Home > Pinnacle Bank > Securities
Pinnacle Bank, Securities
| 2023-09-30 | Rank | |
| Total securities | $1,840,967,000 | 156 |
| U.S. Government securities | $1,723,349,000 | 127 |
| U.S. Treasury securities | $737,521,000 | 62 |
| U.S. Government agency obligations | $985,828,000 | 172 |
| Securities issued by states & political subdivisions | $115,362,000 | 368 |
| Other domestic debt securities | $2,256,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,256,000 | 1,281 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,168,510,000 | 130 |
| Mortgage-backed securities | $844,655,000 | 165 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,412,000 | 2,778 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $426,433,000 | 101 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $414,810,000 | 66 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,840,967,000 | 126 |
| Total debt securities | $1,840,967,000 | 153 |
| 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 | $1,895,457,000 | 157 |
| U.S. Government securities | $1,773,492,000 | 124 |
| U.S. Treasury securities | $743,759,000 | 60 |
| U.S. Government agency obligations | $1,029,733,000 | 169 |
| Securities issued by states & political subdivisions | $119,641,000 | 381 |
| Other domestic debt securities | $2,324,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,324,000 | 1,290 |
| 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 | $1,314,990,000 | 123 |
| Mortgage-backed securities | $884,165,000 | 158 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,632,000 | 2,775 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $455,237,000 | 93 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $425,296,000 | 65 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,895,457,000 | 125 |
| Total debt securities | $1,895,457,000 | 154 |
| 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 | $1,949,908,000 | 159 |
| U.S. Government securities | $1,822,466,000 | 128 |
| U.S. Treasury securities | $751,329,000 | 61 |
| U.S. Government agency obligations | $1,071,137,000 | 163 |
| Securities issued by states & political subdivisions | $124,944,000 | 384 |
| Other domestic debt securities | $2,498,000 | 1,709 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,498,000 | 1,293 |
| 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 | $783,344,000 | 171 |
| Mortgage-backed securities | $923,179,000 | 164 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,767,000 | 2,804 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $484,228,000 | 93 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $435,184,000 | 66 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,949,908,000 | 128 |
| Total debt securities | $1,949,908,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,966,187,000 | 170 |
| U.S. Government securities | $1,827,179,000 | 135 |
| U.S. Treasury securities | $740,672,000 | 67 |
| U.S. Government agency obligations | $1,086,507,000 | 166 |
| Securities issued by states & political subdivisions | $136,528,000 | 354 |
| Other domestic debt securities | $2,480,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,480,000 | 1,304 |
| 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 | $779,378,000 | 145 |
| Mortgage-backed securities | $936,609,000 | 170 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,851,000 | 2,812 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $497,930,000 | 98 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $434,828,000 | 70 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $1,966,187,000 | 138 |
| Total debt securities | $1,966,187,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,994,342,000 | 173 |
| U.S. Government securities | $1,840,912,000 | 140 |
| U.S. Treasury securities | $730,175,000 | 68 |
| U.S. Government agency obligations | $1,110,737,000 | 167 |
| Securities issued by states & political subdivisions | $150,861,000 | 309 |
| Other domestic debt securities | $2,569,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,569,000 | 1,290 |
| 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 | $855,231,000 | 130 |
| Mortgage-backed securities | $960,558,000 | 169 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,931,000 | 2,820 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $520,830,000 | 97 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $435,797,000 | 75 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $1,994,342,000 | 138 |
| Total debt securities | $1,994,342,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,130,645,000 | 164 |
| U.S. Government securities | $1,968,703,000 | 137 |
| U.S. Treasury securities | $756,501,000 | 65 |
| U.S. Government agency obligations | $1,212,202,000 | 161 |
| Securities issued by states & political subdivisions | $159,170,000 | 307 |
| Other domestic debt securities | $2,772,000 | 1,566 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,772,000 | 1,270 |
| 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 | $795,439,000 | 134 |
| Mortgage-backed securities | $1,037,728,000 | 165 |
| Certificates of participation in pools of residential mortgages | $4,248,000 | 2,894 |
| Issued or guaranteed by U.S. | $4,248,000 | 2,811 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $574,958,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $574,958,000 | 93 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $458,522,000 | 108 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $458,522,000 | 77 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $2,130,645,000 | 135 |
| Total debt securities | $2,130,645,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,275,823,000 | 160 |
| U.S. Government securities | $2,113,056,000 | 133 |
| U.S. Treasury securities | $775,737,000 | 64 |
| U.S. Government agency obligations | $1,337,319,000 | 151 |
| Securities issued by states & political subdivisions | $159,772,000 | 313 |
| Other domestic debt securities | $2,995,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,995,000 | 1,226 |
| 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 | $891,334,000 | 120 |
| Mortgage-backed securities | $1,108,924,000 | 162 |
| Certificates of participation in pools of residential mortgages | $4,646,000 | 2,855 |
| Issued or guaranteed by U.S. | $4,646,000 | 2,776 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $621,602,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $621,602,000 | 90 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $482,676,000 | 106 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $482,676,000 | 78 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $2,275,823,000 | 133 |
| Total debt securities | $2,275,823,000 | 157 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,193,205,000 | 167 |
| U.S. Government securities | $2,021,948,000 | 137 |
| U.S. Treasury securities | $823,085,000 | 55 |
| U.S. Government agency obligations | $1,198,863,000 | 169 |
| Securities issued by states & political subdivisions | $171,257,000 | 304 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $844,220,000 | 126 |
| Mortgage-backed securities | $952,384,000 | 177 |
| Certificates of participation in pools of residential mortgages | $5,112,000 | 2,785 |
| Issued or guaranteed by U.S. | $5,112,000 | 2,698 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $454,719,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $454,719,000 | 116 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $492,553,000 | 104 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $492,553,000 | 77 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $2,193,205,000 | 142 |
| Total debt securities | $2,193,205,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,986,523,000 | 170 |
| U.S. Government securities | $1,804,751,000 | 143 |
| U.S. Treasury securities | $671,597,000 | 54 |
| U.S. Government agency obligations | $1,133,154,000 | 173 |
| Securities issued by states & political subdivisions | $181,772,000 | 266 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $814,264,000 | 128 |
| Mortgage-backed securities | $871,145,000 | 181 |
| Certificates of participation in pools of residential mortgages | $5,462,000 | 2,761 |
| Issued or guaranteed by U.S. | $5,462,000 | 2,688 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $354,494,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $354,494,000 | 132 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $511,189,000 | 99 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $511,189,000 | 72 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,986,523,000 | 146 |
| Total debt securities | $1,986,523,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,424,902,000 | 193 |
| U.S. Government securities | $1,229,746,000 | 172 |
| U.S. Treasury securities | $175,726,000 | 89 |
| U.S. Government agency obligations | $1,054,020,000 | 174 |
| Securities issued by states & political subdivisions | $195,156,000 | 240 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $701,424,000 | 138 |
| Mortgage-backed securities | $789,960,000 | 189 |
| Certificates of participation in pools of residential mortgages | $4,018,000 | 2,955 |
| Issued or guaranteed by U.S. | $4,018,000 | 2,864 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $291,081,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $291,081,000 | 142 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $494,861,000 | 99 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $494,861,000 | 74 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,424,902,000 | 173 |
| Total debt securities | $1,424,902,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,276,579,000 | 200 |
| U.S. Government securities | $1,070,556,000 | 177 |
| U.S. Treasury securities | $174,861,000 | 74 |
| U.S. Government agency obligations | $895,695,000 | 184 |
| Securities issued by states & political subdivisions | $206,023,000 | 215 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $612,323,000 | 148 |
| Mortgage-backed securities | $612,034,000 | 208 |
| Certificates of participation in pools of residential mortgages | $4,450,000 | 2,851 |
| Issued or guaranteed by U.S. | $4,450,000 | 2,761 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $118,890,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $118,890,000 | 228 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $488,694,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $488,694,000 | 75 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,276,579,000 | 174 |
| Total debt securities | $1,276,579,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,092,366,000 | 216 |
| U.S. Government securities | $873,893,000 | 191 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $873,893,000 | 180 |
| Securities issued by states & political subdivisions | $218,473,000 | 193 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $624,794,000 | 145 |
| Mortgage-backed securities | $568,153,000 | 208 |
| Certificates of participation in pools of residential mortgages | $4,921,000 | 2,720 |
| Issued or guaranteed by U.S. | $4,921,000 | 2,644 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $110,635,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $110,635,000 | 241 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $452,597,000 | 96 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $452,597,000 | 73 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,092,366,000 | 195 |
| Total debt securities | $1,092,366,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $894,422,000 | 232 |
| U.S. Government securities | $703,505,000 | 211 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $703,505,000 | 200 |
| Securities issued by states & political subdivisions | $190,917,000 | 197 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $642,609,000 | 142 |
| Mortgage-backed securities | $482,268,000 | 219 |
| Certificates of participation in pools of residential mortgages | $5,429,000 | 2,609 |
| Issued or guaranteed by U.S. | $5,429,000 | 2,532 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $124,753,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $124,753,000 | 218 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $352,086,000 | 106 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $352,086,000 | 78 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $894,422,000 | 214 |
| Total debt securities | $894,422,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $747,777,000 | 255 |
| U.S. Government securities | $586,056,000 | 222 |
| U.S. Treasury securities | $12,042,000 | 380 |
| U.S. Government agency obligations | $574,014,000 | 214 |
| Securities issued by states & political subdivisions | $161,721,000 | 226 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,143,000 | 149 |
| Mortgage-backed securities | $429,781,000 | 228 |
