Home > Salem Five Cents Savings Bank > Securities
Salem Five Cents Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,553,286,000 | 182 |
| U.S. Government securities | $1,553,149,000 | 131 |
| U.S. Treasury securities | $18,973,000 | 954 |
| U.S. Government agency obligations | $1,534,176,000 | 122 |
| Securities issued by states & political subdivisions | $100,000 | 3,760 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| 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 | $1,534,044,000 | 114 |
| Mortgage-backed securities | $424,441,000 | 263 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $196,398,000 | 302 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $159,288,000 | 173 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $68,755,000 | 137 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,123,910,000 | 86 |
| Available-for-sale securities (fair market value) | $429,339,000 | 400 |
| Total debt securities | $1,553,249,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,520,777,000 | 184 |
| U.S. Government securities | $1,520,639,000 | 136 |
| U.S. Treasury securities | $18,588,000 | 1,010 |
| U.S. Government agency obligations | $1,502,051,000 | 123 |
| Securities issued by states & political subdivisions | $107,000 | 3,801 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| 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 | $1,472,623,000 | 114 |
| Mortgage-backed securities | $406,612,000 | 265 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $177,711,000 | 319 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $160,107,000 | 172 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $68,794,000 | 134 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,103,886,000 | 86 |
| Available-for-sale securities (fair market value) | $416,860,000 | 403 |
| Total debt securities | $1,520,745,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,551,524,000 | 183 |
| U.S. Government securities | $1,489,536,000 | 141 |
| U.S. Treasury securities | $18,766,000 | 1,009 |
| U.S. Government agency obligations | $1,470,770,000 | 130 |
| Securities issued by states & political subdivisions | $107,000 | 3,834 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $1,435,481,000 | 116 |
| Mortgage-backed securities | $379,928,000 | 278 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $147,488,000 | 380 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $163,332,000 | 164 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $69,108,000 | 134 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,064,286,000 | 88 |
| Available-for-sale securities (fair market value) | $425,357,000 | 409 |
| Total debt securities | $1,489,645,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,562,006,000 | 192 |
| U.S. Government securities | $1,503,388,000 | 149 |
| U.S. Treasury securities | $18,946,000 | 1,073 |
| U.S. Government agency obligations | $1,484,442,000 | 127 |
| Securities issued by states & political subdivisions | $120,000 | 3,882 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $353,997,000 | 306 |
| Mortgage-backed securities | $386,183,000 | 295 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $149,950,000 | 391 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $166,991,000 | 171 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $69,242,000 | 144 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,072,473,000 | 91 |
| Available-for-sale securities (fair market value) | $431,035,000 | 430 |
| Total debt securities | $1,503,508,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,552,954,000 | 201 |
| U.S. Government securities | $1,497,223,000 | 159 |
| U.S. Treasury securities | $18,741,000 | 1,114 |
| U.S. Government agency obligations | $1,478,482,000 | 135 |
| Securities issued by states & political subdivisions | $119,000 | 3,924 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $282,404,000 | 319 |
| Mortgage-backed securities | $390,622,000 | 296 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $152,571,000 | 390 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $168,710,000 | 174 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $69,341,000 | 145 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,070,467,000 | 96 |
| Available-for-sale securities (fair market value) | $426,875,000 | 443 |
| Total debt securities | $1,497,341,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,521,393,000 | 202 |
| U.S. Government securities | $1,470,619,000 | 162 |
| U.S. Treasury securities | $18,662,000 | 1,139 |
| U.S. Government agency obligations | $1,451,957,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $290,478,000 | 302 |
| Mortgage-backed securities | $376,394,000 | 315 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $134,726,000 | 422 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $172,301,000 | 174 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $69,367,000 | 143 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,053,508,000 | 95 |
| Available-for-sale securities (fair market value) | $417,111,000 | 461 |
| Total debt securities | $1,470,619,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,530,243,000 | 207 |
| U.S. Government securities | $1,476,952,000 | 162 |
| U.S. Treasury securities | $19,130,000 | 1,120 |
| U.S. Government agency obligations | $1,457,822,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| 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 | $273,687,000 | 311 |
| Mortgage-backed securities | $376,637,000 | 328 |
| Certificates of participation in pools of residential mortgages | $128,873,000 | 469 |
| Issued or guaranteed by U.S. | $128,873,000 | 463 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $177,812,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $177,812,000 | 179 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $69,952,000 | 290 |
| Commercial mortgage pass-through securities | $69,952,000 | 147 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,038,191,000 | 94 |
| Available-for-sale securities (fair market value) | $438,761,000 | 459 |
| Total debt securities | $1,476,953,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,520,707,000 | 212 |
| U.S. Government securities | $1,457,482,000 | 166 |
| U.S. Treasury securities | $19,457,000 | 979 |
| U.S. Government agency obligations | $1,438,025,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,447,000 | 302 |
| Mortgage-backed securities | $353,794,000 | 347 |
| Certificates of participation in pools of residential mortgages | $96,036,000 | 597 |
| Issued or guaranteed by U.S. | $96,036,000 | 591 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $187,745,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $187,745,000 | 182 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $70,013,000 | 293 |
| Commercial mortgage pass-through securities | $70,013,000 | 149 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,004,929,000 | 82 |
| Available-for-sale securities (fair market value) | $452,553,000 | 453 |
| Total debt securities | $1,457,482,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,485,127,000 | 211 |
| U.S. Government securities | $1,417,261,000 | 165 |
| U.S. Treasury securities | $10,103,000 | 1,011 |
| U.S. Government agency obligations | $1,407,158,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,448,000 | 315 |
| Mortgage-backed securities | $364,873,000 | 348 |
| Certificates of participation in pools of residential mortgages | $77,607,000 | 702 |
| Issued or guaranteed by U.S. | $77,607,000 | 690 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $204,402,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $204,402,000 | 170 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $82,864,000 | 263 |
| Commercial mortgage pass-through securities | $82,864,000 | 132 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $966,815,000 | 75 |
| Available-for-sale securities (fair market value) | $450,446,000 | 445 |
| Total debt securities | $1,417,261,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,295,461,000 | 222 |
| U.S. Government securities | $1,232,190,000 | 175 |
| U.S. Treasury securities | $20,054,000 | 560 |
| U.S. Government agency obligations | $1,212,136,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,528,000 | 320 |
| Mortgage-backed securities | $362,590,000 | 338 |
| Certificates of participation in pools of residential mortgages | $71,813,000 | 716 |
| Issued or guaranteed by U.S. | $71,813,000 | 703 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $207,852,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $207,852,000 | 176 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $82,925,000 | 263 |
| Commercial mortgage pass-through securities | $82,925,000 | 130 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $833,277,000 | 75 |
| Available-for-sale securities (fair market value) | $398,913,000 | 471 |
| Total debt securities | $1,232,189,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,364,202,000 | 204 |
| U.S. Government securities | $1,300,377,000 | 163 |
| U.S. Treasury securities | $20,139,000 | 489 |
| U.S. Government agency obligations | $1,280,238,000 | 155 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,396,000 | 308 |
| Mortgage-backed securities | $370,939,000 | 311 |
| Certificates of participation in pools of residential mortgages | $159,533,000 | 364 |
| Issued or guaranteed by U.S. | $159,533,000 | 360 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $211,406,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $211,406,000 | 170 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $850,249,000 | 70 |
| Available-for-sale securities (fair market value) | $450,127,000 | 408 |
| Total debt securities | $1,300,376,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,218,868,000 | 207 |
| U.S. Government securities | $1,159,857,000 | 170 |
| U.S. Treasury securities | $19,687,000 | 374 |
| U.S. Government agency obligations | $1,140,170,000 | 160 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,668,000 | 284 |
| Mortgage-backed securities | $385,078,000 | 284 |
| Certificates of participation in pools of residential mortgages | $154,604,000 | 354 |
| Issued or guaranteed by U.S. | $154,604,000 | 349 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $230,474,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $230,474,000 | 149 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $736,129,000 | 70 |
| Available-for-sale securities (fair market value) | $423,728,000 | 396 |
| Total debt securities | $1,159,857,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,120,366,000 | 213 |
| U.S. Government securities | $1,065,317,000 | 170 |
| U.S. Treasury securities | $10,108,000 | 417 |
