Home > Rockland Trust Company > Securities
Rockland Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,925,873,000 | 114 |
| U.S. Government securities | $2,866,179,000 | 86 |
| U.S. Treasury securities | $869,814,000 | 55 |
| U.S. Government agency obligations | $1,996,365,000 | 97 |
| Securities issued by states & political subdivisions | $190,000 | 3,732 |
| Other domestic debt securities | $36,994,000 | 499 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $55,000 | 540 |
| Structured financial products - Total | $35,439,000 | 147 |
| Other domestic debt securities - All other | $1,500,000 | 1,441 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,715,290,000 | 103 |
| Mortgage-backed securities | $1,759,706,000 | 102 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $416,882,000 | 176 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $447,110,000 | 100 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $866,539,000 | 27 |
| Other commercial mortgage-backed securities | $29,175,000 | 258 |
| Held to maturity securities (book value) | $1,569,107,000 | 66 |
| Available-for-sale securities (fair market value) | $1,334,256,000 | 158 |
| Total debt securities | $2,903,363,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $106,623,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $101,734,000 | 38 |
| 2023-09-30 | Rank | |
| Total securities | $2,969,498,000 | 112 |
| U.S. Government securities | $2,910,851,000 | 87 |
| U.S. Treasury securities | $899,580,000 | 54 |
| U.S. Government agency obligations | $2,011,271,000 | 94 |
| Securities issued by states & political subdivisions | $184,000 | 3,779 |
| Other domestic debt securities | $36,988,000 | 480 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $55,000 | 523 |
| Structured financial products - Total | $35,433,000 | 140 |
| Other domestic debt securities - All other | $1,500,000 | 1,435 |
| 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 | $1,760,249,000 | 103 |
| Mortgage-backed securities | $1,781,801,000 | 102 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $423,855,000 | 171 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $459,926,000 | 94 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $868,677,000 | 28 |
| Other commercial mortgage-backed securities | $29,343,000 | 265 |
| Held to maturity securities (book value) | $1,594,279,000 | 65 |
| Available-for-sale securities (fair market value) | $1,353,744,000 | 160 |
| Total debt securities | $2,948,023,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $153,183,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $148,773,000 | 42 |
| 2023-06-30 | Rank | |
| Total securities | $3,018,595,000 | 113 |
| U.S. Government securities | $2,959,664,000 | 89 |
| U.S. Treasury securities | $898,534,000 | 55 |
| U.S. Government agency obligations | $2,061,130,000 | 103 |
| Securities issued by states & political subdivisions | $190,000 | 3,811 |
| Other domestic debt securities | $36,941,000 | 478 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $55,000 | 525 |
| Structured financial products - Total | $35,386,000 | 132 |
| Other domestic debt securities - All other | $1,500,000 | 1,440 |
| 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 | $1,840,354,000 | 97 |
| Mortgage-backed securities | $1,828,244,000 | 98 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $446,505,000 | 166 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $478,508,000 | 89 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $873,724,000 | 28 |
| Other commercial mortgage-backed securities | $29,507,000 | 265 |
| Held to maturity securities (book value) | $1,623,892,000 | 63 |
| Available-for-sale securities (fair market value) | $1,372,903,000 | 160 |
| Total debt securities | $2,996,795,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $128,627,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $124,093,000 | 38 |
| 2023-03-31 | Rank | |
| Total securities | $3,105,481,000 | 116 |
| U.S. Government securities | $3,046,851,000 | 92 |
| U.S. Treasury securities | $905,341,000 | 53 |
| U.S. Government agency obligations | $2,141,510,000 | 98 |
| Securities issued by states & political subdivisions | $195,000 | 3,860 |
| Other domestic debt securities | $36,932,000 | 507 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,000 | 530 |
| Structured financial products - Total | $35,374,000 | 135 |
| Other domestic debt securities - All other | $1,500,000 | 1,483 |
| 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 | $946,685,000 | 143 |
| Mortgage-backed securities | $1,905,672,000 | 103 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $465,130,000 | 169 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $495,509,000 | 91 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $915,364,000 | 29 |
| Other commercial mortgage-backed securities | $29,669,000 | 277 |
| Held to maturity securities (book value) | $1,678,376,000 | 65 |
| Available-for-sale securities (fair market value) | $1,405,602,000 | 174 |
| Total debt securities | $3,083,978,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $108,553,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $104,017,000 | 40 |
| 2022-12-31 | Rank | |
| Total securities | $3,125,393,000 | 120 |
| U.S. Government securities | $3,067,187,000 | 97 |
| U.S. Treasury securities | $891,975,000 | 60 |
| U.S. Government agency obligations | $2,175,212,000 | 100 |
| Securities issued by states & political subdivisions | $191,000 | 3,899 |
| Other domestic debt securities | $36,896,000 | 528 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $60,000 | 535 |
| Structured financial products - Total | $35,336,000 | 136 |
| Other domestic debt securities - All other | $1,500,000 | 1,501 |
| 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 | $959,848,000 | 116 |
| Mortgage-backed securities | $1,941,653,000 | 109 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $478,764,000 | 172 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $510,676,000 | 94 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $922,377,000 | 29 |
| Other commercial mortgage-backed securities | $29,836,000 | 273 |
| Held to maturity securities (book value) | $1,705,120,000 | 68 |
| Available-for-sale securities (fair market value) | $1,399,154,000 | 179 |
| Total debt securities | $3,104,274,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $131,612,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $127,652,000 | 41 |
| 2022-09-30 | Rank | |
| Total securities | $3,143,585,000 | 122 |
| U.S. Government securities | $3,085,636,000 | 99 |
| U.S. Treasury securities | $885,073,000 | 60 |
| U.S. Government agency obligations | $2,200,563,000 | 102 |
| Securities issued by states & political subdivisions | $187,000 | 3,945 |
| Other domestic debt securities | $37,323,000 | 495 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,000 | 523 |
| Structured financial products - Total | $35,272,000 | 119 |
| Other domestic debt securities - All other | $1,989,000 | 1,412 |
| 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 | $963,941,000 | 116 |
| Mortgage-backed securities | $1,968,926,000 | 110 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $474,862,000 | 176 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $530,512,000 | 95 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $933,553,000 | 30 |
| Other commercial mortgage-backed securities | $29,999,000 | 297 |
| Held to maturity securities (book value) | $1,697,635,000 | 69 |
| Available-for-sale securities (fair market value) | $1,425,511,000 | 176 |
| Total debt securities | $3,123,146,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $147,684,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $144,060,000 | 45 |
| 2022-06-30 | Rank | |
| Total securities | $2,931,319,000 | 127 |
| U.S. Government securities | $2,906,908,000 | 99 |
| U.S. Treasury securities | $909,693,000 | 59 |
| U.S. Government agency obligations | $1,997,215,000 | 119 |
| Securities issued by states & political subdivisions | $197,000 | 3,984 |
| Other domestic debt securities | $3,033,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $66,000 | 523 |
| Structured financial products - Total | $999,000 | 135 |
| Other domestic debt securities - All other | $1,968,000 | 1,412 |
| 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 | $876,447,000 | 127 |
| Mortgage-backed securities | $1,755,632,000 | 125 |
| Certificates of participation in pools of residential mortgages | $401,764,000 | 204 |
| Issued or guaranteed by U.S. | $401,764,000 | 204 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $557,261,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $557,261,000 | 97 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $796,607,000 | 75 |
| Commercial mortgage pass-through securities | $732,208,000 | 35 |
| Other commercial mortgage-backed securities | $64,399,000 | 210 |
| Held to maturity securities (book value) | $1,408,189,000 | 72 |
| Available-for-sale securities (fair market value) | $1,501,949,000 | 175 |
| Total debt securities | $2,910,138,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $86,138,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $82,407,000 | 45 |
| 2022-03-31 | Rank | |
| Total securities | $2,857,783,000 | 134 |
| U.S. Government securities | $2,831,915,000 | 101 |
| U.S. Treasury securities | $922,909,000 | 60 |
| U.S. Government agency obligations | $1,909,006,000 | 126 |
| Securities issued by states & political subdivisions | $200,000 | 3,997 |
| Other domestic debt securities | $3,057,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $69,000 | 530 |
| Structured financial products - Total | $999,000 | 136 |
| Other domestic debt securities - All other | $1,989,000 | 1,391 |
| 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 | $778,670,000 | 139 |
| Mortgage-backed securities | $1,660,516,000 | 130 |
| Certificates of participation in pools of residential mortgages | $428,162,000 | 201 |
| Issued or guaranteed by U.S. | $428,162,000 | 201 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $591,751,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $591,751,000 | 95 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $640,603,000 | 84 |
| Commercial mortgage pass-through securities | $606,388,000 | 40 |
| Other commercial mortgage-backed securities | $34,215,000 | 302 |
| Held to maturity securities (book value) | $1,282,441,000 | 68 |
| Available-for-sale securities (fair market value) | $1,552,731,000 | 174 |
| Total debt securities | $2,835,172,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $60,380,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $56,352,000 | 48 |
| 2021-12-31 | Rank | |
| Total securities | $2,661,139,000 | 141 |
| U.S. Government securities | $2,634,698,000 | 112 |
| U.S. Treasury securities | $964,008,000 | 51 |
| U.S. Government agency obligations | $1,670,690,000 | 136 |
| Securities issued by states & political subdivisions | $203,000 | 4,024 |
| Other domestic debt securities | $3,065,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $75,000 | 534 |
| Structured financial products - Total | $999,000 | 135 |
| Other domestic debt securities - All other | $1,991,000 | 1,336 |
| 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 | $740,616,000 | 144 |
| Mortgage-backed securities | $1,422,221,000 | 141 |
| Certificates of participation in pools of residential mortgages | $357,991,000 | 225 |
| Issued or guaranteed by U.S. | $357,991,000 | 225 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $485,541,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $485,541,000 | 106 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $578,689,000 | 96 |
| Commercial mortgage pass-through securities | $578,689,000 | 41 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,066,818,000 | 71 |
| Available-for-sale securities (fair market value) | $1,571,148,000 | 178 |
| Total debt securities | $2,637,966,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $78,593,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,871,000 | 32 |
| 2021-09-30 | Rank | |
| Total securities | $2,315,253,000 | 151 |
| U.S. Government securities | $2,289,092,000 | 122 |
| U.S. Treasury securities | $773,009,000 | 50 |
| U.S. Government agency obligations | $1,516,083,000 | 141 |
| Securities issued by states & political subdivisions | $288,000 | 4,049 |
| Other domestic debt securities | $3,079,000 | 1,417 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $77,000 | 540 |
| Structured financial products - Total | $1,010,000 | 131 |
| Other domestic debt securities - All other | $1,992,000 | 1,274 |
| 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 | $678,353,000 | 147 |
| Mortgage-backed securities | $1,265,316,000 | 146 |
| Certificates of participation in pools of residential mortgages | $390,431,000 | 210 |
| Issued or guaranteed by U.S. | $390,431,000 | 209 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $530,068,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $530,068,000 | 99 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $344,817,000 | 124 |
| Commercial mortgage pass-through securities | $344,817,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $865,249,000 | 72 |
| Available-for-sale securities (fair market value) | $1,427,210,000 | 182 |
| Total debt securities | $2,292,459,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $85,587,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $82,078,000 | 33 |
| 2021-06-30 | Rank | |
| Total securities | $1,679,312,000 | 177 |
| U.S. Government securities | $1,652,651,000 | 143 |
| U.S. Treasury securities | $135,361,000 | 100 |
| U.S. Government agency obligations | $1,517,290,000 | 135 |
| Securities issued by states & political subdivisions | $555,000 | 3,982 |
| Other domestic debt securities | $3,131,000 | 1,376 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $80,000 | 551 |
| Structured financial products - Total | $1,061,000 | 121 |
| Other domestic debt securities - All other | $1,990,000 | 1,210 |
| 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 | $447,399,000 | 199 |
| Mortgage-backed securities | $1,289,394,000 | 145 |
| Certificates of participation in pools of residential mortgages | $427,469,000 | 195 |
| Issued or guaranteed by U.S. | $427,469,000 | 194 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $507,844,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $507,844,000 | 101 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $354,081,000 | 118 |
| Commercial mortgage pass-through securities | $354,081,000 | 49 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $861,821,000 | 68 |
| Available-for-sale securities (fair market value) | $794,516,000 | 264 |
| Total debt securities | $1,656,337,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $91,090,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $87,648,000 | 31 |
| 2021-03-31 | Rank | |
| Total securities | $1,428,161,000 | 182 |
| U.S. Government securities | $1,402,054,000 | 146 |
| U.S. Treasury securities | $4,014,000 | 905 |
| U.S. Government agency obligations | $1,398,040,000 | 136 |
| Securities issued by states & political subdivisions | $555,000 | 3,999 |
| Other domestic debt securities | $3,133,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $81,000 | 556 |
| Structured financial products - Total | $1,064,000 | 115 |
| Other domestic debt securities - All other | $1,988,000 | 1,142 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $420,163,000 | 200 |
| Mortgage-backed securities | $1,229,984,000 | 141 |
| Certificates of participation in pools of residential mortgages | $437,649,000 | 175 |
| Issued or guaranteed by U.S. | $437,649,000 | 174 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $459,339,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $459,339,000 | 104 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $332,996,000 | 116 |
| Commercial mortgage pass-through securities | $332,996,000 | 45 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $805,529,000 | 67 |
| Available-for-sale securities (fair market value) | $600,213,000 | 307 |
