,201 |
| Mortgage-backed securities | $267,240,000 | 303 |
| Certificates of participation in pools of residential mortgages | $83,780,000 | 493 |
| Issued or guaranteed by U.S. | $83,780,000 | 493 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $59,813,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $59,813,000 | 365 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $123,647,000 | 85 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $123,647,000 | 69 |
| Held to maturity securities (book value) | $31,547,000 | 593 |
| Available-for-sale securities (fair market value) | $519,233,000 | 259 |
| Total debt securities | $541,145,000 | 283 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 83 |
| Fair value | $29,548,000 | 87 |
| 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 | $600,134,000 | 270 |
| U.S. Government securities | $476,685,000 | 243 |
| U.S. Treasury securities | $80,244,000 | 90 |
| U.S. Government agency obligations | $396,441,000 | 279 |
| Securities issued by states & political subdivisions | $1,066,000 | 4,644 |
| Other domestic debt securities | $91,789,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $21,780,000 | 46 |
| Asset backed securities | $14,084,000 | 113 |
| Structured financial products - Total | $4,950,000 | 91 |
| Other domestic debt securities - All other | $50,975,000 | 134 |
| Foreign debt securities | $21,048,000 | 51 |
| Equity securities | $9,546,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,000 | 5,214 |
| Mortgage-backed securities | $317,293,000 | 266 |
| Certificates of participation in pools of residential mortgages | $87,957,000 | 478 |
| Issued or guaranteed by U.S. | $87,957,000 | 478 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $102,508,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $102,508,000 | 264 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $126,828,000 | 80 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $126,828,000 | 65 |
| Held to maturity securities (book value) | $32,287,000 | 597 |
| Available-for-sale securities (fair market value) | $567,847,000 | 243 |
| Total debt securities | $590,588,000 | 268 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 199 |
| Fair value | $14,581,000 | 206 |
| 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 | $604,675,000 | 265 |
| U.S. Government securities | $487,697,000 | 240 |
| U.S. Treasury securities | $75,382,000 | 86 |
| U.S. Government agency obligations | $412,315,000 | 268 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $86,091,000 | 150 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $22,683,000 | 43 |
| Asset backed securities | $14,051,000 | 117 |
| Structured financial products - Total | $4,937,000 | 81 |
| Other domestic debt securities - All other | $44,420,000 | 148 |
| Foreign debt securities | $21,216,000 | 50 |
| Equity securities | $9,671,000 | 165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,000 | 5,265 |
| Mortgage-backed securities | $332,052,000 | 263 |
| Certificates of participation in pools of residential mortgages | $90,394,000 | 478 |
| Issued or guaranteed by U.S. | $90,394,000 | 477 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $111,021,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $111,021,000 | 257 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $130,637,000 | 78 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $130,637,000 | 62 |
| Held to maturity securities (book value) | $34,501,000 | 568 |
| Available-for-sale securities (fair market value) | $570,174,000 | 239 |
| Total debt securities | $595,004,000 | 263 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 337 |
| Fair value | $10,000,000 | 345 |
| 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 | $652,156,000 | 244 |
| U.S. Government securities | $539,354,000 | 222 |
| U.S. Treasury securities | $74,882,000 | 91 |
| U.S. Government agency obligations | $464,472,000 | 242 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $81,656,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $23,059,000 | 46 |
| Asset backed securities | $14,202,000 | 114 |
| Structured financial products - Total | $4,950,000 | 79 |
| Other domestic debt securities - All other | $39,445,000 | 158 |
| Foreign debt securities | $21,564,000 | 47 |
| Equity securities | $9,582,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $597,000 | 5,337 |
| Mortgage-backed securities | $382,538,000 | 238 |
| Certificates of participation in pools of residential mortgages | $91,207,000 | 483 |
| Issued or guaranteed by U.S. | $91,207,000 | 481 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $159,679,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $159,679,000 | 202 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $131,652,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $131,652,000 | 62 |
| Held to maturity securities (book value) | $40,167,000 | 506 |
| Available-for-sale securities (fair market value) | $611,989,000 | 224 |
| Total debt securities | $642,574,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $647,663,000 | 243 |
| U.S. Government securities | $535,972,000 | 216 |
| U.S. Treasury securities | $64,859,000 | 95 |
| U.S. Government agency obligations | $471,113,000 | 236 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $80,666,000 | 150 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $23,282,000 | 48 |
| Asset backed securities | $17,975,000 | 100 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $39,409,000 | 164 |
| Foreign debt securities | $21,523,000 | 49 |
| Equity securities | $9,502,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,000 | 5,554 |
| Mortgage-backed securities | $387,499,000 | 238 |
| Certificates of participation in pools of residential mortgages | $88,362,000 | 512 |
| Issued or guaranteed by U.S. | $88,362,000 | 511 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $166,187,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $166,187,000 | 200 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $132,950,000 | 78 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $132,950,000 | 60 |
| Held to maturity securities (book value) | $37,452,000 | 534 |
| Available-for-sale securities (fair market value) | $610,211,000 | 221 |
| Total debt securities | $638,161,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $603,390,000 | 257 |
| U.S. Government securities | $485,715,000 | 241 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $485,715,000 | 234 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $86,542,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $24,922,000 | 48 |
| Asset backed securities | $21,926,000 | 95 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $39,694,000 | 170 |
| Foreign debt securities | $21,604,000 | 48 |
| Equity securities | $9,529,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $379,000 | 5,555 |
| Mortgage-backed securities | $400,586,000 | 234 |
| Certificates of participation in pools of residential mortgages | $85,111,000 | 536 |
| Issued or guaranteed by U.S. | $85,111,000 | 536 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $175,409,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $175,409,000 | 192 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $140,066,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $140,066,000 | 54 |
| Held to maturity securities (book value) | $38,442,000 | 523 |
| Available-for-sale securities (fair market value) | $564,948,000 | 233 |
| Total debt securities | $593,861,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $613,450,000 | 255 |
| U.S. Government securities | $491,882,000 | 232 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $491,882,000 | 228 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $90,756,000 | 148 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $29,044,000 | 46 |
