Home > Central Pacific Bank > Securities
Central Pacific Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,279,548,000 | 214 |
| U.S. Government securities | $1,045,875,000 | 184 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,045,875,000 | 165 |
| Securities issued by states & political subdivisions | $168,596,000 | 251 |
| Other domestic debt securities | $65,077,000 | 335 |
| Privately issued residential mortgage-backed securities | $18,707,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $31,414,000 | 283 |
| 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 | $990,418,000 | 149 |
| Mortgage-backed securities | $1,053,341,000 | 145 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $757,345,000 | 105 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $192,670,000 | 152 |
| Privately issued | $18,707,000 | 163 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $18,749,000 | 307 |
| Other commercial mortgage-backed securities | $65,870,000 | 157 |
| Held to maturity securities (book value) | $632,338,000 | 120 |
| Available-for-sale securities (fair market value) | $647,210,000 | 271 |
| Total debt securities | $1,279,549,000 | 211 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 302 |
| Fair value | $4,199,000 | 338 |
| Trading account assets | $3,547,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,547,000 | 118 |
| 2023-09-30 | Rank | |
| Total securities | $1,265,306,000 | 212 |
| U.S. Government securities | $1,041,536,000 | 185 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,041,536,000 | 160 |
| Securities issued by states & political subdivisions | $166,907,000 | 243 |
| Other domestic debt securities | $56,863,000 | 365 |
| Privately issued residential mortgage-backed securities | $12,079,000 | 236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $30,019,000 | 297 |
| 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 | $974,356,000 | 147 |
| Mortgage-backed securities | $1,046,888,000 | 143 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $756,337,000 | 105 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $203,408,000 | 143 |
| Privately issued | $12,079,000 | 191 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $17,251,000 | 315 |
| Other commercial mortgage-backed securities | $57,813,000 | 176 |
| Held to maturity securities (book value) | $640,053,000 | 121 |
| Available-for-sale securities (fair market value) | $625,253,000 | 279 |
| Total debt securities | $1,265,307,000 | 208 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 312 |
| Fair value | $4,010,000 | 352 |
| Trading account assets | $5,043,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,043,000 | 115 |
| 2023-06-30 | Rank | |
| Total securities | $1,314,017,000 | 207 |
| U.S. Government securities | $1,081,808,000 | 182 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,081,808,000 | 161 |
| Securities issued by states & political subdivisions | $177,070,000 | 236 |
| Other domestic debt securities | $55,139,000 | 371 |
| Privately issued residential mortgage-backed securities | $8,355,000 | 294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $30,720,000 | 287 |
| 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 | $841,889,000 | 164 |
| Mortgage-backed securities | $1,083,580,000 | 139 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $781,358,000 | 100 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $214,498,000 | 138 |
| Privately issued | $8,355,000 | 229 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $18,320,000 | 313 |
| Other commercial mortgage-backed securities | $61,049,000 | 170 |
| Held to maturity securities (book value) | $649,946,000 | 119 |
| Available-for-sale securities (fair market value) | $664,071,000 | 271 |
| Total debt securities | $1,314,017,000 | 203 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 335 |
| Fair value | $4,069,000 | 386 |
| Trading account assets | $4,158,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,158,000 | 118 |
| 2023-03-31 | Rank | |
| Total securities | $1,345,784,000 | 217 |
| U.S. Government securities | $1,108,354,000 | 189 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,108,354,000 | 156 |
| Securities issued by states & political subdivisions | $181,389,000 | 240 |
| Other domestic debt securities | $56,041,000 | 392 |
| Privately issued residential mortgage-backed securities | $8,638,000 | 310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $31,097,000 | 301 |
| 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 | $699,649,000 | 188 |
| Mortgage-backed securities | $1,108,955,000 | 144 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $797,258,000 | 108 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $224,025,000 | 142 |
| Privately issued | $8,638,000 | 236 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,928,000 | 347 |
| Other commercial mortgage-backed securities | $62,106,000 | 173 |
| Held to maturity securities (book value) | $658,596,000 | 123 |
| Available-for-sale securities (fair market value) | $687,188,000 | 280 |
| Total debt securities | $1,345,784,000 | 214 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 358 |
| Fair value | $4,189,000 | 401 |
| Trading account assets | $3,636,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,636,000 | 111 |
| 2022-12-31 | Rank | |
| Total securities | $1,336,677,000 | 224 |
| U.S. Government securities | $1,118,706,000 | 193 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,118,706,000 | 161 |
| Securities issued by states & political subdivisions | $177,592,000 | 254 |
| Other domestic debt securities | $40,379,000 | 484 |
| Privately issued residential mortgage-backed securities | $8,662,000 | 312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $30,211,000 | 320 |
| 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 | $607,664,000 | 177 |
| Mortgage-backed securities | $1,103,158,000 | 149 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $804,895,000 | 114 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $225,302,000 | 146 |
| Privately issued | $8,662,000 | 228 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,649,000 | 348 |
| Other commercial mortgage-backed securities | $47,650,000 | 206 |
| Held to maturity securities (book value) | $664,883,000 | 127 |
| Available-for-sale securities (fair market value) | $671,794,000 | 299 |
| Total debt securities | $1,336,679,000 | 221 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 380 |
| Fair value | $3,982,000 | 434 |
| Trading account assets | $4,611,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,611,000 | 112 |
| 2022-09-30 | Rank | |
| Total securities | $1,349,508,000 | 220 |
| U.S. Government securities | $1,128,273,000 | 194 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,128,273,000 | 163 |
| Securities issued by states & political subdivisions | $181,285,000 | 249 |
| Other domestic debt securities | $39,950,000 | 464 |
| Privately issued residential mortgage-backed securities | $8,933,000 | 287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $29,498,000 | 326 |
| 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 | $445,435,000 | 212 |
| Mortgage-backed securities | $1,111,217,000 | 153 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $816,445,000 | 116 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $220,461,000 | 150 |
| Privately issued | $8,933,000 | 226 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,397,000 | 361 |
| Other commercial mortgage-backed securities | $48,981,000 | 222 |
| Held to maturity securities (book value) | $662,827,000 | 126 |
| Available-for-sale securities (fair market value) | $686,681,000 | 288 |
| Total debt securities | $1,349,509,000 | 218 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 379 |
| Fair value | $3,896,000 | 435 |
| Trading account assets | $4,611,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,611,000 | 116 |
| 2022-06-30 | Rank | |
| Total securities | $1,450,738,000 | 215 |
| U.S. Government securities | $1,177,539,000 | 190 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,177,539,000 | 166 |
| Securities issued by states & political subdivisions | $190,882,000 | 239 |
| Other domestic debt securities | $82,317,000 | 290 |
| Privately issued residential mortgage-backed securities | $9,883,000 | 276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $31,144,000 | 322 |
| 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 | $416,294,000 | 218 |
| Mortgage-backed securities | $1,199,027,000 | 152 |
| Certificates of participation in pools of residential mortgages | $849,184,000 | 116 |
| Issued or guaranteed by U.S. | $849,184,000 | 115 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $236,444,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $226,561,000 | 149 |
| Privately issued | $9,883,000 | 211 |
| Commercial mortgage-backed securities | $113,399,000 | 217 |
| Commercial mortgage pass-through securities | $17,947,000 | 348 |
| Other commercial mortgage-backed securities | $95,452,000 | 156 |
| Held to maturity securities (book value) | $663,365,000 | 119 |
| Available-for-sale securities (fair market value) | $787,373,000 | 273 |
| Total debt securities | $1,450,740,000 | 213 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 360 |
| Fair value | $4,162,000 | 413 |
| Trading account assets | $2,958,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,958,000 | 116 |
| 2022-03-31 | Rank | |
| Total securities | $1,528,989,000 | 207 |
| U.S. Government securities | $1,237,504,000 | 183 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,237,504,000 | 162 |
| Securities issued by states & political subdivisions | $205,912,000 | 237 |
| Other domestic debt securities | $85,573,000 | 272 |
| Privately issued residential mortgage-backed securities | $10,907,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $33,054,000 | 297 |
| 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 | $408,342,000 | 229 |
| Mortgage-backed securities | $1,257,851,000 | 146 |
| Certificates of participation in pools of residential mortgages | $904,311,000 | 117 |
| Issued or guaranteed by U.S. | $904,311,000 | 115 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $232,973,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $222,066,000 | 152 |
| Privately issued | $10,907,000 | 188 |
| Commercial mortgage-backed securities | $120,567,000 | 207 |
| Commercial mortgage pass-through securities | $19,598,000 | 327 |
| Other commercial mortgage-backed securities | $100,969,000 | 153 |
| Held to maturity securities (book value) | $329,507,000 | 173 |
| Available-for-sale securities (fair market value) | $1,199,482,000 | 205 |
| Total debt securities | $1,528,989,000 | 206 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 317 |
| Fair value | $4,426,000 | 354 |
| 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 | $1,631,699,000 | 198 |
| U.S. Government securities | $1,300,000,000 | 176 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,300,000,000 | 163 |
| Securities issued by states & political subdivisions | $236,828,000 | 213 |
| Other domestic debt securities | $94,871,000 | 255 |
| Privately issued residential mortgage-backed securities | $12,212,000 | 212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $40,646,000 | 237 |
| 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 | $455,841,000 | 202 |
| Mortgage-backed securities | $1,318,891,000 | 149 |
| Certificates of participation in pools of residential mortgages | $980,852,000 | 111 |
| Issued or guaranteed by U.S. | $980,852,000 | 110 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $208,244,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $196,032,000 | 177 |
| Privately issued | $12,212,000 | 152 |
| Commercial mortgage-backed securities | $129,795,000 | 200 |
| Commercial mortgage pass-through securities | $21,933,000 | 308 |
| Other commercial mortgage-backed securities | $107,862,000 | 147 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,631,699,000 | 172 |