| Total debt securities | $1,405,742,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $92,850,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $89,566,000 | 37 |
| 2020-12-31 | Rank | |
| Total securities | $1,159,479,000 | 207 |
| U.S. Government securities | $1,133,437,000 | 163 |
| U.S. Treasury securities | $4,017,000 | 651 |
| U.S. Government agency obligations | $1,129,420,000 | 155 |
| Securities issued by states & political subdivisions | $807,000 | 3,946 |
| Other domestic debt securities | $3,128,000 | 1,275 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $84,000 | 525 |
| Structured financial products - Total | $1,056,000 | 113 |
| Other domestic debt securities - All other | $1,988,000 | 1,102 |
| 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 | $419,604,000 | 198 |
| Mortgage-backed securities | $1,105,304,000 | 144 |
| Certificates of participation in pools of residential mortgages | $446,865,000 | 156 |
| Issued or guaranteed by U.S. | $446,865,000 | 154 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $453,814,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $453,814,000 | 106 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $204,625,000 | 144 |
| Commercial mortgage pass-through securities | $204,625,000 | 67 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $724,512,000 | 63 |
| Available-for-sale securities (fair market value) | $412,860,000 | 381 |
| Total debt securities | $1,137,372,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $134,425,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $131,567,000 | 31 |
| 2020-09-30 | Rank | |
| Total securities | $1,104,171,000 | 199 |
| U.S. Government securities | $1,078,830,000 | 158 |
| U.S. Treasury securities | $4,021,000 | 645 |
| U.S. Government agency obligations | $1,074,809,000 | 152 |
| Securities issued by states & political subdivisions | $1,145,000 | 3,815 |
| Other domestic debt securities | $3,076,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $86,000 | 508 |
| Structured financial products - Total | $1,021,000 | 110 |
| Other domestic debt securities - All other | $1,969,000 | 1,080 |
| 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 | $417,107,000 | 197 |
| Mortgage-backed securities | $1,050,536,000 | 142 |
| Certificates of participation in pools of residential mortgages | $481,463,000 | 132 |
| Issued or guaranteed by U.S. | $481,463,000 | 132 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $370,109,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $370,109,000 | 117 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $198,964,000 | 143 |
| Commercial mortgage pass-through securities | $198,964,000 | 63 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $659,573,000 | 62 |
| Available-for-sale securities (fair market value) | $423,478,000 | 354 |
| Total debt securities | $1,083,051,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $151,914,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $149,261,000 | 30 |
| 2020-06-30 | Rank | |
| Total securities | $1,172,353,000 | 182 |
| U.S. Government securities | $1,147,376,000 | 151 |
| U.S. Treasury securities | $4,025,000 | 673 |
| U.S. Government agency obligations | $1,143,351,000 | 140 |
| Securities issued by states & political subdivisions | $1,147,000 | 3,815 |
| Other domestic debt securities | $3,020,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $89,000 | 462 |
| Structured financial products - Total | $986,000 | 110 |
| Other domestic debt securities - All other | $1,945,000 | 1,028 |
| 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 | $431,827,000 | 195 |
| Mortgage-backed securities | $1,119,006,000 | 135 |
| Certificates of participation in pools of residential mortgages | $537,420,000 | 118 |
| Issued or guaranteed by U.S. | $537,420,000 | 116 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $381,053,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $381,053,000 | 118 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $200,533,000 | 137 |
| Commercial mortgage pass-through securities | $200,533,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $731,026,000 | 59 |
| Available-for-sale securities (fair market value) | $420,517,000 | 341 |
| Total debt securities | $1,151,543,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $157,430,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $154,849,000 | 33 |
| 2020-03-31 | Rank | |
| Total securities | $1,234,533,000 | 174 |
| U.S. Government securities | $1,210,919,000 | 147 |
| U.S. Treasury securities | $4,029,000 | 688 |
| U.S. Government agency obligations | $1,206,890,000 | 137 |
| Securities issued by states & political subdivisions | $1,144,000 | 3,791 |
| Other domestic debt securities | $3,031,000 | 1,140 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $86,000 | 443 |
| Structured financial products - Total | $1,009,000 | 113 |
| Other domestic debt securities - All other | $1,936,000 | 967 |
| 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 | $459,456,000 | 180 |
| Mortgage-backed securities | $1,182,598,000 | 133 |
| Certificates of participation in pools of residential mortgages | $574,705,000 | 109 |
| Issued or guaranteed by U.S. | $574,705,000 | 109 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $404,497,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $404,497,000 | 115 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $203,396,000 | 139 |
| Commercial mortgage pass-through securities | $203,396,000 | 59 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $777,798,000 | 59 |
| Available-for-sale securities (fair market value) | $437,296,000 | 327 |
| Total debt securities | $1,215,094,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $148,005,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $145,717,000 | 37 |
| 2019-12-31 | Rank | |
| Total securities | $1,188,491,000 | 179 |
| U.S. Government securities | $1,162,635,000 | 153 |
| U.S. Treasury securities | $4,032,000 | 732 |
| U.S. Government agency obligations | $1,158,603,000 | 143 |
| Securities issued by states & political subdivisions | $1,396,000 | 3,738 |
| Other domestic debt securities | $3,199,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $92,000 | 420 |
| Structured financial products - Total | $1,114,000 | 115 |
| Other domestic debt securities - All other | $1,993,000 | 927 |
| 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 | $375,530,000 | 195 |
| Mortgage-backed securities | $1,112,614,000 | 136 |
| Certificates of participation in pools of residential mortgages | $487,393,000 | 120 |
| Issued or guaranteed by U.S. | $487,393,000 | 120 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $424,174,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $424,174,000 | 112 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $201,047,000 | 135 |
| Commercial mortgage pass-through securities | $201,047,000 | 56 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $740,806,000 | 63 |
| Available-for-sale securities (fair market value) | $426,424,000 | 321 |
| Total debt securities | $1,167,230,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $55,744,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $53,517,000 | 33 |
| 2019-09-30 | Rank | |
| Total securities | $1,190,266,000 | 176 |
| U.S. Government securities | $1,164,086,000 | 152 |
| U.S. Treasury securities | $1,003,000 | 1,131 |
| U.S. Government agency obligations | $1,163,083,000 | 144 |
| Securities issued by states & political subdivisions | $1,736,000 | 3,675 |
| Other domestic debt securities | $3,423,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $97,000 | 414 |
| Structured financial products - Total | $1,106,000 | 110 |
| Other domestic debt securities - All other | $2,220,000 | 873 |
| 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 | $340,620,000 | 206 |
| Mortgage-backed securities | $1,116,928,000 | 136 |
| Certificates of participation in pools of residential mortgages | $457,746,000 | 124 |
| Issued or guaranteed by U.S. | $457,746,000 | 124 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $449,577,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $449,577,000 | 107 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $209,605,000 | 126 |
| Commercial mortgage pass-through securities | $209,605,000 | 54 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $777,270,000 | 69 |
| Available-for-sale securities (fair market value) | $391,975,000 | 336 |
| Total debt securities | $1,169,245,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $76,862,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,849,000 | 33 |
| 2019-06-30 | Rank | |
| Total securities | $1,211,314,000 | 177 |
| U.S. Government securities | $1,185,173,000 | 147 |
| U.S. Treasury securities | $1,003,000 | 1,154 |
| U.S. Government agency obligations | $1,184,170,000 | 139 |
| Securities issued by states & political subdivisions | $1,738,000 | 3,733 |
| Other domestic debt securities | $3,596,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $98,000 | 400 |
| Structured financial products - Total | $1,281,000 | 107 |
| Other domestic debt securities - All other | $2,217,000 | 877 |
| 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 | $355,017,000 | 204 |
| Mortgage-backed securities | $1,138,414,000 | 131 |
| Certificates of participation in pools of residential mortgages | $465,803,000 | 125 |
| Issued or guaranteed by U.S. | $465,803,000 | 124 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $469,911,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $469,911,000 | 105 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $202,700,000 | 126 |
| Commercial mortgage pass-through securities | $202,700,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $797,359,000 | 67 |
| Available-for-sale securities (fair market value) | $393,148,000 | 334 |
| Total debt securities | $1,190,507,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $54,899,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $52,918,000 | 33 |
| 2019-03-31 | Rank | |
| Total securities | $1,081,289,000 | 183 |
| U.S. Government securities | $1,055,560,000 | 155 |
| U.S. Treasury securities | $1,004,000 | 1,158 |
| U.S. Government agency obligations | $1,054,556,000 | 147 |
| Securities issued by states & political subdivisions | $1,740,000 | 3,793 |
| Other domestic debt securities | $3,632,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $97,000 | 392 |
| Structured financial products - Total | $1,314,000 | 104 |
| Other domestic debt securities - All other | $2,221,000 | 879 |
| 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 | $388,727,000 | 190 |
| Mortgage-backed securities | $1,022,101,000 | 140 |
| Certificates of participation in pools of residential mortgages | $369,360,000 | 145 |
| Issued or guaranteed by U.S. | $369,360,000 | 145 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $469,335,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $469,335,000 | 102 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $183,406,000 | 125 |
| Commercial mortgage pass-through securities | $183,406,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $623,243,000 | 75 |
| Available-for-sale securities (fair market value) | $437,689,000 | 308 |
| Total debt securities | $1,060,932,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $21,637,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,762,000 | 57 |
| 2018-12-31 | Rank | |
| Total securities | $1,073,719,000 | 190 |
| U.S. Government securities | $1,048,871,000 | 158 |
| U.S. Treasury securities | $1,004,000 | 1,163 |
| U.S. Government agency obligations | $1,047,867,000 | 147 |
| Securities issued by states & political subdivisions | $1,735,000 | 3,842 |
| Other domestic debt securities | $3,636,000 | 990 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $100,000 | 392 |
| Structured financial products - Total | $1,329,000 | 98 |
| Other domestic debt securities - All other | $2,207,000 | 885 |
| 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 | $361,124,000 | 207 |
| Mortgage-backed securities | $1,015,829,000 | 139 |
| Certificates of participation in pools of residential mortgages | $365,656,000 | 145 |
| Issued or guaranteed by U.S. | $365,656,000 | 145 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $467,686,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $467,686,000 | 102 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $182,487,000 | 121 |
| Commercial mortgage pass-through securities | $182,487,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $611,490,000 | 78 |
| Available-for-sale securities (fair market value) | $442,752,000 | 306 |
| Total debt securities | $1,054,242,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $18,663,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,132,000 | 59 |
| 2018-09-30 | Rank | |
| Total securities | $1,009,996,000 | 190 |
| U.S. Government securities | $983,181,000 | 163 |
| U.S. Treasury securities | $1,004,000 | 1,140 |
| U.S. Government agency obligations | $982,177,000 | 151 |
| Securities issued by states & political subdivisions | $1,981,000 | 3,826 |
| Other domestic debt securities | $4,404,000 | 872 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $100,000 | 385 |
| Structured financial products - Total | $1,800,000 | 102 |
| Other domestic debt securities - All other | $2,504,000 | 849 |
| 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 | $523,606,000 | 155 |
| Mortgage-backed securities | $950,605,000 | 142 |
| Certificates of participation in pools of residential mortgages | $291,498,000 | 173 |
| Issued or guaranteed by U.S. | $291,498,000 | 172 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $473,991,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $473,991,000 | 96 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $185,116,000 | 114 |
| Commercial mortgage pass-through securities | $185,116,000 | 49 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $553,705,000 | 83 |
| Available-for-sale securities (fair market value) | $435,861,000 | 312 |
| Total debt securities | $989,566,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $27,765,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,176,000 | 56 |
| 2018-06-30 | Rank | |
| Total securities | $1,001,323,000 | 195 |
| U.S. Government securities | $974,508,000 | 162 |
| U.S. Treasury securities | $1,005,000 | 1,116 |
| U.S. Government agency obligations | $973,503,000 | 149 |
| Securities issued by states & political subdivisions | $1,996,000 | 3,875 |
| Other domestic debt securities | $4,686,000 | 970 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $106,000 | 380 |
| Structured financial products - Total | $1,751,000 | 111 |
| Other domestic debt securities - All other | $2,829,000 | 814 |
| 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 | $545,385,000 | 147 |
| Mortgage-backed securities | $940,784,000 | 145 |
| Certificates of participation in pools of residential mortgages | $294,855,000 | 173 |
| Issued or guaranteed by U.S. | $294,855,000 | 172 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $468,893,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $468,893,000 | 97 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $177,036,000 | 118 |
| Commercial mortgage pass-through securities | $177,036,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $538,261,000 | 82 |
| Available-for-sale securities (fair market value) | $442,929,000 | 312 |
| Total debt securities | $981,190,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $24,596,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,983,000 | 56 |
| 2018-03-31 | Rank | |
| Total securities | $994,686,000 | 191 |
| U.S. Government securities | $967,090,000 | 158 |
| U.S. Treasury securities | $1,005,000 | 1,080 |
| U.S. Government agency obligations | $966,085,000 | 146 |
| Securities issued by states & political subdivisions | $2,254,000 | 3,860 |
| Other domestic debt securities | $5,267,000 | 796 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $107,000 | 370 |
| Structured financial products - Total | $1,655,000 | 120 |