| Asset backed securities | $22,107,000 | 99 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $39,605,000 | 173 |
| Foreign debt securities | $21,408,000 | 50 |
| Equity securities | $9,404,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $540,000 | 5,521 |
| Mortgage-backed securities | $409,779,000 | 226 |
| Certificates of participation in pools of residential mortgages | $86,511,000 | 544 |
| Issued or guaranteed by U.S. | $86,511,000 | 544 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $180,817,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $180,817,000 | 189 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $142,451,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $142,451,000 | 52 |
| Held to maturity securities (book value) | $39,248,000 | 496 |
| Available-for-sale securities (fair market value) | $574,202,000 | 228 |
| Total debt securities | $604,046,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $629,608,000 | 246 |
| U.S. Government securities | $492,085,000 | 228 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $492,085,000 | 220 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $106,859,000 | 135 |
| Privately issued residential mortgage-backed securities | $9,656,000 | 167 |
| Commercial mortgage-backed securities - Total | $36,585,000 | 42 |
| Asset backed securities | $17,982,000 | 110 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $42,636,000 | 168 |
| Foreign debt securities | $21,313,000 | 51 |
| Equity securities | $9,351,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,356,000 | 2,146 |
| Mortgage-backed securities | $439,775,000 | 211 |
| Certificates of participation in pools of residential mortgages | $100,088,000 | 440 |
| Issued or guaranteed by U.S. | $100,088,000 | 439 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $194,746,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $185,090,000 | 186 |
| Privately issued | $9,656,000 | 160 |
| Commercial mortgage-backed securities | $144,941,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $144,941,000 | 51 |
| Held to maturity securities (book value) | $27,997,000 | 623 |
| Available-for-sale securities (fair market value) | $601,611,000 | 219 |
| Total debt securities | $620,257,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $731,962,000 | 213 |
| U.S. Government securities | $557,353,000 | 201 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $557,353,000 | 196 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $128,790,000 | 126 |
| Privately issued residential mortgage-backed securities | $10,589,000 | 168 |
| Commercial mortgage-backed securities - Total | $37,339,000 | 41 |
| Asset backed securities | $18,022,000 | 115 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $62,840,000 | 124 |
| Foreign debt securities | $36,326,000 | 42 |
| Equity securities | $9,493,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $913,000 | 5,532 |
| Mortgage-backed securities | $498,670,000 | 188 |
| Certificates of participation in pools of residential mortgages | $120,320,000 | 366 |
| Issued or guaranteed by U.S. | $120,320,000 | 365 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $231,854,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $221,265,000 | 161 |
| Privately issued | $10,589,000 | 159 |
| Commercial mortgage-backed securities | $146,496,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $146,496,000 | 49 |
| Held to maturity securities (book value) | $39,450,000 | 467 |
| Available-for-sale securities (fair market value) | $692,512,000 | 195 |
| Total debt securities | $722,469,000 | 210 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 558 |
| Fair value | $6,922,000 | 550 |
| 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 | $762,485,000 | 207 |
| U.S. Government securities | $583,158,000 | 191 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $583,158,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $133,576,000 | 124 |
| Privately issued residential mortgage-backed securities | $11,594,000 | 160 |
| Commercial mortgage-backed securities - Total | $41,413,000 | 38 |
| Asset backed securities | $17,969,000 | 111 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $62,600,000 | 126 |
| Foreign debt securities | $36,214,000 | 43 |
| Equity securities | $9,537,000 | 175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,002,000 | 5,488 |
| Mortgage-backed securities | $524,948,000 | 182 |
| Certificates of participation in pools of residential mortgages | $123,981,000 | 355 |
| Issued or guaranteed by U.S. | $123,981,000 | 354 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $250,528,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $238,934,000 | 153 |
| Privately issued | $11,594,000 | 153 |
| Commercial mortgage-backed securities | $150,439,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $150,439,000 | 42 |
| Held to maturity securities (book value) | $42,891,000 | 405 |
| Available-for-sale securities (fair market value) | $719,594,000 | 196 |
| Total debt securities | $752,948,000 | 204 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 543 |
| Fair value | $6,830,000 | 546 |
| 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 | $768,715,000 | 205 |
| U.S. Government securities | $605,750,000 | 187 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $605,750,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $116,081,000 | 135 |
| Privately issued residential mortgage-backed securities | $12,772,000 | 162 |
| Commercial mortgage-backed securities - Total | $42,613,000 | 36 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $60,696,000 | 123 |
| Foreign debt securities | $37,026,000 | 40 |
| Equity securities | $9,858,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,847,000 | 4,903 |
| Mortgage-backed securities | $555,576,000 | 174 |
| Certificates of participation in pools of residential mortgages | $124,697,000 | 368 |
| Issued or guaranteed by U.S. | $124,697,000 | 367 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $282,943,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $270,171,000 | 142 |
| Privately issued | $12,772,000 | 157 |
| Commercial mortgage-backed securities | $147,936,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $147,936,000 | 41 |
| Held to maturity securities (book value) | $45,203,000 | 378 |
| Available-for-sale securities (fair market value) | $723,512,000 | 196 |
| Total debt securities | $758,857,000 | 204 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 535 |
| Fair value | $6,952,000 | 551 |
| 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 | $722,592,000 | 213 |
| U.S. Government securities | $594,668,000 | 189 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $594,668,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $104,830,000 | 136 |
| Privately issued residential mortgage-backed securities | $13,810,000 | 168 |
| Commercial mortgage-backed securities - Total | $45,318,000 | 36 |
| Asset backed securities | $7,889,000 | 138 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $37,813,000 | 173 |
| Foreign debt securities | $13,165,000 | 58 |
| Equity securities | $9,929,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,251,000 | 4,782 |
| Mortgage-backed securities | $532,523,000 | 180 |
| Certificates of participation in pools of residential mortgages | $104,266,000 | 435 |
| Issued or guaranteed by U.S. | $104,266,000 | 434 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $307,933,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $294,123,000 | 137 |
| Privately issued | $13,810,000 | 163 |
| Commercial mortgage-backed securities | $120,324,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $120,324,000 | 40 |