| U.S. Government agency obligations | $1,055,209,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,669,000 | 296 |
| Mortgage-backed securities | $412,832,000 | 251 |
| Certificates of participation in pools of residential mortgages | $152,353,000 | 323 |
| Issued or guaranteed by U.S. | $152,353,000 | 321 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $260,479,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $260,479,000 | 137 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $650,567,000 | 65 |
| Available-for-sale securities (fair market value) | $414,750,000 | 380 |
| Total debt securities | $1,065,317,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $853,949,000 | 242 |
| U.S. Government securities | $805,615,000 | 193 |
| U.S. Treasury securities | $10,110,000 | 409 |
| U.S. Government agency obligations | $795,505,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,713,000 | 275 |
| Mortgage-backed securities | $381,172,000 | 250 |
| Certificates of participation in pools of residential mortgages | $163,428,000 | 294 |
| Issued or guaranteed by U.S. | $163,428,000 | 292 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $217,744,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $217,744,000 | 152 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $458,212,000 | 72 |
| Available-for-sale securities (fair market value) | $347,403,000 | 410 |
| Total debt securities | $805,615,000 | 248 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $920,204,000 | 217 |
| U.S. Government securities | $874,641,000 | 175 |
| U.S. Treasury securities | $15,111,000 | 340 |
| U.S. Government agency obligations | $859,530,000 | 165 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $332,652,000 | 232 |
| Mortgage-backed securities | $349,514,000 | 261 |
| Certificates of participation in pools of residential mortgages | $145,638,000 | 319 |
| Issued or guaranteed by U.S. | $145,638,000 | 315 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $203,876,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $203,876,000 | 161 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $497,379,000 | 72 |
| Available-for-sale securities (fair market value) | $377,262,000 | 369 |
| Total debt securities | $874,642,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,010,649,000 | 196 |
| U.S. Government securities | $973,089,000 | 160 |
| U.S. Treasury securities | $15,111,000 | 334 |
| U.S. Government agency obligations | $957,978,000 | 152 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $261,449,000 | 266 |
| Mortgage-backed securities | $312,789,000 | 286 |
| Certificates of participation in pools of residential mortgages | $91,211,000 | 465 |
| Issued or guaranteed by U.S. | $91,211,000 | 450 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $221,578,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $221,578,000 | 157 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $582,933,000 | 70 |
| Available-for-sale securities (fair market value) | $390,156,000 | 357 |
| Total debt securities | $973,090,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $943,250,000 | 207 |
| U.S. Government securities | $893,949,000 | 171 |
| U.S. Treasury securities | $15,712,000 | 333 |
| U.S. Government agency obligations | $878,237,000 | 161 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,711,000 | 281 |
| Mortgage-backed securities | $244,819,000 | 329 |
| Certificates of participation in pools of residential mortgages | $47,505,000 | 705 |
| Issued or guaranteed by U.S. | $47,505,000 | 688 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $197,314,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $197,314,000 | 170 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $576,101,000 | 73 |
| Available-for-sale securities (fair market value) | $317,848,000 | 407 |
| Total debt securities | $893,950,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $912,395,000 | 208 |
| U.S. Government securities | $866,840,000 | 176 |
| U.S. Treasury securities | $15,710,000 | 331 |
| U.S. Government agency obligations | $851,130,000 | 171 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,211,000 | 268 |
| Mortgage-backed securities | $245,875,000 | 326 |
| Certificates of participation in pools of residential mortgages | $50,059,000 | 666 |
| Issued or guaranteed by U.S. | $50,059,000 | 648 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $195,816,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $195,816,000 | 172 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $552,436,000 | 80 |
| Available-for-sale securities (fair market value) | $314,404,000 | 407 |
| Total debt securities | $866,840,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $952,920,000 | 204 |
| U.S. Government securities | $907,911,000 | 175 |
| U.S. Treasury securities | $24,963,000 | 245 |
| U.S. Government agency obligations | $882,948,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,404,000 | 256 |
| Mortgage-backed securities | $232,984,000 | 342 |
| Certificates of participation in pools of residential mortgages | $54,070,000 | 633 |
| Issued or guaranteed by U.S. | $54,070,000 | 628 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $178,914,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $178,914,000 | 180 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $594,741,000 | 77 |
| Available-for-sale securities (fair market value) | $313,170,000 | 406 |
| Total debt securities | $907,911,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $982,399,000 | 199 |
| U.S. Government securities | $938,969,000 | 171 |
| U.S. Treasury securities | $24,742,000 | 256 |
| U.S. Government agency obligations | $914,227,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,578,000 | 286 |
| Mortgage-backed securities | $239,761,000 | 325 |
| Certificates of participation in pools of residential mortgages | $56,416,000 | 618 |
| Issued or guaranteed by U.S. | $56,416,000 | 615 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $183,345,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $183,345,000 | 176 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $618,312,000 | 77 |
| Available-for-sale securities (fair market value) | $320,657,000 | 397 |
| Total debt securities | $938,969,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $979,128,000 | 197 |
| U.S. Government securities | $940,976,000 | 171 |
| U.S. Treasury securities | $24,608,000 | 250 |
| U.S. Government agency obligations | $916,368,000 | 160 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $38,152,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,675,000 | 284 |
| Mortgage-backed securities | $236,327,000 | 327 |
| Certificates of participation in pools of residential mortgages | $58,297,000 | 608 |
| Issued or guaranteed by U.S. | $58,297,000 | 605 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $178,030,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $178,030,000 | 175 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $614,124,000 | 77 |
| Available-for-sale securities (fair market value) | $365,004,000 | 359 |
| Total debt securities | $940,977,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $978,919,000 | 193 |
| U.S. Government securities | $935,043,000 | 168 |
| U.S. Treasury securities | $24,384,000 | 249 |
| U.S. Government agency obligations | $910,659,000 | 157 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $43,876,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,897,000 | 287 |
| Mortgage-backed securities | $245,986,000 | 317 |
| Certificates of participation in pools of residential mortgages | $61,813,000 | 578 |
| Issued or guaranteed by U.S. | $61,813,000 | 577 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $184,173,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $184,173,000 | 170 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $611,438,000 | 77 |
| Available-for-sale securities (fair market value) | $367,481,000 | 356 |
| Total debt securities | $935,043,000 | 196 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $979,301,000 | 196 |
| U.S. Government securities | $937,436,000 | 167 |
| U.S. Treasury securities | $24,442,000 | 242 |
| U.S. Government agency obligations | $912,994,000 | 156 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $41,865,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,452,000 | 289 |
| Mortgage-backed securities | $251,351,000 | 309 |
| Certificates of participation in pools of residential mortgages | $66,078,000 | 568 |
| Issued or guaranteed by U.S. | $66,078,000 | 561 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $185,273,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $185,273,000 | 173 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $623,586,000 | 75 |
| Available-for-sale securities (fair market value) | $355,715,000 | 370 |
| Total debt securities | $937,436,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $972,051,000 | 193 |
| U.S. Government securities | $931,170,000 | 165 |
| U.S. Treasury securities | $24,486,000 | 252 |
| U.S. Government agency obligations | $906,684,000 | 156 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $40,881,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,807,000 | 373 |
| Mortgage-backed securities | $263,620,000 | 299 |
| Certificates of participation in pools of residential mortgages | $70,282,000 | 553 |
| Issued or guaranteed by U.S. | $70,282,000 | 552 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $193,338,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $193,338,000 | 168 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $622,340,000 | 75 |
| Available-for-sale securities (fair market value) | $349,711,000 | 376 |
| Total debt securities | $931,170,000 | 196 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $929,985,000 | 198 |
| U.S. Government securities | $889,364,000 | 163 |
| U.S. Treasury securities | $24,641,000 | 233 |
| U.S. Government agency obligations | $864,723,000 | 152 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $40,621,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,021,000 | 372 |
| Mortgage-backed securities | $261,500,000 | 301 |
| Certificates of participation in pools of residential mortgages | $71,170,000 | 542 |
| Issued or guaranteed by U.S. | $71,170,000 | 542 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $190,330,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $190,330,000 | 163 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $598,154,000 | 77 |
| Available-for-sale securities (fair market value) | $331,831,000 | 396 |
| Total debt securities | $889,364,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $944,197,000 | 194 |
| U.S. Government securities | $906,524,000 | 161 |