| Other domestic debt securities - All other | $3,505,000 | 743 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $552,701,000 | 152 |
| Mortgage-backed securities | $857,652,000 | 148 |
| Certificates of participation in pools of residential mortgages | $308,653,000 | 171 |
| Issued or guaranteed by U.S. | $308,653,000 | 169 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $441,588,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $441,588,000 | 100 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $107,411,000 | 142 |
| Commercial mortgage pass-through securities | $107,411,000 | 57 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $528,861,000 | 80 |
| Available-for-sale securities (fair market value) | $445,750,000 | 308 |
| Total debt securities | $974,611,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $19,431,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $17,830,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $17,825,000 | 56 |
| 2017-12-31 | Rank | |
| Total securities | $945,186,000 | 194 |
| U.S. Government securities | $917,062,000 | 161 |
| U.S. Treasury securities | $1,006,000 | 1,025 |
| U.S. Government agency obligations | $916,056,000 | 146 |
| Securities issued by states & political subdivisions | $2,274,000 | 3,918 |
| Other domestic debt securities | $5,266,000 | 799 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $109,000 | 342 |
| Structured financial products - Total | $1,640,000 | 126 |
| Other domestic debt securities - All other | $3,517,000 | 747 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $20,584,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $547,172,000 | 150 |
| Mortgage-backed securities | $805,432,000 | 148 |
| Certificates of participation in pools of residential mortgages | $322,933,000 | 164 |
| Issued or guaranteed by U.S. | $322,933,000 | 162 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $385,010,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $385,010,000 | 106 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $97,489,000 | 145 |
| Commercial mortgage pass-through securities | $97,489,000 | 57 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $497,688,000 | 88 |
| Available-for-sale securities (fair market value) | $447,498,000 | 312 |
| Total debt securities | $924,601,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $16,763,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $15,439,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $15,429,000 | 54 |
| 2017-09-30 | Rank | |
| Total securities | $907,923,000 | 199 |
| U.S. Government securities | $879,993,000 | 165 |
| U.S. Treasury securities | $1,006,000 | 1,016 |
| U.S. Government agency obligations | $878,987,000 | 155 |
| Securities issued by states & political subdivisions | $2,538,000 | 3,908 |
| Other domestic debt securities | $5,281,000 | 811 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $112,000 | 335 |
| Structured financial products - Total | $1,624,000 | 133 |
| Other domestic debt securities - All other | $3,545,000 | 769 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $20,111,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $514,228,000 | 155 |
| Mortgage-backed securities | $776,839,000 | 153 |
| Certificates of participation in pools of residential mortgages | $287,601,000 | 175 |
| Issued or guaranteed by U.S. | $287,601,000 | 174 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $390,723,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $390,723,000 | 100 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $98,515,000 | 142 |
| Commercial mortgage pass-through securities | $98,515,000 | 60 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $478,798,000 | 95 |
| Available-for-sale securities (fair market value) | $429,125,000 | 319 |
| Total debt securities | $887,812,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $20,097,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $18,799,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $18,787,000 | 47 |
| 2017-06-30 | Rank | |
| Total securities | $914,335,000 | 200 |
| U.S. Government securities | $885,201,000 | 165 |
| U.S. Treasury securities | $1,006,000 | 1,034 |
| U.S. Government agency obligations | $884,195,000 | 157 |
| Securities issued by states & political subdivisions | $3,775,000 | 3,691 |
| Other domestic debt securities | $5,275,000 | 825 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $115,000 | 330 |
| Structured financial products - Total | $1,593,000 | 133 |
| Other domestic debt securities - All other | $3,567,000 | 776 |
| Foreign debt securities | $261,000 | 307 |
| Equity securities | $19,823,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,036,000 | 160 |
| Mortgage-backed securities | $780,038,000 | 157 |
| Certificates of participation in pools of residential mortgages | $281,949,000 | 179 |
| Issued or guaranteed by U.S. | $281,949,000 | 177 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $409,125,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $409,125,000 | 98 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $88,964,000 | 152 |
| Commercial mortgage pass-through securities | $88,964,000 | 65 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $498,392,000 | 93 |
| Available-for-sale securities (fair market value) | $415,943,000 | 329 |
| Total debt securities | $894,512,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $21,122,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $19,829,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $19,816,000 | 45 |
| 2017-03-31 | Rank | |
| Total securities | $903,960,000 | 201 |
| U.S. Government securities | $874,978,000 | 160 |
| U.S. Treasury securities | $1,007,000 | 1,057 |
| U.S. Government agency obligations | $873,971,000 | 152 |
| Securities issued by states & political subdivisions | $3,787,000 | 3,721 |
| Other domestic debt securities | $5,281,000 | 844 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $118,000 | 336 |
| Structured financial products - Total | $1,596,000 | 131 |
| Other domestic debt securities - All other | $3,567,000 | 792 |
| Foreign debt securities | $253,000 | 308 |
| Equity securities | $19,661,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,566,000 | 163 |
| Mortgage-backed securities | $782,117,000 | 153 |
| Certificates of participation in pools of residential mortgages | $293,742,000 | 173 |
| Issued or guaranteed by U.S. | $293,742,000 | 171 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $409,584,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $409,584,000 | 98 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $78,791,000 | 165 |
| Commercial mortgage pass-through securities | $78,791,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $502,123,000 | 96 |
| Available-for-sale securities (fair market value) | $401,837,000 | 340 |
| Total debt securities | $884,299,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $19,725,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $18,436,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $18,425,000 | 47 |
| 2016-12-31 | Rank | |
| Total securities | $850,720,000 | 208 |
| U.S. Government securities | $822,141,000 | 161 |
| U.S. Treasury securities | $1,007,000 | 1,044 |
| U.S. Government agency obligations | $821,134,000 | 154 |
| Securities issued by states & political subdivisions | $3,793,000 | 3,753 |
| Other domestic debt securities | $5,267,000 | 840 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $120,000 | 335 |
| Structured financial products - Total | $1,584,000 | 138 |
| Other domestic debt securities - All other | $3,563,000 | 776 |
| Foreign debt securities | $248,000 | 311 |
| Equity securities | $19,271,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $482,135,000 | 162 |
| Mortgage-backed securities | $728,665,000 | 155 |
| Certificates of participation in pools of residential mortgages | $252,429,000 | 196 |
| Issued or guaranteed by U.S. | $252,429,000 | 193 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $397,313,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $397,313,000 | 102 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $78,923,000 | 163 |
| Commercial mortgage pass-through securities | $78,923,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $487,076,000 | 100 |
| Available-for-sale securities (fair market value) | $363,644,000 | 363 |
| Total debt securities | $831,449,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $21,770,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $20,966,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $20,944,000 | 47 |
| 2016-09-30 | Rank | |
| Total securities | $817,771,000 | 214 |
| U.S. Government securities | $788,495,000 | 163 |
| U.S. Treasury securities | $1,008,000 | 941 |
| U.S. Government agency obligations | $787,487,000 | 159 |
| Securities issued by states & political subdivisions | $4,360,000 | 3,662 |
| Other domestic debt securities | $5,208,000 | 846 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $123,000 | 337 |
| Structured financial products - Total | $1,538,000 | 138 |
| Other domestic debt securities - All other | $3,547,000 | 792 |
| Foreign debt securities | $250,000 | 299 |
| Equity securities | $19,458,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $451,700,000 | 162 |
| Mortgage-backed securities | $689,612,000 | 159 |
| Certificates of participation in pools of residential mortgages | $255,760,000 | 186 |
| Issued or guaranteed by U.S. | $255,760,000 | 185 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $355,340,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $355,340,000 | 113 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $78,512,000 | 150 |
| Commercial mortgage pass-through securities | $78,512,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $430,763,000 | 103 |
| Available-for-sale securities (fair market value) | $387,008,000 | 338 |
| Total debt securities | $798,313,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $42,713,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $41,904,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $41,847,000 | 46 |
| 2016-06-30 | Rank | |
| Total securities | $828,480,000 | 212 |
| U.S. Government securities | $803,851,000 | 163 |
| U.S. Treasury securities | $1,008,000 | 977 |
| U.S. Government agency obligations | $802,843,000 | 158 |
| Securities issued by states & political subdivisions | $4,396,000 | 3,673 |
| Other domestic debt securities | $5,148,000 | 862 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $128,000 | 339 |
| Structured financial products - Total | $1,506,000 | 141 |
| Other domestic debt securities - All other | $3,514,000 | 797 |
| Foreign debt securities | $250,000 | 299 |
| Equity securities | $14,835,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,422,000 | 166 |
| Mortgage-backed securities | $701,071,000 | 157 |
| Certificates of participation in pools of residential mortgages | $270,584,000 | 177 |
| Issued or guaranteed by U.S. | $270,584,000 | 176 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $351,283,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $351,283,000 | 112 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $79,204,000 | 132 |
| Commercial mortgage pass-through securities | $79,204,000 | 61 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $438,656,000 | 105 |
| Available-for-sale securities (fair market value) | $389,824,000 | 338 |
| Total debt securities | $813,645,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $48,381,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $47,582,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $47,470,000 | 47 |
| 2016-03-31 | Rank | |
| Total securities | $835,868,000 | 211 |
| U.S. Government securities | $811,062,000 | 166 |
| U.S. Treasury securities | $1,008,000 | 998 |
| U.S. Government agency obligations | $810,054,000 | 162 |
| Securities issued by states & political subdivisions | $4,881,000 | 3,567 |
| Other domestic debt securities | $5,114,000 | 860 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $135,000 | 336 |
| Structured financial products - Total | $1,500,000 | 142 |
| Other domestic debt securities - All other | $3,479,000 | 795 |
| Foreign debt securities | $254,000 | 290 |
| Equity securities | $14,557,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,823,000 | 239 |
| Mortgage-backed securities | $704,105,000 | 158 |
| Certificates of participation in pools of residential mortgages | $284,107,000 | 170 |
| Issued or guaranteed by U.S. | $284,107,000 | 167 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $335,777,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $335,777,000 | 119 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $84,221,000 | 121 |
| Commercial mortgage pass-through securities | $84,221,000 | 54 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $457,641,000 | 102 |
| Available-for-sale securities (fair market value) | $378,227,000 | 351 |
| Total debt securities | $821,311,000 | 209 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $41,465,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $40,702,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $40,613,000 | 46 |
| 2015-12-31 | Rank | |
| Total securities | $844,756,000 | 205 |
| U.S. Government securities | $815,830,000 | 162 |
| U.S. Treasury securities | $1,009,000 | 1,026 |
| U.S. Government agency obligations | $814,821,000 | 154 |
| Securities issued by states & political subdivisions | $4,884,000 | 3,586 |
| Other domestic debt securities | $11,001,000 | 558 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $137,000 | 345 |
| Structured financial products - Total | $1,572,000 | 138 |
| Other domestic debt securities - All other | $9,292,000 | 444 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $13,041,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,831,000 | 235 |
| Mortgage-backed securities | $708,865,000 | 150 |
| Certificates of participation in pools of residential mortgages | $295,579,000 | 165 |
| Issued or guaranteed by U.S. | $295,579,000 | 162 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $330,932,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $330,932,000 | 118 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $82,354,000 | 112 |
| Commercial mortgage pass-through securities | $82,354,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $477,507,000 | 99 |
| Available-for-sale securities (fair market value) | $367,249,000 | 360 |
| Total debt securities | $831,715,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $23,428,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $23,072,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $23,039,000 | 52 |
| 2015-09-30 | Rank | |
| Total securities | $813,931,000 | 210 |
| U.S. Government securities | $785,010,000 | 160 |
| U.S. Treasury securities | $1,009,000 | 981 |
| U.S. Government agency obligations | $784,001,000 | 154 |
| Securities issued by states & political subdivisions | $4,896,000 | 3,627 |
| Other domestic debt securities | $11,070,000 | 571 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $143,000 | 357 |
| Structured financial products - Total | $1,586,000 | 134 |
| Other domestic debt securities - All other | $9,341,000 | 441 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $12,955,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $322,635,000 | 227 |
| Mortgage-backed securities | $668,357,000 | 153 |
| Certificates of participation in pools of residential mortgages | $310,149,000 | 159 |
| Issued or guaranteed by U.S. | $310,149,000 | 157 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $282,895,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $282,895,000 | 127 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $75,313,000 | 111 |
| Commercial mortgage pass-through securities | $75,313,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $448,139,000 | 103 |
| Available-for-sale securities (fair market value) | $365,792,000 | 358 |
| Total debt securities | $800,976,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $30,321,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $29,867,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $29,836,000 | 51 |