| Held to maturity securities (book value) | $48,303,000 | 349 |
| Available-for-sale securities (fair market value) | $674,289,000 | 201 |
| Total debt securities | $712,663,000 | 211 |
| Structured notes | ||
| Amortized cost | $39,936,000 | 95 |
| Fair value | $39,817,000 | 95 |
| 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 | $738,187,000 | 212 |
| U.S. Government securities | $613,693,000 | 185 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $613,693,000 | 182 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $101,794,000 | 145 |
| Privately issued residential mortgage-backed securities | $14,689,000 | 174 |
| Commercial mortgage-backed securities - Total | $49,956,000 | 35 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $37,149,000 | 188 |
| Foreign debt securities | $12,655,000 | 59 |
| Equity securities | $10,045,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,557,000 | 4,728 |
| Mortgage-backed securities | $555,622,000 | 176 |
| Certificates of participation in pools of residential mortgages | $108,694,000 | 447 |
| Issued or guaranteed by U.S. | $108,694,000 | 446 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $327,088,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $312,399,000 | 143 |
| Privately issued | $14,689,000 | 170 |
| Commercial mortgage-backed securities | $119,840,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $119,840,000 | 39 |
| Held to maturity securities (book value) | $51,266,000 | 339 |
| Available-for-sale securities (fair market value) | $686,921,000 | 199 |
| Total debt securities | $728,142,000 | 212 |
| Structured notes | ||
| Amortized cost | $39,933,000 | 101 |
| Fair value | $38,730,000 | 104 |
| 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 | $762,409,000 | 205 |
| U.S. Government securities | $636,112,000 | 181 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $636,112,000 | 176 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $116,401,000 | 137 |
| Privately issued residential mortgage-backed securities | $15,564,000 | 177 |
| Commercial mortgage-backed securities - Total | $40,691,000 | 38 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $60,146,000 | 118 |
| Foreign debt securities | $4,900,000 | 82 |
| Equity securities | $4,996,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,848,000 | 4,690 |
| Mortgage-backed securities | $557,702,000 | 180 |
| Certificates of participation in pools of residential mortgages | $110,434,000 | 438 |
| Issued or guaranteed by U.S. | $110,434,000 | 437 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $353,820,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $338,256,000 | 133 |
| Privately issued | $15,564,000 | 173 |
| Commercial mortgage-backed securities | $93,448,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $93,448,000 | 41 |
| Held to maturity securities (book value) | $64,204,000 | 288 |
| Available-for-sale securities (fair market value) | $698,205,000 | 195 |
| Total debt securities | $757,413,000 | 203 |
| Structured notes | ||
| Amortized cost | $69,917,000 | 47 |
| Fair value | $66,930,000 | 51 |
| 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 | $830,410,000 | 197 |
| U.S. Government securities | $737,483,000 | 160 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $737,483,000 | 156 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $92,927,000 | 158 |
| Privately issued residential mortgage-backed securities | $16,612,000 | 176 |
| Commercial mortgage-backed securities - Total | $28,810,000 | 40 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $47,505,000 | 145 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,116,000 | 4,370 |
| Mortgage-backed securities | $576,564,000 | 169 |
| Certificates of participation in pools of residential mortgages | $98,581,000 | 494 |
| Issued or guaranteed by U.S. | $98,581,000 | 493 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $398,117,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $381,505,000 | 119 |
| Privately issued | $16,612,000 | 170 |
| Commercial mortgage-backed securities | $79,866,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $79,866,000 | 37 |
| Held to maturity securities (book value) | $59,287,000 | 311 |
| Available-for-sale securities (fair market value) | $771,123,000 | 183 |
| Total debt securities | $830,410,000 | 194 |
| Structured notes | ||
| Amortized cost | $66,892,000 | 67 |
| Fair value | $64,257,000 | 74 |
| 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 | $675,367,000 | 229 |
| U.S. Government securities | $614,688,000 | 187 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $614,688,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $60,679,000 | 216 |
| Privately issued residential mortgage-backed securities | $13,488,000 | 262 |
| Commercial mortgage-backed securities - Total | $7,891,000 | 53 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $39,300,000 | 154 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,288,000 | 3,189 |
| Mortgage-backed securities | $454,698,000 | 199 |
| Certificates of participation in pools of residential mortgages | $35,929,000 | 1,141 |
| Issued or guaranteed by U.S. | $35,929,000 | 1,139 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $369,251,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $355,763,000 | 121 |
| Privately issued | $13,488,000 | 251 |
| Commercial mortgage-backed securities | $49,518,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $49,518,000 | 42 |
| Held to maturity securities (book value) | $52,703,000 | 342 |
| Available-for-sale securities (fair market value) | $622,664,000 | 221 |
| Total debt securities | $675,367,000 | 225 |
| Structured notes | ||
| Amortized cost | $61,888,000 | 70 |
| Fair value | $56,302,000 | 77 |
| 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 | $827,553,000 | 192 |
| U.S. Government securities | $753,736,000 | 154 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $753,736,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $73,817,000 | 192 |
| Privately issued residential mortgage-backed securities | $14,426,000 | 264 |
| Commercial mortgage-backed securities - Total | $18,352,000 | 33 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $41,039,000 | 150 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,864,000 | 3,059 |
| Mortgage-backed securities | $631,277,000 | 153 |
| Certificates of participation in pools of residential mortgages | $60,951,000 | 716 |
| Issued or guaranteed by U.S. | $60,951,000 | 712 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $510,595,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $496,169,000 | 89 |
| Privately issued | $14,426,000 | 252 |
| Commercial mortgage-backed securities | $59,731,000 | 39 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $59,731,000 | 33 |
| Held to maturity securities (book value) | $61,210,000 | 289 |
| Available-for-sale securities (fair market value) | $766,343,000 | 177 |
| Total debt securities | $827,553,000 | 193 |
| Structured notes | ||
| Amortized cost | $61,884,000 | 67 |
| Fair value | $57,933,000 | 74 |
| 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 | $704,414,000 | 223 |
| U.S. Government securities | $665,658,000 | 178 |
| U.S. Treasury securities | $96,797,000 | 61 |
| U.S. Government agency obligations | $568,861,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $38,756,000 | 291 |
| Privately issued residential mortgage-backed securities | $15,015,000 | 271 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $23,741,000 | 204 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,042,000 | 3,048 |
| Mortgage-backed securities | $495,583,000 | 184 |