| Total debt securities | $1,631,700,000 | 194 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 268 |
| Fair value | $4,766,000 | 294 |
| 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 | $1,535,450,000 | 193 |
| U.S. Government securities | $1,226,308,000 | 177 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,226,308,000 | 162 |
| Securities issued by states & political subdivisions | $211,867,000 | 228 |
| Other domestic debt securities | $97,275,000 | 241 |
| Privately issued residential mortgage-backed securities | $13,655,000 | 184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $41,250,000 | 224 |
| 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 | $489,147,000 | 190 |
| Mortgage-backed securities | $1,244,543,000 | 150 |
| Certificates of participation in pools of residential mortgages | $947,356,000 | 107 |
| Issued or guaranteed by U.S. | $947,356,000 | 106 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $155,890,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $142,235,000 | 222 |
| Privately issued | $13,655,000 | 130 |
| Commercial mortgage-backed securities | $141,297,000 | 194 |
| Commercial mortgage pass-through securities | $22,172,000 | 288 |
| Other commercial mortgage-backed securities | $119,125,000 | 141 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,535,450,000 | 174 |
| Total debt securities | $1,535,449,000 | 191 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 221 |
| Fair value | $4,797,000 | 241 |
| 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 | $1,407,340,000 | 196 |
| U.S. Government securities | $1,105,880,000 | 184 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,105,880,000 | 167 |
| Securities issued by states & political subdivisions | $196,762,000 | 236 |
| Other domestic debt securities | $104,698,000 | 219 |
| Privately issued residential mortgage-backed securities | $15,447,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $46,677,000 | 185 |
| 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 | $518,558,000 | 179 |
| Mortgage-backed securities | $1,124,167,000 | 153 |
| Certificates of participation in pools of residential mortgages | $823,830,000 | 110 |
| Issued or guaranteed by U.S. | $823,830,000 | 109 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $168,390,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $152,943,000 | 208 |
| Privately issued | $15,447,000 | 110 |
| Commercial mortgage-backed securities | $131,947,000 | 185 |
| Commercial mortgage pass-through securities | $7,909,000 | 555 |
| Other commercial mortgage-backed securities | $124,038,000 | 133 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,407,340,000 | 175 |
| Total debt securities | $1,407,339,000 | 192 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 191 |
| Fair value | $4,885,000 | 210 |
| 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 | $1,216,341,000 | 208 |
| U.S. Government securities | $942,325,000 | 190 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $942,325,000 | 175 |
| Securities issued by states & political subdivisions | $166,345,000 | 273 |
| Other domestic debt securities | $107,671,000 | 195 |
| Privately issued residential mortgage-backed securities | $18,799,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $46,166,000 | 174 |
| 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 | $494,102,000 | 177 |
| Mortgage-backed securities | $962,653,000 | 160 |
| Certificates of participation in pools of residential mortgages | $660,033,000 | 126 |
| Issued or guaranteed by U.S. | $660,033,000 | 125 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $166,507,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $147,708,000 | 204 |
| Privately issued | $18,799,000 | 95 |
| Commercial mortgage-backed securities | $136,113,000 | 179 |
| Commercial mortgage pass-through securities | $7,529,000 | 548 |
| Other commercial mortgage-backed securities | $128,584,000 | 127 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,216,341,000 | 182 |
| Total debt securities | $1,216,341,000 | 205 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 110 |
| Fair value | $4,759,000 | 128 |
| 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 | $1,182,609,000 | 199 |
| U.S. Government securities | $899,440,000 | 188 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $899,440,000 | 177 |
| Securities issued by states & political subdivisions | $168,766,000 | 253 |
| Other domestic debt securities | $114,403,000 | 166 |
| Privately issued residential mortgage-backed securities | $23,424,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $48,008,000 | 166 |
| 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 | $483,602,000 | 179 |
| Mortgage-backed securities | $932,690,000 | 159 |
| Certificates of participation in pools of residential mortgages | $620,979,000 | 121 |
| Issued or guaranteed by U.S. | $620,979,000 | 121 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $173,161,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $149,737,000 | 196 |
| Privately issued | $23,424,000 | 88 |
| Commercial mortgage-backed securities | $138,550,000 | 173 |
| Commercial mortgage pass-through securities | $8,110,000 | 499 |
| Other commercial mortgage-backed securities | $130,440,000 | 125 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,182,609,000 | 178 |
| Total debt securities | $1,182,610,000 | 197 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 69 |
| Fair value | $4,869,000 | 75 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,166,319,000 | 184 |
| U.S. Government securities | $872,057,000 | 185 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $872,057,000 | 175 |
| Securities issued by states & political subdivisions | $168,589,000 | 232 |
| Other domestic debt securities | $125,673,000 | 151 |
| Privately issued residential mortgage-backed securities | $28,676,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $50,557,000 | 147 |
| 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 | $517,526,000 | 175 |
| Mortgage-backed securities | $912,228,000 | 159 |
| Certificates of participation in pools of residential mortgages | $574,474,000 | 116 |
| Issued or guaranteed by U.S. | $574,474,000 | 116 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $217,529,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $188,853,000 | 164 |
| Privately issued | $28,676,000 | 83 |
| Commercial mortgage-backed securities | $120,225,000 | 181 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $120,225,000 | 125 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,166,319,000 | 169 |
| Total debt securities | $1,166,319,000 | 182 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 70 |
| Fair value | $4,938,000 | 74 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,168,594,000 | 184 |
| U.S. Government securities | $831,496,000 | 184 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $831,496,000 | 170 |
| Securities issued by states & political subdivisions | $141,467,000 | 253 |
| Other domestic debt securities | $195,631,000 | 115 |
| Privately issued residential mortgage-backed securities | $32,086,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $29,752,000 | 226 |
| 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 | $597,429,000 | 151 |
| Mortgage-backed securities | $961,020,000 | 150 |
| Certificates of participation in pools of residential mortgages | $495,441,000 | 128 |
| Issued or guaranteed by U.S. | $495,441,000 | 126 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $251,121,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $219,035,000 | 155 |
| Privately issued | $32,086,000 | 76 |
| Commercial mortgage-backed securities | $214,458,000 | 133 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $214,458,000 | 94 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,168,594,000 | 163 |
| Total debt securities | $1,168,594,000 | 181 |
| 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 | $1,184,023,000 | 176 |
| U.S. Government securities | $852,873,000 | 179 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $852,873,000 | 168 |
| Securities issued by states & political subdivisions | $134,210,000 | 243 |
| Other domestic debt securities | $196,940,000 | 107 |
| Privately issued residential mortgage-backed securities | $34,673,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $30,227,000 | 213 |
| 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 | $617,860,000 | 143 |
| Mortgage-backed securities | $982,081,000 | 143 |
| Certificates of participation in pools of residential mortgages | $497,872,000 | 122 |
| Issued or guaranteed by U.S. | $497,872,000 | 122 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $271,850,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $237,177,000 | 153 |
| Privately issued | $34,673,000 | 69 |
| Commercial mortgage-backed securities | $212,359,000 | 136 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $212,359,000 | 95 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,184,023,000 | 160 |
| Total debt securities | $1,184,023,000 | 175 |
| 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 | $1,126,983,000 | 183 |
| U.S. Government securities | $799,428,000 | 193 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $799,428,000 | 180 |
| Securities issued by states & political subdivisions | $122,018,000 | 244 |
| Other domestic debt securities | $205,537,000 | 99 |
| Privately issued residential mortgage-backed securities | $37,191,000 | 87 |
| Commercial mortgage-backed securities - Total | $137,817,000 | 29 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $30,529,000 | 191 |
| 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 | $719,792,000 | 118 |
| Mortgage-backed securities | $934,055,000 | 152 |
| Certificates of participation in pools of residential mortgages | $427,240,000 | 131 |
| Issued or guaranteed by U.S. | $427,240,000 | 130 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $287,773,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $250,582,000 | 149 |
| Privately issued | $37,191,000 | 67 |
| Commercial mortgage-backed securities | $219,042,000 | 130 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $219,042,000 | 91 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,126,983,000 | 165 |
| Total debt securities | $1,126,982,000 | 182 |
| 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 | $1,186,875,000 | 177 |
| U.S. Government securities | $854,282,000 | 179 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $854,282,000 | 170 |
| Securities issued by states & political subdivisions | $124,711,000 | 229 |
| Other domestic debt securities | $207,882,000 | 100 |
| Privately issued residential mortgage-backed securities | $39,109,000 | 83 |
| Commercial mortgage-backed securities - Total | $138,059,000 | 30 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $30,714,000 | 191 |
| 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 | $662,165,000 | 121 |
| Mortgage-backed securities | $988,554,000 | 144 |
| Certificates of participation in pools of residential mortgages | $448,814,000 | 128 |
| Issued or guaranteed by U.S. | $448,814,000 | 128 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $313,939,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $274,830,000 | 146 |
| Privately issued | $39,109,000 | 60 |
| Commercial mortgage-backed securities | $225,801,000 | 120 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $225,801,000 | 88 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,186,875,000 | 162 |
| Total debt securities | $1,186,875,000 | 175 |
| 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 | $1,254,743,000 | 171 |
| U.S. Government securities | $891,342,000 | 176 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $891,342,000 | 166 |
| Securities issued by states & political subdivisions | $154,504,000 | 184 |
| Other domestic debt securities | $208,897,000 | 98 |
| Privately issued residential mortgage-backed securities | $40,517,000 | 64 |