| 2015-06-30 | Rank | |
| Total securities | $803,340,000 | 211 |
| U.S. Government securities | $773,888,000 | 162 |
| U.S. Treasury securities | $1,009,000 | 999 |
| U.S. Government agency obligations | $772,879,000 | 159 |
| Securities issued by states & political subdivisions | $4,893,000 | 3,634 |
| Other domestic debt securities | $11,115,000 | 563 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $147,000 | 357 |
| Structured financial products - Total | $1,595,000 | 137 |
| Other domestic debt securities - All other | $9,373,000 | 424 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $13,444,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,962,000 | 232 |
| Mortgage-backed securities | $669,478,000 | 156 |
| Certificates of participation in pools of residential mortgages | $304,650,000 | 158 |
| Issued or guaranteed by U.S. | $304,650,000 | 157 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $280,196,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $280,196,000 | 133 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $84,632,000 | 100 |
| Commercial mortgage pass-through securities | $84,632,000 | 41 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $428,339,000 | 99 |
| Available-for-sale securities (fair market value) | $375,001,000 | 348 |
| Total debt securities | $789,896,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $18,937,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $18,448,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $18,456,000 | 53 |
| 2015-03-31 | Rank | |
| Total securities | $781,783,000 | 220 |
| U.S. Government securities | $748,550,000 | 172 |
| U.S. Treasury securities | $1,010,000 | 989 |
| U.S. Government agency obligations | $747,540,000 | 168 |
| Securities issued by states & political subdivisions | $5,401,000 | 3,545 |
| Other domestic debt securities | $15,834,000 | 461 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $150,000 | 365 |
| Structured financial products - Total | $6,272,000 | 72 |
| Other domestic debt securities - All other | $9,412,000 | 426 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $11,998,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,443,000 | 221 |
| Mortgage-backed securities | $677,829,000 | 155 |
| Certificates of participation in pools of residential mortgages | $332,658,000 | 150 |
| Issued or guaranteed by U.S. | $332,658,000 | 147 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $259,060,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $259,060,000 | 147 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $86,111,000 | 97 |
| Commercial mortgage pass-through securities | $86,111,000 | 45 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $394,745,000 | 102 |
| Available-for-sale securities (fair market value) | $387,038,000 | 334 |
| Total debt securities | $766,062,000 | 221 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,469 |
| Fair value | $1,000,000 | 1,402 |
| Trading account assets | $28,555,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $28,061,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $28,032,000 | 51 |
| 2014-12-31 | Rank | |
| Total securities | $724,007,000 | 232 |
| U.S. Government securities | $690,572,000 | 179 |
| U.S. Treasury securities | $1,010,000 | 998 |
| U.S. Government agency obligations | $689,562,000 | 174 |
| Securities issued by states & political subdivisions | $5,647,000 | 3,522 |
| Other domestic debt securities | $15,886,000 | 460 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $154,000 | 369 |
| Structured financial products - Total | $6,321,000 | 72 |
| Other domestic debt securities - All other | $9,411,000 | 430 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,902,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,956,000 | 212 |
| Mortgage-backed securities | $638,301,000 | 161 |
| Certificates of participation in pools of residential mortgages | $297,470,000 | 162 |
| Issued or guaranteed by U.S. | $297,470,000 | 161 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $261,255,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $261,255,000 | 144 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $79,576,000 | 98 |
| Commercial mortgage pass-through securities | $79,576,000 | 45 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $375,453,000 | 107 |
| Available-for-sale securities (fair market value) | $348,554,000 | 370 |
| Total debt securities | $708,466,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $22,390,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $22,390,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $22,364,000 | 52 |
| 2014-09-30 | Rank | |
| Total securities | $733,873,000 | 223 |
| U.S. Government securities | $701,410,000 | 172 |
| U.S. Treasury securities | $1,010,000 | 1,004 |
| U.S. Government agency obligations | $700,400,000 | 166 |
| Securities issued by states & political subdivisions | $5,677,000 | 3,560 |
| Other domestic debt securities | $14,970,000 | 480 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $158,000 | 374 |
| Structured financial products - Total | $5,386,000 | 77 |
| Other domestic debt securities - All other | $9,426,000 | 429 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $11,816,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,303,000 | 198 |
| Mortgage-backed securities | $649,334,000 | 159 |
| Certificates of participation in pools of residential mortgages | $314,818,000 | 155 |
| Issued or guaranteed by U.S. | $314,818,000 | 154 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $255,761,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $255,761,000 | 149 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $78,755,000 | 94 |
| Commercial mortgage pass-through securities | $78,755,000 | 44 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $372,418,000 | 104 |
| Available-for-sale securities (fair market value) | $361,455,000 | 353 |
| Total debt securities | $719,251,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $18,860,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $18,860,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $18,841,000 | 46 |
| 2014-06-30 | Rank | |
| Total securities | $713,969,000 | 226 |
| U.S. Government securities | $681,313,000 | 175 |
| U.S. Treasury securities | $1,011,000 | 953 |
| U.S. Government agency obligations | $680,302,000 | 171 |
| Securities issued by states & political subdivisions | $5,936,000 | 3,549 |
| Other domestic debt securities | $14,741,000 | 492 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $157,000 | 393 |
| Structured financial products - Total | $5,091,000 | 81 |
| Other domestic debt securities - All other | $9,493,000 | 441 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $11,979,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,693,000 | 186 |
| Mortgage-backed securities | $628,846,000 | 159 |
| Certificates of participation in pools of residential mortgages | $331,116,000 | 150 |
| Issued or guaranteed by U.S. | $331,116,000 | 149 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $238,734,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $238,734,000 | 155 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $58,996,000 | 112 |
| Commercial mortgage pass-through securities | $58,996,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $373,888,000 | 103 |
| Available-for-sale securities (fair market value) | $340,081,000 | 383 |
| Total debt securities | $699,420,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $17,339,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $17,339,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $17,330,000 | 46 |
| 2014-03-31 | Rank | |
| Total securities | $723,814,000 | 220 |
| U.S. Government securities | $691,357,000 | 173 |
| U.S. Treasury securities | $1,011,000 | 848 |
| U.S. Government agency obligations | $690,346,000 | 171 |
| Securities issued by states & political subdivisions | $6,128,000 | 3,537 |
| Other domestic debt securities | $14,649,000 | 513 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $160,000 | 409 |
| Structured financial products - Total | $4,967,000 | 82 |
| Other domestic debt securities - All other | $9,522,000 | 454 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $11,680,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $358,294,000 | 200 |
| Mortgage-backed securities | $639,402,000 | 157 |
| Certificates of participation in pools of residential mortgages | $343,289,000 | 149 |
| Issued or guaranteed by U.S. | $343,289,000 | 148 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $237,732,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $237,732,000 | 157 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $58,381,000 | 111 |
| Commercial mortgage pass-through securities | $58,381,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $375,556,000 | 97 |
| Available-for-sale securities (fair market value) | $348,258,000 | 378 |
| Total debt securities | $709,781,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $16,436,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $16,436,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $16,442,000 | 45 |
| 2013-12-31 | Rank | |
| Total securities | $707,514,000 | 223 |
| U.S. Government securities | $676,495,000 | 173 |
| U.S. Treasury securities | $1,011,000 | 821 |
| U.S. Government agency obligations | $675,484,000 | 169 |
| Securities issued by states & political subdivisions | $6,090,000 | 3,542 |
| Other domestic debt securities | $13,465,000 | 562 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $164,000 | 406 |
| Structured financial products - Total | $3,841,000 | 99 |
| Other domestic debt securities - All other | $9,460,000 | 473 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $11,464,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,117,000 | 198 |
| Mortgage-backed securities | $635,031,000 | 158 |
| Certificates of participation in pools of residential mortgages | $341,553,000 | 148 |
| Issued or guaranteed by U.S. | $341,553,000 | 147 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $245,541,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $245,541,000 | 149 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $47,937,000 | 114 |
| Commercial mortgage pass-through securities | $47,937,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $350,652,000 | 99 |
| Available-for-sale securities (fair market value) | $356,862,000 | 370 |
| Total debt securities | $694,509,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $16,698,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $16,698,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $16,730,000 | 45 |
| 2013-09-30 | Rank | |
| Total securities | $601,771,000 | 257 |
| U.S. Government securities | $574,401,000 | 197 |
| U.S. Treasury securities | $1,012,000 | 801 |
| U.S. Government agency obligations | $573,389,000 | 191 |
| Securities issued by states & political subdivisions | $677,000 | 5,107 |
| Other domestic debt securities | $15,517,000 | 534 |
| Privately issued residential mortgage-backed securities | $2,863,000 | 324 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $3,970,000 | 105 |
| Other domestic debt securities - All other | $8,684,000 | 508 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $11,176,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $361,925,000 | 195 |
| Mortgage-backed securities | $556,649,000 | 171 |
| Certificates of participation in pools of residential mortgages | $250,640,000 | 186 |
| Issued or guaranteed by U.S. | $250,640,000 | 185 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $257,309,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $254,446,000 | 150 |
| Privately issued | $2,863,000 | 308 |
| Commercial mortgage-backed securities | $48,700,000 | 112 |
| Commercial mortgage pass-through securities | $48,700,000 | 54 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $317,373,000 | 93 |
| Available-for-sale securities (fair market value) | $284,398,000 | 465 |
| Total debt securities | $588,967,000 | 254 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $19,540,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $19,540,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $19,576,000 | 46 |
| 2013-06-30 | Rank | |
| Total securities | $529,133,000 | 291 |
| U.S. Government securities | $501,836,000 | 226 |
| U.S. Treasury securities | $1,012,000 | 818 |
| U.S. Government agency obligations | $500,824,000 | 224 |
| Securities issued by states & political subdivisions | $916,000 | 4,973 |
| Other domestic debt securities | $15,413,000 | 532 |
| Privately issued residential mortgage-backed securities | $3,036,000 | 323 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $3,617,000 | 104 |
| Other domestic debt securities - All other | $8,760,000 | 513 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,968,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $353,441,000 | 196 |
| Mortgage-backed securities | $484,263,000 | 196 |
| Certificates of participation in pools of residential mortgages | $212,169,000 | 220 |
| Issued or guaranteed by U.S. | $212,169,000 | 218 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $229,077,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $226,041,000 | 161 |
| Privately issued | $3,036,000 | 306 |
| Commercial mortgage-backed securities | $43,017,000 | 115 |
| Commercial mortgage pass-through securities | $43,017,000 | 56 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $225,278,000 | 115 |
| Available-for-sale securities (fair market value) | $303,855,000 | 450 |
| Total debt securities | $515,996,000 | 293 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $18,705,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $18,705,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $18,714,000 | 48 |
| 2013-03-31 | Rank | |
| Total securities | $544,783,000 | 285 |
| U.S. Government securities | $517,274,000 | 225 |
| U.S. Treasury securities | $1,012,000 | 846 |
| U.S. Government agency obligations | $516,262,000 | 221 |
| Securities issued by states & political subdivisions | $916,000 | 4,992 |
| Other domestic debt securities | $15,455,000 | 532 |
| Privately issued residential mortgage-backed securities | $3,370,000 | 332 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $3,292,000 | 104 |
| Other domestic debt securities - All other | $8,793,000 | 518 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $11,138,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,283,000 | 192 |
| Mortgage-backed securities | $498,892,000 | 195 |
| Certificates of participation in pools of residential mortgages | $240,949,000 | 200 |
| Issued or guaranteed by U.S. | $240,949,000 | 198 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $212,422,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $209,052,000 | 176 |
| Privately issued | $3,370,000 | 320 |
| Commercial mortgage-backed securities | $45,521,000 | 102 |
| Commercial mortgage pass-through securities | $45,521,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $209,090,000 | 118 |
| Available-for-sale securities (fair market value) | $335,693,000 | 407 |
| Total debt securities | $531,742,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $26,576,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $26,576,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $26,544,000 | 46 |
| 2012-12-31 | Rank | |
| Total securities | $507,605,000 | 307 |
| U.S. Government securities | $481,502,000 | 233 |
| U.S. Treasury securities | $1,013,000 | 825 |
| U.S. Government agency obligations | $480,489,000 | 232 |
| Securities issued by states & political subdivisions | $916,000 | 5,015 |
| Other domestic debt securities | $15,277,000 | 535 |
| Privately issued residential mortgage-backed securities | $3,533,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $2,981,000 | 104 |
| Other domestic debt securities - All other | $8,763,000 | 494 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $9,910,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,795,000 | 197 |