| Certificates of participation in pools of residential mortgages | $62,243,000 | 680 |
| Issued or guaranteed by U.S. | $62,243,000 | 676 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $404,742,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $389,727,000 | 100 |
| Privately issued | $15,015,000 | 262 |
| Commercial mortgage-backed securities | $28,598,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $28,598,000 | 34 |
| Held to maturity securities (book value) | $24,957,000 | 578 |
| Available-for-sale securities (fair market value) | $679,457,000 | 199 |
| Total debt securities | $704,414,000 | 219 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 240 |
| Fair value | $23,741,000 | 256 |
| 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 | $654,821,000 | 228 |
| U.S. Government securities | $614,508,000 | 192 |
| U.S. Treasury securities | $93,813,000 | 72 |
| U.S. Government agency obligations | $520,695,000 | 214 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $40,313,000 | 289 |
| Privately issued residential mortgage-backed securities | $16,329,000 | 270 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $23,984,000 | 205 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,876,000 | 2,324 |
| Mortgage-backed securities | $445,753,000 | 201 |
| Certificates of participation in pools of residential mortgages | $62,675,000 | 652 |
| Issued or guaranteed by U.S. | $62,675,000 | 648 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $383,078,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $366,749,000 | 104 |
| Privately issued | $16,329,000 | 261 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $40,247,000 | 405 |
| Available-for-sale securities (fair market value) | $614,574,000 | 217 |
| Total debt securities | $654,821,000 | 225 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 267 |
| Fair value | $23,984,000 | 280 |
| 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 | $719,257,000 | 208 |
| U.S. Government securities | $648,993,000 | 174 |
| U.S. Treasury securities | $113,742,000 | 63 |
| U.S. Government agency obligations | $535,251,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $70,264,000 | 207 |
| Privately issued residential mortgage-backed securities | $18,545,000 | 271 |
| Commercial mortgage-backed securities - Total | $28,155,000 | 36 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $23,564,000 | 205 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,841,000 | 2,075 |
| Mortgage-backed securities | $487,351,000 | 181 |
| Certificates of participation in pools of residential mortgages | $64,728,000 | 598 |
| Issued or guaranteed by U.S. | $64,728,000 | 592 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $394,468,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $375,923,000 | 98 |
| Privately issued | $18,545,000 | 264 |
| Commercial mortgage-backed securities | $28,155,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $28,155,000 | 24 |
| Held to maturity securities (book value) | $42,461,000 | 372 |
| Available-for-sale securities (fair market value) | $676,796,000 | 191 |
| Total debt securities | $719,257,000 | 205 |
| Structured notes | ||
| Amortized cost | $38,975,000 | 140 |
| Fair value | $37,546,000 | 144 |
| 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 | $338,342,000 | 394 |
| U.S. Government securities | $302,118,000 | 321 |
| U.S. Treasury securities | $25,234,000 | 174 |
| U.S. Government agency obligations | $276,884,000 | 339 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $36,224,000 | 334 |
| Privately issued residential mortgage-backed securities | $11,977,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $24,247,000 | 196 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,651,000 | 1,096 |
| Mortgage-backed securities | $240,561,000 | 304 |
| Certificates of participation in pools of residential mortgages | $33,502,000 | 1,040 |
| Issued or guaranteed by U.S. | $33,502,000 | 1,029 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $207,059,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $195,082,000 | 158 |
| Privately issued | $11,977,000 | 349 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $40,951,000 | 390 |
| Available-for-sale securities (fair market value) | $297,391,000 | 393 |
| Total debt securities | $338,342,000 | 389 |
| Structured notes | ||
| Amortized cost | $53,974,000 | 77 |
| Fair value | $53,550,000 | 77 |
| 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 | $519,136,000 | 260 |
| U.S. Government securities | $464,608,000 | 221 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $464,608,000 | 214 |
| Securities issued by states & political subdivisions | $2,002,000 | 4,305 |
| Other domestic debt securities | $52,526,000 | 256 |
| Privately issued residential mortgage-backed securities | $12,311,000 | 383 |
| Commercial mortgage-backed securities - Total | $13,405,000 | 54 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $26,810,000 | 175 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,737,000 | 901 |
| Mortgage-backed securities | $354,070,000 | 215 |
| Certificates of participation in pools of residential mortgages | $96,193,000 | 413 |
| Issued or guaranteed by U.S. | $96,193,000 | 410 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $244,472,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $232,161,000 | 130 |
| Privately issued | $12,311,000 | 367 |
| Commercial mortgage-backed securities | $13,405,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $13,405,000 | 36 |
| Held to maturity securities (book value) | $41,284,000 | 406 |
| Available-for-sale securities (fair market value) | $477,852,000 | 243 |
| Total debt securities | $519,136,000 | 254 |
| Structured notes | ||
| Amortized cost | $71,952,000 | 49 |
| Fair value | $71,297,000 | 49 |
| 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 | $388,162,000 | 341 |
| U.S. Government securities | $362,422,000 | 272 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $362,422,000 | 263 |
| Securities issued by states & political subdivisions | $3,943,000 | 3,565 |
| Other domestic debt securities | $21,797,000 | 482 |
| Privately issued residential mortgage-backed securities | $12,280,000 | 402 |
| Commercial mortgage-backed securities - Total | $9,517,000 | 68 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,800,000 | 844 |
| Mortgage-backed securities | $319,089,000 | 244 |
| Certificates of participation in pools of residential mortgages | $72,010,000 | 545 |
| Issued or guaranteed by U.S. | $72,010,000 | 543 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $237,562,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $225,282,000 | 135 |
| Privately issued | $12,280,000 | 383 |
| Commercial mortgage-backed securities | $9,517,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $9,517,000 | 43 |
| Held to maturity securities (book value) | $12,280,000 | 969 |
| Available-for-sale securities (fair market value) | $375,882,000 | 309 |
| Total debt securities | $388,162,000 | 337 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $386,154,000 | 338 |
| U.S. Government securities | $386,154,000 | 246 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $386,154,000 | 238 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,856,000 | 752 |
| Mortgage-backed securities | $329,404,000 | 238 |
| Certificates of participation in pools of residential mortgages | $74,906,000 | 541 |
| Issued or guaranteed by U.S. | $74,906,000 | 538 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $254,498,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $254,498,000 | 123 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $386,154,000 | 301 |
| Total debt securities | $386,154,000 | 331 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $390,596,000 | 344 |