| Commercial mortgage-backed securities - Total | $137,583,000 | 31 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $30,797,000 | 190 |
| 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 | $753,338,000 | 115 |
| Mortgage-backed securities | $1,039,827,000 | 140 |
| Certificates of participation in pools of residential mortgages | $462,752,000 | 126 |
| Issued or guaranteed by U.S. | $462,752,000 | 125 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $333,138,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $292,621,000 | 143 |
| Privately issued | $40,517,000 | 57 |
| Commercial mortgage-backed securities | $243,937,000 | 113 |
| Commercial mortgage pass-through securities | $54,138,000 | 127 |
| Other commercial mortgage-backed securities | $189,799,000 | 94 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,254,743,000 | 156 |
| Total debt securities | $1,254,744,000 | 169 |
| 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 | $1,319,450,000 | 160 |
| U.S. Government securities | $927,672,000 | 173 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $927,672,000 | 161 |
| Securities issued by states & political subdivisions | $162,608,000 | 177 |
| Other domestic debt securities | $229,170,000 | 89 |
| Privately issued residential mortgage-backed securities | $41,109,000 | 60 |
| Commercial mortgage-backed securities - Total | $135,165,000 | 27 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $52,896,000 | 116 |
| 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 | $800,544,000 | 112 |
| Mortgage-backed securities | $1,072,409,000 | 133 |
| Certificates of participation in pools of residential mortgages | $474,355,000 | 119 |
| Issued or guaranteed by U.S. | $474,355,000 | 118 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $346,413,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $305,304,000 | 139 |
| Privately issued | $41,109,000 | 53 |
| Commercial mortgage-backed securities | $251,641,000 | 105 |
| Commercial mortgage pass-through securities | $64,241,000 | 107 |
| Other commercial mortgage-backed securities | $187,400,000 | 88 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,319,450,000 | 144 |
| Total debt securities | $1,319,448,000 | 157 |
| 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 | $1,353,986,000 | 159 |
| U.S. Government securities | $949,617,000 | 170 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $949,617,000 | 158 |
| Securities issued by states & political subdivisions | $173,674,000 | 173 |
| Other domestic debt securities | $230,695,000 | 86 |
| Privately issued residential mortgage-backed securities | $41,117,000 | 60 |
| Commercial mortgage-backed securities - Total | $134,729,000 | 26 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $54,849,000 | 107 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $980,216,000 | 101 |
| Mortgage-backed securities | $1,092,889,000 | 132 |
| Certificates of participation in pools of residential mortgages | $485,137,000 | 121 |
| Issued or guaranteed by U.S. | $485,137,000 | 120 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $356,468,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $315,351,000 | 131 |
| Privately issued | $41,117,000 | 55 |
| Commercial mortgage-backed securities | $251,284,000 | 98 |
| Commercial mortgage pass-through securities | $65,072,000 | 104 |
| Other commercial mortgage-backed securities | $186,212,000 | 87 |
| Held to maturity securities (book value) | $148,508,000 | 193 |
| Available-for-sale securities (fair market value) | $1,205,478,000 | 149 |
| Total debt securities | $1,353,987,000 | 157 |
| 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 | $1,385,854,000 | 154 |
| U.S. Government securities | $972,333,000 | 164 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $972,333,000 | 152 |
| Securities issued by states & political subdivisions | $173,552,000 | 171 |
| Other domestic debt securities | $239,969,000 | 84 |
| Privately issued residential mortgage-backed securities | $41,370,000 | 59 |
| Commercial mortgage-backed securities - Total | $133,466,000 | 25 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $65,133,000 | 98 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,552,000 | 94 |
| Mortgage-backed securities | $1,113,250,000 | 126 |
| Certificates of participation in pools of residential mortgages | $496,431,000 | 121 |
| Issued or guaranteed by U.S. | $496,431,000 | 120 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $366,652,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $325,282,000 | 125 |
| Privately issued | $41,370,000 | 55 |
| Commercial mortgage-backed securities | $250,167,000 | 93 |
| Commercial mortgage pass-through securities | $65,496,000 | 106 |
| Other commercial mortgage-backed securities | $184,671,000 | 82 |
| Held to maturity securities (book value) | $152,852,000 | 188 |
| Available-for-sale securities (fair market value) | $1,233,002,000 | 147 |
| Total debt securities | $1,385,854,000 | 152 |
| 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 | $1,438,125,000 | 150 |
| U.S. Government securities | $1,019,807,000 | 156 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,019,807,000 | 145 |
| Securities issued by states & political subdivisions | $175,917,000 | 170 |
| Other domestic debt securities | $242,401,000 | 81 |
| Privately issued residential mortgage-backed securities | $42,847,000 | 68 |
| Commercial mortgage-backed securities - Total | $134,122,000 | 27 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $65,432,000 | 91 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,034,182,000 | 96 |
| Mortgage-backed securities | $1,161,273,000 | 125 |
| Certificates of participation in pools of residential mortgages | $522,167,000 | 119 |
| Issued or guaranteed by U.S. | $522,167,000 | 118 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $386,652,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $343,805,000 | 122 |
| Privately issued | $42,847,000 | 54 |
| Commercial mortgage-backed securities | $252,454,000 | 90 |
| Commercial mortgage pass-through securities | $65,909,000 | 97 |
| Other commercial mortgage-backed securities | $186,545,000 | 78 |
| Held to maturity securities (book value) | $158,156,000 | 181 |
| Available-for-sale securities (fair market value) | $1,279,969,000 | 144 |
| Total debt securities | $1,438,125,000 | 148 |
| 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 | $1,503,170,000 | 144 |
| U.S. Government securities | $1,079,012,000 | 152 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,079,012,000 | 138 |
| Securities issued by states & political subdivisions | $177,221,000 | 175 |
| Other domestic debt securities | $246,937,000 | 81 |
| Privately issued residential mortgage-backed securities | $44,439,000 | 58 |
| Commercial mortgage-backed securities - Total | $134,441,000 | 26 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $68,057,000 | 90 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,039,938,000 | 93 |
| Mortgage-backed securities | $1,220,738,000 | 119 |
| Certificates of participation in pools of residential mortgages | $545,460,000 | 116 |
| Issued or guaranteed by U.S. | $545,460,000 | 115 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $406,921,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $362,482,000 | 115 |
| Privately issued | $44,439,000 | 56 |
| Commercial mortgage-backed securities | $268,357,000 | 84 |
| Commercial mortgage pass-through securities | $80,459,000 | 69 |
| Other commercial mortgage-backed securities | $187,898,000 | 75 |
| Held to maturity securities (book value) | $177,078,000 | 167 |
| Available-for-sale securities (fair market value) | $1,326,092,000 | 140 |
| Total debt securities | $1,503,170,000 | 143 |
| 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 | $1,495,819,000 | 142 |
| U.S. Government securities | $1,057,670,000 | 141 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,057,670,000 | 132 |
| Securities issued by states & political subdivisions | $179,781,000 | 177 |
| Other domestic debt securities | $258,368,000 | 71 |
| Privately issued residential mortgage-backed securities | $46,763,000 | 57 |
| Commercial mortgage-backed securities - Total | $137,326,000 | 25 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $74,279,000 | 82 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,076,926,000 | 91 |
| Mortgage-backed securities | $1,216,251,000 | 111 |
| Certificates of participation in pools of residential mortgages | $537,463,000 | 112 |
| Issued or guaranteed by U.S. | $537,463,000 | 111 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $410,261,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $363,498,000 | 110 |
| Privately issued | $46,763,000 | 55 |
| Commercial mortgage-backed securities | $268,527,000 | 80 |
| Commercial mortgage pass-through securities | $91,475,000 | 61 |
| Other commercial mortgage-backed securities | $177,052,000 | 76 |
| Held to maturity securities (book value) | $191,753,000 | 164 |
| Available-for-sale securities (fair market value) | $1,304,066,000 | 137 |
| Total debt securities | $1,495,819,000 | 139 |
| 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 | $1,546,982,000 | 137 |
| U.S. Government securities | $1,082,964,000 | 140 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,082,964,000 | 130 |
| Securities issued by states & political subdivisions | $184,354,000 | 169 |
| Other domestic debt securities | $279,664,000 | 70 |
| Privately issued residential mortgage-backed securities | $47,463,000 | 57 |
| Commercial mortgage-backed securities - Total | $138,372,000 | 27 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $93,829,000 | 74 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,109,823,000 | 93 |
| Mortgage-backed securities | $1,242,821,000 | 111 |
| Certificates of participation in pools of residential mortgages | $561,084,000 | 114 |
| Issued or guaranteed by U.S. | $561,084,000 | 113 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $411,124,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $363,661,000 | 108 |
| Privately issued | $47,463,000 | 53 |
| Commercial mortgage-backed securities | $270,613,000 | 78 |
| Commercial mortgage pass-through securities | $92,013,000 | 64 |
| Other commercial mortgage-backed securities | $178,600,000 | 72 |
| Held to maturity securities (book value) | $197,672,000 | 161 |
| Available-for-sale securities (fair market value) | $1,349,310,000 | 126 |
| Total debt securities | $1,546,982,000 | 135 |
| 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 | $1,519,674,000 | 136 |
| U.S. Government securities | $1,051,980,000 | 145 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,051,980,000 | 136 |
| Securities issued by states & political subdivisions | $185,681,000 | 167 |
| Other domestic debt securities | $282,013,000 | 71 |
| Privately issued residential mortgage-backed securities | $48,954,000 | 57 |
| Commercial mortgage-backed securities - Total | $138,987,000 | 27 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $94,072,000 | 74 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,022,366,000 | 96 |
| Mortgage-backed securities | $1,213,415,000 | 112 |
| Certificates of participation in pools of residential mortgages | $587,034,000 | 112 |
| Issued or guaranteed by U.S. | $587,034,000 | 111 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $369,895,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $320,941,000 | 118 |
| Privately issued | $48,954,000 | 55 |
| Commercial mortgage-backed securities | $256,486,000 | 79 |
| Commercial mortgage pass-through securities | $92,536,000 | 63 |
| Other commercial mortgage-backed securities | $163,950,000 | 75 |
| Held to maturity securities (book value) | $204,588,000 | 159 |
| Available-for-sale securities (fair market value) | $1,315,086,000 | 133 |
| Total debt securities | $1,519,674,000 | 134 |
| 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 | $1,513,633,000 | 138 |