| Mortgage-backed securities | $463,196,000 | 204 |
| Certificates of participation in pools of residential mortgages | $271,785,000 | 174 |
| Issued or guaranteed by U.S. | $271,785,000 | 173 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $169,416,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $165,883,000 | 210 |
| Privately issued | $3,533,000 | 329 |
| Commercial mortgage-backed securities | $21,995,000 | 131 |
| Commercial mortgage pass-through securities | $21,995,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $178,319,000 | 134 |
| Available-for-sale securities (fair market value) | $329,286,000 | 412 |
| Total debt securities | $496,184,000 | 301 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $30,426,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $30,426,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $30,381,000 | 45 |
| 2012-09-30 | Rank | |
| Total securities | $509,998,000 | 307 |
| U.S. Government securities | $480,405,000 | 240 |
| U.S. Treasury securities | $1,013,000 | 791 |
| U.S. Government agency obligations | $479,392,000 | 237 |
| Securities issued by states & political subdivisions | $915,000 | 5,031 |
| Other domestic debt securities | $18,710,000 | 481 |
| Privately issued residential mortgage-backed securities | $4,112,000 | 351 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $3,052,000 | 102 |
| Other domestic debt securities - All other | $11,546,000 | 426 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $9,968,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,299,000 | 189 |
| Mortgage-backed securities | $462,597,000 | 214 |
| Certificates of participation in pools of residential mortgages | $281,401,000 | 182 |
| Issued or guaranteed by U.S. | $281,401,000 | 181 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $169,329,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $165,217,000 | 221 |
| Privately issued | $4,112,000 | 340 |
| Commercial mortgage-backed securities | $11,867,000 | 172 |
| Commercial mortgage pass-through securities | $11,867,000 | 89 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $186,842,000 | 127 |
| Available-for-sale securities (fair market value) | $323,156,000 | 421 |
| Total debt securities | $498,510,000 | 306 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $32,672,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $32,672,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $33,700,000 | 45 |
| 2012-06-30 | Rank | |
| Total securities | $526,781,000 | 296 |
| U.S. Government securities | $489,674,000 | 234 |
| U.S. Treasury securities | $1,014,000 | 776 |
| U.S. Government agency obligations | $488,660,000 | 229 |
| Securities issued by states & political subdivisions | $1,939,000 | 4,580 |
| Other domestic debt securities | $25,466,000 | 389 |
| Privately issued residential mortgage-backed securities | $4,739,000 | 344 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $2,754,000 | 108 |
| Other domestic debt securities - All other | $17,973,000 | 325 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $9,702,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,819,000 | 193 |
| Mortgage-backed securities | $472,948,000 | 205 |
| Certificates of participation in pools of residential mortgages | $310,054,000 | 166 |
| Issued or guaranteed by U.S. | $310,054,000 | 165 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $162,894,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $158,155,000 | 230 |
| Privately issued | $4,739,000 | 335 |
| 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) | $188,450,000 | 122 |
| Available-for-sale securities (fair market value) | $338,331,000 | 408 |
| Total debt securities | $515,820,000 | 298 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 880 |
| Fair value | $5,008,000 | 892 |
| Trading account assets | $29,695,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $29,695,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $30,055,000 | 45 |
| 2012-03-31 | Rank | |
| Total securities | $563,030,000 | 281 |
| U.S. Government securities | $525,063,000 | 226 |
| U.S. Treasury securities | $1,014,000 | 833 |
| U.S. Government agency obligations | $524,049,000 | 224 |
| Securities issued by states & political subdivisions | $1,938,000 | 4,534 |
| Other domestic debt securities | $26,193,000 | 372 |
| Privately issued residential mortgage-backed securities | $5,354,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $2,939,000 | 100 |
| Other domestic debt securities - All other | $17,900,000 | 315 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $9,836,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $391,774,000 | 185 |
| Mortgage-backed securities | $509,819,000 | 196 |
| Certificates of participation in pools of residential mortgages | $339,061,000 | 158 |
| Issued or guaranteed by U.S. | $339,061,000 | 157 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $170,758,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $165,404,000 | 226 |
| Privately issued | $5,354,000 | 331 |
| 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) | $200,921,000 | 116 |
| Available-for-sale securities (fair market value) | $362,109,000 | 377 |
| Total debt securities | $551,794,000 | 286 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,010 |
| Fair value | $4,913,000 | 1,066 |
| Trading account assets | $22,993,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $22,993,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $23,014,000 | 46 |
| 2011-12-31 | Rank | |
| Total securities | $510,288,000 | 304 |
| U.S. Government securities | $480,563,000 | 236 |
| U.S. Treasury securities | $1,014,000 | 779 |
| U.S. Government agency obligations | $479,549,000 | 233 |
| Securities issued by states & political subdivisions | $3,576,000 | 3,970 |
| Other domestic debt securities | $26,149,000 | 395 |
| Privately issued residential mortgage-backed securities | $6,110,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $2,820,000 | 101 |
| Other domestic debt securities - All other | $17,219,000 | 316 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,726,000 | 169 |
| Mortgage-backed securities | $485,659,000 | 187 |
| Certificates of participation in pools of residential mortgages | $347,944,000 | 151 |
| Issued or guaranteed by U.S. | $347,944,000 | 151 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $137,715,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $131,605,000 | 261 |
| Privately issued | $6,110,000 | 374 |
| 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) | $204,956,000 | 107 |
| Available-for-sale securities (fair market value) | $305,332,000 | 449 |
| Total debt securities | $509,016,000 | 299 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 988 |
| Fair value | $4,210,000 | 1,128 |
| Trading account assets | $34,081,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $25,841,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $26,144,000 | 47 |
| 2011-09-30 | Rank | |
| Total securities | $513,625,000 | 288 |
| U.S. Government securities | $483,691,000 | 233 |
| U.S. Treasury securities | $1,014,000 | 817 |
| U.S. Government agency obligations | $482,677,000 | 229 |
| Securities issued by states & political subdivisions | $4,450,000 | 3,669 |
| Other domestic debt securities | $25,484,000 | 396 |
| Privately issued residential mortgage-backed securities | $6,825,000 | 392 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $2,888,000 | 101 |
| Other domestic debt securities - All other | $15,771,000 | 313 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,071,000 | 173 |
| Mortgage-backed securities | $489,502,000 | 187 |
| Certificates of participation in pools of residential mortgages | $365,331,000 | 142 |
| Issued or guaranteed by U.S. | $365,331,000 | 141 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $124,171,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $117,346,000 | 270 |
| Privately issued | $6,825,000 | 376 |
| 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) | $220,552,000 | 104 |
| Available-for-sale securities (fair market value) | $293,073,000 | 447 |
| Total debt securities | $512,370,000 | 283 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,019 |
| Fair value | $4,138,000 | 1,183 |
| Trading account assets | $32,846,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $24,862,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $25,240,000 | 47 |
| 2011-06-30 | Rank | |
| Total securities | $539,004,000 | 278 |
| U.S. Government securities | $503,173,000 | 227 |
| U.S. Treasury securities | $1,015,000 | 881 |
| U.S. Government agency obligations | $502,158,000 | 219 |
| Securities issued by states & political subdivisions | $8,175,000 | 2,812 |
| Other domestic debt securities | $27,656,000 | 368 |
| Privately issued residential mortgage-backed securities | $8,118,000 | 376 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $3,425,000 | 97 |
| Other domestic debt securities - All other | $16,113,000 | 288 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,950,000 | 185 |
| Mortgage-backed securities | $510,276,000 | 179 |
| Certificates of participation in pools of residential mortgages | $379,494,000 | 134 |
| Issued or guaranteed by U.S. | $379,494,000 | 133 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $130,782,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $122,664,000 | 251 |
| Privately issued | $8,118,000 | 360 |
| 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) | $233,109,000 | 99 |
| Available-for-sale securities (fair market value) | $305,895,000 | 425 |
| Total debt securities | $537,419,000 | 274 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,159 |
| Fair value | $4,466,000 | 1,275 |
| Trading account assets | $21,631,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $13,092,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $13,239,000 | 50 |
| 2011-03-31 | Rank | |
| Total securities | $580,667,000 | 262 |
| U.S. Government securities | $542,948,000 | 215 |
| U.S. Treasury securities | $709,000 | 1,017 |
| U.S. Government agency obligations | $542,239,000 | 207 |
| Securities issued by states & political subdivisions | $9,454,000 | 2,563 |
| Other domestic debt securities | $28,265,000 | 370 |
| Privately issued residential mortgage-backed securities | $9,012,000 | 374 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $3,136,000 | 98 |
| Other domestic debt securities - All other | $16,117,000 | 292 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,447,000 | 176 |
| Mortgage-backed securities | $551,251,000 | 166 |
| Certificates of participation in pools of residential mortgages | $413,998,000 | 123 |
| Issued or guaranteed by U.S. | $413,998,000 | 122 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $137,253,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $128,241,000 | 236 |
| Privately issued | $9,012,000 | 360 |
| 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) | $239,305,000 | 97 |
| Available-for-sale securities (fair market value) | $341,362,000 | 372 |
| Total debt securities | $579,613,000 | 258 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,209 |
| Fair value | $4,462,000 | 1,344 |
| Trading account assets | $19,499,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $10,978,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $11,149,000 | 51 |
| 2010-12-31 | Rank | |
| Total securities | $580,189,000 | 257 |
| U.S. Government securities | $545,674,000 | 203 |
| U.S. Treasury securities | $717,000 | 1,011 |
| U.S. Government agency obligations | $544,957,000 | 197 |
| Securities issued by states & political subdivisions | $10,562,000 | 2,380 |
| Other domestic debt securities | $23,953,000 | 446 |
| Privately issued residential mortgage-backed securities | $10,254,000 | 375 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $2,828,000 | 109 |
| Other domestic debt securities - All other | $10,871,000 | 345 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,340,000 | 173 |
| Mortgage-backed securities | $555,211,000 | 161 |
| Certificates of participation in pools of residential mortgages | $408,999,000 | 122 |
| Issued or guaranteed by U.S. | $408,999,000 | 121 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $146,212,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $135,958,000 | 223 |
| Privately issued | $10,254,000 | 360 |
| 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) | $202,732,000 | 104 |
| Available-for-sale securities (fair market value) | $377,457,000 | 334 |
| Total debt securities | $579,139,000 | 254 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,112 |
| Fair value | $4,221,000 | 1,263 |
| Trading account assets | $20,117,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $12,520,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $12,074,000 | 50 |
| 2010-09-30 | Rank | |
| Total securities | $617,510,000 | 220 |
| U.S. Government securities | $578,104,000 | 185 |
| U.S. Treasury securities | $725,000 | 929 |
| U.S. Government agency obligations | $577,379,000 | 178 |
| Securities issued by states & political subdivisions | $15,227,000 | 1,741 |
| Other domestic debt securities | $24,179,000 | 438 |
| Privately issued residential mortgage-backed securities | $11,490,000 | 375 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $2,737,000 | 112 |
| Other domestic debt securities - All other | $9,952,000 | 368 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,614,000 | 153 |
| Mortgage-backed securities | $588,869,000 | 146 |
| Certificates of participation in pools of residential mortgages | $432,895,000 | 111 |
| Issued or guaranteed by U.S. | $432,895,000 | 110 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $155,974,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $144,484,000 | 213 |
| Privately issued | $11,490,000 | 360 |
| 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) | $180,623,000 | 107 |
| Available-for-sale securities (fair market value) | $436,887,000 | 268 |
| Total debt securities | $616,492,000 | 218 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,103 |
| Fair value | $3,299,000 | 1,483 |
| Trading account assets | $24,320,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $16,902,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $17,091,000 | 48 |
| 2010-06-30 | Rank | |
| Total securities | $586,452,000 | 228 |
| U.S. Government securities | $544,837,000 | 191 |
| U.S. Treasury securities | $733,000 | 880 |
| U.S. Government agency obligations | $544,104,000 | 185 |
| Securities issued by states & political subdivisions | $16,389,000 | 1,571 |
| Other domestic debt securities | $25,226,000 | 423 |
| Privately issued residential mortgage-backed securities | $12,680,000 | 375 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $2,786,000 | 115 |
| Other domestic debt securities - All other | $9,760,000 | 354 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,753,000 | 158 |
| Mortgage-backed securities | $556,784,000 | 152 |
| Certificates of participation in pools of residential mortgages | $439,554,000 | 112 |
| Issued or guaranteed by U.S. | $439,554,000 | 111 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $117,230,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $104,550,000 | 255 |
| Privately issued | $12,680,000 | 360 |
| 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) | $103,463,000 | 186 |
| Available-for-sale securities (fair market value) | $482,989,000 | 240 |
| Total debt securities | $585,481,000 | 227 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,150 |
| Fair value | $3,101,000 | 1,602 |
| Trading account assets | $20,479,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $13,317,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $13,545,000 | 48 |
| 2010-03-31 | Rank | |
| Total securities | $564,574,000 | 235 |
| U.S. Government securities | $517,345,000 | 200 |
| U.S. Treasury securities | $740,000 | 894 |
| U.S. Government agency obligations | $516,605,000 | 190 |
| Securities issued by states & political subdivisions | $18,695,000 | 1,364 |
| Other domestic debt securities | $28,534,000 | 404 |