| Certificates of participation in pools of residential mortgages | $6,137,000 | 2,494 |
| Issued or guaranteed by U.S. | $6,137,000 | 2,419 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $105,670,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $105,670,000 | 238 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $317,974,000 | 104 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $317,974,000 | 75 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $747,777,000 | 230 |
| Total debt securities | $747,777,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $732,670,000 | 248 |
| U.S. Government securities | $609,876,000 | 219 |
| U.S. Treasury securities | $12,110,000 | 383 |
| U.S. Government agency obligations | $597,766,000 | 209 |
| Securities issued by states & political subdivisions | $122,794,000 | 270 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $537,019,000 | 161 |
| Mortgage-backed securities | $446,212,000 | 229 |
| Certificates of participation in pools of residential mortgages | $6,607,000 | 2,439 |
| Issued or guaranteed by U.S. | $6,607,000 | 2,358 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $112,909,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $112,909,000 | 235 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $326,696,000 | 105 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $326,696,000 | 76 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $732,670,000 | 227 |
| Total debt securities | $732,670,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $660,746,000 | 264 |
| U.S. Government securities | $573,179,000 | 230 |
| U.S. Treasury securities | $41,977,000 | 174 |
| U.S. Government agency obligations | $531,202,000 | 228 |
| Securities issued by states & political subdivisions | $87,567,000 | 361 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,961,000 | 147 |
| Mortgage-backed securities | $381,667,000 | 250 |
| Certificates of participation in pools of residential mortgages | $7,185,000 | 2,293 |
| Issued or guaranteed by U.S. | $7,185,000 | 2,233 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $121,151,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $121,151,000 | 224 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $253,331,000 | 120 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $253,331,000 | 86 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $660,746,000 | 240 |
| Total debt securities | $660,746,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $654,054,000 | 264 |
| U.S. Government securities | $549,725,000 | 236 |
| U.S. Treasury securities | $101,738,000 | 101 |
| U.S. Government agency obligations | $447,987,000 | 253 |
| Securities issued by states & political subdivisions | $104,329,000 | 281 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $532,525,000 | 139 |
| Mortgage-backed securities | $292,971,000 | 289 |
| Certificates of participation in pools of residential mortgages | $7,368,000 | 2,245 |
| Issued or guaranteed by U.S. | $7,368,000 | 2,180 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $94,020,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $94,020,000 | 262 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $191,583,000 | 135 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $191,583,000 | 97 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $654,054,000 | 237 |
| Total debt securities | $654,054,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $644,155,000 | 271 |
| U.S. Government securities | $536,855,000 | 248 |
| U.S. Treasury securities | $76,539,000 | 112 |
| U.S. Government agency obligations | $460,316,000 | 251 |
| Securities issued by states & political subdivisions | $107,300,000 | 268 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $544,186,000 | 141 |
| Mortgage-backed securities | $304,715,000 | 280 |
| Certificates of participation in pools of residential mortgages | $8,101,000 | 2,161 |
| Issued or guaranteed by U.S. | $8,101,000 | 2,115 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $102,055,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $102,055,000 | 247 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $194,559,000 | 130 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $194,559,000 | 93 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $644,155,000 | 242 |
| Total debt securities | $644,155,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $667,216,000 | 264 |
| U.S. Government securities | $557,620,000 | 240 |
| U.S. Treasury securities | $81,088,000 | 117 |
| U.S. Government agency obligations | $476,532,000 | 251 |
| Securities issued by states & political subdivisions | $109,596,000 | 276 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $588,573,000 | 133 |
| Mortgage-backed securities | $321,364,000 | 267 |
| Certificates of participation in pools of residential mortgages | $8,969,000 | 2,092 |
| Issued or guaranteed by U.S. | $8,969,000 | 2,046 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $108,309,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $108,309,000 | 237 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $204,086,000 | 116 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $204,086,000 | 85 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $667,216,000 | 236 |
| Total debt securities | $667,216,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $620,743,000 | 274 |
| U.S. Government securities | $505,199,000 | 255 |
| U.S. Treasury securities | $21,739,000 | 268 |
| U.S. Government agency obligations | $483,460,000 | 249 |
| Securities issued by states & political subdivisions | $115,394,000 | 269 |
| Other domestic debt securities | $150,000 | 1,919 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $150,000 | 1,500 |
| 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 | $584,580,000 | 138 |
| Mortgage-backed securities | $328,537,000 | 260 |
| Certificates of participation in pools of residential mortgages | $9,753,000 | 2,018 |
| Issued or guaranteed by U.S. | $9,753,000 | 1,988 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $113,910,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $113,910,000 | 232 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $204,874,000 | 113 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $204,874,000 | 82 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $620,743,000 | 243 |
| Total debt securities | $620,743,000 | 268 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $659,019,000 | 264 |
| U.S. Government securities | $530,388,000 | 246 |
| U.S. Treasury securities | $21,631,000 | 265 |
| U.S. Government agency obligations | $508,757,000 | 238 |
| Securities issued by states & political subdivisions | $128,481,000 | 249 |
| Other domestic debt securities | $150,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $150,000 | 1,513 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $609,333,000 | 134 |
| Mortgage-backed securities | $354,044,000 | 250 |
| Certificates of participation in pools of residential mortgages | $10,584,000 | 1,970 |
| Issued or guaranteed by U.S. | $10,584,000 | 1,957 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $120,396,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $120,396,000 | 224 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $223,064,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $223,064,000 | 75 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $659,019,000 | 234 |
| Total debt securities | $659,019,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $693,071,000 | 255 |
| U.S. Government securities | $559,024,000 | 237 |
| U.S. Treasury securities | $21,687,000 | 263 |
| U.S. Government agency obligations | $537,337,000 | 233 |
| Securities issued by states & political subdivisions | $133,895,000 | 243 |
| Other domestic debt securities | $152,000 | 2,092 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $152,000 | 1,515 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $640,546,000 | 129 |
| Mortgage-backed securities | $381,453,000 | 242 |
| Certificates of participation in pools of residential mortgages | $11,657,000 | 1,920 |
| Issued or guaranteed by U.S. | $11,657,000 | 1,838 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $130,348,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $130,348,000 | 206 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $239,448,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $239,448,000 | 68 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $693,071,000 | 226 |
| Total debt securities | $693,071,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $697,272,000 | 255 |
| U.S. Government securities | $555,865,000 | 234 |
| U.S. Treasury securities | $11,935,000 | 366 |
| U.S. Government agency obligations | $543,930,000 | 230 |
| Securities issued by states & political subdivisions | $140,812,000 | 226 |
| Other domestic debt securities | $152,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $152,000 | 1,560 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $443,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $653,790,000 | 130 |
| Mortgage-backed securities | $398,318,000 | 235 |
| Certificates of participation in pools of residential mortgages | $12,787,000 | 1,850 |
| Issued or guaranteed by U.S. | $12,787,000 | 1,848 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $138,562,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $138,562,000 | 201 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $246,969,000 | 90 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $246,969,000 | 67 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $697,272,000 | 225 |
| Total debt securities | $696,829,000 | 248 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $721,865,000 | 241 |
| U.S. Government securities | $575,801,000 | 214 |
| U.S. Treasury securities | $12,043,000 | 348 |
| U.S. Government agency obligations | $563,758,000 | 211 |
| Securities issued by states & political subdivisions | $145,507,000 | 222 |
| Other domestic debt securities | $154,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $154,000 | 1,572 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $403,000 | 639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $661,529,000 | 129 |
| Mortgage-backed securities | $419,061,000 | 227 |
| Certificates of participation in pools of residential mortgages | $13,861,000 | 1,803 |
| Issued or guaranteed by U.S. | $13,861,000 | 1,802 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $149,090,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $149,090,000 | 193 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $256,110,000 | 85 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $256,110,000 | 62 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $721,865,000 | 213 |
| Total debt securities | $721,462,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $756,675,000 | 228 |
| U.S. Government securities | $599,049,000 | 214 |
| U.S. Treasury securities | $12,191,000 | 337 |
| U.S. Government agency obligations | $586,858,000 | 207 |
| Securities issued by states & political subdivisions | $157,097,000 | 203 |
| Other domestic debt securities | $156,000 | 1,940 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $156,000 | 1,606 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $373,000 | 664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $654,126,000 | 134 |
| Mortgage-backed securities | $440,092,000 | 223 |
| Certificates of participation in pools of residential mortgages | $15,074,000 | 1,751 |
| Issued or guaranteed by U.S. | $15,074,000 | 1,750 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $161,463,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $161,463,000 | 180 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $263,555,000 | 80 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $263,555,000 | 60 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $756,675,000 | 201 |
| Total debt securities | $756,302,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $823,965,000 | 217 |
| U.S. Government securities | $661,508,000 | 200 |
| U.S. Treasury securities | $12,202,000 | 345 |
| U.S. Government agency obligations | $649,306,000 | 197 |
| Securities issued by states & political subdivisions | $161,960,000 | 198 |
| Other domestic debt securities | $157,000 | 1,981 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $157,000 | 1,638 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $340,000 | 681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $696,907,000 | 124 |
| Mortgage-backed securities | $472,761,000 | 216 |
| Certificates of participation in pools of residential mortgages | $16,379,000 | 1,711 |