| U.S. Treasury securities | $24,730,000 | 225 |
| U.S. Government agency obligations | $881,794,000 | 154 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $37,673,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,163,000 | 353 |
| Mortgage-backed securities | $276,760,000 | 287 |
| Certificates of participation in pools of residential mortgages | $76,185,000 | 518 |
| Issued or guaranteed by U.S. | $76,185,000 | 517 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $200,575,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $200,575,000 | 155 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $619,813,000 | 77 |
| Available-for-sale securities (fair market value) | $324,384,000 | 405 |
| Total debt securities | $906,524,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $962,295,000 | 196 |
| U.S. Government securities | $925,243,000 | 158 |
| U.S. Treasury securities | $24,713,000 | 227 |
| U.S. Government agency obligations | $900,530,000 | 154 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $37,052,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,599,000 | 379 |
| Mortgage-backed securities | $278,032,000 | 291 |
| Certificates of participation in pools of residential mortgages | $80,380,000 | 514 |
| Issued or guaranteed by U.S. | $80,380,000 | 512 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $197,652,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $197,652,000 | 160 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $622,629,000 | 78 |
| Available-for-sale securities (fair market value) | $339,666,000 | 389 |
| Total debt securities | $925,241,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $952,886,000 | 192 |
| U.S. Government securities | $916,125,000 | 156 |
| U.S. Treasury securities | $24,635,000 | 232 |
| U.S. Government agency obligations | $891,490,000 | 151 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $36,761,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,278,000 | 411 |
| Mortgage-backed securities | $275,420,000 | 290 |
| Certificates of participation in pools of residential mortgages | $68,070,000 | 597 |
| Issued or guaranteed by U.S. | $68,070,000 | 597 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $207,350,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $207,350,000 | 153 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $628,382,000 | 79 |
| Available-for-sale securities (fair market value) | $324,504,000 | 407 |
| Total debt securities | $916,126,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $939,310,000 | 194 |
| U.S. Government securities | $904,325,000 | 152 |
| U.S. Treasury securities | $24,587,000 | 234 |
| U.S. Government agency obligations | $879,738,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $34,985,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,729,000 | 389 |
| Mortgage-backed securities | $283,658,000 | 284 |
| Certificates of participation in pools of residential mortgages | $62,420,000 | 645 |
| Issued or guaranteed by U.S. | $62,420,000 | 645 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $221,238,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $221,238,000 | 141 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $627,450,000 | 79 |
| Available-for-sale securities (fair market value) | $311,860,000 | 414 |
| Total debt securities | $904,323,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $873,479,000 | 204 |
| U.S. Government securities | $840,080,000 | 156 |
| U.S. Treasury securities | $15,118,000 | 277 |
| U.S. Government agency obligations | $824,962,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $33,399,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,770,000 | 345 |
| Mortgage-backed securities | $292,384,000 | 276 |
| Certificates of participation in pools of residential mortgages | $60,763,000 | 665 |
| Issued or guaranteed by U.S. | $60,763,000 | 665 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $231,621,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $231,621,000 | 140 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $604,921,000 | 86 |
| Available-for-sale securities (fair market value) | $268,558,000 | 485 |
| Total debt securities | $840,080,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $892,432,000 | 202 |
| U.S. Government securities | $859,990,000 | 155 |
| U.S. Treasury securities | $15,118,000 | 282 |
| U.S. Government agency obligations | $844,872,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $32,442,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,551,000 | 380 |
| Mortgage-backed securities | $311,414,000 | 267 |
| Certificates of participation in pools of residential mortgages | $65,277,000 | 625 |
| Issued or guaranteed by U.S. | $65,277,000 | 623 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $246,137,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $246,137,000 | 139 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $670,694,000 | 79 |
| Available-for-sale securities (fair market value) | $221,738,000 | 577 |
| Total debt securities | $859,989,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $907,695,000 | 198 |
| U.S. Government securities | $875,740,000 | 155 |
| U.S. Treasury securities | $15,119,000 | 284 |
| U.S. Government agency obligations | $860,621,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $31,955,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,122,000 | 383 |
| Mortgage-backed securities | $318,606,000 | 265 |
| Certificates of participation in pools of residential mortgages | $69,363,000 | 595 |
| Issued or guaranteed by U.S. | $69,363,000 | 595 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $249,243,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $249,243,000 | 140 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $644,802,000 | 84 |
| Available-for-sale securities (fair market value) | $262,893,000 | 505 |
| Total debt securities | $875,740,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $962,611,000 | 186 |
| U.S. Government securities | $931,005,000 | 144 |
| U.S. Treasury securities | $15,119,000 | 313 |
| U.S. Government agency obligations | $915,886,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $31,606,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,567,000 | 318 |
| Mortgage-backed securities | $330,019,000 | 259 |
| Certificates of participation in pools of residential mortgages | $72,390,000 | 573 |
| Issued or guaranteed by U.S. | $72,390,000 | 572 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $257,629,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $257,629,000 | 136 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $706,007,000 | 77 |
| Available-for-sale securities (fair market value) | $256,604,000 | 517 |
| Total debt securities | $931,006,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $945,145,000 | 184 |
| U.S. Government securities | $914,355,000 | 142 |
| U.S. Treasury securities | $15,120,000 | 289 |
| U.S. Government agency obligations | $899,235,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $30,790,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,730,000 | 292 |
| Mortgage-backed securities | $345,406,000 | 250 |
| Certificates of participation in pools of residential mortgages | $76,027,000 | 549 |
| Issued or guaranteed by U.S. | $76,027,000 | 548 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $269,379,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $269,379,000 | 130 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $656,641,000 | 81 |
| Available-for-sale securities (fair market value) | $288,504,000 | 452 |
| Total debt securities | $914,355,000 | 187 |
| Structured notes | ||
| Amortized cost | $19,988,000 | 132 |
| Fair value | $20,017,000 | 126 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,001,177,000 | 174 |
| U.S. Government securities | $967,051,000 | 134 |
| U.S. Treasury securities | $15,120,000 | 284 |
| U.S. Government agency obligations | $951,931,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $34,126,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,839,000 | 290 |
| Mortgage-backed securities | $373,726,000 | 243 |
| Certificates of participation in pools of residential mortgages | $80,176,000 | 530 |
| Issued or guaranteed by U.S. | $80,176,000 | 530 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $293,550,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $293,550,000 | 127 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $655,993,000 | 78 |
| Available-for-sale securities (fair market value) | $345,184,000 | 381 |
| Total debt securities | $967,050,000 | 175 |
| Structured notes | ||
| Amortized cost | $34,176,000 | 84 |
| Fair value | $34,084,000 | 83 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,003,893,000 | 177 |
| U.S. Government securities | $970,090,000 | 135 |
| U.S. Treasury securities | $15,121,000 | 282 |
| U.S. Government agency obligations | $954,969,000 | 132 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $33,803,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,732,000 | 272 |
| Mortgage-backed securities | $377,971,000 | 241 |
| Certificates of participation in pools of residential mortgages | $85,071,000 | 508 |
| Issued or guaranteed by U.S. | $85,071,000 | 507 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $292,900,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $292,900,000 | 127 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $629,732,000 | 79 |
| Available-for-sale securities (fair market value) | $374,161,000 | 345 |
| Total debt securities | $970,090,000 | 178 |
| Structured notes | ||
| Amortized cost | $44,162,000 | 66 |
| Fair value | $44,234,000 | 66 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $996,926,000 | 173 |
| U.S. Government securities | $963,471,000 | 134 |
| U.S. Treasury securities | $15,121,000 | 291 |
| U.S. Government agency obligations | $948,350,000 | 132 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $33,455,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,200,000 | 270 |
| Mortgage-backed securities | $366,941,000 | 251 |
| Certificates of participation in pools of residential mortgages | $88,156,000 | 498 |
| Issued or guaranteed by U.S. | $88,156,000 | 495 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $278,785,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $278,785,000 | 136 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $607,470,000 | 80 |
| Available-for-sale securities (fair market value) | $389,456,000 | 325 |
| Total debt securities | $963,472,000 | 173 |
| Structured notes | ||
| Amortized cost | $59,535,000 | 49 |
| Fair value | $50,203,000 | 59 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $994,279,000 | 173 |
| U.S. Government securities | $961,839,000 | 132 |