| Privately issued residential mortgage-backed securities | $13,063,000 | 385 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $2,679,000 | 122 |
| Other domestic debt securities - All other | $12,792,000 | 288 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $487,054,000 | 136 |
| Mortgage-backed securities | $529,668,000 | 158 |
| Certificates of participation in pools of residential mortgages | $473,724,000 | 105 |
| Issued or guaranteed by U.S. | $473,724,000 | 103 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $55,944,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $42,881,000 | 478 |
| Privately issued | $13,063,000 | 368 |
| 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) | $91,059,000 | 203 |
| Available-for-sale securities (fair market value) | $473,515,000 | 252 |
| Total debt securities | $563,676,000 | 232 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 957 |
| Fair value | $3,027,000 | 1,400 |
| Trading account assets | $12,543,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $5,144,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $4,957,000 | 62 |
| 2009-12-31 | Rank | |
| Total securities | $602,060,000 | 224 |
| U.S. Government securities | $553,060,000 | 185 |
| U.S. Treasury securities | $744,000 | 832 |
| U.S. Government agency obligations | $552,316,000 | 175 |
| Securities issued by states & political subdivisions | $19,333,000 | 1,302 |
| Other domestic debt securities | $29,667,000 | 411 |
| Privately issued residential mortgage-backed securities | $14,289,000 | 383 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $2,595,000 | 130 |
| Other domestic debt securities - All other | $12,783,000 | 293 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $466,940,000 | 145 |
| Mortgage-backed securities | $566,605,000 | 153 |
| Certificates of participation in pools of residential mortgages | $505,973,000 | 107 |
| Issued or guaranteed by U.S. | $505,973,000 | 105 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $60,632,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $46,343,000 | 429 |
| Privately issued | $14,289,000 | 367 |
| 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) | $93,410,000 | 205 |
| Available-for-sale securities (fair market value) | $508,650,000 | 219 |
| Total debt securities | $601,141,000 | 219 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 777 |
| Fair value | $3,010,000 | 1,170 |
| Trading account assets | $8,654,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $2,483,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $2,101,000 | 67 |
| 2009-09-30 | Rank | |
| Total securities | $629,188,000 | 215 |
| U.S. Government securities | $579,231,000 | 178 |
| U.S. Treasury securities | $753,000 | 780 |
| U.S. Government agency obligations | $578,478,000 | 171 |
| Securities issued by states & political subdivisions | $19,355,000 | 1,293 |
| Other domestic debt securities | $30,602,000 | 435 |
| Privately issued residential mortgage-backed securities | $14,874,000 | 410 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $2,806,000 | 146 |
| Other domestic debt securities - All other | $12,922,000 | 308 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $552,188,000 | 133 |
| Mortgage-backed securities | $593,352,000 | 150 |
| Certificates of participation in pools of residential mortgages | $528,773,000 | 107 |
| Issued or guaranteed by U.S. | $528,773,000 | 104 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $64,579,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $49,705,000 | 393 |
| Privately issued | $14,874,000 | 392 |
| 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) | $83,063,000 | 244 |
| Available-for-sale securities (fair market value) | $546,125,000 | 211 |
| Total debt securities | $628,054,000 | 207 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 545 |
| Fair value | $3,142,000 | 809 |
| Trading account assets | $25,451,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $2,361,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $2,059,000 | 70 |
| 2009-06-30 | Rank | |
| Total securities | $656,945,000 | 208 |
| U.S. Government securities | $597,212,000 | 171 |
| U.S. Treasury securities | $755,000 | 769 |
| U.S. Government agency obligations | $596,457,000 | 166 |
| Securities issued by states & political subdivisions | $20,760,000 | 1,146 |
| Other domestic debt securities | $33,509,000 | 428 |
| Privately issued residential mortgage-backed securities | $16,684,000 | 391 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $4,239,000 | 120 |
| Other domestic debt securities - All other | $12,586,000 | 329 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,464,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $562,425,000 | 134 |
| Mortgage-backed securities | $613,141,000 | 152 |
| Certificates of participation in pools of residential mortgages | $557,279,000 | 110 |
| Issued or guaranteed by U.S. | $557,279,000 | 107 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $55,862,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $39,178,000 | 441 |
| Privately issued | $16,684,000 | 376 |
| 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) | $70,240,000 | 278 |
| Available-for-sale securities (fair market value) | $586,705,000 | 199 |
| Total debt securities | $648,362,000 | 200 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 330 |
| Fair value | $2,798,000 | 615 |
| Trading account assets | $24,855,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $1,929,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $1,051,000 | 68 |
| 2009-03-31 | Rank | |
| Total securities | $738,974,000 | 194 |
| U.S. Government securities | $531,869,000 | 200 |
| U.S. Treasury securities | $703,000 | 716 |
| U.S. Government agency obligations | $531,166,000 | 196 |
| Securities issued by states & political subdivisions | $21,939,000 | 1,025 |
| Other domestic debt securities | $35,537,000 | 388 |
| Privately issued residential mortgage-backed securities | $18,076,000 | 382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,461,000 | 255 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $149,629,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $565,032,000 | 133 |
| Mortgage-backed securities | $549,242,000 | 169 |
| Certificates of participation in pools of residential mortgages | $505,281,000 | 117 |
| Issued or guaranteed by U.S. | $505,281,000 | 115 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $43,961,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $25,885,000 | 567 |
| Privately issued | $18,076,000 | 366 |
| 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) | $30,804,000 | 549 |
| Available-for-sale securities (fair market value) | $708,170,000 | 174 |
| Total debt securities | $587,677,000 | 234 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $4,670,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $2,090,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $1,545,000 | 59 |
| 2008-12-31 | Rank | |
| Total securities | $633,080,000 | 224 |
| U.S. Government securities | $536,046,000 | 193 |
| U.S. Treasury securities | $709,000 | 680 |
| U.S. Government agency obligations | $535,337,000 | 193 |
| Securities issued by states & political subdivisions | $38,469,000 | 510 |
| Other domestic debt securities | $58,565,000 | 276 |
| Privately issued residential mortgage-backed securities | $15,514,000 | 399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,051,000 | 124 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $579,474,000 | 133 |
| Mortgage-backed securities | $550,851,000 | 165 |
| Certificates of participation in pools of residential mortgages | $478,553,000 | 120 |
| Issued or guaranteed by U.S. | $478,553,000 | 118 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $72,298,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $56,784,000 | 313 |
| Privately issued | $15,514,000 | 382 |
| 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) | $32,789,000 | 508 |
| Available-for-sale securities (fair market value) | $600,291,000 | 200 |
| Total debt securities | $632,193,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $2,701,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $533,233,000 | 245 |
| U.S. Government securities | $450,774,000 | 203 |
| U.S. Treasury securities | $709,000 | 719 |
| U.S. Government agency obligations | $450,065,000 | 199 |
| Securities issued by states & political subdivisions | $38,723,000 | 483 |
| Other domestic debt securities | $43,736,000 | 336 |
| Privately issued residential mortgage-backed securities | $20,795,000 | 345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,941,000 | 196 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $522,250,000 | 140 |
| Mortgage-backed securities | $470,860,000 | 180 |
| Certificates of participation in pools of residential mortgages | $390,486,000 | 127 |
| Issued or guaranteed by U.S. | $390,486,000 | 123 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $80,374,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $59,579,000 | 279 |
| Privately issued | $20,795,000 | 331 |
| 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) | $33,354,000 | 502 |
| Available-for-sale securities (fair market value) | $499,879,000 | 220 |
| Total debt securities | $533,232,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $3,048,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $460,789,000 | 282 |
| U.S. Government securities | $373,314,000 | 242 |
| U.S. Treasury securities | $709,000 | 722 |
| U.S. Government agency obligations | $372,605,000 | 240 |
| Securities issued by states & political subdivisions | $39,089,000 | 492 |
| Other domestic debt securities | $48,386,000 | 330 |
| Privately issued residential mortgage-backed securities | $22,559,000 | 329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,827,000 | 201 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $436,077,000 | 153 |
| Mortgage-backed securities | $395,164,000 | 205 |
| Certificates of participation in pools of residential mortgages | $309,318,000 | 159 |
| Issued or guaranteed by U.S. | $309,318,000 | 152 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $85,846,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $63,287,000 | 261 |
| Privately issued | $22,559,000 | 312 |
| 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) | $33,895,000 | 486 |
| Available-for-sale securities (fair market value) | $426,894,000 | 254 |
| Total debt securities | $460,789,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $3,185,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $458,826,000 | 288 |
| U.S. Government securities | $362,598,000 | 251 |
| U.S. Treasury securities | $700,000 | 750 |
| U.S. Government agency obligations | $361,898,000 | 245 |
| Securities issued by states & political subdivisions | $43,706,000 | 434 |
| Other domestic debt securities | $52,522,000 | 311 |
| Privately issued residential mortgage-backed securities | $23,863,000 | 314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,659,000 | 189 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,640,000 | 171 |
| Mortgage-backed securities | $381,235,000 | 212 |
| Certificates of participation in pools of residential mortgages | $288,049,000 | 172 |
| Issued or guaranteed by U.S. | $288,049,000 | 164 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $93,186,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $69,323,000 | 245 |
| Privately issued | $23,863,000 | 293 |
| 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) | $39,335,000 | 416 |
| Available-for-sale securities (fair market value) | $419,491,000 | 268 |
| Total debt securities | $458,826,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $3,305,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $489,523,000 | 267 |
| U.S. Government securities | $384,747,000 | 242 |
| U.S. Treasury securities | $699,000 | 848 |
| U.S. Government agency obligations | $384,048,000 | 235 |
| Securities issued by states & political subdivisions | $49,059,000 | 357 |
| Other domestic debt securities | $55,717,000 | 293 |
| Privately issued residential mortgage-backed securities | $24,803,000 | 285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,914,000 | 183 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $476,902,000 | 146 |
| Mortgage-backed securities | $339,188,000 | 227 |
| Certificates of participation in pools of residential mortgages | $242,303,000 | 181 |
| Issued or guaranteed by U.S. | $242,303,000 | 175 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $96,885,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $72,082,000 | 236 |
| Privately issued | $24,803,000 | 268 |
| 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) | $45,265,000 | 381 |
| Available-for-sale securities (fair market value) | $444,258,000 | 249 |
| Total debt securities | $489,523,000 | 260 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $1,687,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $461,271,000 | 285 |
| U.S. Government securities | $352,896,000 | 260 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $352,896,000 | 249 |
| Securities issued by states & political subdivisions | $49,928,000 | 347 |
| Other domestic debt securities | $58,039,000 | 278 |
| Privately issued residential mortgage-backed securities | $25,086,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,953,000 | 174 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $408,000 | 1,288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,727,000 | 156 |
| Mortgage-backed securities | $288,766,000 | 246 |
| Certificates of participation in pools of residential mortgages | $188,354,000 | 208 |
| Issued or guaranteed by U.S. | $188,354,000 | 203 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $100,412,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $75,326,000 | 219 |
| Privately issued | $25,086,000 | 259 |
| 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) | $45,870,000 | 399 |
| Available-for-sale securities (fair market value) | $415,401,000 | 266 |
| Total debt securities | $460,863,000 | 273 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $1,725,000 | 189 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $443,483,000 | 304 |
| U.S. Government securities | $362,252,000 | 263 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $362,252,000 | 252 |
| Securities issued by states & political subdivisions | $51,312,000 | 330 |
| Other domestic debt securities | $28,919,000 | 388 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,919,000 | 176 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,000,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,544,000 | 168 |
| Mortgage-backed securities | $273,834,000 | 251 |
| Certificates of participation in pools of residential mortgages | $195,025,000 | 211 |
| Issued or guaranteed by U.S. | $195,025,000 | 204 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $78,809,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $78,809,000 | 220 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,568,000 | 400 |
| Available-for-sale securities (fair market value) | $395,915,000 | 290 |
| Total debt securities | $442,483,000 | 292 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $1,703,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $508,839,000 | 272 |
| U.S. Government securities | $381,797,000 | 253 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $381,797,000 | 245 |
| Securities issued by states & political subdivisions | $52,679,000 | 324 |
| Other domestic debt securities | $33,363,000 | 366 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,322,000 | 164 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $41,000,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $466,683,000 | 154 |
| Mortgage-backed securities | $293,513,000 | 247 |
| Certificates of participation in pools of residential mortgages | $208,980,000 | 204 |
| Issued or guaranteed by U.S. | $208,980,000 | 196 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $84,533,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $84,492,000 | 205 |