| U.S. Government securities | $390,596,000 | 243 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $390,596,000 | 235 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,887,000 | 590 |
| Mortgage-backed securities | $363,919,000 | 219 |
| Certificates of participation in pools of residential mortgages | $34,668,000 | 1,122 |
| Issued or guaranteed by U.S. | $34,668,000 | 1,114 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $329,251,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $329,251,000 | 85 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $390,596,000 | 300 |
| Total debt securities | $390,596,000 | 332 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $554,723,000 | 241 |
| U.S. Government securities | $554,723,000 | 181 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $554,723,000 | 177 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,764,000 | 436 |
| Mortgage-backed securities | $321,770,000 | 246 |
| Certificates of participation in pools of residential mortgages | $16,746,000 | 2,021 |
| Issued or guaranteed by U.S. | $16,746,000 | 2,009 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $305,024,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $305,024,000 | 94 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $554,723,000 | 205 |
| Total debt securities | $554,723,000 | 233 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $579,326,000 | 243 |
| U.S. Government securities | $579,326,000 | 191 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $579,326,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,901,000 | 377 |
| Mortgage-backed securities | $19,617,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $16,926,000 | 2,045 |
| Issued or guaranteed by U.S. | $16,926,000 | 2,030 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,691,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $2,691,000 | 1,935 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $579,326,000 | 209 |
| Total debt securities | $579,326,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $729,123,000 | 194 |
| U.S. Government securities | $729,123,000 | 153 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $729,123,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,678,000 | 351 |
| Mortgage-backed securities | $20,295,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | $16,863,000 | 1,984 |
| Issued or guaranteed by U.S. | $16,863,000 | 1,970 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,432,000 | 2,070 |
| CMOs issued by government agencies or sponsored agencies | $3,432,000 | 1,756 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $729,123,000 | 165 |
| Total debt securities | $729,123,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $235,181,000 | 518 |
| U.S. Government securities | $235,181,000 | 364 |
| U.S. Treasury securities | $19,997,000 | 110 |
| U.S. Government agency obligations | $215,184,000 | 387 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,180,000 | 281 |
| Mortgage-backed securities | $20,877,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $16,710,000 | 1,925 |
| Issued or guaranteed by U.S. | $16,710,000 | 1,914 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,167,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $4,167,000 | 1,530 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,998,000 | 358 |
| Available-for-sale securities (fair market value) | $187,183,000 | 544 |
| Total debt securities | $235,181,000 | 509 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $304,193,000 | 418 |
| U.S. Government securities | $304,193,000 | 291 |
| U.S. Treasury securities | $21,998,000 | 104 |
| U.S. Government agency obligations | $282,195,000 | 302 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,172,000 | 358 |
| Mortgage-backed securities | $22,058,000 | 2,100 |
| Certificates of participation in pools of residential mortgages | $17,117,000 | 1,876 |
| Issued or guaranteed by U.S. | $17,117,000 | 1,866 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,941,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $4,941,000 | 1,432 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $99,999,000 | 189 |
| Available-for-sale securities (fair market value) | $204,194,000 | 508 |
| Total debt securities | $304,193,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $564,433,000 | 240 |
| U.S. Government securities | $564,433,000 | 180 |
| U.S. Treasury securities | $87,432,000 | 37 |
| U.S. Government agency obligations | $477,001,000 | 193 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,079,000 | 345 |
| Mortgage-backed securities | $23,738,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $17,879,000 | 1,761 |
| Issued or guaranteed by U.S. | $17,879,000 | 1,751 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,859,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $5,859,000 | 1,306 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $203,732,000 | 88 |
| Available-for-sale securities (fair market value) | $360,701,000 | 320 |
| Total debt securities | $564,433,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $546,856,000 | 246 |
| U.S. Government securities | $546,856,000 | 185 |
| U.S. Treasury securities | $102,427,000 | 37 |
| U.S. Government agency obligations | $444,429,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,682,000 | 341 |
| Mortgage-backed securities | $22,453,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $15,836,000 | 1,684 |
| Issued or guaranteed by U.S. | $15,836,000 | 1,674 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,617,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $6,617,000 | 1,178 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $387,761,000 | 54 |
| Available-for-sale securities (fair market value) | $159,095,000 | 636 |
| Total debt securities | $546,856,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $545,415,000 | 251 |
| U.S. Government securities | $545,415,000 | 186 |
| U.S. Treasury securities | $112,301,000 | 35 |
| U.S. Government agency obligations | $433,114,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,552,000 | 257 |
| Mortgage-backed securities | $23,791,000 | 1,589 |
| Certificates of participation in pools of residential mortgages | $16,422,000 | 1,516 |
| Issued or guaranteed by U.S. | $16,422,000 | 1,506 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,369,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $7,369,000 | 1,065 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,535,000 | 77 |
| Available-for-sale securities (fair market value) | $239,880,000 | 446 |
| Total debt securities | $545,415,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $644,456,000 | 221 |
| U.S. Government securities | $644,456,000 | 175 |
| U.S. Treasury securities | $86,849,000 | 44 |
| U.S. Government agency obligations | $557,607,000 | 188 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,418,000 | 261 |
| Mortgage-backed securities | $25,131,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $16,903,000 | 1,452 |
| Issued or guaranteed by U.S. | $16,903,000 | 1,444 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,228,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $8,228,000 | 965 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $380,373,000 | 58 |
| Available-for-sale securities (fair market value) | $264,083,000 | 402 |
| Total debt securities | $644,456,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $752,177,000 | 204 |
| U.S. Government securities | $751,677,000 | 154 |
| U.S. Treasury securities | $111,467,000 | 40 |
| U.S. Government agency obligations | $640,210,000 | 170 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $500,000 | 102 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,418,000 | 269 |