| U.S. Government securities | $1,046,258,000 | 141 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,046,258,000 | 134 |
| Securities issued by states & political subdivisions | $185,421,000 | 165 |
| Other domestic debt securities | $281,954,000 | 74 |
| Privately issued residential mortgage-backed securities | $49,517,000 | 57 |
| Commercial mortgage-backed securities - Total | $138,102,000 | 26 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $94,335,000 | 77 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,102,103,000 | 90 |
| Mortgage-backed securities | $1,233,877,000 | 110 |
| Certificates of participation in pools of residential mortgages | $541,185,000 | 117 |
| Issued or guaranteed by U.S. | $541,185,000 | 116 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $448,076,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $398,559,000 | 102 |
| Privately issued | $49,517,000 | 55 |
| Commercial mortgage-backed securities | $244,616,000 | 79 |
| Commercial mortgage pass-through securities | $93,054,000 | 60 |
| Other commercial mortgage-backed securities | $151,562,000 | 77 |
| Held to maturity securities (book value) | $211,426,000 | 154 |
| Available-for-sale securities (fair market value) | $1,302,207,000 | 130 |
| Total debt securities | $1,513,633,000 | 137 |
| 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 | $1,460,856,000 | 136 |
| U.S. Government securities | $987,653,000 | 146 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $987,653,000 | 138 |
| Securities issued by states & political subdivisions | $185,041,000 | 161 |
| Other domestic debt securities | $288,162,000 | 73 |
| Privately issued residential mortgage-backed securities | $51,548,000 | 55 |
| Commercial mortgage-backed securities - Total | $137,225,000 | 28 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $99,389,000 | 74 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,053,672,000 | 93 |
| Mortgage-backed securities | $1,176,426,000 | 113 |
| Certificates of participation in pools of residential mortgages | $490,307,000 | 126 |
| Issued or guaranteed by U.S. | $490,307,000 | 125 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $455,308,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $403,760,000 | 100 |
| Privately issued | $51,548,000 | 53 |
| Commercial mortgage-backed securities | $230,811,000 | 80 |
| Commercial mortgage pass-through securities | $93,586,000 | 61 |
| Other commercial mortgage-backed securities | $137,225,000 | 79 |
| Held to maturity securities (book value) | $217,668,000 | 150 |
| Available-for-sale securities (fair market value) | $1,243,188,000 | 130 |
| Total debt securities | $1,460,856,000 | 134 |
| 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 | $1,488,013,000 | 135 |
| U.S. Government securities | $985,776,000 | 142 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $985,776,000 | 134 |
| Securities issued by states & political subdivisions | $191,778,000 | 154 |
| Other domestic debt securities | $310,459,000 | 71 |
| Privately issued residential mortgage-backed securities | $57,622,000 | 53 |
| Commercial mortgage-backed securities - Total | $143,229,000 | 27 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $109,608,000 | 67 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,097,804,000 | 91 |
| Mortgage-backed securities | $1,186,627,000 | 112 |
| Certificates of participation in pools of residential mortgages | $489,832,000 | 121 |
| Issued or guaranteed by U.S. | $489,832,000 | 120 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $459,463,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $401,841,000 | 104 |
| Privately issued | $57,622,000 | 51 |
| Commercial mortgage-backed securities | $237,332,000 | 73 |
| Commercial mortgage pass-through securities | $94,103,000 | 53 |
| Other commercial mortgage-backed securities | $143,229,000 | 77 |
| Held to maturity securities (book value) | $226,573,000 | 141 |
| Available-for-sale securities (fair market value) | $1,261,440,000 | 131 |
| Total debt securities | $1,488,013,000 | 134 |
| 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 | $1,494,083,000 | 132 |
| U.S. Government securities | $984,893,000 | 143 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $984,893,000 | 135 |
| Securities issued by states & political subdivisions | $193,863,000 | 152 |
| Other domestic debt securities | $315,327,000 | 74 |
| Privately issued residential mortgage-backed securities | $61,470,000 | 54 |
| Commercial mortgage-backed securities - Total | $143,933,000 | 28 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $109,924,000 | 73 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,043,998,000 | 96 |
| Mortgage-backed securities | $1,190,296,000 | 110 |
| Certificates of participation in pools of residential mortgages | $455,115,000 | 126 |
| Issued or guaranteed by U.S. | $455,115,000 | 125 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $496,644,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $435,174,000 | 99 |
| Privately issued | $61,470,000 | 50 |
| Commercial mortgage-backed securities | $238,537,000 | 72 |
| Commercial mortgage pass-through securities | $94,604,000 | 50 |
| Other commercial mortgage-backed securities | $143,933,000 | 79 |
| Held to maturity securities (book value) | $234,230,000 | 139 |
| Available-for-sale securities (fair market value) | $1,259,853,000 | 125 |
| Total debt securities | $1,494,083,000 | 130 |
| 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 | $1,540,051,000 | 129 |
| U.S. Government securities | $1,033,243,000 | 141 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,033,243,000 | 134 |
| Securities issued by states & political subdivisions | $191,802,000 | 148 |
| Other domestic debt securities | $315,006,000 | 71 |
| Privately issued residential mortgage-backed securities | $64,240,000 | 50 |
| Commercial mortgage-backed securities - Total | $140,970,000 | 29 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $109,796,000 | 71 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,013,014,000 | 101 |
| Mortgage-backed securities | $1,238,453,000 | 104 |
| Certificates of participation in pools of residential mortgages | $474,291,000 | 118 |
| Issued or guaranteed by U.S. | $474,291,000 | 117 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $528,092,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $463,852,000 | 97 |
| Privately issued | $64,240,000 | 48 |
| Commercial mortgage-backed securities | $236,070,000 | 70 |
| Commercial mortgage pass-through securities | $95,100,000 | 50 |
| Other commercial mortgage-backed securities | $140,970,000 | 74 |
| Held to maturity securities (book value) | $241,597,000 | 137 |
| Available-for-sale securities (fair market value) | $1,298,454,000 | 125 |
| Total debt securities | $1,540,051,000 | 128 |
| 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 | $1,519,256,000 | 131 |
| U.S. Government securities | $1,019,826,000 | 136 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,019,826,000 | 132 |
| Securities issued by states & political subdivisions | $190,473,000 | 148 |
| Other domestic debt securities | $308,957,000 | 72 |
| Privately issued residential mortgage-backed securities | $64,032,000 | 51 |
| Commercial mortgage-backed securities - Total | $136,354,000 | 27 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $108,571,000 | 73 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,005,907,000 | 99 |
| Mortgage-backed securities | $1,220,212,000 | 106 |
| Certificates of participation in pools of residential mortgages | $440,291,000 | 120 |
| Issued or guaranteed by U.S. | $440,291,000 | 119 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $547,965,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $483,933,000 | 91 |
| Privately issued | $64,032,000 | 49 |
| Commercial mortgage-backed securities | $231,956,000 | 67 |
| Commercial mortgage pass-through securities | $95,602,000 | 45 |
| Other commercial mortgage-backed securities | $136,354,000 | 68 |
| Held to maturity securities (book value) | $247,917,000 | 137 |
| Available-for-sale securities (fair market value) | $1,271,339,000 | 125 |
| Total debt securities | $1,519,256,000 | 131 |
| 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 | $1,526,209,000 | 128 |
| U.S. Government securities | $1,023,305,000 | 132 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,023,305,000 | 126 |
| Securities issued by states & political subdivisions | $190,433,000 | 145 |
| Other domestic debt securities | $312,471,000 | 70 |
| Privately issued residential mortgage-backed securities | $69,012,000 | 48 |
| Commercial mortgage-backed securities - Total | $138,761,000 | 26 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $104,698,000 | 79 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,756,000 | 97 |
| Mortgage-backed securities | $1,231,078,000 | 103 |
| Certificates of participation in pools of residential mortgages | $442,197,000 | 122 |
| Issued or guaranteed by U.S. | $442,197,000 | 121 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $554,023,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $485,011,000 | 91 |
| Privately issued | $69,012,000 | 47 |
| Commercial mortgage-backed securities | $234,858,000 | 65 |
| Commercial mortgage pass-through securities | $96,097,000 | 41 |
| Other commercial mortgage-backed securities | $138,761,000 | 64 |
| Held to maturity securities (book value) | $254,719,000 | 136 |
| Available-for-sale securities (fair market value) | $1,271,490,000 | 121 |
| Total debt securities | $1,526,209,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| 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 | $1,536,172,000 | 128 |
| U.S. Government securities | $1,040,845,000 | 130 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,040,845,000 | 126 |
| Securities issued by states & political subdivisions | $188,257,000 | 135 |
| Other domestic debt securities | $307,070,000 | 70 |
| Privately issued residential mortgage-backed securities | $70,357,000 | 47 |
| Commercial mortgage-backed securities - Total | $137,151,000 | 26 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $99,562,000 | 77 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,010,000 | 103 |
| Mortgage-backed securities | $1,248,353,000 | 102 |
| Certificates of participation in pools of residential mortgages | $460,773,000 | 116 |
| Issued or guaranteed by U.S. | $460,773,000 | 115 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $553,851,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $483,494,000 | 93 |
| Privately issued | $70,357,000 | 45 |
| Commercial mortgage-backed securities | $233,729,000 | 60 |
| Commercial mortgage pass-through securities | $96,578,000 | 37 |
| Other commercial mortgage-backed securities | $137,151,000 | 61 |
| Held to maturity securities (book value) | $262,778,000 | 131 |
| Available-for-sale securities (fair market value) | $1,273,394,000 | 120 |
| Total debt securities | $1,536,172,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| 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 | $1,553,229,000 | 124 |
| U.S. Government securities | $1,042,638,000 | 128 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,042,638,000 | 124 |
| Securities issued by states & political subdivisions | $192,478,000 | 128 |
| Other domestic debt securities | $318,113,000 | 65 |
| Privately issued residential mortgage-backed securities | $75,363,000 | 46 |
| Commercial mortgage-backed securities - Total | $141,424,000 | 26 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $101,326,000 | 78 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $944,418,000 | 104 |
| Mortgage-backed securities | $1,259,425,000 | 101 |
| Certificates of participation in pools of residential mortgages | $350,569,000 | 144 |
| Issued or guaranteed by U.S. | $350,569,000 | 142 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $670,378,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $595,015,000 | 79 |
| Privately issued | $75,363,000 | 44 |
| Commercial mortgage-backed securities | $238,478,000 | 60 |