| U.S. Treasury securities | $15,122,000 | 281 |
| U.S. Government agency obligations | $946,717,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $32,440,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,264,000 | 266 |
| Mortgage-backed securities | $381,819,000 | 242 |
| Certificates of participation in pools of residential mortgages | $99,993,000 | 443 |
| Issued or guaranteed by U.S. | $99,993,000 | 443 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $281,826,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $281,826,000 | 137 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $610,870,000 | 77 |
| Available-for-sale securities (fair market value) | $383,409,000 | 331 |
| Total debt securities | $961,840,000 | 174 |
| Structured notes | ||
| Amortized cost | $64,527,000 | 55 |
| Fair value | $63,659,000 | 53 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $957,854,000 | 175 |
| U.S. Government securities | $925,176,000 | 135 |
| U.S. Treasury securities | $15,122,000 | 258 |
| U.S. Government agency obligations | $910,054,000 | 133 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $32,678,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $316,649,000 | 222 |
| Mortgage-backed securities | $378,950,000 | 242 |
| Certificates of participation in pools of residential mortgages | $105,548,000 | 422 |
| Issued or guaranteed by U.S. | $105,548,000 | 421 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $273,402,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $273,402,000 | 141 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $588,547,000 | 79 |
| Available-for-sale securities (fair market value) | $369,307,000 | 356 |
| Total debt securities | $925,177,000 | 178 |
| Structured notes | ||
| Amortized cost | $64,523,000 | 56 |
| Fair value | $63,360,000 | 55 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $961,623,000 | 176 |
| U.S. Government securities | $929,864,000 | 136 |
| U.S. Treasury securities | $15,123,000 | 248 |
| U.S. Government agency obligations | $914,741,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $31,759,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,873,000 | 229 |
| Mortgage-backed securities | $385,242,000 | 239 |
| Certificates of participation in pools of residential mortgages | $109,725,000 | 405 |
| Issued or guaranteed by U.S. | $109,725,000 | 405 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $275,517,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $275,517,000 | 141 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $580,282,000 | 77 |
| Available-for-sale securities (fair market value) | $381,341,000 | 351 |
| Total debt securities | $929,865,000 | 178 |
| Structured notes | ||
| Amortized cost | $63,040,000 | 63 |
| Fair value | $60,044,000 | 63 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $934,557,000 | 182 |
| U.S. Government securities | $903,147,000 | 142 |
| U.S. Treasury securities | $15,123,000 | 232 |
| U.S. Government agency obligations | $888,024,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $31,410,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,093,000 | 224 |
| Mortgage-backed securities | $388,143,000 | 237 |
| Certificates of participation in pools of residential mortgages | $115,294,000 | 378 |
| Issued or guaranteed by U.S. | $115,294,000 | 378 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $272,849,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $272,849,000 | 143 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $565,213,000 | 73 |
| Available-for-sale securities (fair market value) | $369,344,000 | 364 |
| Total debt securities | $903,147,000 | 182 |
| Structured notes | ||
| Amortized cost | $63,040,000 | 62 |
| Fair value | $58,202,000 | 63 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $819,990,000 | 196 |
| U.S. Government securities | $791,284,000 | 151 |
| U.S. Treasury securities | $15,124,000 | 214 |
| U.S. Government agency obligations | $776,160,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $28,706,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,697,000 | 215 |
| Mortgage-backed securities | $351,114,000 | 248 |
| Certificates of participation in pools of residential mortgages | $109,655,000 | 405 |
| Issued or guaranteed by U.S. | $109,655,000 | 404 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $241,459,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $241,459,000 | 155 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $515,922,000 | 70 |
| Available-for-sale securities (fair market value) | $304,068,000 | 440 |
| Total debt securities | $791,284,000 | 196 |
| Structured notes | ||
| Amortized cost | $53,041,000 | 67 |
| Fair value | $50,448,000 | 68 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $763,505,000 | 205 |
| U.S. Government securities | $737,060,000 | 158 |
| U.S. Treasury securities | $15,124,000 | 212 |
| U.S. Government agency obligations | $721,936,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $26,445,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,670,000 | 206 |
| Mortgage-backed securities | $369,883,000 | 242 |
| Certificates of participation in pools of residential mortgages | $109,005,000 | 416 |
| Issued or guaranteed by U.S. | $109,005,000 | 415 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $260,878,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $260,878,000 | 141 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $502,706,000 | 64 |
| Available-for-sale securities (fair market value) | $260,799,000 | 524 |
| Total debt securities | $737,062,000 | 209 |
| Structured notes | ||
| Amortized cost | $49,652,000 | 72 |
| Fair value | $47,924,000 | 72 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $712,119,000 | 222 |
| U.S. Government securities | $685,204,000 | 170 |
| U.S. Treasury securities | $15,125,000 | 219 |
| U.S. Government agency obligations | $670,079,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $26,915,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,826,000 | 212 |
| Mortgage-backed securities | $387,001,000 | 236 |
| Certificates of participation in pools of residential mortgages | $119,098,000 | 382 |
| Issued or guaranteed by U.S. | $119,098,000 | 381 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $267,903,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $267,903,000 | 147 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $467,268,000 | 64 |
| Available-for-sale securities (fair market value) | $244,851,000 | 574 |
| Total debt securities | $685,201,000 | 222 |
| Structured notes | ||
| Amortized cost | $30,473,000 | 129 |
| Fair value | $30,528,000 | 129 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $663,941,000 | 230 |
| U.S. Government securities | $639,509,000 | 178 |
| U.S. Treasury securities | $15,125,000 | 223 |
| U.S. Government agency obligations | $624,384,000 | 176 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $24,432,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,085,000 | 199 |
| Mortgage-backed securities | $376,997,000 | 233 |
| Certificates of participation in pools of residential mortgages | $130,431,000 | 347 |
| Issued or guaranteed by U.S. | $130,431,000 | 346 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $246,566,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $246,566,000 | 160 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $437,588,000 | 67 |
| Available-for-sale securities (fair market value) | $226,353,000 | 610 |
| Total debt securities | $639,509,000 | 236 |
| Structured notes | ||
| Amortized cost | $31,467,000 | 132 |
| Fair value | $31,624,000 | 132 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $692,225,000 | 224 |
| U.S. Government securities | $668,470,000 | 169 |
| U.S. Treasury securities | $20,042,000 | 161 |
| U.S. Government agency obligations | $648,428,000 | 174 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $23,755,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $396,969,000 | 181 |
| Mortgage-backed securities | $432,758,000 | 225 |
| Certificates of participation in pools of residential mortgages | $143,661,000 | 338 |
| Issued or guaranteed by U.S. | $143,661,000 | 337 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $289,097,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $289,097,000 | 154 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $423,384,000 | 69 |
| Available-for-sale securities (fair market value) | $268,841,000 | 515 |
| Total debt securities | $668,472,000 | 226 |
| Structured notes | ||
| Amortized cost | $46,462,000 | 79 |
| Fair value | $46,736,000 | 78 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $730,251,000 | 212 |
| U.S. Government securities | $707,956,000 | 161 |
| U.S. Treasury securities | $15,126,000 | 201 |
| U.S. Government agency obligations | $692,830,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $22,295,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $304,933,000 | 226 |
| Mortgage-backed securities | $451,389,000 | 215 |
| Certificates of participation in pools of residential mortgages | $159,973,000 | 312 |
| Issued or guaranteed by U.S. | $159,973,000 | 311 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $291,416,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $291,416,000 | 154 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $488,640,000 | 60 |
| Available-for-sale securities (fair market value) | $241,611,000 | 582 |
| Total debt securities | $707,956,000 | 216 |
| Structured notes | ||
| Amortized cost | $76,405,000 | 41 |
| Fair value | $76,705,000 | 41 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $738,082,000 | 215 |
| U.S. Government securities | $714,856,000 | 167 |
| U.S. Treasury securities | $15,126,000 | 205 |
| U.S. Government agency obligations | $699,730,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $23,226,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $328,351,000 | 219 |
| Mortgage-backed securities | $453,295,000 | 217 |
| Certificates of participation in pools of residential mortgages | $172,688,000 | 298 |
| Issued or guaranteed by U.S. | $172,688,000 | 296 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $280,607,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $280,607,000 | 157 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $500,281,000 | 59 |
| Available-for-sale securities (fair market value) | $237,801,000 | 596 |
| Total debt securities | $714,855,000 | 220 |
| Structured notes | ||
| Amortized cost | $80,853,000 | 51 |
| Fair value | $80,085,000 | 51 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $680,793,000 | 225 |
| U.S. Government securities | $659,750,000 | 171 |
| U.S. Treasury securities | $15,127,000 | 197 |