| Issued or guaranteed by U.S. | $16,379,000 | 1,710 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $173,284,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $173,284,000 | 173 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $283,098,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $283,098,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $823,965,000 | 189 |
| Total debt securities | $823,625,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $840,547,000 | 215 |
| U.S. Government securities | $674,197,000 | 196 |
| U.S. Treasury securities | $12,173,000 | 355 |
| U.S. Government agency obligations | $662,024,000 | 190 |
| Securities issued by states & political subdivisions | $165,894,000 | 188 |
| Other domestic debt securities | $158,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $158,000 | 1,675 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $298,000 | 702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $655,755,000 | 132 |
| Mortgage-backed securities | $490,894,000 | 214 |
| Certificates of participation in pools of residential mortgages | $17,831,000 | 1,661 |
| Issued or guaranteed by U.S. | $17,831,000 | 1,661 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $185,267,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $185,267,000 | 165 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $287,796,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $287,796,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $840,547,000 | 186 |
| Total debt securities | $840,249,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $846,951,000 | 209 |
| U.S. Government securities | $679,430,000 | 193 |
| U.S. Treasury securities | $12,140,000 | 346 |
| U.S. Government agency obligations | $667,290,000 | 185 |
| Securities issued by states & political subdivisions | $167,057,000 | 181 |
| Other domestic debt securities | $159,000 | 2,053 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $159,000 | 1,687 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $305,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $682,478,000 | 123 |
| Mortgage-backed securities | $505,700,000 | 208 |
| Certificates of participation in pools of residential mortgages | $19,250,000 | 1,577 |
| Issued or guaranteed by U.S. | $19,250,000 | 1,577 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $197,296,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $197,296,000 | 153 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $289,154,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $289,154,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $846,951,000 | 175 |
| Total debt securities | $846,646,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $889,879,000 | 200 |
| U.S. Government securities | $706,123,000 | 175 |
| U.S. Treasury securities | $12,499,000 | 306 |
| U.S. Government agency obligations | $693,624,000 | 174 |
| Securities issued by states & political subdivisions | $183,375,000 | 164 |
| Other domestic debt securities | $161,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $161,000 | 1,689 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $220,000 | 733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $737,084,000 | 119 |
| Mortgage-backed securities | $528,239,000 | 194 |
| Certificates of participation in pools of residential mortgages | $21,059,000 | 1,502 |
| Issued or guaranteed by U.S. | $21,059,000 | 1,502 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $206,256,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $206,256,000 | 147 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $300,924,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $300,924,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $889,879,000 | 168 |
| Total debt securities | $889,659,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $921,962,000 | 194 |
| U.S. Government securities | $735,866,000 | 171 |
| U.S. Treasury securities | $12,594,000 | 309 |
| U.S. Government agency obligations | $723,272,000 | 172 |
| Securities issued by states & political subdivisions | $185,755,000 | 163 |
| Other domestic debt securities | $163,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $163,000 | 1,705 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $178,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $707,263,000 | 119 |
| Mortgage-backed securities | $552,423,000 | 189 |
| Certificates of participation in pools of residential mortgages | $22,732,000 | 1,440 |
| Issued or guaranteed by U.S. | $22,732,000 | 1,436 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $223,052,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $223,052,000 | 145 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $306,639,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $306,639,000 | 54 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $921,962,000 | 162 |
| Total debt securities | $921,784,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $925,705,000 | 196 |
| U.S. Government securities | $755,012,000 | 175 |
| U.S. Treasury securities | $12,408,000 | 318 |
| U.S. Government agency obligations | $742,604,000 | 171 |
| Securities issued by states & political subdivisions | $170,333,000 | 172 |
| Other domestic debt securities | $162,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $162,000 | 1,722 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $198,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $676,148,000 | 125 |
| Mortgage-backed securities | $555,310,000 | 188 |
| Certificates of participation in pools of residential mortgages | $24,387,000 | 1,360 |
| Issued or guaranteed by U.S. | $24,387,000 | 1,359 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $223,379,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $223,379,000 | 152 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $307,544,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $307,544,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $925,705,000 | 164 |
| Total debt securities | $925,507,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $970,927,000 | 182 |
| U.S. Government securities | $805,231,000 | 164 |
| U.S. Treasury securities | $12,212,000 | 350 |
| U.S. Government agency obligations | $793,019,000 | 157 |
| Securities issued by states & political subdivisions | $165,374,000 | 180 |
| Other domestic debt securities | $161,000 | 2,103 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $161,000 | 1,712 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $161,000 | 779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $672,905,000 | 127 |
| Mortgage-backed securities | $567,451,000 | 177 |
| Certificates of participation in pools of residential mortgages | $25,984,000 | 1,299 |
| Issued or guaranteed by U.S. | $25,984,000 | 1,298 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $234,343,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $234,343,000 | 147 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $307,124,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $307,124,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $970,927,000 | 148 |
| Total debt securities | $970,766,000 | 178 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 832 |
| Fair value | $1,824,000 | 834 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,010,944,000 | 174 |
| U.S. Government securities | $844,251,000 | 152 |
| U.S. Treasury securities | $12,357,000 | 323 |
| U.S. Government agency obligations | $831,894,000 | 149 |
| Securities issued by states & political subdivisions | $166,392,000 | 175 |
| Other domestic debt securities | $163,000 | 2,144 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $163,000 | 1,731 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $138,000 | 822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $676,338,000 | 124 |
| Mortgage-backed securities | $579,168,000 | 175 |
| Certificates of participation in pools of residential mortgages | $27,986,000 | 1,226 |
| Issued or guaranteed by U.S. | $27,986,000 | 1,225 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $238,191,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $238,191,000 | 144 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $312,991,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $312,991,000 | 45 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,010,944,000 | 141 |
| Total debt securities | $1,010,806,000 | 171 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 943 |
| Fair value | $1,839,000 | 944 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,053,615,000 | 168 |
| U.S. Government securities | $891,401,000 | 143 |
| U.S. Treasury securities | $12,214,000 | 321 |
| U.S. Government agency obligations | $879,187,000 | 142 |
| Securities issued by states & political subdivisions | $161,896,000 | 172 |
| Other domestic debt securities | $164,000 | 2,167 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $164,000 | 1,754 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $154,000 | 820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $666,690,000 | 123 |
| Mortgage-backed securities | $598,152,000 | 170 |
| Certificates of participation in pools of residential mortgages | $30,176,000 | 1,208 |
| Issued or guaranteed by U.S. | $30,176,000 | 1,207 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $254,924,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $254,924,000 | 142 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $313,052,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $313,052,000 | 44 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,053,615,000 | 139 |
| Total debt securities | $1,053,461,000 | 167 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 1,054 |
| Fair value | $1,813,000 | 1,056 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,047,552,000 | 167 |
| U.S. Government securities | $884,756,000 | 143 |
| U.S. Treasury securities | $12,347,000 | 323 |
| U.S. Government agency obligations | $872,409,000 | 140 |
| Securities issued by states & political subdivisions | $162,490,000 | 166 |
| Other domestic debt securities | $165,000 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $165,000 | 1,785 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $141,000 | 838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $634,765,000 | 129 |
| Mortgage-backed securities | $575,218,000 | 174 |
| Certificates of participation in pools of residential mortgages | $32,471,000 | 1,144 |
| Issued or guaranteed by U.S. | $32,471,000 | 1,143 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $273,685,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $273,685,000 | 135 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $269,062,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $269,062,000 | 44 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,047,552,000 | 145 |
| Total debt securities | $1,047,411,000 | 166 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 1,118 |
| Fair value | $1,826,000 | 1,123 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $925,754,000 | 181 |
| U.S. Government securities | $764,162,000 | 161 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $764,162,000 | 156 |
| Securities issued by states & political subdivisions | $161,285,000 | 163 |
| Other domestic debt securities | $165,000 | 2,254 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $165,000 | 1,806 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $142,000 | 839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $619,711,000 | 130 |
| Mortgage-backed securities | $504,724,000 | 197 |
| Certificates of participation in pools of residential mortgages | $34,479,000 | 1,115 |
| Issued or guaranteed by U.S. | $34,479,000 | 1,113 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $286,705,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $286,705,000 | 134 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $183,540,000 | 66 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $183,540,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $925,754,000 | 153 |
| Total debt securities | $925,612,000 | 180 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 1,193 |
| Fair value | $1,798,000 | 1,199 |
| 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 | $947,669,000 | 179 |
| U.S. Government securities | $783,032,000 | 155 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $783,032,000 | 152 |
| Securities issued by states & political subdivisions | $164,315,000 | 159 |
| Other domestic debt securities | $166,000 | 2,319 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $166,000 | 1,840 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $156,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $577,251,000 | 131 |
| Mortgage-backed securities | $510,802,000 | 192 |
| Certificates of participation in pools of residential mortgages | $39,435,000 | 1,035 |