| Commercial mortgage pass-through securities | $97,054,000 | 37 |
| Other commercial mortgage-backed securities | $141,424,000 | 59 |
| Held to maturity securities (book value) | $255,592,000 | 136 |
| Available-for-sale securities (fair market value) | $1,297,637,000 | 119 |
| Total debt securities | $1,553,229,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,466,428,000 | 132 |
| U.S. Government securities | $989,845,000 | 132 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $989,845,000 | 127 |
| Securities issued by states & political subdivisions | $191,645,000 | 124 |
| Other domestic debt securities | $284,938,000 | 70 |
| Privately issued residential mortgage-backed securities | $46,693,000 | 60 |
| Commercial mortgage-backed securities - Total | $137,641,000 | 25 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $100,604,000 | 81 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,459,000 | 104 |
| Mortgage-backed securities | $1,174,179,000 | 101 |
| Certificates of participation in pools of residential mortgages | $337,887,000 | 149 |
| Issued or guaranteed by U.S. | $337,887,000 | 148 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $601,105,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $554,412,000 | 83 |
| Privately issued | $46,693,000 | 56 |
| Commercial mortgage-backed securities | $235,187,000 | 58 |
| Commercial mortgage pass-through securities | $97,546,000 | 37 |
| Other commercial mortgage-backed securities | $137,641,000 | 58 |
| Held to maturity securities (book value) | $238,287,000 | 143 |
| Available-for-sale securities (fair market value) | $1,228,141,000 | 124 |
| Total debt securities | $1,466,428,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,425,853,000 | 133 |
| U.S. Government securities | $982,681,000 | 127 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $982,681,000 | 124 |
| Securities issued by states & political subdivisions | $190,159,000 | 122 |
| Other domestic debt securities | $253,013,000 | 81 |
| Privately issued residential mortgage-backed securities | $30,941,000 | 73 |
| Commercial mortgage-backed securities - Total | $136,520,000 | 24 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $85,552,000 | 90 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $894,130,000 | 105 |
| Mortgage-backed securities | $1,150,142,000 | 102 |
| Certificates of participation in pools of residential mortgages | $346,889,000 | 142 |
| Issued or guaranteed by U.S. | $346,889,000 | 141 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $568,790,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $537,849,000 | 84 |
| Privately issued | $30,941,000 | 70 |
| Commercial mortgage-backed securities | $234,463,000 | 57 |
| Commercial mortgage pass-through securities | $97,943,000 | 37 |
| Other commercial mortgage-backed securities | $136,520,000 | 57 |
| Held to maturity securities (book value) | $242,141,000 | 139 |
| Available-for-sale securities (fair market value) | $1,183,712,000 | 124 |
| Total debt securities | $1,425,853,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,473,278,000 | 133 |
| U.S. Government securities | $1,029,255,000 | 123 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,029,255,000 | 119 |
| Securities issued by states & political subdivisions | $188,943,000 | 121 |
| Other domestic debt securities | $255,080,000 | 82 |
| Privately issued residential mortgage-backed securities | $31,426,000 | 76 |
| Commercial mortgage-backed securities - Total | $136,816,000 | 25 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $86,838,000 | 90 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $928,291,000 | 105 |
| Mortgage-backed securities | $1,197,497,000 | 104 |
| Certificates of participation in pools of residential mortgages | $360,912,000 | 143 |
| Issued or guaranteed by U.S. | $360,912,000 | 142 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $601,446,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $570,020,000 | 81 |
| Privately issued | $31,426,000 | 72 |
| Commercial mortgage-backed securities | $235,139,000 | 53 |
| Commercial mortgage pass-through securities | $98,323,000 | 37 |
| Other commercial mortgage-backed securities | $136,816,000 | 55 |
| Held to maturity securities (book value) | $247,206,000 | 134 |
| Available-for-sale securities (fair market value) | $1,226,072,000 | 121 |
| Total debt securities | $1,473,278,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,656,130,000 | 119 |
| U.S. Government securities | $1,147,853,000 | 117 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,147,853,000 | 114 |
| Securities issued by states & political subdivisions | $185,127,000 | 126 |
| Other domestic debt securities | $323,150,000 | 69 |
| Privately issued residential mortgage-backed securities | $31,318,000 | 78 |
| Commercial mortgage-backed securities - Total | $133,541,000 | 25 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $158,291,000 | 60 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $847,495,000 | 111 |
| Mortgage-backed securities | $1,312,712,000 | 96 |
| Certificates of participation in pools of residential mortgages | $456,335,000 | 115 |
| Issued or guaranteed by U.S. | $456,335,000 | 114 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $624,136,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $592,818,000 | 82 |
| Privately issued | $31,318,000 | 73 |
| Commercial mortgage-backed securities | $232,241,000 | 53 |
| Commercial mortgage pass-through securities | $98,700,000 | 37 |
| Other commercial mortgage-backed securities | $133,541,000 | 53 |
| Held to maturity securities (book value) | $248,788,000 | 131 |
| Available-for-sale securities (fair market value) | $1,407,342,000 | 110 |
| Total debt securities | $1,656,130,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,659,171,000 | 116 |
| U.S. Government securities | $1,179,673,000 | 116 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,179,673,000 | 113 |
| Securities issued by states & political subdivisions | $179,357,000 | 134 |
| Other domestic debt securities | $300,141,000 | 75 |
| Privately issued residential mortgage-backed securities | $11,991,000 | 147 |
| Commercial mortgage-backed securities - Total | $130,055,000 | 22 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $158,095,000 | 60 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $914,116,000 | 108 |
| Mortgage-backed securities | $1,321,719,000 | 99 |
| Certificates of participation in pools of residential mortgages | $464,144,000 | 112 |
| Issued or guaranteed by U.S. | $464,144,000 | 111 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $628,449,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $616,458,000 | 78 |
| Privately issued | $11,991,000 | 141 |
| Commercial mortgage-backed securities | $229,126,000 | 54 |
| Commercial mortgage pass-through securities | $99,071,000 | 35 |
| Other commercial mortgage-backed securities | $130,055,000 | 53 |
| Held to maturity securities (book value) | $252,047,000 | 125 |
| Available-for-sale securities (fair market value) | $1,407,124,000 | 110 |
| Total debt securities | $1,659,171,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,756,773,000 | 113 |
| U.S. Government securities | $1,357,400,000 | 105 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,357,400,000 | 102 |
| Securities issued by states & political subdivisions | $180,024,000 | 129 |
| Other domestic debt securities | $219,349,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $79,346,000 | 27 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $140,003,000 | 71 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $901,308,000 | 105 |
| Mortgage-backed securities | $1,308,354,000 | 96 |
| Certificates of participation in pools of residential mortgages | $415,615,000 | 120 |
| Issued or guaranteed by U.S. | $415,615,000 | 118 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $714,078,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $714,078,000 | 72 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $178,661,000 | 56 |
| Commercial mortgage pass-through securities | $99,315,000 | 34 |
| Other commercial mortgage-backed securities | $79,346,000 | 59 |
| Held to maturity securities (book value) | $255,663,000 | 120 |
| Available-for-sale securities (fair market value) | $1,501,110,000 | 102 |
| Total debt securities | $1,756,773,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,765,033,000 | 115 |
| U.S. Government securities | $1,397,367,000 | 107 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,397,367,000 | 102 |
| Securities issued by states & political subdivisions | $180,320,000 | 132 |
| Other domestic debt securities | $187,346,000 | 99 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $64,733,000 | 28 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $122,613,000 | 72 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $873,007,000 | 102 |
| Mortgage-backed securities | $1,303,535,000 | 101 |
| Certificates of participation in pools of residential mortgages | $386,985,000 | 133 |
| Issued or guaranteed by U.S. | $386,985,000 | 132 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $752,275,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $752,275,000 | 70 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $164,275,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $164,275,000 | 39 |
| Held to maturity securities (book value) | $254,981,000 | 107 |
| Available-for-sale securities (fair market value) | $1,510,052,000 | 105 |
| Total debt securities | $1,765,033,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,695,612,000 | 116 |
| U.S. Government securities | $1,364,467,000 | 108 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,364,467,000 | 103 |
| Securities issued by states & political subdivisions | $193,626,000 | 113 |
| Other domestic debt securities | $137,519,000 | 120 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $9,984,000 | 62 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $127,535,000 | 69 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $863,861,000 | 102 |
| Mortgage-backed securities | $1,164,353,000 | 106 |
| Certificates of participation in pools of residential mortgages | $404,557,000 | 129 |
| Issued or guaranteed by U.S. | $404,557,000 | 128 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $650,471,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $650,471,000 | 78 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $109,325,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $109,325,000 | 48 |
| Held to maturity securities (book value) | $159,363,000 | 146 |
| Available-for-sale securities (fair market value) | $1,536,249,000 | 103 |
| Total debt securities | $1,695,612,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,697,687,000 | 118 |
| U.S. Government securities | $1,383,830,000 | 108 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,383,830,000 | 103 |
| Securities issued by states & political subdivisions | $185,911,000 | 116 |
| Other domestic debt securities | $127,946,000 | 125 |
| 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 | $127,946,000 | 68 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $905,493,000 | 99 |
| Mortgage-backed securities | $1,102,891,000 | 109 |
| Certificates of participation in pools of residential mortgages | $442,288,000 | 121 |
| Issued or guaranteed by U.S. | $442,288,000 | 119 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $598,753,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $598,753,000 | 82 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $61,850,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $61,850,000 | 54 |
| Held to maturity securities (book value) | $161,848,000 | 143 |
| Available-for-sale securities (fair market value) | $1,535,839,000 | 103 |
| Total debt securities | $1,697,687,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,662,382,000 | 115 |
| U.S. Government securities | $1,448,429,000 | 105 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,448,429,000 | 99 |