| Privately issued | $41,000 | 1,166 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,973,000 | 316 |
| Available-for-sale securities (fair market value) | $446,866,000 | 253 |
| Total debt securities | $467,839,000 | 280 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $1,646,000 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $563,835,000 | 247 |
| U.S. Government securities | $395,123,000 | 249 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $395,123,000 | 241 |
| Securities issued by states & political subdivisions | $53,863,000 | 314 |
| Other domestic debt securities | $44,849,000 | 300 |
| Privately issued residential mortgage-backed securities | $149,000 | 1,173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,700,000 | 141 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $70,000,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $432,028,000 | 167 |
| Mortgage-backed securities | $307,419,000 | 232 |
| Certificates of participation in pools of residential mortgages | $218,521,000 | 203 |
| Issued or guaranteed by U.S. | $218,521,000 | 195 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $88,898,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $88,749,000 | 206 |
| Privately issued | $149,000 | 1,094 |
| 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) | $76,747,000 | 270 |
| Available-for-sale securities (fair market value) | $487,088,000 | 236 |
| Total debt securities | $493,835,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $1,758,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $641,159,000 | 228 |
| U.S. Government securities | $481,163,000 | 217 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $481,163,000 | 211 |
| Securities issued by states & political subdivisions | $55,667,000 | 289 |
| Other domestic debt securities | $55,829,000 | 273 |
| Privately issued residential mortgage-backed securities | $297,000 | 1,084 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,532,000 | 130 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $48,500,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $547,328,000 | 140 |
| Mortgage-backed securities | $329,699,000 | 224 |
| Certificates of participation in pools of residential mortgages | $228,077,000 | 202 |
| Issued or guaranteed by U.S. | $228,077,000 | 194 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $101,622,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $101,325,000 | 198 |
| Privately issued | $297,000 | 1,010 |
| 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) | $98,236,000 | 214 |
| Available-for-sale securities (fair market value) | $542,923,000 | 217 |
| Total debt securities | $592,659,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $1,588,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $603,415,000 | 246 |
| U.S. Government securities | $490,482,000 | 216 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $490,482,000 | 212 |
| Securities issued by states & political subdivisions | $56,920,000 | 275 |
| Other domestic debt securities | $56,013,000 | 265 |
| Privately issued residential mortgage-backed securities | $420,000 | 1,008 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,593,000 | 124 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $546,404,000 | 142 |
| Mortgage-backed securities | $340,673,000 | 231 |
| Certificates of participation in pools of residential mortgages | $234,929,000 | 206 |
| Issued or guaranteed by U.S. | $234,929,000 | 198 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $105,744,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $105,324,000 | 188 |
| Privately issued | $420,000 | 944 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $99,998,000 | 218 |
| Available-for-sale securities (fair market value) | $503,417,000 | 233 |
| Total debt securities | $603,416,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $1,532,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $627,133,000 | 245 |
| U.S. Government securities | $510,431,000 | 227 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $510,431,000 | 219 |
| Securities issued by states & political subdivisions | $60,484,000 | 250 |
| Other domestic debt securities | $56,218,000 | 271 |
| Privately issued residential mortgage-backed securities | $572,000 | 942 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,646,000 | 125 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $566,631,000 | 138 |
| Mortgage-backed securities | $360,341,000 | 224 |
| Certificates of participation in pools of residential mortgages | $248,213,000 | 203 |
| Issued or guaranteed by U.S. | $248,213,000 | 195 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $112,128,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $111,556,000 | 186 |
| Privately issued | $572,000 | 883 |
| 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) | $103,818,000 | 211 |
| Available-for-sale securities (fair market value) | $523,315,000 | 240 |
| Total debt securities | $627,134,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $1,598,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $740,784,000 | 226 |
| U.S. Government securities | $565,464,000 | 217 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $565,464,000 | 205 |
| Securities issued by states & political subdivisions | $64,036,000 | 230 |
| Other domestic debt securities | $56,284,000 | 278 |
| Privately issued residential mortgage-backed securities | $579,000 | 899 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,705,000 | 128 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $55,000,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $622,126,000 | 130 |
| Mortgage-backed securities | $414,790,000 | 206 |
| Certificates of participation in pools of residential mortgages | $264,468,000 | 199 |
| Issued or guaranteed by U.S. | $264,468,000 | 191 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $150,322,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $149,743,000 | 159 |
| Privately issued | $579,000 | 839 |
| 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) | $104,268,000 | 213 |
| Available-for-sale securities (fair market value) | $636,516,000 | 211 |
| Total debt securities | $685,784,000 | 232 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $1,557,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $709,709,000 | 229 |
| U.S. Government securities | $592,180,000 | 207 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $592,180,000 | 200 |
| Securities issued by states & political subdivisions | $60,828,000 | 255 |
| Other domestic debt securities | $56,701,000 | 271 |
| Privately issued residential mortgage-backed securities | $946,000 | 815 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,755,000 | 125 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $451,095,000 | 167 |
| Mortgage-backed securities | $441,153,000 | 203 |
| Certificates of participation in pools of residential mortgages | $279,920,000 | 192 |
| Issued or guaranteed by U.S. | $279,920,000 | 185 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $161,233,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $160,287,000 | 159 |
| Privately issued | $946,000 | 762 |
| 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) | $104,831,000 | 216 |
| Available-for-sale securities (fair market value) | $604,878,000 | 220 |
| Total debt securities | $709,709,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $1,556,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $721,484,000 | 225 |
| U.S. Government securities | $601,386,000 | 204 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $601,386,000 | 198 |
| Securities issued by states & political subdivisions | $62,521,000 | 246 |
| Other domestic debt securities | $57,577,000 | 269 |
| Privately issued residential mortgage-backed securities | $1,765,000 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,812,000 | 121 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,545,000 | 207 |
| Mortgage-backed securities | $449,391,000 | 200 |
| Certificates of participation in pools of residential mortgages | $289,221,000 | 186 |
| Issued or guaranteed by U.S. | $289,221,000 | 182 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $160,170,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $158,405,000 | 168 |
| Privately issued | $1,765,000 | 635 |
| 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) | $106,724,000 | 212 |
| Available-for-sale securities (fair market value) | $614,760,000 | 217 |
| Total debt securities | $721,484,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $1,541,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $794,266,000 | 220 |
| U.S. Government securities | $673,463,000 | 197 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $673,463,000 | 188 |
| Securities issued by states & political subdivisions | $62,379,000 | 233 |
| Other domestic debt securities | $58,424,000 | 266 |
| Privately issued residential mortgage-backed securities | $2,566,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,858,000 | 121 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $341,397,000 | 200 |
| Mortgage-backed securities | $514,216,000 | 189 |
| Certificates of participation in pools of residential mortgages | $345,214,000 | 178 |
| Issued or guaranteed by U.S. | $345,214,000 | 174 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $169,002,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $166,436,000 | 163 |
| Privately issued | $2,566,000 | 555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $107,297,000 | 214 |
| Available-for-sale securities (fair market value) | $686,969,000 | 205 |
| Total debt securities | $794,266,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $1,527,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $788,253,000 | 223 |
| U.S. Government securities | $666,277,000 | 196 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $666,277,000 | 190 |
| Securities issued by states & political subdivisions | $62,638,000 | 239 |
| Other domestic debt securities | $59,338,000 | 267 |
| Privately issued residential mortgage-backed securities | $3,427,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,911,000 | 125 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,848,000 | 191 |
| Mortgage-backed securities | $529,348,000 | 191 |
| Certificates of participation in pools of residential mortgages | $358,687,000 | 176 |
| Issued or guaranteed by U.S. | $358,687,000 | 172 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $170,661,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $167,234,000 | 168 |
| Privately issued | $3,427,000 | 496 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $107,967,000 | 214 |
| Available-for-sale securities (fair market value) | $680,286,000 | 205 |
| Total debt securities | $788,253,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $1,572,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $783,444,000 | 225 |
| U.S. Government securities | $659,796,000 | 200 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $659,796,000 | 193 |
| Securities issued by states & political subdivisions | $62,911,000 | 239 |
| Other domestic debt securities | $60,737,000 | 265 |
| Privately issued residential mortgage-backed securities | $4,450,000 | 457 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,287,000 | 130 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,722,000 | 267 |
| Mortgage-backed securities | $547,358,000 | 185 |
| Certificates of participation in pools of residential mortgages | $366,680,000 | 174 |
| Issued or guaranteed by U.S. | $366,680,000 | 169 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $180,678,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $176,228,000 | 157 |
| Privately issued | $4,450,000 | 428 |
| 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) | $109,179,000 | 200 |
| Available-for-sale securities (fair market value) | $674,265,000 | 214 |
| Total debt securities | $783,444,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $1,493,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $768,251,000 | 226 |
| U.S. Government securities | $637,039,000 | 209 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $637,039,000 | 200 |
| Securities issued by states & political subdivisions | $63,137,000 | 227 |
| Other domestic debt securities | $68,075,000 | 241 |
| Privately issued residential mortgage-backed securities | $6,728,000 | 389 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,347,000 | 126 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,591,000 | 242 |
| Mortgage-backed securities | $527,472,000 | 194 |
| Certificates of participation in pools of residential mortgages | $337,551,000 | 184 |
| Issued or guaranteed by U.S. | $337,551,000 | 180 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $189,921,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $183,193,000 | 150 |
| Privately issued | $6,728,000 | 366 |
| 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) | $114,799,000 | 185 |
| Available-for-sale securities (fair market value) | $653,452,000 | 224 |
| Total debt securities | $768,251,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $1,500,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $713,292,000 | 239 |
| U.S. Government securities | $571,917,000 | 218 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $571,917,000 | 213 |
| Securities issued by states & political subdivisions | $66,316,000 | 214 |
| Other domestic debt securities | $75,059,000 | 240 |
| Privately issued residential mortgage-backed securities | $13,654,000 | 310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,405,000 | 135 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,622,000 | 255 |
| Mortgage-backed securities | $465,808,000 | 218 |
| Certificates of participation in pools of residential mortgages | $284,031,000 | 210 |
| Issued or guaranteed by U.S. | $284,031,000 | 202 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $181,777,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $168,123,000 | 166 |
| Privately issued | $13,654,000 | 291 |
| 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) | $118,328,000 | 184 |
| Available-for-sale securities (fair market value) | $594,964,000 | 246 |
| Total debt securities | $713,292,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $1,530,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $649,401,000 | 255 |
| U.S. Government securities | $503,110,000 | 246 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $503,110,000 | 239 |
| Securities issued by states & political subdivisions | $68,214,000 | 208 |
| Other domestic debt securities | $78,077,000 | 213 |
| Privately issued residential mortgage-backed securities | $16,605,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,472,000 | 150 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,533,000 | 259 |
| Mortgage-backed securities | $373,138,000 | 251 |
| Certificates of participation in pools of residential mortgages | $195,138,000 | 277 |
| Issued or guaranteed by U.S. | $195,138,000 | 269 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $178,000,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $161,395,000 | 191 |
| Privately issued | $16,605,000 | 196 |
| 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) | $121,894,000 | 180 |
| Available-for-sale securities (fair market value) | $527,507,000 | 266 |
| Total debt securities | $649,401,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $1,171,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $681,697,000 | 246 |
| U.S. Government securities | $523,021,000 | 239 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $523,021,000 | 229 |
| Securities issued by states & political subdivisions | $68,075,000 | 205 |
| Other domestic debt securities | $90,601,000 | 191 |
| Privately issued residential mortgage-backed securities | $24,081,000 | 179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $66,520,000 | 147 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,752,000 | 310 |
| Mortgage-backed securities | $353,239,000 | 255 |
| Certificates of participation in pools of residential mortgages | $202,399,000 | 261 |