| Mortgage-backed securities | $27,959,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $18,677,000 | 1,348 |
| Issued or guaranteed by U.S. | $18,677,000 | 1,339 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $9,282,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $9,282,000 | 892 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $455,659,000 | 52 |
| Available-for-sale securities (fair market value) | $296,518,000 | 367 |
| Total debt securities | $752,177,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $864,686,000 | 187 |
| U.S. Government securities | $864,186,000 | 153 |
| U.S. Treasury securities | $61,861,000 | 65 |
| U.S. Government agency obligations | $802,325,000 | 152 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $500,000 | 102 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,526,000 | 270 |
| Mortgage-backed securities | $28,710,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | $18,556,000 | 1,378 |
| Issued or guaranteed by U.S. | $18,556,000 | 1,371 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,154,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $10,154,000 | 848 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $482,492,000 | 48 |
| Available-for-sale securities (fair market value) | $382,194,000 | 292 |
| Total debt securities | $864,686,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $800,316,000 | 201 |
| U.S. Government securities | $799,816,000 | 167 |
| U.S. Treasury securities | $59,815,000 | 70 |
| U.S. Government agency obligations | $740,001,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $500,000 | 105 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,614,000 | 278 |
| Mortgage-backed securities | $30,341,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | $19,109,000 | 1,373 |
| Issued or guaranteed by U.S. | $19,109,000 | 1,363 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $11,232,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $11,232,000 | 793 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $453,337,000 | 51 |
| Available-for-sale securities (fair market value) | $346,979,000 | 329 |
| Total debt securities | $800,316,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $917,786,000 | 189 |
| U.S. Government securities | $917,286,000 | 147 |
| U.S. Treasury securities | $59,635,000 | 77 |
| U.S. Government agency obligations | $857,651,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $500,000 | 112 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,650,000 | 235 |
| Mortgage-backed securities | $31,251,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $19,023,000 | 1,378 |
| Issued or guaranteed by U.S. | $19,023,000 | 1,371 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,228,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $12,228,000 | 746 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $536,343,000 | 49 |
| Available-for-sale securities (fair market value) | $381,443,000 | 302 |
| Total debt securities | $917,786,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $923,947,000 | 194 |
| U.S. Government securities | $923,447,000 | 156 |
| U.S. Treasury securities | $29,779,000 | 141 |
| U.S. Government agency obligations | $893,668,000 | 151 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $500,000 | 115 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,594,000 | 317 |
| Mortgage-backed securities | $27,126,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $13,743,000 | 1,748 |
| Issued or guaranteed by U.S. | $13,743,000 | 1,737 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,383,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $13,383,000 | 710 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $502,215,000 | 51 |
| Available-for-sale securities (fair market value) | $421,732,000 | 283 |
| Total debt securities | $923,948,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $901,904,000 | 198 |
| U.S. Government securities | $901,154,000 | 160 |
| U.S. Treasury securities | $139,747,000 | 49 |
| U.S. Government agency obligations | $761,407,000 | 172 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $750,000 | 95 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $332,770,000 | 215 |
| Mortgage-backed securities | $28,923,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $14,166,000 | 1,734 |
| Issued or guaranteed by U.S. | $14,166,000 | 1,721 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,757,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $14,757,000 | 666 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $687,619,000 | 45 |
| Available-for-sale securities (fair market value) | $214,285,000 | 515 |
| Total debt securities | $901,904,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $778,753,000 | 214 |
| U.S. Government securities | $778,003,000 | 179 |
| U.S. Treasury securities | $49,850,000 | 101 |
| U.S. Government agency obligations | $728,153,000 | 177 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $750,000 | 97 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,385,000 | 322 |
| Mortgage-backed securities | $30,446,000 | 1,362 |
| Certificates of participation in pools of residential mortgages | $14,404,000 | 1,731 |
| Issued or guaranteed by U.S. | $14,404,000 | 1,719 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,042,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $16,042,000 | 644 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $552,878,000 | 52 |
| Available-for-sale securities (fair market value) | $225,875,000 | 490 |
| Total debt securities | $778,751,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $862,228,000 | 201 |
| U.S. Government securities | $861,478,000 | 170 |
| U.S. Treasury securities | $59,986,000 | 87 |
| U.S. Government agency obligations | $801,492,000 | 171 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $750,000 | 99 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,960,000 | 319 |
| Mortgage-backed securities | $32,634,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | $14,853,000 | 1,761 |
| Issued or guaranteed by U.S. | $14,853,000 | 1,747 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $17,781,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $17,781,000 | 625 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $592,975,000 | 52 |
| Available-for-sale securities (fair market value) | $269,253,000 | 428 |
| Total debt securities | $862,228,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $915,687,000 | 195 |
| U.S. Government securities | $914,937,000 | 161 |
| U.S. Treasury securities | $169,974,000 | 43 |
| U.S. Government agency obligations | $744,963,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $750,000 | 102 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,984,000 | 283 |
| Mortgage-backed securities | $26,310,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $7,546,000 | 2,691 |
| Issued or guaranteed by U.S. | $7,546,000 | 2,683 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,764,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $18,764,000 | 621 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $638,601,000 | 51 |
| Available-for-sale securities (fair market value) | $277,086,000 | 419 |
| Total debt securities | $915,687,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $897,091,000 | 200 |
| U.S. Government securities | $896,341,000 | 163 |
| U.S. Treasury securities | $220,249,000 | 37 |
| U.S. Government agency obligations | $676,092,000 | 189 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $750,000 | 108 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,470,000 | 289 |
| Mortgage-backed securities | $24,934,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $4,950,000 | 3,322 |