| Issued or guaranteed by U.S. | $39,435,000 | 1,034 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $306,454,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $306,454,000 | 129 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $164,913,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $164,913,000 | 52 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $947,669,000 | 152 |
| Total debt securities | $947,513,000 | 176 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 860 |
| Fair value | $3,685,000 | 871 |
| 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 | $932,072,000 | 180 |
| U.S. Government securities | $764,906,000 | 160 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $764,906,000 | 156 |
| Securities issued by states & political subdivisions | $166,847,000 | 152 |
| Other domestic debt securities | $168,000 | 2,375 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $168,000 | 1,902 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $151,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $567,228,000 | 139 |
| Mortgage-backed securities | $491,898,000 | 201 |
| Certificates of participation in pools of residential mortgages | $42,123,000 | 1,005 |
| Issued or guaranteed by U.S. | $42,123,000 | 1,004 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $318,395,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $318,395,000 | 126 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $131,380,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $131,380,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $932,072,000 | 154 |
| Total debt securities | $931,921,000 | 175 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 893 |
| Fair value | $3,665,000 | 904 |
| 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 | $959,016,000 | 178 |
| U.S. Government securities | $789,292,000 | 156 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $789,292,000 | 154 |
| Securities issued by states & political subdivisions | $169,396,000 | 148 |
| Other domestic debt securities | $167,000 | 2,445 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $167,000 | 1,951 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $161,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,347,000 | 149 |
| Mortgage-backed securities | $490,160,000 | 193 |
| Certificates of participation in pools of residential mortgages | $44,746,000 | 951 |
| Issued or guaranteed by U.S. | $44,746,000 | 950 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $335,571,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $335,571,000 | 125 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $109,843,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $109,843,000 | 60 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $959,016,000 | 151 |
| Total debt securities | $958,855,000 | 176 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 902 |
| Fair value | $3,594,000 | 915 |
| 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 | $972,078,000 | 177 |
| U.S. Government securities | $795,704,000 | 153 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $795,704,000 | 151 |
| Securities issued by states & political subdivisions | $176,038,000 | 136 |
| Other domestic debt securities | $165,000 | 2,499 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $165,000 | 1,993 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $171,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,526,000 | 146 |
| Mortgage-backed securities | $485,384,000 | 190 |
| Certificates of participation in pools of residential mortgages | $47,568,000 | 894 |
| Issued or guaranteed by U.S. | $47,568,000 | 894 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $331,985,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $331,985,000 | 125 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $105,831,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $105,831,000 | 57 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $972,078,000 | 148 |
| Total debt securities | $971,907,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,016,386,000 | 169 |
| U.S. Government securities | $830,094,000 | 147 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $830,094,000 | 144 |
| Securities issued by states & political subdivisions | $185,957,000 | 122 |
| Other domestic debt securities | $166,000 | 2,557 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $166,000 | 2,035 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $169,000 | 903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $472,570,000 | 155 |
| Mortgage-backed securities | $507,307,000 | 184 |
| Certificates of participation in pools of residential mortgages | $51,009,000 | 849 |
| Issued or guaranteed by U.S. | $51,009,000 | 849 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $357,107,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $357,107,000 | 116 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $99,191,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $99,191,000 | 54 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,016,386,000 | 141 |
| Total debt securities | $1,016,217,000 | 167 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 873 |
| Fair value | $3,567,000 | 886 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,060,125,000 | 163 |
| U.S. Government securities | $864,408,000 | 143 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $864,408,000 | 141 |
| Securities issued by states & political subdivisions | $195,410,000 | 113 |
| Other domestic debt securities | $165,000 | 2,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $165,000 | 2,079 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $142,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,358,000 | 144 |
| Mortgage-backed securities | $540,442,000 | 179 |
| Certificates of participation in pools of residential mortgages | $55,388,000 | 770 |
| Issued or guaranteed by U.S. | $55,388,000 | 769 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $385,452,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $385,452,000 | 112 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $99,602,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $99,602,000 | 55 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,060,125,000 | 138 |
| Total debt securities | $1,059,983,000 | 161 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 1,306 |
| Fair value | $1,715,000 | 1,320 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,080,216,000 | 160 |
| U.S. Government securities | $886,362,000 | 143 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $886,362,000 | 141 |
| Securities issued by states & political subdivisions | $193,529,000 | 114 |
| Other domestic debt securities | $169,000 | 2,625 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $169,000 | 2,052 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $156,000 | 937 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $445,323,000 | 160 |
| Mortgage-backed securities | $530,572,000 | 181 |
| Certificates of participation in pools of residential mortgages | $61,623,000 | 721 |
| Issued or guaranteed by U.S. | $61,623,000 | 719 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $468,949,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $468,949,000 | 89 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,080,216,000 | 138 |
| Total debt securities | $1,080,060,000 | 159 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 1,328 |
| Fair value | $1,824,000 | 1,331 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,043,247,000 | 162 |
| U.S. Government securities | $857,607,000 | 143 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $857,607,000 | 142 |
| Securities issued by states & political subdivisions | $185,336,000 | 118 |
| Other domestic debt securities | $168,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,053 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $167,000 | 2,020 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $136,000 | 918 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,746,000 | 170 |
| Mortgage-backed securities | $493,697,000 | 190 |
| Certificates of participation in pools of residential mortgages | $66,689,000 | 657 |
| Issued or guaranteed by U.S. | $66,689,000 | 655 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $427,008,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $427,007,000 | 103 |
| Privately issued | $1,000 | 1,009 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,043,247,000 | 140 |
| Total debt securities | $1,043,111,000 | 162 |
| Structured notes | ||
| Amortized cost | $4,455,000 | 809 |
| Fair value | $4,455,000 | 809 |
| 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 | $909,563,000 | 176 |
| U.S. Government securities | $760,078,000 | 155 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $760,078,000 | 154 |
| Securities issued by states & political subdivisions | $149,375,000 | 157 |
| Other domestic debt securities | $1,000 | 2,864 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,100 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $109,000 | 950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $367,716,000 | 193 |
| Mortgage-backed securities | $400,855,000 | 241 |
| Certificates of participation in pools of residential mortgages | $29,612,000 | 1,397 |
| Issued or guaranteed by U.S. | $29,612,000 | 1,396 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $371,243,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $371,242,000 | 118 |
| Privately issued | $1,000 | 1,051 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $909,563,000 | 155 |
| Total debt securities | $909,454,000 | 176 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,187 |
| Fair value | $501,000 | 2,254 |
| 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 | $948,526,000 | 174 |
| U.S. Government securities | $800,225,000 | 148 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $800,225,000 | 144 |
| Securities issued by states & political subdivisions | $148,192,000 | 149 |
| Other domestic debt securities | $1,000 | 2,866 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,150 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $108,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,487,000 | 190 |
| Mortgage-backed securities | $424,756,000 | 233 |
| Certificates of participation in pools of residential mortgages | $31,391,000 | 1,364 |
| Issued or guaranteed by U.S. | $31,391,000 | 1,363 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $393,365,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $393,364,000 | 116 |
| Privately issued | $1,000 | 1,100 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $948,526,000 | 150 |
| Total debt securities | $948,418,000 | 174 |
| Structured notes | ||
| Amortized cost | $6,498,000 | 728 |
| Fair value | $6,526,000 | 727 |
| 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 | $936,290,000 | 177 |
| U.S. Government securities | $787,250,000 | 154 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $787,250,000 | 152 |
| Securities issued by states & political subdivisions | $148,944,000 | 141 |
| Other domestic debt securities | $1,000 | 2,862 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,182 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $95,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,731,000 | 210 |
| Mortgage-backed securities | $387,031,000 | 258 |
| Certificates of participation in pools of residential mortgages | $33,036,000 | 1,281 |
| Issued or guaranteed by U.S. | $33,036,000 | 1,280 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $353,995,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $353,994,000 | 127 |
| Privately issued | $1,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $936,290,000 | 153 |
| Total debt securities | $936,195,000 | 176 |
| Structured notes | ||
| Amortized cost | $30,517,000 | 180 |
| Fair value | $30,615,000 | 176 |
| 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 | $788,124,000 | 200 |
| U.S. Government securities | $640,383,000 | 177 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $640,383,000 | 175 |
| Securities issued by states & political subdivisions | $147,668,000 | 138 |
| Other domestic debt securities | $1,000 | 2,868 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,265 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $72,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,720,000 | 187 |
| Mortgage-backed securities | $274,422,000 | 326 |
| Certificates of participation in pools of residential mortgages | $16,040,000 | 2,095 |
| Issued or guaranteed by U.S. | $16,040,000 | 2,092 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $258,382,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $258,381,000 | 146 |
| Privately issued | $1,000 | 1,197 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $788,124,000 | 172 |
| Total debt securities | $788,052,000 | 197 |
| Structured notes | ||
| Amortized cost | $33,744,000 | 147 |
| Fair value | $33,946,000 | 145 |