| Securities issued by states & political subdivisions | $162,824,000 | 138 |
| Other domestic debt securities | $51,129,000 | 241 |
| 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 | $51,129,000 | 139 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $869,587,000 | 97 |
| Mortgage-backed securities | $1,131,432,000 | 112 |
| Certificates of participation in pools of residential mortgages | $475,846,000 | 121 |
| Issued or guaranteed by U.S. | $475,846,000 | 119 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $655,586,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $655,586,000 | 76 |
| 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) | $163,733,000 | 141 |
| Available-for-sale securities (fair market value) | $1,498,649,000 | 105 |
| Total debt securities | $1,662,382,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,632,142,000 | 118 |
| U.S. Government securities | $1,490,630,000 | 105 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,490,630,000 | 98 |
| Securities issued by states & political subdivisions | $92,524,000 | 271 |
| Other domestic debt securities | $48,988,000 | 250 |
| 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 | $48,988,000 | 144 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,236,000 | 99 |
| Mortgage-backed securities | $1,133,337,000 | 107 |
| Certificates of participation in pools of residential mortgages | $516,786,000 | 117 |
| Issued or guaranteed by U.S. | $516,786,000 | 115 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $616,551,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $616,551,000 | 78 |
| 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) | $487,000 | 2,206 |
| Available-for-sale securities (fair market value) | $1,631,655,000 | 100 |
| Total debt securities | $1,632,142,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,645,779,000 | 123 |
| U.S. Government securities | $1,590,928,000 | 104 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,590,928,000 | 96 |
| Securities issued by states & political subdivisions | $40,208,000 | 817 |
| Other domestic debt securities | $14,643,000 | 565 |
| 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 | $14,643,000 | 362 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $887,812,000 | 100 |
| Mortgage-backed securities | $1,218,538,000 | 103 |
| Certificates of participation in pools of residential mortgages | $547,631,000 | 109 |
| Issued or guaranteed by U.S. | $547,631,000 | 108 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $670,907,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $670,907,000 | 78 |
| 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) | $704,000 | 2,123 |
| Available-for-sale securities (fair market value) | $1,645,075,000 | 104 |
| Total debt securities | $1,645,779,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,492,955,000 | 126 |
| U.S. Government securities | $1,471,410,000 | 102 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,471,410,000 | 98 |
| Securities issued by states & political subdivisions | $12,994,000 | 2,250 |
| Other domestic debt securities | $8,551,000 | 799 |
| 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 | $8,551,000 | 491 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $938,050,000 | 88 |
| Mortgage-backed securities | $1,098,233,000 | 109 |
| Certificates of participation in pools of residential mortgages | $475,006,000 | 120 |
| Issued or guaranteed by U.S. | $475,006,000 | 119 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $623,227,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $623,227,000 | 75 |
| 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) | $931,000 | 2,134 |
| Available-for-sale securities (fair market value) | $1,492,024,000 | 110 |
| Total debt securities | $1,492,955,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,467,284,000 | 127 |
| U.S. Government securities | $1,454,929,000 | 106 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,454,929,000 | 101 |
| Securities issued by states & political subdivisions | $12,355,000 | 2,265 |
| 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 | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $883,365,000 | 93 |
| Mortgage-backed securities | $1,062,696,000 | 115 |
| Certificates of participation in pools of residential mortgages | $468,770,000 | 118 |
| Issued or guaranteed by U.S. | $468,770,000 | 117 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $593,926,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $593,926,000 | 79 |
| 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) | $1,250,000 | 2,024 |
| Available-for-sale securities (fair market value) | $1,466,034,000 | 108 |
| Total debt securities | $1,467,284,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,400,964,000 | 130 |
| U.S. Government securities | $1,388,504,000 | 106 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,388,504,000 | 104 |
| Securities issued by states & political subdivisions | $12,443,000 | 2,193 |
| Other domestic debt securities | $17,000 | 2,762 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,265 |
| 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 | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $861,149,000 | 96 |
| Mortgage-backed securities | $1,003,741,000 | 112 |
| Certificates of participation in pools of residential mortgages | $423,761,000 | 128 |
| Issued or guaranteed by U.S. | $423,761,000 | 127 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $579,980,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $579,963,000 | 76 |
| Privately issued | $17,000 | 1,207 |
| 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) | $1,578,000 | 1,950 |
| Available-for-sale securities (fair market value) | $1,399,386,000 | 111 |
| Total debt securities | $1,400,964,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,077,096,000 | 155 |
| U.S. Government securities | $1,064,549,000 | 124 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,064,549,000 | 121 |
| Securities issued by states & political subdivisions | $12,530,000 | 2,136 |
| Other domestic debt securities | $17,000 | 2,824 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,298 |
| 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 | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $579,484,000 | 127 |
| Mortgage-backed securities | $734,022,000 | 131 |
| Certificates of participation in pools of residential mortgages | $313,781,000 | 150 |
| Issued or guaranteed by U.S. | $313,781,000 | 149 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $420,241,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $420,224,000 | 96 |
| Privately issued | $17,000 | 1,239 |
| 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) | $1,943,000 | 1,888 |
| Available-for-sale securities (fair market value) | $1,075,153,000 | 132 |
| Total debt securities | $1,077,096,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $704,282,000 | 211 |
| U.S. Government securities | $691,146,000 | 166 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $691,146,000 | 161 |
| Securities issued by states & political subdivisions | $13,119,000 | 2,046 |
| Other domestic debt securities | $17,000 | 2,992 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,349 |
| 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 | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $613,539,000 | 123 |
| Mortgage-backed securities | $489,309,000 | 180 |
| Certificates of participation in pools of residential mortgages | $222,145,000 | 193 |
| Issued or guaranteed by U.S. | $222,145,000 | 192 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $267,164,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $267,147,000 | 128 |
| Privately issued | $17,000 | 1,287 |
| 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) | $2,828,000 | 1,711 |
| Available-for-sale securities (fair market value) | $701,454,000 | 184 |
| Total debt securities | $704,282,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $582,254,000 | 234 |
| U.S. Government securities | $569,032,000 | 188 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $569,032,000 | 182 |
| Securities issued by states & political subdivisions | $13,205,000 | 1,962 |
| Other domestic debt securities | $17,000 | 3,080 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,427 |
| 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 | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $527,195,000 | 127 |
| Mortgage-backed securities | $360,024,000 | 214 |
| Certificates of participation in pools of residential mortgages | $137,818,000 | 294 |
| Issued or guaranteed by U.S. | $137,818,000 | 290 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $222,206,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $222,189,000 | 140 |
| Privately issued | $17,000 | 1,359 |
| 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) | $3,298,000 | 1,683 |
| Available-for-sale securities (fair market value) | $578,956,000 | 206 |
| Total debt securities | $582,254,000 | 231 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $22,237,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $405,582,000 | 325 |
| U.S. Government securities | $391,483,000 | 250 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $391,483,000 | 241 |
| Securities issued by states & political subdivisions | $14,082,000 | 1,779 |
| Other domestic debt securities | $17,000 | 3,074 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,450 |
| 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 | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,624,000 | 173 |
| Mortgage-backed securities | $187,096,000 | 359 |
| Certificates of participation in pools of residential mortgages | $88,295,000 | 441 |
| Issued or guaranteed by U.S. | $88,295,000 | 437 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $98,801,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $98,784,000 | 264 |
| Privately issued | $17,000 | 1,381 |
| 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) | $3,731,000 | 1,675 |
| Available-for-sale securities (fair market value) | $401,851,000 | 290 |
| Total debt securities | $405,582,000 | 322 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $23,909,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $397,967,000 | 335 |
| U.S. Government securities | $383,766,000 | 259 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $383,766,000 | 249 |
| Securities issued by states & political subdivisions | $14,183,000 | 1,743 |
| Other domestic debt securities | $18,000 | 3,128 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,479 |
| 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 | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $378,607,000 | 163 |
| Mortgage-backed securities | $170,966,000 | 409 |
| Certificates of participation in pools of residential mortgages | $79,001,000 | 497 |
| Issued or guaranteed by U.S. | $79,001,000 | 494 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $91,965,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $91,947,000 | 276 |
| Privately issued | $18,000 | 1,414 |
| 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) | $4,234,000 | 1,626 |
| Available-for-sale securities (fair market value) | $393,733,000 | 294 |
| Total debt securities | $397,967,000 | 331 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $49,491,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $923,044,000 | 164 |
| U.S. Government securities | $824,936,000 | 138 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $824,936,000 | 132 |
| Securities issued by states & political subdivisions | $51,638,000 | 405 |
| Other domestic debt securities | $46,470,000 | 296 |
| Privately issued residential mortgage-backed securities | $46,470,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $747,102,000 | 102 |
| Mortgage-backed securities | $663,763,000 | 142 |
| Certificates of participation in pools of residential mortgages | $266,847,000 | 168 |