| U.S. Government agency obligations | $644,623,000 | 174 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $21,043,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $367,498,000 | 179 |
| Mortgage-backed securities | $408,033,000 | 230 |
| Certificates of participation in pools of residential mortgages | $182,539,000 | 266 |
| Issued or guaranteed by U.S. | $182,539,000 | 264 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $225,494,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $225,494,000 | 173 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $440,484,000 | 66 |
| Available-for-sale securities (fair market value) | $240,309,000 | 557 |
| Total debt securities | $659,750,000 | 232 |
| Structured notes | ||
| Amortized cost | $64,880,000 | 64 |
| Fair value | $65,165,000 | 63 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $740,875,000 | 211 |
| U.S. Government securities | $721,554,000 | 166 |
| U.S. Treasury securities | $25,811,000 | 145 |
| U.S. Government agency obligations | $695,743,000 | 164 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $19,321,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,800,000 | 137 |
| Mortgage-backed securities | $442,481,000 | 203 |
| Certificates of participation in pools of residential mortgages | $195,366,000 | 242 |
| Issued or guaranteed by U.S. | $195,366,000 | 239 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $247,115,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $247,115,000 | 153 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $461,612,000 | 62 |
| Available-for-sale securities (fair market value) | $279,263,000 | 481 |
| Total debt securities | $721,554,000 | 212 |
| Structured notes | ||
| Amortized cost | $65,804,000 | 62 |
| Fair value | $66,031,000 | 61 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $745,489,000 | 210 |
| U.S. Government securities | $722,615,000 | 165 |
| U.S. Treasury securities | $43,578,000 | 108 |
| U.S. Government agency obligations | $679,037,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $22,874,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $566,888,000 | 127 |
| Mortgage-backed securities | $382,951,000 | 228 |
| Certificates of participation in pools of residential mortgages | $207,256,000 | 222 |
| Issued or guaranteed by U.S. | $207,256,000 | 219 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $175,695,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $175,695,000 | 194 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $403,274,000 | 65 |
| Available-for-sale securities (fair market value) | $342,215,000 | 369 |
| Total debt securities | $722,615,000 | 213 |
| Structured notes | ||
| Amortized cost | $91,038,000 | 43 |
| Fair value | $90,205,000 | 44 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $737,687,000 | 211 |
| U.S. Government securities | $715,958,000 | 166 |
| U.S. Treasury securities | $42,816,000 | 122 |
| U.S. Government agency obligations | $673,142,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $21,729,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,981,000 | 125 |
| Mortgage-backed securities | $367,073,000 | 235 |
| Certificates of participation in pools of residential mortgages | $220,168,000 | 211 |
| Issued or guaranteed by U.S. | $220,168,000 | 209 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $146,905,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $146,905,000 | 213 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $401,279,000 | 65 |
| Available-for-sale securities (fair market value) | $336,408,000 | 378 |
| Total debt securities | $715,955,000 | 213 |
| Structured notes | ||
| Amortized cost | $86,047,000 | 52 |
| Fair value | $84,218,000 | 50 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $711,280,000 | 209 |
| U.S. Government securities | $688,777,000 | 167 |
| U.S. Treasury securities | $43,438,000 | 124 |
| U.S. Government agency obligations | $645,339,000 | 167 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $22,503,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $469,879,000 | 143 |
| Mortgage-backed securities | $359,002,000 | 231 |
| Certificates of participation in pools of residential mortgages | $239,396,000 | 184 |
| Issued or guaranteed by U.S. | $239,396,000 | 183 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $119,606,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $119,606,000 | 245 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $385,484,000 | 64 |
| Available-for-sale securities (fair market value) | $325,796,000 | 381 |
| Total debt securities | $688,777,000 | 211 |
| Structured notes | ||
| Amortized cost | $95,027,000 | 38 |
| Fair value | $94,560,000 | 36 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $698,231,000 | 204 |
| U.S. Government securities | $670,303,000 | 163 |
| U.S. Treasury securities | $35,792,000 | 140 |
| U.S. Government agency obligations | $634,511,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $27,928,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $595,982,000 | 121 |
| Mortgage-backed securities | $390,396,000 | 205 |
| Certificates of participation in pools of residential mortgages | $257,652,000 | 168 |
| Issued or guaranteed by U.S. | $257,652,000 | 167 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $132,744,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $132,744,000 | 229 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $380,606,000 | 61 |
| Available-for-sale securities (fair market value) | $317,625,000 | 363 |
| Total debt securities | $670,303,000 | 204 |
| Structured notes | ||
| Amortized cost | $91,466,000 | 36 |
| Fair value | $91,983,000 | 36 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $693,875,000 | 200 |
| U.S. Government securities | $662,600,000 | 166 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $662,600,000 | 158 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $31,275,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $469,879,000 | 136 |
| Mortgage-backed securities | $431,769,000 | 183 |
| Certificates of participation in pools of residential mortgages | $295,322,000 | 151 |
| Issued or guaranteed by U.S. | $295,322,000 | 150 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $136,447,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $136,447,000 | 211 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $365,720,000 | 60 |
| Available-for-sale securities (fair market value) | $328,155,000 | 347 |
| Total debt securities | $662,600,000 | 203 |
| Structured notes | ||
| Amortized cost | $57,340,000 | 74 |
| Fair value | $57,761,000 | 71 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $631,028,000 | 215 |
| U.S. Government securities | $598,498,000 | 176 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $598,498,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $32,530,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $459,504,000 | 142 |
| Mortgage-backed securities | $456,015,000 | 180 |
| Certificates of participation in pools of residential mortgages | $323,270,000 | 141 |
| Issued or guaranteed by U.S. | $323,270,000 | 140 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $132,745,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $132,745,000 | 211 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $321,837,000 | 66 |
| Available-for-sale securities (fair market value) | $309,191,000 | 381 |
| Total debt securities | $598,496,000 | 218 |
| Structured notes | ||
| Amortized cost | $36,802,000 | 107 |
| Fair value | $36,743,000 | 108 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $614,055,000 | 218 |
| U.S. Government securities | $583,148,000 | 177 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $583,148,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $30,907,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $435,723,000 | 152 |
| Mortgage-backed securities | $437,209,000 | 187 |
| Certificates of participation in pools of residential mortgages | $341,608,000 | 141 |
| Issued or guaranteed by U.S. | $341,608,000 | 140 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $95,601,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $95,601,000 | 249 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $308,138,000 | 74 |
| Available-for-sale securities (fair market value) | $305,917,000 | 376 |
| Total debt securities | $583,148,000 | 224 |
| Structured notes | ||
| Amortized cost | $11,751,000 | 362 |
| Fair value | $11,626,000 | 361 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $651,419,000 | 209 |
| U.S. Government securities | $617,149,000 | 168 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $617,149,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $34,270,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,435,000 | 174 |
| Mortgage-backed securities | $461,059,000 | 182 |
| Certificates of participation in pools of residential mortgages | $357,767,000 | 139 |
| Issued or guaranteed by U.S. | $357,767,000 | 137 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $103,292,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $103,292,000 | 229 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $348,038,000 | 69 |
| Available-for-sale securities (fair market value) | $303,381,000 | 378 |
| Total debt securities | $617,147,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $604,579,000 | 229 |
| U.S. Government securities | $567,673,000 | 177 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $567,673,000 | 173 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $36,906,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,557,000 | 186 |
| Mortgage-backed securities | $477,292,000 | 182 |
| Certificates of participation in pools of residential mortgages | $380,268,000 | 141 |
| Issued or guaranteed by U.S. | $380,268,000 | 139 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $97,024,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $97,024,000 | 224 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $309,428,000 | 77 |
| Available-for-sale securities (fair market value) | $295,151,000 | 384 |
| Total debt securities | $567,669,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $673,884,000 | 214 |
| U.S. Government securities | $642,490,000 | 174 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $642,490,000 | 165 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $31,394,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $412,649,000 | 175 |
| Mortgage-backed securities | $513,237,000 | 184 |
| Certificates of participation in pools of residential mortgages | $400,508,000 | 139 |
| Issued or guaranteed by U.S. | $400,508,000 | 135 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $112,729,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $112,729,000 | 199 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $351,537,000 | 63 |