| 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 | $754,411,000 | 208 |
| U.S. Government securities | $603,680,000 | 187 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $603,680,000 | 183 |
| Securities issued by states & political subdivisions | $150,652,000 | 125 |
| Other domestic debt securities | $1,000 | 2,848 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,285 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $78,000 | 1,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,502,000 | 178 |
| Mortgage-backed securities | $194,858,000 | 411 |
| Certificates of participation in pools of residential mortgages | $17,377,000 | 1,928 |
| Issued or guaranteed by U.S. | $17,377,000 | 1,922 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $177,481,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $177,480,000 | 198 |
| Privately issued | $1,000 | 1,215 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $754,411,000 | 181 |
| Total debt securities | $754,333,000 | 207 |
| Structured notes | ||
| Amortized cost | $33,745,000 | 148 |
| Fair value | $34,086,000 | 146 |
| 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 | $747,430,000 | 209 |
| U.S. Government securities | $602,574,000 | 194 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $602,574,000 | 186 |
| Securities issued by states & political subdivisions | $144,767,000 | 122 |
| Other domestic debt securities | $1,000 | 2,810 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,306 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $88,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,249,000 | 159 |
| Mortgage-backed securities | $135,705,000 | 554 |
| Certificates of participation in pools of residential mortgages | $18,730,000 | 1,759 |
| Issued or guaranteed by U.S. | $18,730,000 | 1,756 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $116,975,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $116,974,000 | 263 |
| Privately issued | $1,000 | 1,244 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $747,430,000 | 183 |
| Total debt securities | $747,342,000 | 207 |
| Structured notes | ||
| Amortized cost | $46,919,000 | 114 |
| Fair value | $47,439,000 | 114 |
| 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 | $731,439,000 | 212 |
| U.S. Government securities | $586,792,000 | 198 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $586,792,000 | 190 |
| Securities issued by states & political subdivisions | $144,567,000 | 123 |
| Other domestic debt securities | $1,000 | 2,865 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,342 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $79,000 | 1,058 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,911,000 | 173 |
| Mortgage-backed securities | $79,379,000 | 835 |
| Certificates of participation in pools of residential mortgages | $20,009,000 | 1,628 |
| Issued or guaranteed by U.S. | $20,009,000 | 1,624 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $59,370,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $59,369,000 | 428 |
| Privately issued | $1,000 | 1,277 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $731,439,000 | 186 |
| Total debt securities | $731,360,000 | 208 |
| Structured notes | ||
| Amortized cost | $59,404,000 | 95 |
| Fair value | $60,051,000 | 88 |
| 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 | $683,839,000 | 215 |
| U.S. Government securities | $539,688,000 | 207 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $539,688,000 | 201 |
| Securities issued by states & political subdivisions | $144,081,000 | 118 |
| Other domestic debt securities | $1,000 | 3,046 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,398 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $69,000 | 1,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $384,655,000 | 161 |
| Mortgage-backed securities | $41,223,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $21,698,000 | 1,473 |
| Issued or guaranteed by U.S. | $21,698,000 | 1,466 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,525,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $19,524,000 | 858 |
| Privately issued | $1,000 | 1,330 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $683,839,000 | 188 |
| Total debt securities | $683,770,000 | 213 |
| Structured notes | ||
| Amortized cost | $59,949,000 | 79 |
| Fair value | $60,751,000 | 72 |
| 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 | $589,916,000 | 230 |
| U.S. Government securities | $463,365,000 | 222 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $463,365,000 | 214 |
| Securities issued by states & political subdivisions | $126,503,000 | 134 |
| Other domestic debt securities | $2,000 | 3,121 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,459 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $46,000 | 1,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $361,840,000 | 171 |
| Mortgage-backed securities | $19,389,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $1,909,000 | 4,275 |
| Issued or guaranteed by U.S. | $1,909,000 | 4,268 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,480,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $17,478,000 | 928 |
| Privately issued | $2,000 | 1,389 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $589,916,000 | 201 |
| Total debt securities | $589,870,000 | 229 |
| Structured notes | ||
| Amortized cost | $58,886,000 | 69 |
| Fair value | $59,885,000 | 66 |
| 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 | $544,932,000 | 251 |
| U.S. Government securities | $424,813,000 | 236 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $424,813,000 | 226 |
| Securities issued by states & political subdivisions | $120,058,000 | 129 |
| Other domestic debt securities | $2,000 | 3,123 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,487 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $59,000 | 1,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,827,000 | 160 |
| Mortgage-backed securities | $21,188,000 | 2,119 |
| Certificates of participation in pools of residential mortgages | $2,189,000 | 4,229 |
| Issued or guaranteed by U.S. | $2,189,000 | 4,219 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,999,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $18,997,000 | 839 |
| Privately issued | $2,000 | 1,415 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $544,932,000 | 210 |
| Total debt securities | $544,873,000 | 248 |
| Structured notes | ||
| Amortized cost | $58,884,000 | 69 |
| Fair value | $59,807,000 | 65 |
| 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 | $506,497,000 | 266 |
| U.S. Government securities | $384,043,000 | 258 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $384,043,000 | 248 |
| Securities issued by states & political subdivisions | $122,406,000 | 125 |
| Other domestic debt securities | $2,000 | 3,175 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,517 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| 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 | $46,000 | 1,261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,986,000 | 205 |
| Mortgage-backed securities | $22,600,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $2,356,000 | 4,275 |
| Issued or guaranteed by U.S. | $2,356,000 | 4,269 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,244,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $20,242,000 | 767 |
| Privately issued | $2,000 | 1,449 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $506,497,000 | 233 |
| Total debt securities | $506,452,000 | 256 |
| Structured notes | ||
| Amortized cost | $35,141,000 | 113 |
| Fair value | $35,340,000 | 113 |
| 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 | $457,262,000 | 289 |
| U.S. Government securities | $334,749,000 | 279 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $334,749,000 | 269 |
| Securities issued by states & political subdivisions | $122,481,000 | 123 |
| Other domestic debt securities | $2,000 | 3,232 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,557 |
| 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 | $30,000 | 1,353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $290,252,000 | 222 |
| Mortgage-backed securities | $23,116,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $2,594,000 | 4,276 |
| Issued or guaranteed by U.S. | $2,594,000 | 4,269 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $20,522,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $20,520,000 | 752 |
| Privately issued | $2,000 | 1,478 |
| 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) | $457,262,000 | 252 |
| Total debt securities | $457,233,000 | 282 |
| Structured notes | ||
| Amortized cost | $17,651,000 | 217 |
| Fair value | $17,715,000 | 216 |
| 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 | $432,459,000 | 315 |
| U.S. Government securities | $313,853,000 | 295 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $313,853,000 | 283 |
| Securities issued by states & political subdivisions | $118,572,000 | 134 |
| Other domestic debt securities | $2,000 | 3,326 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,612 |
| 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 | $32,000 | 1,435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,579,000 | 231 |
| Mortgage-backed securities | $24,663,000 | 2,044 |
| Certificates of participation in pools of residential mortgages | $2,935,000 | 4,248 |
| Issued or guaranteed by U.S. | $2,935,000 | 4,241 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,728,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $21,726,000 | 694 |
| Privately issued | $2,000 | 1,527 |
| 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) | $432,459,000 | 271 |
| Total debt securities | $432,427,000 | 304 |
| Structured notes | ||
| Amortized cost | $17,650,000 | 132 |
| Fair value | $17,818,000 | 130 |
| 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 | $409,178,000 | 330 |
| U.S. Government securities | $296,115,000 | 310 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $296,115,000 | 297 |
| Securities issued by states & political subdivisions | $113,040,000 | 140 |
| Other domestic debt securities | $2,000 | 3,397 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,629 |
| 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 | $21,000 | 1,491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,567,000 | 226 |
| Mortgage-backed securities | $13,303,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $3,099,000 | 4,261 |
| Issued or guaranteed by U.S. | $3,099,000 | 4,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $10,204,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $10,202,000 | 1,079 |
| Privately issued | $2,000 | 1,544 |
| 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) | $409,178,000 | 281 |
| Total debt securities | $409,159,000 | 319 |
| Structured notes | ||
| Amortized cost | $12,651,000 | 114 |
| Fair value | $12,624,000 | 112 |
| 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 | $375,090,000 | 362 |
| U.S. Government securities | $267,507,000 | 350 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $267,507,000 | 341 |
| Securities issued by states & political subdivisions | $107,569,000 | 145 |
| Other domestic debt securities | $3,000 | 3,317 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,643 |
| 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 | $11,000 | 1,581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,309,000 | 284 |
| Mortgage-backed securities | $14,618,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $3,430,000 | 4,230 |
| Issued or guaranteed by U.S. | $3,430,000 | 4,217 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,188,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $11,185,000 | 1,008 |
| Privately issued | $3,000 | 1,557 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $375,090,000 | 308 |
| Total debt securities | $375,078,000 | 349 |
| 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 | $286,109,000 | 440 |
| U.S. Government securities | $189,196,000 | 466 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $189,196,000 | 455 |
| Securities issued by states & political subdivisions | $96,894,000 | 166 |
| Other domestic debt securities | $3,000 | 3,241 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,599 |
| 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 | $16,000 | 1,523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,375,000 | 295 |
| Mortgage-backed securities | $12,119,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $3,624,000 | 4,149 |
| Issued or guaranteed by U.S. | $3,624,000 | 4,136 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,495,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $8,492,000 | 1,145 |
| Privately issued | $3,000 | 1,514 |