| Issued or guaranteed by U.S. | $266,847,000 | 167 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $396,916,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $350,446,000 | 82 |
| Privately issued | $46,470,000 | 170 |
| 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) | $4,704,000 | 1,561 |
| Available-for-sale securities (fair market value) | $918,340,000 | 147 |
| Total debt securities | $923,044,000 | 161 |
| Structured notes | ||
| Amortized cost | $12,662,000 | 329 |
| Fair value | $13,197,000 | 307 |
| 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 | $977,410,000 | 157 |
| U.S. Government securities | $831,454,000 | 137 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $831,454,000 | 132 |
| Securities issued by states & political subdivisions | $80,388,000 | 217 |
| Other domestic debt securities | $65,568,000 | 249 |
| Privately issued residential mortgage-backed securities | $65,568,000 | 148 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $780,300,000 | 103 |
| Mortgage-backed securities | $687,685,000 | 139 |
| Certificates of participation in pools of residential mortgages | $286,516,000 | 167 |
| Issued or guaranteed by U.S. | $286,516,000 | 165 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $401,169,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $335,601,000 | 82 |
| Privately issued | $65,568,000 | 145 |
| 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) | $5,332,000 | 1,541 |
| Available-for-sale securities (fair market value) | $972,078,000 | 135 |
| Total debt securities | $977,410,000 | 156 |
| Structured notes | ||
| Amortized cost | $13,036,000 | 191 |
| Fair value | $13,460,000 | 185 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,055,590,000 | 151 |
| U.S. Government securities | $858,809,000 | 131 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $858,809,000 | 126 |
| Securities issued by states & political subdivisions | $115,270,000 | 132 |
| Other domestic debt securities | $81,511,000 | 231 |
| Privately issued residential mortgage-backed securities | $81,511,000 | 138 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,873,000 | 103 |
| Mortgage-backed securities | $741,358,000 | 129 |
| Certificates of participation in pools of residential mortgages | $302,670,000 | 162 |
| Issued or guaranteed by U.S. | $302,670,000 | 159 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $438,688,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $357,177,000 | 78 |
| Privately issued | $81,511,000 | 130 |
| 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) | $6,830,000 | 1,397 |
| Available-for-sale securities (fair market value) | $1,048,760,000 | 131 |
| Total debt securities | $1,055,590,000 | 148 |
| Structured notes | ||
| Amortized cost | $13,511,000 | 107 |
| Fair value | $13,877,000 | 107 |
| 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 | $939,636,000 | 162 |
| U.S. Government securities | $725,153,000 | 149 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $725,153,000 | 143 |
| Securities issued by states & political subdivisions | $124,003,000 | 120 |
| Other domestic debt securities | $90,480,000 | 203 |
| Privately issued residential mortgage-backed securities | $90,480,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $727,718,000 | 113 |
| Mortgage-backed securities | $665,447,000 | 145 |
| Certificates of participation in pools of residential mortgages | $267,592,000 | 184 |
| Issued or guaranteed by U.S. | $267,592,000 | 181 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $397,855,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $307,375,000 | 87 |
| Privately issued | $90,480,000 | 131 |
| 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) | $7,523,000 | 1,342 |
| Available-for-sale securities (fair market value) | $932,113,000 | 141 |
| Total debt securities | $939,636,000 | 161 |
| Structured notes | ||
| Amortized cost | $13,679,000 | 78 |
| Fair value | $14,162,000 | 75 |
| 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 | $750,059,000 | 188 |
| U.S. Government securities | $517,950,000 | 198 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $517,950,000 | 198 |
| Securities issued by states & political subdivisions | $126,018,000 | 117 |
| Other domestic debt securities | $106,091,000 | 189 |
| Privately issued residential mortgage-backed securities | $106,091,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $655,629,000 | 120 |
| Mortgage-backed securities | $524,112,000 | 177 |
| Certificates of participation in pools of residential mortgages | $213,005,000 | 227 |
| Issued or guaranteed by U.S. | $213,005,000 | 223 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $311,107,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $205,016,000 | 120 |
| Privately issued | $106,091,000 | 114 |
| 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) | $8,697,000 | 1,244 |
| Available-for-sale securities (fair market value) | $741,362,000 | 163 |
| Total debt securities | $750,059,000 | 182 |
| Structured notes | ||
| Amortized cost | $13,792,000 | 84 |
| Fair value | $13,598,000 | 85 |
| 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 | $801,707,000 | 175 |
| U.S. Government securities | $560,521,000 | 172 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $560,521,000 | 169 |
| Securities issued by states & political subdivisions | $134,137,000 | 103 |
| Other domestic debt securities | $107,049,000 | 191 |
| Privately issued residential mortgage-backed securities | $107,049,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $731,866,000 | 105 |
| Mortgage-backed securities | $560,949,000 | 154 |
| Certificates of participation in pools of residential mortgages | $226,169,000 | 201 |
| Issued or guaranteed by U.S. | $226,169,000 | 197 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $334,780,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $227,731,000 | 103 |
| Privately issued | $107,049,000 | 119 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,968,000 | 650 |
| Available-for-sale securities (fair market value) | $777,739,000 | 154 |
| Total debt securities | $801,707,000 | 169 |
| Structured notes | ||
| Amortized cost | $14,023,000 | 77 |
| Fair value | $13,837,000 | 78 |
| 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 | $834,679,000 | 176 |
| U.S. Government securities | $567,818,000 | 176 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $567,818,000 | 173 |
| Securities issued by states & political subdivisions | $154,215,000 | 93 |
| Other domestic debt securities | $112,646,000 | 196 |
| Privately issued residential mortgage-backed securities | $112,646,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,906,000 | 99 |
| Mortgage-backed securities | $572,889,000 | 156 |
| Certificates of participation in pools of residential mortgages | $224,407,000 | 202 |
| Issued or guaranteed by U.S. | $224,407,000 | 197 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $348,482,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $235,836,000 | 105 |
| Privately issued | $112,646,000 | 122 |
| 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) | $26,023,000 | 608 |
| Available-for-sale securities (fair market value) | $808,656,000 | 155 |
| Total debt securities | $834,679,000 | 171 |
| Structured notes | ||
| Amortized cost | $14,377,000 | 84 |
| Fair value | $14,180,000 | 82 |
| Trading account assets | $5,077,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $878,276,000 | 175 |
| U.S. Government securities | $602,680,000 | 172 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $602,680,000 | 167 |
| Securities issued by states & political subdivisions | $156,868,000 | 92 |
| Other domestic debt securities | $118,728,000 | 185 |
| Privately issued residential mortgage-backed securities | $118,728,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $619,149,000 | 120 |
| Mortgage-backed securities | $611,525,000 | 150 |
| Certificates of participation in pools of residential mortgages | $242,493,000 | 193 |
| Issued or guaranteed by U.S. | $242,493,000 | 184 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $369,032,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $250,304,000 | 99 |
| Privately issued | $118,728,000 | 114 |
| 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) | $26,915,000 | 591 |
| Available-for-sale securities (fair market value) | $851,361,000 | 160 |
| Total debt securities | $878,276,000 | 169 |
| Structured notes | ||
| Amortized cost | $15,010,000 | 76 |
| Fair value | $14,845,000 | 79 |
| 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 | $880,168,000 | 175 |
| U.S. Government securities | $600,010,000 | 171 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $600,010,000 | 167 |
| Securities issued by states & political subdivisions | $157,425,000 | 94 |
| Other domestic debt securities | $122,733,000 | 177 |
| Privately issued residential mortgage-backed securities | $122,733,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $588,668,000 | 122 |
| Mortgage-backed securities | $615,797,000 | 143 |
| Certificates of participation in pools of residential mortgages | $252,867,000 | 176 |
| Issued or guaranteed by U.S. | $252,867,000 | 170 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $362,930,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $240,197,000 | 99 |
| Privately issued | $122,733,000 | 108 |
| 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) | $46,124,000 | 374 |
| Available-for-sale securities (fair market value) | $834,044,000 | 154 |
| Total debt securities | $880,168,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $847,896,000 | 182 |
| U.S. Government securities | $568,126,000 | 176 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $568,126,000 | 173 |
| Securities issued by states & political subdivisions | $155,813,000 | 97 |
| Other domestic debt securities | $123,957,000 | 175 |
| Privately issued residential mortgage-backed securities | $123,957,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,491,000 | 136 |
| Mortgage-backed securities | $581,436,000 | 144 |
| Certificates of participation in pools of residential mortgages | $224,297,000 | 189 |
| Issued or guaranteed by U.S. | $224,297,000 | 182 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $357,139,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $233,182,000 | 99 |
| Privately issued | $123,957,000 | 107 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,465,000 | 386 |
| Available-for-sale securities (fair market value) | $800,431,000 | 158 |
| Total debt securities | $847,896,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $859,377,000 | 181 |
| U.S. Government securities | $574,895,000 | 187 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $574,895,000 | 182 |
| Securities issued by states & political subdivisions | $156,146,000 | 92 |
| Other domestic debt securities | $128,336,000 | 169 |
| Privately issued residential mortgage-backed securities | $128,336,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,990,000 | 167 |
| Mortgage-backed securities | $593,400,000 | 149 |
| Certificates of participation in pools of residential mortgages | $230,471,000 | 182 |
| Issued or guaranteed by U.S. | $230,471,000 | 176 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $362,929,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $234,593,000 | 111 |
| Privately issued | $128,336,000 | 104 |
| 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) | $49,495,000 | 386 |
| Available-for-sale securities (fair market value) | $809,882,000 | 160 |
| Total debt securities | $859,377,000 | 178 |
| 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 | $866,296,000 | 183 |
| U.S. Government securities | $573,672,000 | 189 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $573,672,000 | 184 |
| Securities issued by states & political subdivisions | $158,144,000 | 90 |
| Other domestic debt securities | $134,480,000 | 168 |
| Privately issued residential mortgage-backed securities | $134,480,000 | 116 |