| Available-for-sale securities (fair market value) | $322,347,000 | 353 |
| Total debt securities | $642,489,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $749,228,000 | 189 |
| U.S. Government securities | $716,801,000 | 154 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $716,801,000 | 151 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $32,427,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $434,627,000 | 161 |
| Mortgage-backed securities | $533,890,000 | 170 |
| Certificates of participation in pools of residential mortgages | $413,143,000 | 135 |
| Issued or guaranteed by U.S. | $413,143,000 | 131 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $120,747,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $120,747,000 | 186 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $399,336,000 | 55 |
| Available-for-sale securities (fair market value) | $349,892,000 | 316 |
| Total debt securities | $716,801,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $786,434,000 | 179 |
| U.S. Government securities | $744,954,000 | 138 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $744,954,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $41,480,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $436,042,000 | 153 |
| Mortgage-backed securities | $495,771,000 | 168 |
| Certificates of participation in pools of residential mortgages | $372,752,000 | 133 |
| Issued or guaranteed by U.S. | $372,752,000 | 129 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $123,019,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $123,019,000 | 173 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $424,765,000 | 50 |
| Available-for-sale securities (fair market value) | $361,669,000 | 300 |
| Total debt securities | $744,954,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $770,713,000 | 186 |
| U.S. Government securities | $723,793,000 | 145 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $723,793,000 | 143 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $46,920,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,637,000 | 983 |
| Mortgage-backed securities | $475,011,000 | 179 |
| Certificates of participation in pools of residential mortgages | $349,199,000 | 143 |
| Issued or guaranteed by U.S. | $349,199,000 | 136 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $125,812,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $125,812,000 | 181 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $404,943,000 | 54 |
| Available-for-sale securities (fair market value) | $365,770,000 | 299 |
| Total debt securities | $723,793,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $815,038,000 | 187 |
| U.S. Government securities | $769,691,000 | 145 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $769,691,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $45,347,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,043,000 | 976 |
| Mortgage-backed securities | $480,365,000 | 173 |
| Certificates of participation in pools of residential mortgages | $360,597,000 | 142 |
| Issued or guaranteed by U.S. | $360,597,000 | 133 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $119,768,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $119,768,000 | 177 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $430,376,000 | 45 |
| Available-for-sale securities (fair market value) | $384,662,000 | 294 |
| Total debt securities | $769,693,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $756,040,000 | 192 |
| U.S. Government securities | $707,579,000 | 153 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $707,579,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $48,461,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,974,000 | 767 |
| Mortgage-backed securities | $366,496,000 | 211 |
| Certificates of participation in pools of residential mortgages | $249,770,000 | 180 |
| Issued or guaranteed by U.S. | $249,770,000 | 174 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $116,726,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $116,726,000 | 176 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $407,240,000 | 52 |
| Available-for-sale securities (fair market value) | $348,800,000 | 322 |
| Total debt securities | $707,580,000 | 198 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 495 |
| Fair value | $5,000,000 | 512 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $785,503,000 | 193 |
| U.S. Government securities | $735,345,000 | 154 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $735,345,000 | 150 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $50,158,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,971,000 | 711 |
| Mortgage-backed securities | $346,970,000 | 215 |
| Certificates of participation in pools of residential mortgages | $248,619,000 | 178 |
| Issued or guaranteed by U.S. | $248,619,000 | 172 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $98,351,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $98,351,000 | 186 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $417,308,000 | 53 |
| Available-for-sale securities (fair market value) | $368,195,000 | 306 |
| Total debt securities | $735,346,000 | 194 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 614 |
| Fair value | $5,000,000 | 621 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $733,779,000 | 199 |
| U.S. Government securities | $683,922,000 | 165 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $683,922,000 | 160 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $49,857,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,968,000 | 725 |
| Mortgage-backed securities | $320,808,000 | 220 |
| Certificates of participation in pools of residential mortgages | $225,207,000 | 187 |
| Issued or guaranteed by U.S. | $225,207,000 | 182 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $95,601,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $95,601,000 | 195 |
| 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) | $399,449,000 | 55 |
| Available-for-sale securities (fair market value) | $334,330,000 | 329 |
| Total debt securities | $683,922,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $740,151,000 | 207 |
| U.S. Government securities | $691,366,000 | 167 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $691,366,000 | 161 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $48,785,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,965,000 | 731 |
| Mortgage-backed securities | $332,296,000 | 219 |
| Certificates of participation in pools of residential mortgages | $233,736,000 | 191 |
| Issued or guaranteed by U.S. | $233,736,000 | 185 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $98,560,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $98,560,000 | 189 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $382,551,000 | 62 |
| Available-for-sale securities (fair market value) | $357,600,000 | 315 |
| Total debt securities | $691,366,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $736,190,000 | 207 |
| U.S. Government securities | $687,950,000 | 172 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $687,950,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $48,240,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,961,000 | 729 |
| Mortgage-backed securities | $344,300,000 | 209 |
| Certificates of participation in pools of residential mortgages | $243,697,000 | 186 |
| Issued or guaranteed by U.S. | $243,697,000 | 179 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $100,603,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $100,603,000 | 195 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $378,673,000 | 63 |
| Available-for-sale securities (fair market value) | $357,517,000 | 314 |
| Total debt securities | $687,951,000 | 209 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $727,257,000 | 213 |
| U.S. Government securities | $681,295,000 | 181 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $681,295,000 | 176 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $45,962,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,974,000 | 792 |
| Mortgage-backed securities | $347,888,000 | 212 |
| Certificates of participation in pools of residential mortgages | $259,081,000 | 185 |
| Issued or guaranteed by U.S. | $259,081,000 | 178 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $88,807,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $88,807,000 | 212 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $361,239,000 | 65 |
| Available-for-sale securities (fair market value) | $366,018,000 | 307 |
| Total debt securities | $681,294,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $742,593,000 | 212 |
| U.S. Government securities | $698,107,000 | 183 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $698,107,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $44,486,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,530,000 | 533 |
| Mortgage-backed securities | $366,629,000 | 220 |
| Certificates of participation in pools of residential mortgages | $272,119,000 | 185 |
| Issued or guaranteed by U.S. | $272,119,000 | 178 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $94,510,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $94,510,000 | 199 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $372,268,000 | 67 |
| Available-for-sale securities (fair market value) | $370,325,000 | 312 |
| Total debt securities | $698,107,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $732,884,000 | 223 |
| U.S. Government securities | $687,928,000 | 190 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $687,928,000 | 179 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $44,956,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,973,000 | 1,186 |
| Mortgage-backed securities | $355,759,000 | 226 |
| Certificates of participation in pools of residential mortgages | $254,763,000 | 197 |
| Issued or guaranteed by U.S. | $254,763,000 | 188 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $100,996,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $100,996,000 | 195 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $365,307,000 | 70 |
| Available-for-sale securities (fair market value) | $367,577,000 | 320 |
| Total debt securities | $687,928,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $725,699,000 | 229 |
| U.S. Government securities | $685,499,000 | 191 |
| U.S. Treasury securities | $4,969,000 | 565 |
| U.S. Government agency obligations | $680,530,000 | 183 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $40,200,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,274,000 | 438 |
| Mortgage-backed securities | $355,283,000 | 233 |