| 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) | $286,109,000 | 380 |
| Total debt securities | $286,091,000 | 431 |
| 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 | $289,087,000 | 433 |
| U.S. Government securities | $198,048,000 | 431 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $198,048,000 | 418 |
| Securities issued by states & political subdivisions | $91,024,000 | 172 |
| Other domestic debt securities | $3,000 | 3,203 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,574 |
| 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 | $12,000 | 1,721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,169,000 | 261 |
| Mortgage-backed securities | $1,102,000 | 5,520 |
| Certificates of participation in pools of residential mortgages | $649,000 | 5,391 |
| Issued or guaranteed by U.S. | $649,000 | 5,374 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $453,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 2,804 |
| Privately issued | $3,000 | 1,487 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $289,087,000 | 366 |
| Total debt securities | $289,075,000 | 423 |
| 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 | $294,648,000 | 433 |
| U.S. Government securities | $189,197,000 | 457 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $189,197,000 | 445 |
| Securities issued by states & political subdivisions | $93,842,000 | 167 |
| Other domestic debt securities | $4,000 | 3,159 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,545 |
| 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 | $11,605,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,602,000 | 267 |
| Mortgage-backed securities | $1,709,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $763,000 | 5,341 |
| Issued or guaranteed by U.S. | $763,000 | 5,318 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $946,000 | 2,808 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,483 |
| Privately issued | $4,000 | 1,453 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $294,648,000 | 364 |
| Total debt securities | $283,042,000 | 432 |
| 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 | $266,721,000 | 475 |
| U.S. Government securities | $161,287,000 | 531 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $161,287,000 | 522 |
| Securities issued by states & political subdivisions | $93,672,000 | 164 |
| Other domestic debt securities | $4,000 | 3,131 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,536 |
| 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 | $11,758,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,054,000 | 314 |
| Mortgage-backed securities | $2,638,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $897,000 | 5,197 |
| Issued or guaranteed by U.S. | $897,000 | 5,170 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,741,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $1,737,000 | 2,113 |
| Privately issued | $4,000 | 1,442 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $266,721,000 | 415 |
| Total debt securities | $254,962,000 | 478 |
| 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 | $282,200,000 | 446 |
| U.S. Government securities | $201,521,000 | 434 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $201,521,000 | 421 |
| Securities issued by states & political subdivisions | $78,397,000 | 198 |
| Other domestic debt securities | $4,000 | 2,974 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,439 |
| 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 | $2,278,000 | 708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,632,000 | 282 |
| Mortgage-backed securities | $3,485,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 4,908 |
| Issued or guaranteed by U.S. | $1,027,000 | 4,886 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,458,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $2,454,000 | 1,801 |
| Privately issued | $4,000 | 1,352 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $282,200,000 | 379 |
| Total debt securities | $279,922,000 | 432 |
| 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 | $258,240,000 | 482 |
| U.S. Government securities | $179,287,000 | 495 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $179,287,000 | 484 |
| Securities issued by states & political subdivisions | $75,731,000 | 208 |
| Other domestic debt securities | $4,000 | 2,940 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,407 |
| 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 | $3,218,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,362,000 | 296 |
| Mortgage-backed securities | $4,667,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $1,179,000 | 4,674 |
| Issued or guaranteed by U.S. | $1,179,000 | 4,660 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,488,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $3,484,000 | 1,524 |
| Privately issued | $4,000 | 1,320 |
| 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 | 3,749 |
| Available-for-sale securities (fair market value) | $258,240,000 | 412 |
| Total debt securities | $255,022,000 | 474 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 639 |
| Fair value | $5,009,000 | 613 |
| 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 | $272,129,000 | 456 |
| U.S. Government securities | $194,576,000 | 456 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $194,576,000 | 445 |
| Securities issued by states & political subdivisions | $73,393,000 | 212 |
| Other domestic debt securities | $5,000 | 2,897 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,366 |
| 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 | $4,155,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,506,000 | 312 |
| Mortgage-backed securities | $6,374,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $1,379,000 | 4,538 |
| Issued or guaranteed by U.S. | $1,379,000 | 4,523 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,995,000 | 1,548 |
| CMOs issued by government agencies or sponsored agencies | $4,990,000 | 1,300 |
| Privately issued | $5,000 | 1,275 |
| 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 | 3,791 |
| Available-for-sale securities (fair market value) | $272,129,000 | 390 |
| Total debt securities | $267,974,000 | 459 |
| Structured notes | ||
| Amortized cost | $4,991,000 | 658 |
| Fair value | $4,989,000 | 633 |
| 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 | $277,268,000 | 455 |
| U.S. Government securities | $203,049,000 | 447 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $203,049,000 | 434 |
| Securities issued by states & political subdivisions | $70,017,000 | 216 |
| Other domestic debt securities | $5,000 | 2,928 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,340 |
| 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 | $0 | 207 |
| Equity securities | $4,197,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,668,000 | 321 |
| Mortgage-backed securities | $8,110,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $1,581,000 | 4,423 |
| Issued or guaranteed by U.S. | $1,581,000 | 4,406 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,529,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $6,524,000 | 1,112 |
| Privately issued | $5,000 | 1,237 |
| 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 | 3,860 |
| Available-for-sale securities (fair market value) | $277,268,000 | 383 |
| Total debt securities | $273,071,000 | 450 |
| Structured notes | ||
| Amortized cost | $4,991,000 | 708 |
| Fair value | $4,989,000 | 688 |
| 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 | $212,553,000 | 594 |
| U.S. Government securities | $158,914,000 | 572 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $158,914,000 | 554 |
| Securities issued by states & political subdivisions | $49,342,000 | 348 |
| Other domestic debt securities | $5,000 | 2,974 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,329 |
| 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 | $0 | 210 |
| Equity securities | $4,292,000 | 534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,659,000 | 348 |
| Mortgage-backed securities | $8,587,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $1,398,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,398,000 | 4,507 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,189,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $7,184,000 | 1,053 |
| Privately issued | $5,000 | 1,235 |
| 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 | 3,949 |
| Available-for-sale securities (fair market value) | $212,553,000 | 494 |
| Total debt securities | $208,261,000 | 587 |
| Structured notes | ||
| Amortized cost | $10,311,000 | 347 |
| Fair value | $10,253,000 | 347 |
| 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 | $226,432,000 | 570 |
| U.S. Government securities | $171,689,000 | 550 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $171,689,000 | 534 |
| Securities issued by states & political subdivisions | $50,508,000 | 334 |
| Other domestic debt securities | $6,000 | 3,026 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,316 |
| 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 | $0 | 214 |
| Equity securities | $4,229,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,681,000 | 329 |
| Mortgage-backed securities | $10,611,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $1,965,000 | 4,209 |
| Issued or guaranteed by U.S. | $1,965,000 | 4,189 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,646,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $8,640,000 | 920 |
| Privately issued | $6,000 | 1,211 |
| 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 | 4,052 |
| Available-for-sale securities (fair market value) | $226,432,000 | 476 |
| Total debt securities | $222,203,000 | 565 |
| Structured notes | ||
| Amortized cost | $10,311,000 | 384 |
| Fair value | $10,253,000 | 384 |
| 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 | $214,783,000 | 604 |
| U.S. Government securities | $161,408,000 | 584 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $161,408,000 | 571 |
| Securities issued by states & political subdivisions | $49,197,000 | 340 |
| Other domestic debt securities | $7,000 | 3,095 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,299 |
| 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 | $0 | 223 |
| Equity securities | $4,171,000 | 536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,601,000 | 344 |
| Mortgage-backed securities | $12,063,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $2,248,000 | 4,034 |
| Issued or guaranteed by U.S. | $2,248,000 | 4,019 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,815,000 | 1,033 |
| CMOs issued by government agencies or sponsored agencies | $9,808,000 | 848 |
| Privately issued | $7,000 | 1,201 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $214,783,000 | 503 |
| Total debt securities | $210,612,000 | 597 |
| Structured notes | ||
| Amortized cost | $14,308,000 | 289 |
| Fair value | $14,053,000 | 283 |
| 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 | $208,735,000 | 634 |
| U.S. Government securities | $154,198,000 | 619 |
| U.S. Treasury securities | $301,000 | 1,507 |
| U.S. Government agency obligations | $153,897,000 | 604 |
| Securities issued by states & political subdivisions | $50,179,000 | 332 |
| Other domestic debt securities | $7,000 | 3,166 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,282 |
| 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 | $0 | 226 |
| Equity securities | $4,351,000 | 526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,406,000 | 360 |
| Mortgage-backed securities | $16,564,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $3,717,000 | 3,447 |
| Issued or guaranteed by U.S. | $3,717,000 | 3,433 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,847,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $12,840,000 | 731 |
| Privately issued | $7,000 | 1,189 |
| 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 | 4,162 |
| Available-for-sale securities (fair market value) | $208,735,000 | 524 |
| Total debt securities | $204,384,000 | 625 |
| Structured notes | ||
| Amortized cost | $14,306,000 | 302 |
| Fair value | $14,108,000 | 297 |
| 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 | $201,940,000 | 644 |
| U.S. Government securities | $143,061,000 | 667 |
| U.S. Treasury securities | $303,000 | 1,522 |
| U.S. Government agency obligations | $142,758,000 | 645 |
| Securities issued by states & political subdivisions | $53,276,000 | 302 |
| Other domestic debt securities | $1,513,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,498,000 | 1,362 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,090,000 | 557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,514,000 | 342 |
| Mortgage-backed securities | $19,953,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | $4,239,000 | 3,307 |