| Issued or guaranteed by U.S. | $202,399,000 | 253 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $150,840,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $126,759,000 | 219 |
| Privately issued | $24,081,000 | 156 |
| 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) | $129,537,000 | 174 |
| Available-for-sale securities (fair market value) | $552,160,000 | 256 |
| Total debt securities | $681,697,000 | 239 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $1,146,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $692,101,000 | 242 |
| U.S. Government securities | $510,073,000 | 249 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $510,073,000 | 237 |
| Securities issued by states & political subdivisions | $68,734,000 | 199 |
| Other domestic debt securities | $113,294,000 | 168 |
| Privately issued residential mortgage-backed securities | $46,724,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $66,570,000 | 147 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,539,000 | 233 |
| Mortgage-backed securities | $402,603,000 | 244 |
| Certificates of participation in pools of residential mortgages | $243,770,000 | 223 |
| Issued or guaranteed by U.S. | $243,770,000 | 216 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $158,833,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $112,109,000 | 259 |
| Privately issued | $46,724,000 | 119 |
| 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) | $134,702,000 | 164 |
| Available-for-sale securities (fair market value) | $557,399,000 | 257 |
| Total debt securities | $692,101,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $1,157,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $674,042,000 | 249 |
| U.S. Government securities | $478,442,000 | 264 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $478,442,000 | 254 |
| Securities issued by states & political subdivisions | $62,582,000 | 216 |
| Other domestic debt securities | $133,018,000 | 149 |
| Privately issued residential mortgage-backed securities | $66,403,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $66,615,000 | 150 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,090,000 | 228 |
| Mortgage-backed securities | $369,678,000 | 245 |
| Certificates of participation in pools of residential mortgages | $257,915,000 | 208 |
| Issued or guaranteed by U.S. | $257,915,000 | 202 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $111,763,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $45,360,000 | 456 |
| Privately issued | $66,403,000 | 105 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $140,806,000 | 156 |
| Available-for-sale securities (fair market value) | $533,236,000 | 261 |
| Total debt securities | $674,042,000 | 242 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $1,089,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $650,899,000 | 241 |
| U.S. Government securities | $443,765,000 | 266 |
| U.S. Treasury securities | $1,496,000 | 1,416 |
| U.S. Government agency obligations | $442,269,000 | 257 |
| Securities issued by states & political subdivisions | $53,843,000 | 258 |
| Other domestic debt securities | $152,891,000 | 128 |
| Privately issued residential mortgage-backed securities | $86,231,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $66,660,000 | 149 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $400,000 | 1,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,479,000 | 261 |
| Mortgage-backed securities | $339,533,000 | 250 |
| Certificates of participation in pools of residential mortgages | $215,947,000 | 225 |
| Issued or guaranteed by U.S. | $215,947,000 | 216 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $123,586,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $37,355,000 | 514 |
| Privately issued | $86,231,000 | 96 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $148,671,000 | 147 |
| Available-for-sale securities (fair market value) | $502,228,000 | 254 |
| Total debt securities | $650,499,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $1,075,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $708,041,000 | 209 |
| U.S. Government securities | $497,626,000 | 212 |
| U.S. Treasury securities | $999,000 | 2,075 |
| U.S. Government agency obligations | $496,627,000 | 202 |
| Securities issued by states & political subdivisions | $54,268,000 | 233 |
| Other domestic debt securities | $149,747,000 | 135 |
| Privately issued residential mortgage-backed securities | $72,660,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $77,087,000 | 128 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,400,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,141,000 | 225 |
| Mortgage-backed securities | $489,549,000 | 185 |
| Certificates of participation in pools of residential mortgages | $304,171,000 | 161 |
| Issued or guaranteed by U.S. | $304,171,000 | 159 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $185,378,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $112,718,000 | 226 |
| Privately issued | $72,660,000 | 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) | $132,354,000 | 153 |
| Available-for-sale securities (fair market value) | $575,687,000 | 213 |
| Total debt securities | $701,641,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $1,151,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $599,728,000 | 231 |
| U.S. Government securities | $450,614,000 | 224 |
| U.S. Treasury securities | $4,998,000 | 1,086 |
| U.S. Government agency obligations | $445,616,000 | 210 |
| Securities issued by states & political subdivisions | $38,284,000 | 358 |
| Other domestic debt securities | $93,394,000 | 176 |
| Privately issued residential mortgage-backed securities | $39,660,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $53,734,000 | 189 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $17,436,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,524,000 | 321 |
| Mortgage-backed securities | $423,320,000 | 176 |
| Certificates of participation in pools of residential mortgages | $342,801,000 | 133 |
| Issued or guaranteed by U.S. | $342,801,000 | 132 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $80,519,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $40,859,000 | 380 |
| Privately issued | $39,660,000 | 117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $194,816,000 | 146 |
| Available-for-sale securities (fair market value) | $404,912,000 | 256 |
| Total debt securities | $582,292,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $479,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $446,291,000 | 321 |
| U.S. Government securities | $286,783,000 | 360 |
| U.S. Treasury securities | $4,993,000 | 1,573 |
| U.S. Government agency obligations | $281,790,000 | 336 |
| Securities issued by states & political subdivisions | $41,985,000 | 318 |
| Other domestic debt securities | $100,487,000 | 188 |
| Privately issued residential mortgage-backed securities | $47,572,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,915,000 | 199 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $17,036,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,025,000 | 376 |
| Mortgage-backed securities | $299,895,000 | 256 |
| Certificates of participation in pools of residential mortgages | $222,963,000 | 195 |
| Issued or guaranteed by U.S. | $222,963,000 | 193 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $76,932,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $29,360,000 | 507 |
| Privately issued | $47,572,000 | 119 |
| 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) | $227,640,000 | 130 |
| Available-for-sale securities (fair market value) | $218,651,000 | 450 |
| Total debt securities | $429,255,000 | 317 |
| Structured notes | ||
| Amortized cost | $5,266,000 | 101 |
| Fair value | $5,250,000 | 98 |
| Trading account assets | $486,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $494,750,000 | 289 |
| U.S. Government securities | $366,323,000 | 294 |
| U.S. Treasury securities | $5,000,000 | 2,285 |
| U.S. Government agency obligations | $361,323,000 | 260 |
| Securities issued by states & political subdivisions | $40,365,000 | 311 |
| Other domestic debt securities | $71,603,000 | 202 |
| Privately issued residential mortgage-backed securities | $18,712,000 | 208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,891,000 | 163 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $16,459,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,493,000 | 376 |
| Mortgage-backed securities | $346,821,000 | 234 |
| Certificates of participation in pools of residential mortgages | $280,702,000 | 173 |
| Issued or guaranteed by U.S. | $280,702,000 | 166 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $66,119,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $47,407,000 | 375 |
| Privately issued | $18,712,000 | 168 |
| 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) | $283,516,000 | 113 |
| Available-for-sale securities (fair market value) | $211,234,000 | 463 |
| Total debt securities | $478,291,000 | 284 |
| Structured notes | ||
| Amortized cost | $9,341,000 | 76 |
| Fair value | $9,258,000 | 76 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $454,504,000 | 317 |
| U.S. Government securities | $413,477,000 | 279 |
| U.S. Treasury securities | $5,000,000 | 3,235 |
| U.S. Government agency obligations | $408,477,000 | 238 |
| Securities issued by states & political subdivisions | $21,385,000 | 605 |
| Other domestic debt securities | $3,607,000 | 1,021 |
| Privately issued residential mortgage-backed securities | $3,607,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $16,035,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,978,000 | 442 |
| Mortgage-backed securities | $365,602,000 | 218 |
| Certificates of participation in pools of residential mortgages | $331,087,000 | 165 |
| Issued or guaranteed by U.S. | $331,087,000 | 162 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $34,515,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $30,908,000 | 480 |
| Privately issued | $3,607,000 | 267 |
| 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) | $306,627,000 | 128 |
| Available-for-sale securities (fair market value) | $147,877,000 | 579 |
| Total debt securities | $438,469,000 | 318 |
| Structured notes | ||
| Amortized cost | $9,625,000 | 143 |
| Fair value | $9,131,000 | 146 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $323,900,000 | 437 |
| U.S. Government securities | $306,005,000 | 393 |
| U.S. Treasury securities | $5,000,000 | 3,808 |
| U.S. Government agency obligations | $301,005,000 | 326 |
| Securities issued by states & political subdivisions | $5,410,000 | 2,668 |
| Other domestic debt securities | $4,927,000 | 916 |
| Privately issued residential mortgage-backed securities | $4,927,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $7,558,000 | 536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,595,000 | 1,156 |
| Mortgage-backed securities | $239,829,000 | 329 |
| Certificates of participation in pools of residential mortgages | $218,650,000 | 239 |
| Issued or guaranteed by U.S. | $218,650,000 | 231 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $21,179,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $16,252,000 | 797 |
| Privately issued | $4,927,000 | 251 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $289,893,000 | 152 |
| Available-for-sale securities (fair market value) | $34,007,000 | 2,442 |
| Total debt securities | $316,342,000 | 432 |
| Structured notes | ||
| Amortized cost | $14,750,000 | 95 |
| Fair value | $13,990,000 | 101 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $261,984,000 | 546 |
| U.S. Government securities | $245,686,000 | 490 |
| U.S. Treasury securities | $4,998,000 | 4,639 |
| U.S. Government agency obligations | $240,688,000 | 389 |
| Securities issued by states & political subdivisions | $6,578,000 | 2,234 |
| Other domestic debt securities | $6,258,000 | 933 |
| Privately issued residential mortgage-backed securities | $6,258,000 | 361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,462,000 | 966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,253,000 | 1,013 |
| Mortgage-backed securities | $178,461,000 | 412 |
| Certificates of participation in pools of residential mortgages | $158,036,000 | 306 |
| Issued or guaranteed by U.S. | $158,036,000 | 287 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $20,425,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $14,167,000 | 1,023 |
| Privately issued | $6,258,000 | 243 |
| 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) | $225,894,000 | 202 |
| Available-for-sale securities (fair market value) | $36,090,000 | 2,394 |
| Total debt securities | $258,522,000 | 539 |
| Structured notes | ||
| Amortized cost | $15,065,000 | 164 |
| Fair value | $14,420,000 | 175 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $263,134,000 | 556 |
| U.S. Government securities | $249,227,000 | 490 |
| U.S. Treasury securities | $4,996,000 | 5,520 |
| U.S. Government agency obligations | $244,231,000 | 378 |
| Securities issued by states & political subdivisions | $3,425,000 | 3,860 |
| Other domestic debt securities | $7,382,000 | 911 |
| Privately issued residential mortgage-backed securities | $7,382,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $3,100,000 | 943 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,525,000 | 544 |
| Mortgage-backed securities | $185,706,000 | 409 |
| Certificates of participation in pools of residential mortgages | $161,447,000 | 295 |
| Issued or guaranteed by U.S. | $161,447,000 | 284 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $24,259,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $16,877,000 | 957 |
| Privately issued | $7,382,000 | 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) | $255,784,000 | 357 |
| Available-for-sale securities (fair market value) | $7,350,000 | 5,724 |
| Total debt securities | $260,034,000 | 554 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $265,543,000 | 576 |
| U.S. Government securities | $248,618,000 | 502 |
| U.S. Treasury securities | $2,999,000 | 7,396 |
| U.S. Government agency obligations | $245,619,000 | 367 |
| Securities issued by states & political subdivisions | $7,067,000 | 2,221 |
| Other domestic debt securities | $9,843,000 | 883 |
| Privately issued residential mortgage-backed securities | $9,843,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $15,000 | 551 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,558,000 | 598 |
| Mortgage-backed securities | $178,159,000 | 443 |
| Certificates of participation in pools of residential mortgages | $153,518,000 | 309 |
| Issued or guaranteed by U.S. | $153,518,000 | 286 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $24,641,000 | 885 |
| CMOs issued by government agencies or sponsored agencies | $14,798,000 | 1,196 |
| Privately issued | $9,843,000 | 207 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $265,543,000 | 566 |
| 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 | $194,135,000 | 707 |
| U.S. Government securities | $184,083,000 | 618 |
| U.S. Treasury securities | $16,995,000 | 2,200 |
| U.S. Government agency obligations | $167,088,000 | 469 |
| Securities issued by states & political subdivisions | $5,608,000 | 2,486 |
| Other domestic debt securities | $4,429,000 | 1,829 |
| Privately issued residential mortgage-backed securities | $4,424,000 | 724 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000 | 5,786 |
| Foreign debt securities | $15,000 | 593 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,266,000 | 627 |
| Mortgage-backed securities | $110,365,000 | 615 |
| Certificates of participation in pools of residential mortgages | $87,014,000 | 482 |
| Issued or guaranteed by U.S. | $87,014,000 | 445 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $23,351,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $18,927,000 | 955 |
| Privately issued | $4,424,000 | 512 |
| 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 | $194,135,000 | 690 |
| 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 |