| Issued or guaranteed by U.S. | $4,950,000 | 3,309 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $19,984,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $19,984,000 | 614 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $594,428,000 | 52 |
| Available-for-sale securities (fair market value) | $302,663,000 | 399 |
| Total debt securities | $897,091,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $769,673,000 | 228 |
| U.S. Government securities | $768,923,000 | 181 |
| U.S. Treasury securities | $85,605,000 | 75 |
| U.S. Government agency obligations | $683,318,000 | 187 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $750,000 | 105 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,380,000 | 262 |
| Mortgage-backed securities | $26,022,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $5,085,000 | 3,297 |
| Issued or guaranteed by U.S. | $5,085,000 | 3,289 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $20,937,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $20,937,000 | 596 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $374,325,000 | 70 |
| Available-for-sale securities (fair market value) | $395,348,000 | 316 |
| Total debt securities | $769,673,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $801,569,000 | 216 |
| U.S. Government securities | $800,819,000 | 175 |
| U.S. Treasury securities | $85,768,000 | 80 |
| U.S. Government agency obligations | $715,051,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $750,000 | 99 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,742,000 | 254 |
| Mortgage-backed securities | $26,980,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $5,138,000 | 3,355 |
| Issued or guaranteed by U.S. | $5,138,000 | 3,348 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $21,842,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $21,842,000 | 587 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $389,755,000 | 67 |
| Available-for-sale securities (fair market value) | $411,814,000 | 314 |
| Total debt securities | $801,569,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $739,977,000 | 234 |
| U.S. Government securities | $739,227,000 | 186 |
| U.S. Treasury securities | $76,582,000 | 83 |
| U.S. Government agency obligations | $662,645,000 | 191 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $750,000 | 110 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,302,000 | 306 |
| Mortgage-backed securities | $15,334,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $7,274,000 | 2,866 |
| Issued or guaranteed by U.S. | $7,274,000 | 2,856 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,060,000 | 1,275 |
| CMOs issued by government agencies or sponsored agencies | $8,060,000 | 1,116 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $331,364,000 | 75 |
| Available-for-sale securities (fair market value) | $408,613,000 | 312 |
| Total debt securities | $739,977,000 | 232 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $759,137,000 | 230 |
| U.S. Government securities | $758,387,000 | 186 |
| U.S. Treasury securities | $132,410,000 | 55 |
| U.S. Government agency obligations | $625,977,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $750,000 | 115 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,830,000 | 338 |
| Mortgage-backed securities | $15,751,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $7,502,000 | 2,866 |
| Issued or guaranteed by U.S. | $7,502,000 | 2,852 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,249,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $8,249,000 | 1,159 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $299,082,000 | 78 |
| Available-for-sale securities (fair market value) | $460,055,000 | 296 |
| Total debt securities | $759,137,000 | 228 |
| 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 | $898,735,000 | 196 |
| U.S. Government securities | $897,735,000 | 160 |
| U.S. Treasury securities | $153,279,000 | 52 |
| U.S. Government agency obligations | $744,456,000 | 179 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $1,000,000 | 105 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,824,000 | 339 |
| Mortgage-backed securities | $17,375,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $7,789,000 | 2,770 |
| Issued or guaranteed by U.S. | $7,789,000 | 2,756 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,586,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $9,586,000 | 1,078 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $363,670,000 | 62 |
| Available-for-sale securities (fair market value) | $535,065,000 | 260 |
| Total debt securities | $898,735,000 | 193 |
| 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 | $953,576,000 | 181 |
| U.S. Government securities | $952,576,000 | 153 |
| U.S. Treasury securities | $189,009,000 | 39 |
| U.S. Government agency obligations | $763,567,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $1,000,000 | 106 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,120,000 | 243 |
| Mortgage-backed securities | $12,586,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $2,682,000 | 4,288 |
| Issued or guaranteed by U.S. | $2,682,000 | 4,271 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,904,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $9,904,000 | 1,149 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $435,480,000 | 52 |
| Available-for-sale securities (fair market value) | $518,096,000 | 269 |
| Total debt securities | $953,576,000 | 179 |
| 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 | $872,463,000 | 196 |
| U.S. Government securities | $871,463,000 | 158 |
| U.S. Treasury securities | $164,702,000 | 46 |
| U.S. Government agency obligations | $706,761,000 | 188 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $1,000,000 | 100 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,714,000 | 292 |
| Mortgage-backed securities | $13,131,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $2,846,000 | 4,250 |
| Issued or guaranteed by U.S. | $2,846,000 | 4,234 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $10,285,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $10,285,000 | 1,150 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $365,986,000 | 70 |
| Available-for-sale securities (fair market value) | $506,477,000 | 271 |
| Total debt securities | $872,463,000 | 193 |
| 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 | $844,993,000 | 198 |
| U.S. Government securities | $843,993,000 | 158 |
| U.S. Treasury securities | $154,734,000 | 48 |
| U.S. Government agency obligations | $689,259,000 | 176 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $1,000,000 | 103 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,070,000 | 292 |
| Mortgage-backed securities | $13,478,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $2,944,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,944,000 | 4,183 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $10,534,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $10,534,000 | 1,138 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $357,870,000 | 73 |
| Available-for-sale securities (fair market value) | $487,123,000 | 266 |
| Total debt securities | $844,993,000 | 192 |
| 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 | $651,807,000 | 223 |
| U.S. Government securities | $650,557,000 | 177 |
| U.S. Treasury securities | $55,101,000 | 129 |
| U.S. Government agency obligations | $595,456,000 | 175 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $1,250,000 | 97 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,071,000 | 352 |
| Mortgage-backed securities | $1,872,000 | 5,340 |
| Certificates of participation in pools of residential mortgages | $1,872,000 | 4,577 |