| Issued or guaranteed by U.S. | $4,232,000 | 3,297 |
| Privately issued | $7,000 | 211 |
| Collaterized mortgage obligations | $15,714,000 | 791 |
| CMOs issued by government agencies or sponsored agencies | $15,706,000 | 637 |
| Privately issued | $8,000 | 1,167 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $201,940,000 | 537 |
| Total debt securities | $197,850,000 | 643 |
| Structured notes | ||
| Amortized cost | $17,806,000 | 220 |
| Fair value | $17,547,000 | 218 |
| 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 | $201,500,000 | 639 |
| U.S. Government securities | $139,370,000 | 670 |
| U.S. Treasury securities | $305,000 | 1,556 |
| U.S. Government agency obligations | $139,065,000 | 650 |
| Securities issued by states & political subdivisions | $56,532,000 | 280 |
| Other domestic debt securities | $1,509,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,494,000 | 1,421 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,089,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,275,000 | 330 |
| Mortgage-backed securities | $21,734,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $4,869,000 | 3,177 |
| Issued or guaranteed by U.S. | $4,862,000 | 3,165 |
| Privately issued | $7,000 | 216 |
| Collaterized mortgage obligations | $16,865,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $16,857,000 | 617 |
| Privately issued | $8,000 | 1,149 |
| 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 | 4,298 |
| Available-for-sale securities (fair market value) | $201,500,000 | 533 |
| Total debt securities | $197,411,000 | 634 |
| Structured notes | ||
| Amortized cost | $17,806,000 | 213 |
| Fair value | $17,572,000 | 216 |
| 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 | $212,862,000 | 608 |
| U.S. Government securities | $149,049,000 | 635 |
| U.S. Treasury securities | $610,000 | 1,375 |
| U.S. Government agency obligations | $148,439,000 | 615 |
| Securities issued by states & political subdivisions | $58,175,000 | 267 |
| Other domestic debt securities | $1,509,000 | 1,901 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,493,000 | 1,495 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,129,000 | 580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,060,000 | 327 |
| Mortgage-backed securities | $23,616,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $5,554,000 | 3,071 |
| Issued or guaranteed by U.S. | $5,547,000 | 3,058 |
| Privately issued | $7,000 | 218 |
| Collaterized mortgage obligations | $18,062,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $18,053,000 | 617 |
| Privately issued | $9,000 | 1,112 |
| 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 | 4,351 |
| Available-for-sale securities (fair market value) | $212,862,000 | 505 |
| Total debt securities | $208,733,000 | 601 |
| Structured notes | ||
| Amortized cost | $18,807,000 | 200 |
| Fair value | $18,673,000 | 200 |
| 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 | $219,469,000 | 606 |
| U.S. Government securities | $152,740,000 | 636 |
| U.S. Treasury securities | $916,000 | 1,414 |
| U.S. Government agency obligations | $151,824,000 | 613 |
| Securities issued by states & political subdivisions | $60,558,000 | 245 |
| Other domestic debt securities | $2,011,000 | 1,732 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,994,000 | 1,366 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,160,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,821,000 | 334 |
| Mortgage-backed securities | $25,253,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $6,308,000 | 2,965 |
| Issued or guaranteed by U.S. | $6,301,000 | 2,954 |
| Privately issued | $7,000 | 201 |
| Collaterized mortgage obligations | $18,945,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $18,935,000 | 616 |
| Privately issued | $10,000 | 1,109 |
| 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 | 4,419 |
| Available-for-sale securities (fair market value) | $219,469,000 | 500 |
| Total debt securities | $215,309,000 | 596 |
| Structured notes | ||
| Amortized cost | $17,663,000 | 218 |
| Fair value | $17,285,000 | 219 |
| 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 | $236,717,000 | 579 |
| U.S. Government securities | $166,548,000 | 616 |
| U.S. Treasury securities | $928,000 | 1,432 |
| U.S. Government agency obligations | $165,620,000 | 596 |
| Securities issued by states & political subdivisions | $63,918,000 | 231 |
| Other domestic debt securities | $2,027,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,008,000 | 1,422 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $4,224,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,521,000 | 338 |
| Mortgage-backed securities | $27,760,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $7,162,000 | 2,821 |
| Issued or guaranteed by U.S. | $7,154,000 | 2,814 |
| Privately issued | $8,000 | 196 |
| Collaterized mortgage obligations | $20,598,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $20,587,000 | 604 |
| Privately issued | $11,000 | 1,101 |
| 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 | 4,483 |
| Available-for-sale securities (fair market value) | $236,717,000 | 487 |
| Total debt securities | $232,493,000 | 572 |
| Structured notes | ||
| Amortized cost | $17,624,000 | 217 |
| Fair value | $17,496,000 | 216 |
| 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 | $245,398,000 | 563 |
| U.S. Government securities | $174,364,000 | 592 |
| U.S. Treasury securities | $941,000 | 1,421 |
| U.S. Government agency obligations | $173,423,000 | 568 |
| Securities issued by states & political subdivisions | $64,734,000 | 230 |
| Other domestic debt securities | $2,045,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,024,000 | 1,468 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,255,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,732,000 | 322 |
| Mortgage-backed securities | $30,857,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $7,954,000 | 2,698 |
| Issued or guaranteed by U.S. | $7,946,000 | 2,690 |
| Privately issued | $8,000 | 215 |
| Collaterized mortgage obligations | $22,903,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $22,890,000 | 563 |
| Privately issued | $13,000 | 1,057 |
| 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 | 4,541 |
| Available-for-sale securities (fair market value) | $245,398,000 | 472 |
| Total debt securities | $241,143,000 | 551 |
| Structured notes | ||
| Amortized cost | $17,926,000 | 223 |
| Fair value | $17,879,000 | 223 |
| 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 | $254,781,000 | 552 |
| U.S. Government securities | $182,349,000 | 585 |
| U.S. Treasury securities | $948,000 | 1,499 |
| U.S. Government agency obligations | $181,401,000 | 563 |
| Securities issued by states & political subdivisions | $65,902,000 | 214 |
| Other domestic debt securities | $2,246,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,224,000 | 1,445 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $4,284,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,002,000 | 326 |
| Mortgage-backed securities | $33,098,000 | 1,396 |
| Certificates of participation in pools of residential mortgages | $9,035,000 | 2,531 |
| Issued or guaranteed by U.S. | $9,027,000 | 2,524 |
| Privately issued | $8,000 | 213 |
| Collaterized mortgage obligations | $24,063,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $24,049,000 | 549 |
| Privately issued | $14,000 | 1,056 |
| 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) | $37,000 | 4,419 |
| Available-for-sale securities (fair market value) | $254,744,000 | 470 |
| Total debt securities | $250,497,000 | 539 |
| 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 | $254,237,000 | 560 |
| U.S. Government securities | $181,968,000 | 593 |
| U.S. Treasury securities | $972,000 | 1,468 |
| U.S. Government agency obligations | $180,996,000 | 572 |
| Securities issued by states & political subdivisions | $64,256,000 | 227 |
| Other domestic debt securities | $3,797,000 | 1,468 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,773,000 | 1,136 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $4,216,000 | 702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,093,000 | 356 |
| Mortgage-backed securities | $36,820,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $10,499,000 | 2,340 |
| Issued or guaranteed by U.S. | $10,490,000 | 2,330 |
| Privately issued | $9,000 | 222 |
| Collaterized mortgage obligations | $26,321,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $26,306,000 | 541 |
| Privately issued | $15,000 | 1,106 |
| 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) | $37,000 | 4,454 |
| Available-for-sale securities (fair market value) | $254,200,000 | 487 |
| Total debt securities | $250,021,000 | 547 |
| 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 | $263,192,000 | 556 |
| U.S. Government securities | $183,708,000 | 599 |
| U.S. Treasury securities | $979,000 | 1,567 |
| U.S. Government agency obligations | $182,729,000 | 583 |
| Securities issued by states & political subdivisions | $65,763,000 | 218 |
| Other domestic debt securities | $9,370,000 | 887 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,047 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,343,000 | 682 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $4,351,000 | 686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,665,000 | 374 |
| Mortgage-backed securities | $38,195,000 | 1,328 |
| Certificates of participation in pools of residential mortgages | $11,730,000 | 2,216 |
| Issued or guaranteed by U.S. | $11,720,000 | 2,203 |
| Privately issued | $10,000 | 237 |
| Collaterized mortgage obligations | $26,465,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $26,448,000 | 583 |
| Privately issued | $17,000 | 929 |
| 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) | $37,000 | 4,518 |
| Available-for-sale securities (fair market value) | $263,155,000 | 486 |
| Total debt securities | $258,841,000 | 548 |
| 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 | $229,630,000 | 617 |
| U.S. Government securities | $149,031,000 | 687 |
| U.S. Treasury securities | $991,000 | 1,611 |
| U.S. Government agency obligations | $148,040,000 | 667 |
| Securities issued by states & political subdivisions | $63,644,000 | 224 |
| Other domestic debt securities | $12,496,000 | 766 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,467,000 | 580 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $4,459,000 | 730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,141,000 | 355 |
| Mortgage-backed securities | $27,353,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $13,239,000 | 2,032 |
| Issued or guaranteed by U.S. | $13,228,000 | 2,025 |
| Privately issued | $11,000 | 243 |
| Collaterized mortgage obligations | $14,114,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $14,096,000 | 882 |
| Privately issued | $18,000 | 1,001 |
| 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) | $37,000 | 4,552 |
| Available-for-sale securities (fair market value) | $229,593,000 | 537 |
| Total debt securities | $225,171,000 | 608 |
| 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 | $226,538,000 | 610 |
| U.S. Government securities | $149,588,000 | 674 |
| U.S. Treasury securities | $1,206,000 | 1,380 |
| U.S. Government agency obligations | $148,382,000 | 655 |
| Securities issued by states & political subdivisions | $59,868,000 | 246 |
| Other domestic debt securities | $12,652,000 | 792 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,620,000 | 594 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,430,000 | 755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,549,000 | 341 |
| Mortgage-backed securities | $44,757,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $16,013,000 | 1,768 |
| Issued or guaranteed by U.S. | $16,001,000 | 1,757 |
| Privately issued | $12,000 | 240 |
| Collaterized mortgage obligations | $28,744,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $28,724,000 | 596 |
| Privately issued | $20,000 | 1,060 |
| 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) | $70,000 | 4,511 |
| Available-for-sale securities (fair market value) | $226,468,000 | 523 |
| Total debt securities | $222,108,000 | 600 |
| 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 | $243,528,000 | 570 |
| U.S. Government securities | $169,296,000 | 612 |
| U.S. Treasury securities | $1,104,000 | 1,420 |
| U.S. Government agency obligations | $168,192,000 | 593 |
| Securities issued by states & political subdivisions | $57,129,000 | 246 |
| Other domestic debt securities | $12,703,000 | 798 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,667,000 | 584 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,400,000 | 756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,241,000 | 352 |