| Certificates of participation in pools of residential mortgages | $248,986,000 | 207 |
| Issued or guaranteed by U.S. | $248,986,000 | 199 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $106,297,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $106,297,000 | 188 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $372,930,000 | 73 |
| Available-for-sale securities (fair market value) | $352,769,000 | 337 |
| Total debt securities | $685,498,000 | 233 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $635,480,000 | 249 |
| U.S. Government securities | $592,178,000 | 208 |
| U.S. Treasury securities | $4,941,000 | 554 |
| U.S. Government agency obligations | $587,237,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $43,302,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,923,000 | 409 |
| Mortgage-backed securities | $315,910,000 | 258 |
| Certificates of participation in pools of residential mortgages | $222,295,000 | 226 |
| Issued or guaranteed by U.S. | $222,295,000 | 221 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $93,615,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $93,615,000 | 207 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $331,049,000 | 82 |
| Available-for-sale securities (fair market value) | $304,431,000 | 379 |
| Total debt securities | $592,178,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $654,878,000 | 243 |
| U.S. Government securities | $612,038,000 | 202 |
| U.S. Treasury securities | $4,927,000 | 579 |
| U.S. Government agency obligations | $607,111,000 | 197 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $42,840,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,318,000 | 510 |
| Mortgage-backed securities | $349,309,000 | 246 |
| Certificates of participation in pools of residential mortgages | $233,457,000 | 225 |
| Issued or guaranteed by U.S. | $233,457,000 | 221 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $115,852,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $115,852,000 | 191 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $334,677,000 | 77 |
| Available-for-sale securities (fair market value) | $320,201,000 | 370 |
| Total debt securities | $612,038,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $648,755,000 | 245 |
| U.S. Government securities | $606,290,000 | 212 |
| U.S. Treasury securities | $19,831,000 | 225 |
| U.S. Government agency obligations | $586,459,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $42,465,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,047,000 | 518 |
| Mortgage-backed securities | $351,030,000 | 246 |
| Certificates of participation in pools of residential mortgages | $226,167,000 | 238 |
| Issued or guaranteed by U.S. | $226,167,000 | 232 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $124,863,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $124,863,000 | 189 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $326,373,000 | 80 |
| Available-for-sale securities (fair market value) | $322,382,000 | 368 |
| Total debt securities | $606,290,000 | 250 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $656,757,000 | 245 |
| U.S. Government securities | $613,723,000 | 206 |
| U.S. Treasury securities | $14,860,000 | 293 |
| U.S. Government agency obligations | $598,863,000 | 202 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $43,034,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,281,000 | 518 |
| Mortgage-backed securities | $376,202,000 | 243 |
| Certificates of participation in pools of residential mortgages | $240,532,000 | 226 |
| Issued or guaranteed by U.S. | $240,532,000 | 219 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $135,670,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $135,670,000 | 188 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $341,369,000 | 79 |
| Available-for-sale securities (fair market value) | $315,388,000 | 382 |
| Total debt securities | $613,723,000 | 254 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $674,040,000 | 245 |
| U.S. Government securities | $632,837,000 | 203 |
| U.S. Treasury securities | $14,872,000 | 297 |
| U.S. Government agency obligations | $617,965,000 | 201 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $41,203,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,342,000 | 652 |
| Mortgage-backed securities | $399,968,000 | 228 |
| Certificates of participation in pools of residential mortgages | $256,289,000 | 215 |
| Issued or guaranteed by U.S. | $256,289,000 | 209 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $143,679,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $143,679,000 | 180 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $353,883,000 | 73 |
| Available-for-sale securities (fair market value) | $320,157,000 | 381 |
| Total debt securities | $632,837,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $706,514,000 | 235 |
| U.S. Government securities | $665,867,000 | 200 |
| U.S. Treasury securities | $14,826,000 | 311 |
| U.S. Government agency obligations | $651,041,000 | 193 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $40,647,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,172,000 | 641 |
| Mortgage-backed securities | $431,564,000 | 225 |
| Certificates of participation in pools of residential mortgages | $272,353,000 | 209 |
| Issued or guaranteed by U.S. | $272,353,000 | 203 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $159,211,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $159,211,000 | 173 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $368,205,000 | 72 |
| Available-for-sale securities (fair market value) | $338,309,000 | 366 |
| Total debt securities | $665,866,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $648,367,000 | 258 |
| U.S. Government securities | $607,458,000 | 211 |
| U.S. Treasury securities | $9,999,000 | 396 |
| U.S. Government agency obligations | $597,459,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $40,909,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,862,000 | 1,379 |
| Mortgage-backed securities | $382,927,000 | 244 |
| Certificates of participation in pools of residential mortgages | $195,144,000 | 273 |
| Issued or guaranteed by U.S. | $195,144,000 | 265 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $187,783,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $187,783,000 | 153 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $377,023,000 | 66 |
| Available-for-sale securities (fair market value) | $271,344,000 | 466 |
| Total debt securities | $607,458,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $636,467,000 | 263 |
| U.S. Government securities | $594,946,000 | 225 |
| U.S. Treasury securities | $14,132,000 | 323 |
| U.S. Government agency obligations | $580,814,000 | 222 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $41,521,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,945,000 | 1,583 |
| Mortgage-backed securities | $338,638,000 | 267 |
| Certificates of participation in pools of residential mortgages | $193,343,000 | 279 |
| Issued or guaranteed by U.S. | $193,343,000 | 271 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $145,295,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $145,295,000 | 203 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $349,610,000 | 63 |
| Available-for-sale securities (fair market value) | $286,857,000 | 449 |
| Total debt securities | $594,945,000 | 268 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $607,929,000 | 267 |
| U.S. Government securities | $567,628,000 | 228 |
| U.S. Treasury securities | $25,329,000 | 203 |
| U.S. Government agency obligations | $542,299,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $58,000 | 3,797 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,000 | 3,384 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $40,243,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,892,000 | 1,885 |
| Mortgage-backed securities | $290,280,000 | 302 |
| Certificates of participation in pools of residential mortgages | $140,147,000 | 352 |
| Issued or guaranteed by U.S. | $140,147,000 | 346 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $150,133,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $150,133,000 | 200 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $328,899,000 | 71 |
| Available-for-sale securities (fair market value) | $279,030,000 | 456 |
| Total debt securities | $567,686,000 | 274 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $519,279,000 | 301 |
| U.S. Government securities | $479,617,000 | 260 |
| U.S. Treasury securities | $997,000 | 1,620 |
| U.S. Government agency obligations | $478,620,000 | 250 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $58,000 | 3,854 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,000 | 3,409 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $39,604,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,330,000 | 1,436 |
| Mortgage-backed securities | $284,454,000 | 309 |
| Certificates of participation in pools of residential mortgages | $70,129,000 | 585 |
| Issued or guaranteed by U.S. | $70,129,000 | 582 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $214,325,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $214,325,000 | 164 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $282,357,000 | 83 |
| Available-for-sale securities (fair market value) | $236,922,000 | 506 |
| Total debt securities | $479,675,000 | 321 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $494,244,000 | 317 |
| U.S. Government securities | $456,042,000 | 269 |
| U.S. Treasury securities | $5,333,000 | 635 |
| U.S. Government agency obligations | $450,709,000 | 263 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $58,000 | 3,908 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,000 | 3,453 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $38,144,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,351,000 | 1,086 |
| Mortgage-backed securities | $289,402,000 | 306 |
| Certificates of participation in pools of residential mortgages | $87,495,000 | 504 |
| Issued or guaranteed by U.S. | $87,495,000 | 498 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $201,907,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $201,907,000 | 176 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $254,893,000 | 97 |
| Available-for-sale securities (fair market value) | $239,351,000 | 496 |
| Total debt securities | $456,100,000 | 324 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $504,936,000 | 298 |
| U.S. Government securities | $469,297,000 | 253 |
| U.S. Treasury securities | $5,367,000 | 662 |