| Issued or guaranteed by U.S. | $1,872,000 | 4,557 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $513,495,000 | 50 |
| Available-for-sale securities (fair market value) | $138,312,000 | 695 |
| Total debt securities | $651,807,000 | 217 |
| 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 | $777,528,000 | 191 |
| U.S. Government securities | $775,778,000 | 153 |
| U.S. Treasury securities | $629,434,000 | 13 |
| U.S. Government agency obligations | $146,344,000 | 542 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $1,750,000 | 86 |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,788,000 | 320 |
| Mortgage-backed securities | $2,082,000 | 4,726 |
| Certificates of participation in pools of residential mortgages | $2,082,000 | 3,917 |
| Issued or guaranteed by U.S. | $2,082,000 | 3,896 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $712,364,000 | 53 |
| Available-for-sale securities (fair market value) | $65,164,000 | 1,318 |
| Total debt securities | $777,528,000 | 186 |
| 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 | $747,217,000 | 215 |
| U.S. Government securities | $745,467,000 | 167 |
| U.S. Treasury securities | $732,827,000 | 24 |
| U.S. Government agency obligations | $12,640,000 | 4,837 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $1,750,000 | 93 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,469,000 | 370 |
| Mortgage-backed securities | $4,661,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $4,661,000 | 2,913 |
| Issued or guaranteed by U.S. | $4,661,000 | 2,903 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $689,222,000 | 57 |
| Available-for-sale securities (fair market value) | $57,995,000 | 1,496 |
| Total debt securities | $747,217,000 | 208 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 64 |
| Fair value | $7,979,000 | 61 |
| 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 | $741,524,000 | 203 |
| U.S. Government securities | $739,812,000 | 163 |
| U.S. Treasury securities | $664,487,000 | 23 |
| U.S. Government agency obligations | $75,325,000 | 1,009 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $1,500,000 | 95 |
| Equity securities | $212,000 | 5,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,755,000 | 500 |
| Mortgage-backed securities | $13,022,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | $13,022,000 | 1,642 |
| Issued or guaranteed by U.S. | $13,022,000 | 1,631 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $635,201,000 | 62 |
| Available-for-sale securities (fair market value) | $106,323,000 | 827 |
| Total debt securities | $741,312,000 | 196 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 59 |
| Fair value | $13,098,000 | 58 |
| 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 | $570,755,000 | 252 |
| U.S. Government securities | $569,164,000 | 204 |
| U.S. Treasury securities | $534,906,000 | 34 |
| U.S. Government agency obligations | $34,258,000 | 2,028 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $1,500,000 | 94 |
| Equity securities | $91,000 | 6,506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,005,000 | 592 |
| Mortgage-backed securities | $13,412,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $13,412,000 | 1,605 |
| Issued or guaranteed by U.S. | $13,412,000 | 1,594 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $429,774,000 | 93 |
| Available-for-sale securities (fair market value) | $140,981,000 | 607 |
| Total debt securities | $570,664,000 | 243 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 95 |
| Fair value | $12,835,000 | 96 |
| 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 | $382,199,000 | 382 |
| U.S. Government securities | $380,699,000 | 322 |
| U.S. Treasury securities | $315,311,000 | 79 |
| U.S. Government agency obligations | $65,388,000 | 1,125 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $1,500,000 | 116 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,004,000 | 859 |
| Mortgage-backed securities | $23,408,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $23,408,000 | 1,176 |
| Issued or guaranteed by U.S. | $23,408,000 | 1,158 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,721,000 | 141 |
| Available-for-sale securities (fair market value) | $56,478,000 | 1,441 |
| Total debt securities | $382,199,000 | 375 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 110 |
| Fair value | $12,581,000 | 116 |
| 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 | $293,034,000 | 489 |
| U.S. Government securities | $291,784,000 | 418 |
| U.S. Treasury securities | $178,052,000 | 162 |
| U.S. Government agency obligations | $113,732,000 | 698 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $1,250,000 | 146 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,492,000 | 979 |
| Mortgage-backed securities | $29,189,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $29,189,000 | 1,026 |
| Issued or guaranteed by U.S. | $29,189,000 | 1,006 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $217,318,000 | 212 |
| Available-for-sale securities (fair market value) | $75,716,000 | 1,122 |
| Total debt securities | $293,034,000 | 474 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 147 |
| Fair value | $15,674,000 | 150 |
| 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 | $208,293,000 | 667 |
| U.S. Government securities | $207,293,000 | 570 |
| U.S. Treasury securities | $71,382,000 | 471 |
| U.S. Government agency obligations | $135,911,000 | 593 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,031,000 | 1,153 |
| Mortgage-backed securities | $34,494,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | $34,134,000 | 926 |
| Issued or guaranteed by U.S. | $34,134,000 | 908 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $360,000 | 5,545 |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 5,310 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $146,800,000 | 544 |
| Available-for-sale securities (fair market value) | $61,493,000 | 930 |
| Total debt securities | $208,293,000 | 655 |
| 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 | $211,022,000 | 687 |
| U.S. Government securities | $210,522,000 | 577 |
| U.S. Treasury securities | $79,285,000 | 479 |
| U.S. Government agency obligations | $131,237,000 | 615 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $500,000 | 256 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,271,000 | 1,287 |
| Mortgage-backed securities | $46,871,000 | 1,168 |
| Certificates of participation in pools of residential mortgages | $44,161,000 | 823 |
| Issued or guaranteed by U.S. | $44,161,000 | 793 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,710,000 | 3,591 |
| CMOs issued by government agencies or sponsored agencies | $2,710,000 | 3,401 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $211,022,000 | 674 |
| 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 | $262,869,000 | 567 |
| U.S. Government securities | $251,469,000 | 485 |
| U.S. Treasury securities | $113,492,000 | 335 |
| U.S. Government agency obligations | $137,977,000 | 548 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $10,900,000 | 980 |
| 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 | $10,900,000 | 665 |
| Foreign debt securities | $500,000 | 257 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,429,000 | 621 |
| Mortgage-backed securities | $53,060,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $43,348,000 | 836 |
| Issued or guaranteed by U.S. | $43,348,000 | 800 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $9,712,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $9,712,000 | 1,545 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $262,869,000 | 551 |
| 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 |