| Mortgage-backed securities | $62,763,000 | 888 |
| Certificates of participation in pools of residential mortgages | $19,037,000 | 1,541 |
| Issued or guaranteed by U.S. | $19,023,000 | 1,536 |
| Privately issued | $14,000 | 240 |
| Collaterized mortgage obligations | $43,726,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $43,704,000 | 465 |
| Privately issued | $22,000 | 1,087 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,012,000 | 1,201 |
| Available-for-sale securities (fair market value) | $229,516,000 | 514 |
| Total debt securities | $239,128,000 | 558 |
| 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 | $247,268,000 | 540 |
| U.S. Government securities | $176,204,000 | 564 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $176,204,000 | 547 |
| Securities issued by states & political subdivisions | $53,599,000 | 261 |
| Other domestic debt securities | $12,998,000 | 788 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,961,000 | 592 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,467,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,298,000 | 322 |
| Mortgage-backed securities | $75,372,000 | 765 |
| Certificates of participation in pools of residential mortgages | $21,707,000 | 1,374 |
| Issued or guaranteed by U.S. | $21,693,000 | 1,369 |
| Privately issued | $14,000 | 235 |
| Collaterized mortgage obligations | $53,665,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $53,642,000 | 391 |
| Privately issued | $23,000 | 1,111 |
| 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) | $70,000 | 4,650 |
| Available-for-sale securities (fair market value) | $247,198,000 | 457 |
| Total debt securities | $242,801,000 | 529 |
| 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 | $179,484,000 | 662 |
| U.S. Government securities | $123,653,000 | 693 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $123,653,000 | 660 |
| Securities issued by states & political subdivisions | $34,499,000 | 428 |
| Other domestic debt securities | $17,504,000 | 655 |
| Privately issued residential mortgage-backed securities | $56,000 | 1,280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,448,000 | 470 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,828,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,993,000 | 438 |
| Mortgage-backed securities | $98,325,000 | 575 |
| Certificates of participation in pools of residential mortgages | $21,859,000 | 1,210 |
| Issued or guaranteed by U.S. | $21,834,000 | 1,203 |
| Privately issued | $25,000 | 241 |
| Collaterized mortgage obligations | $76,466,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $76,435,000 | 310 |
| Privately issued | $31,000 | 1,182 |
| 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) | $101,000 | 4,814 |
| Available-for-sale securities (fair market value) | $179,383,000 | 561 |
| Total debt securities | $175,656,000 | 648 |
| 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 | $216,570,000 | 548 |
| U.S. Government securities | $152,254,000 | 558 |
| U.S. Treasury securities | $8,885,000 | 709 |
| U.S. Government agency obligations | $143,369,000 | 552 |
| Securities issued by states & political subdivisions | $36,410,000 | 388 |
| Other domestic debt securities | $17,427,000 | 581 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,342,000 | 457 |
| Foreign debt securities | $25,000 | 277 |
| Equity securities | $10,454,000 | 494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,180,000 | 411 |
| Mortgage-backed securities | $111,885,000 | 453 |
| Certificates of participation in pools of residential mortgages | $29,642,000 | 813 |
| Issued or guaranteed by U.S. | $29,602,000 | 806 |
| Privately issued | $40,000 | 275 |
| Collaterized mortgage obligations | $82,243,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $82,198,000 | 242 |
| Privately issued | $45,000 | 1,086 |
| 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) | $129,000 | 5,404 |
| Available-for-sale securities (fair market value) | $216,441,000 | 436 |
| Total debt securities | $206,116,000 | 555 |
| 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 | $43,542,000 | 2,595 |
| U.S. Government securities | $35,893,000 | 2,323 |
| U.S. Treasury securities | $7,805,000 | 1,090 |
| U.S. Government agency obligations | $28,088,000 | 2,612 |
| Securities issued by states & political subdivisions | $5,399,000 | 2,783 |
| Other domestic debt securities | $211,000 | 3,300 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $193,000 | 2,882 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,039,000 | 1,512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,885,000 | 1,442 |
| Mortgage-backed securities | $20,642,000 | 1,579 |
| Certificates of participation in pools of residential mortgages | $4,498,000 | 2,961 |
| Issued or guaranteed by U.S. | $4,498,000 | 2,949 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $16,144,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $16,126,000 | 750 |
| Privately issued | $18,000 | 1,255 |
| 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 | 6,120 |
| Available-for-sale securities (fair market value) | $43,542,000 | 1,998 |
| Total debt securities | $41,503,000 | 2,631 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $24,021,000 | 4,274 |
| U.S. Government securities | $20,625,000 | 3,815 |
| U.S. Treasury securities | $8,614,000 | 1,492 |
| U.S. Government agency obligations | $12,011,000 | 4,741 |
| Securities issued by states & political subdivisions | $1,771,000 | 4,929 |
| Other domestic debt securities | $200,000 | 3,228 |
| 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 | $200,000 | 2,705 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,425,000 | 1,880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,362,000 | 1,726 |
| Mortgage-backed securities | $7,463,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $1,403,000 | 4,858 |
| Issued or guaranteed by U.S. | $1,403,000 | 4,840 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,060,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $6,060,000 | 1,495 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $24,021,000 | 3,326 |
| Total debt securities | $22,596,000 | 4,341 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $25,558,000 | 4,138 |
| U.S. Government securities | $19,457,000 | 4,183 |
| U.S. Treasury securities | $11,756,000 | 1,596 |
| U.S. Government agency obligations | $7,701,000 | 6,082 |
| Securities issued by states & political subdivisions | $1,999,000 | 4,618 |
| Other domestic debt securities | $1,019,000 | 1,804 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,463 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $3,083,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,802,000 | 1,608 |
| Mortgage-backed securities | $7,216,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $2,008,000 | 4,377 |
| Issued or guaranteed by U.S. | $2,008,000 | 4,363 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $5,208,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $5,189,000 | 1,597 |
| Privately issued | $19,000 | 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $25,558,000 | 3,005 |
| Total debt securities | $22,475,000 | 4,425 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $28,931,000 | 4,013 |
| U.S. Government securities | $20,994,000 | 4,317 |
| U.S. Treasury securities | $11,566,000 | 1,968 |
| U.S. Government agency obligations | $9,428,000 | 5,708 |
| Securities issued by states & political subdivisions | $3,452,000 | 3,609 |
| Other domestic debt securities | $1,591,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,727 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,537,000 | 1,264 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,894,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,093,000 | 1,547 |
| Mortgage-backed securities | $8,465,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $2,471,000 | 4,419 |
| Issued or guaranteed by U.S. | $2,471,000 | 4,396 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,994,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $5,940,000 | 1,641 |
| Privately issued | $54,000 | 1,445 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $28,931,000 | 2,822 |
| Total debt securities | $26,037,000 | 4,273 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $30,558,000 | 4,009 |
| U.S. Government securities | $22,087,000 | 4,300 |
| U.S. Treasury securities | $11,950,000 | 2,307 |
| U.S. Government agency obligations | $10,137,000 | 5,427 |
| Securities issued by states & political subdivisions | $5,068,000 | 2,773 |
| Other domestic debt securities | $2,720,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $417,000 | 1,263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,303,000 | 1,277 |
| Foreign debt securities | NA | NA |
| Equity securities | $683,000 | 2,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,759,000 | 1,897 |
| Mortgage-backed securities | $9,516,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $3,102,000 | 4,111 |
| Issued or guaranteed by U.S. | $3,073,000 | 4,101 |
| Privately issued | $29,000 | 505 |
| Collaterized mortgage obligations | $6,414,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $6,026,000 | 1,848 |
| Privately issued | $388,000 | 1,040 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $30,558,000 | 2,772 |
| Total debt securities | $29,875,000 | 3,981 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $30,686,000 | 4,194 |
| U.S. Government securities | $20,268,000 | 4,874 |
| U.S. Treasury securities | $10,021,000 | 3,385 |
| U.S. Government agency obligations | $10,247,000 | 5,285 |
| Securities issued by states & political subdivisions | $6,882,000 | 2,224 |
| Other domestic debt securities | $2,865,000 | 1,655 |
| Privately issued residential mortgage-backed securities | $509,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,356,000 | 1,446 |
| Foreign debt securities | NA | NA |
| Equity securities | $671,000 | 2,605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,126,000 | 2,058 |
| Mortgage-backed securities | $9,716,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $3,694,000 | 3,949 |
| Issued or guaranteed by U.S. | $3,657,000 | 3,948 |
| Privately issued | $37,000 | 503 |
| Collaterized mortgage obligations | $6,022,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $5,550,000 | 2,054 |
| Privately issued | $472,000 | 1,080 |
| 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) | $23,993,000 | 2,970 |
| Available-for-sale securities (fair market value) | $6,693,000 | 6,029 |
| Total debt securities | $30,015,000 | 4,171 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $33,591,000 | 4,066 |
| U.S. Government securities | $21,776,000 | 4,772 |
| U.S. Treasury securities | $8,838,000 | 3,883 |
| U.S. Government agency obligations | $12,938,000 | 4,649 |
| Securities issued by states & political subdivisions | $7,479,000 | 2,085 |
| Other domestic debt securities | $3,682,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $748,000 | 1,403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,934,000 | 1,453 |
| Foreign debt securities | NA | NA |
| Equity securities | $654,000 | 2,641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,110,000 | 2,185 |
| Mortgage-backed securities | $12,133,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $4,381,000 | 4,065 |
| Issued or guaranteed by U.S. | $4,311,000 | 4,068 |
| Privately issued | $70,000 | 614 |
| Collaterized mortgage obligations | $7,752,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $7,074,000 | 1,984 |
| Privately issued | $678,000 | 1,162 |
| 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 | $32,937,000 | 4,043 |
| 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 | $35,351,000 | 3,856 |
| U.S. Government securities | $23,640,000 | 4,431 |
| U.S. Treasury securities | $7,124,000 | 4,529 |
| U.S. Government agency obligations | $16,516,000 | 3,817 |
| Securities issued by states & political subdivisions | $7,445,000 | 1,873 |
| Other domestic debt securities | $3,890,000 | 1,998 |
| Privately issued residential mortgage-backed securities | $2,398,000 | 1,081 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,492,000 | 2,427 |
| Foreign debt securities | NA | NA |
| Equity securities | $376,000 | 3,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,259,000 | 1,682 |
| Mortgage-backed securities | $17,414,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $3,389,000 | 4,871 |
| Issued or guaranteed by U.S. | $2,760,000 | 5,314 |
| Privately issued | $629,000 | 471 |
| Collaterized mortgage obligations | $14,025,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $12,256,000 | 1,288 |
| Privately issued | $1,769,000 | 1,003 |
| 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 | $34,975,000 | 3,809 |
| 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 |