| U.S. Government agency obligations | $463,930,000 | 243 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $58,000 | 3,950 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,000 | 3,486 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $35,581,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,386,000 | 1,249 |
| Mortgage-backed securities | $328,812,000 | 255 |
| Certificates of participation in pools of residential mortgages | $104,162,000 | 418 |
| Issued or guaranteed by U.S. | $104,162,000 | 411 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $224,650,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $224,650,000 | 155 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $265,706,000 | 91 |
| Available-for-sale securities (fair market value) | $239,230,000 | 471 |
| Total debt securities | $469,354,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $440,602,000 | 306 |
| U.S. Government securities | $401,130,000 | 255 |
| U.S. Treasury securities | $4,780,000 | 825 |
| U.S. Government agency obligations | $396,350,000 | 241 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $57,000 | 4,018 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,000 | 3,479 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $39,415,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 4,402 |
| Mortgage-backed securities | $296,654,000 | 256 |
| Certificates of participation in pools of residential mortgages | $158,247,000 | 256 |
| Issued or guaranteed by U.S. | $158,247,000 | 250 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $138,407,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $138,407,000 | 189 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $230,566,000 | 93 |
| Available-for-sale securities (fair market value) | $210,036,000 | 487 |
| Total debt securities | $401,187,000 | 316 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $427,466,000 | 305 |
| U.S. Government securities | $371,214,000 | 266 |
| U.S. Treasury securities | $23,771,000 | 292 |
| U.S. Government agency obligations | $347,443,000 | 259 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $57,000 | 3,713 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,000 | 3,238 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $56,195,000 | 128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,989,000 | 2,354 |
| Mortgage-backed securities | $190,939,000 | 316 |
| Certificates of participation in pools of residential mortgages | $185,464,000 | 211 |
| Issued or guaranteed by U.S. | $185,464,000 | 209 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,475,000 | 1,433 |
| CMOs issued by government agencies or sponsored agencies | $5,475,000 | 1,310 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $196,100,000 | 145 |
| Available-for-sale securities (fair market value) | $231,366,000 | 413 |
| Total debt securities | $371,271,000 | 321 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $467,918,000 | 302 |
| U.S. Government securities | $410,228,000 | 260 |
| U.S. Treasury securities | $31,647,000 | 313 |
| U.S. Government agency obligations | $378,581,000 | 259 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $56,000 | 3,650 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,000 | 3,083 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $57,634,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,129,000 | 2,454 |
| Mortgage-backed securities | $221,028,000 | 320 |
| Certificates of participation in pools of residential mortgages | $209,039,000 | 214 |
| Issued or guaranteed by U.S. | $209,039,000 | 209 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $11,989,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $11,989,000 | 874 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $212,379,000 | 138 |
| Available-for-sale securities (fair market value) | $255,539,000 | 396 |
| Total debt securities | $410,284,000 | 329 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $121,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $370,154,000 | 376 |
| U.S. Government securities | $344,917,000 | 315 |
| U.S. Treasury securities | $29,130,000 | 478 |
| U.S. Government agency obligations | $315,787,000 | 308 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $2,068,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,068,000 | 1,370 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $23,169,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,560,000 | 3,389 |
| Mortgage-backed securities | $204,069,000 | 347 |
| Certificates of participation in pools of residential mortgages | $177,347,000 | 253 |
| Issued or guaranteed by U.S. | $177,347,000 | 247 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $26,722,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $26,722,000 | 565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $163,976,000 | 185 |
| Available-for-sale securities (fair market value) | $206,178,000 | 477 |
| Total debt securities | $346,985,000 | 386 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $394,792,000 | 360 |
| U.S. Government securities | $370,913,000 | 317 |
| U.S. Treasury securities | $50,419,000 | 379 |
| U.S. Government agency obligations | $320,494,000 | 304 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $2,103,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,103,000 | 1,037 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $21,776,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,996,000 | 5,673 |
| Mortgage-backed securities | $257,002,000 | 296 |
| Certificates of participation in pools of residential mortgages | $220,089,000 | 217 |
| Issued or guaranteed by U.S. | $220,089,000 | 213 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $36,913,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $36,913,000 | 428 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $117,684,000 | 307 |
| Available-for-sale securities (fair market value) | $277,108,000 | 355 |
| Total debt securities | $373,016,000 | 370 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $279,053,000 | 494 |
| U.S. Government securities | $256,959,000 | 450 |
| U.S. Treasury securities | $58,043,000 | 402 |
| U.S. Government agency obligations | $198,916,000 | 464 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $3,098,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,098,000 | 848 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $18,996,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,992,000 | 5,899 |
| Mortgage-backed securities | $183,911,000 | 402 |
| Certificates of participation in pools of residential mortgages | $138,864,000 | 334 |
| Issued or guaranteed by U.S. | $138,864,000 | 320 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $45,047,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $45,047,000 | 400 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $96,285,000 | 408 |
| Available-for-sale securities (fair market value) | $182,768,000 | 493 |
| Total debt securities | $260,787,000 | 506 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $193,392,000 | 691 |
| U.S. Government securities | $179,668,000 | 622 |
| U.S. Treasury securities | $47,575,000 | 593 |
| U.S. Government agency obligations | $132,093,000 | 612 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $3,101,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,101,000 | 1,059 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $10,623,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,989,000 | 5,987 |
| Mortgage-backed securities | $128,099,000 | 520 |
| Certificates of participation in pools of residential mortgages | $74,971,000 | 517 |
| Issued or guaranteed by U.S. | $74,971,000 | 502 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $53,128,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $53,128,000 | 398 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,054,000 | 1,153 |
| Available-for-sale securities (fair market value) | $155,338,000 | 586 |
| Total debt securities | $182,327,000 | 713 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $229,216,000 | 618 |
| U.S. Government securities | $215,409,000 | 547 |
| U.S. Treasury securities | $85,157,000 | 398 |
| U.S. Government agency obligations | $130,252,000 | 621 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $5,589,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,589,000 | 825 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $8,218,000 | 421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,132,000 | 977 |
| Mortgage-backed securities | $128,361,000 | 539 |
| Certificates of participation in pools of residential mortgages | $69,089,000 | 563 |
| Issued or guaranteed by U.S. | $69,089,000 | 545 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $59,272,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $59,272,000 | 384 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,659,000 | 1,345 |
| Available-for-sale securities (fair market value) | $174,557,000 | 336 |
| Total debt securities | $230,097,000 | 603 |
| 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 | $247,630,000 | 603 |
| U.S. Government securities | $229,505,000 | 537 |
| U.S. Treasury securities | $103,126,000 | 375 |
| U.S. Government agency obligations | $126,379,000 | 630 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $10,340,000 | 850 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,340,000 | 599 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $7,785,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,000,000 | 4,106 |
| Mortgage-backed securities | $123,449,000 | 568 |
| Certificates of participation in pools of residential mortgages | $67,692,000 | 584 |
| Issued or guaranteed by U.S. | $67,692,000 | 558 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $55,757,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $55,757,000 | 447 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $239,845,000 | 604 |
| 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 | $197,792,000 | 694 |
| U.S. Government securities | $172,829,000 | 645 |
| U.S. Treasury securities | $67,813,000 | 548 |
| U.S. Government agency obligations | $105,016,000 | 704 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $19,156,000 | 646 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,156,000 | 430 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $5,807,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 4,514 |
| Mortgage-backed securities | $98,624,000 | 672 |
| Certificates of participation in pools of residential mortgages | $72,232,000 | 556 |
| Issued or guaranteed by U.S. | $72,232,000 | 523 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $26,392,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $26,392,000 | 725 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $191,985,000 | 704 |
| 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 |