| 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 | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $536,677,000 | 137 |
| Mortgage-backed securities | $582,901,000 | 154 |
| Certificates of participation in pools of residential mortgages | $215,389,000 | 199 |
| Issued or guaranteed by U.S. | $215,389,000 | 192 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $367,512,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $233,032,000 | 109 |
| Privately issued | $134,480,000 | 103 |
| 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) | $52,780,000 | 376 |
| Available-for-sale securities (fair market value) | $813,516,000 | 162 |
| Total debt securities | $866,296,000 | 181 |
| 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 | $897,186,000 | 181 |
| U.S. Government securities | $588,875,000 | 188 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $588,875,000 | 181 |
| Securities issued by states & political subdivisions | $160,585,000 | 89 |
| Other domestic debt securities | $147,726,000 | 153 |
| Privately issued residential mortgage-backed securities | $137,718,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,008,000 | 413 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $552,946,000 | 136 |
| Mortgage-backed securities | $601,782,000 | 152 |
| Certificates of participation in pools of residential mortgages | $224,516,000 | 197 |
| Issued or guaranteed by U.S. | $224,516,000 | 190 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $377,266,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $239,548,000 | 111 |
| Privately issued | $137,718,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,204,000 | 314 |
| Available-for-sale securities (fair market value) | $831,982,000 | 160 |
| Total debt securities | $897,186,000 | 178 |
| 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 | $898,115,000 | 190 |
| U.S. Government securities | $655,241,000 | 184 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $655,241,000 | 180 |
| Securities issued by states & political subdivisions | $142,057,000 | 97 |
| Other domestic debt securities | $100,817,000 | 201 |
| Privately issued residential mortgage-backed securities | $90,760,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,057,000 | 411 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $592,960,000 | 133 |
| Mortgage-backed securities | $575,687,000 | 155 |
| Certificates of participation in pools of residential mortgages | $194,184,000 | 221 |
| Issued or guaranteed by U.S. | $194,184,000 | 212 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $381,503,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $290,743,000 | 104 |
| Privately issued | $90,760,000 | 121 |
| 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) | $66,918,000 | 319 |
| Available-for-sale securities (fair market value) | $831,197,000 | 167 |
| Total debt securities | $898,115,000 | 186 |
| 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 | $893,295,000 | 193 |
| U.S. Government securities | $652,625,000 | 187 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $652,625,000 | 183 |
| Securities issued by states & political subdivisions | $137,843,000 | 100 |
| Other domestic debt securities | $102,827,000 | 201 |
| Privately issued residential mortgage-backed securities | $92,721,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,106,000 | 409 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $593,058,000 | 133 |
| Mortgage-backed securities | $581,576,000 | 158 |
| Certificates of participation in pools of residential mortgages | $201,434,000 | 225 |
| Issued or guaranteed by U.S. | $201,434,000 | 217 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $380,142,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $287,421,000 | 108 |
| Privately issued | $92,721,000 | 121 |
| 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) | $68,641,000 | 318 |
| Available-for-sale securities (fair market value) | $824,654,000 | 173 |
| Total debt securities | $893,293,000 | 191 |
| 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 | $910,748,000 | 196 |
| U.S. Government securities | $664,288,000 | 196 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $664,288,000 | 184 |
| Securities issued by states & political subdivisions | $139,255,000 | 99 |
| Other domestic debt securities | $107,154,000 | 195 |
| Privately issued residential mortgage-backed securities | $97,000,000 | 135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,154,000 | 428 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $51,000 | 1,832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $611,464,000 | 127 |
| Mortgage-backed securities | $607,196,000 | 158 |
| Certificates of participation in pools of residential mortgages | $221,061,000 | 218 |
| Issued or guaranteed by U.S. | $221,061,000 | 210 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $386,135,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $289,135,000 | 107 |
| Privately issued | $97,000,000 | 119 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,657,000 | 317 |
| Available-for-sale securities (fair market value) | $840,091,000 | 176 |
| Total debt securities | $910,700,000 | 194 |
| 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 | $924,356,000 | 196 |
| U.S. Government securities | $672,117,000 | 195 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $672,117,000 | 186 |
| Securities issued by states & political subdivisions | $140,748,000 | 97 |
| Other domestic debt securities | $111,442,000 | 194 |
| Privately issued residential mortgage-backed securities | $101,239,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,203,000 | 444 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $49,000 | 1,857 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $481,850,000 | 159 |
| Mortgage-backed securities | $628,518,000 | 157 |
| Certificates of participation in pools of residential mortgages | $234,121,000 | 219 |
| Issued or guaranteed by U.S. | $234,121,000 | 212 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $394,397,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $293,158,000 | 106 |
| Privately issued | $101,239,000 | 118 |
| 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) | $71,843,000 | 322 |
| Available-for-sale securities (fair market value) | $852,513,000 | 179 |
| Total debt securities | $924,308,000 | 194 |
| 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 | $948,476,000 | 191 |
| U.S. Government securities | $700,604,000 | 185 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $700,604,000 | 178 |
| Securities issued by states & political subdivisions | $141,284,000 | 92 |
| Other domestic debt securities | $106,543,000 | 201 |
| Privately issued residential mortgage-backed securities | $96,293,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,250,000 | 453 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $45,000 | 1,869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,907,000 | 144 |
| Mortgage-backed securities | $651,770,000 | 158 |
| Certificates of participation in pools of residential mortgages | $249,424,000 | 206 |
| Issued or guaranteed by U.S. | $249,424,000 | 200 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $402,346,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $306,053,000 | 103 |
| Privately issued | $96,293,000 | 122 |
| 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) | $77,418,000 | 301 |
| Available-for-sale securities (fair market value) | $871,058,000 | 171 |
| Total debt securities | $948,430,000 | 190 |
| 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 | $1,047,965,000 | 185 |
| U.S. Government securities | $740,959,000 | 184 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $740,959,000 | 177 |
| Securities issued by states & political subdivisions | $136,085,000 | 93 |
| Other domestic debt securities | $114,362,000 | 197 |
| Privately issued residential mortgage-backed securities | $104,064,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,298,000 | 471 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $56,559,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,064,000 | 169 |
| Mortgage-backed securities | $698,406,000 | 156 |
| Certificates of participation in pools of residential mortgages | $285,545,000 | 187 |
| Issued or guaranteed by U.S. | $285,545,000 | 183 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $412,861,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $308,797,000 | 102 |
| Privately issued | $104,064,000 | 115 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $78,983,000 | 294 |
| Available-for-sale securities (fair market value) | $968,982,000 | 166 |
| Total debt securities | $991,406,000 | 190 |
| 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 | $868,593,000 | 201 |
| U.S. Government securities | $643,723,000 | 204 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $643,723,000 | 196 |
| Securities issued by states & political subdivisions | $117,665,000 | 108 |
| Other domestic debt securities | $107,151,000 | 197 |
| Privately issued residential mortgage-backed securities | $96,807,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,344,000 | 491 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $54,000 | 1,911 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $468,429,000 | 159 |
| Mortgage-backed securities | $605,577,000 | 174 |
| Certificates of participation in pools of residential mortgages | $257,315,000 | 207 |
| Issued or guaranteed by U.S. | $241,779,000 | 214 |
| Privately issued | $15,536,000 | 49 |
| Collaterized mortgage obligations | $348,262,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $266,991,000 | 106 |
| Privately issued | $81,271,000 | 127 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $98,590,000 | 238 |
| Available-for-sale securities (fair market value) | $770,003,000 | 189 |
| Total debt securities | $868,539,000 | 200 |
| 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 | $566,614,000 | 278 |
| U.S. Government securities | $469,256,000 | 255 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $469,256,000 | 243 |
| Securities issued by states & political subdivisions | $81,380,000 | 168 |
| Other domestic debt securities | $15,978,000 | 613 |
| Privately issued residential mortgage-backed securities | $15,978,000 | 310 |
| 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 | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,689,000 | 219 |
| Mortgage-backed securities | $394,478,000 | 240 |
| Certificates of participation in pools of residential mortgages | $142,672,000 | 339 |
| Issued or guaranteed by U.S. | $127,004,000 | 375 |
| Privately issued | $15,668,000 | 48 |
| Collaterized mortgage obligations | $251,806,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $251,496,000 | 114 |
| Privately issued | $310,000 | 877 |
| 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) | $28,234,000 | 750 |
| Available-for-sale securities (fair market value) | $538,380,000 | 244 |
| Total debt securities | $566,614,000 | 272 |
| 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 | $563,133,000 | 281 |
| U.S. Government securities | $467,039,000 | 251 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $467,039,000 | 240 |
| Securities issued by states & political subdivisions | $79,965,000 | 170 |
| Other domestic debt securities | $16,129,000 | 606 |
| Privately issued residential mortgage-backed securities | $16,129,000 | 287 |
| 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 | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,631,000 | 228 |
| Mortgage-backed securities | $413,690,000 | 226 |
| Certificates of participation in pools of residential mortgages | $149,374,000 | 327 |
| Issued or guaranteed by U.S. | $133,585,000 | 361 |
| Privately issued | $15,789,000 | 46 |
| Collaterized mortgage obligations | $264,316,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $263,976,000 | 103 |
| Privately issued | $340,000 | 823 |
| 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) | $29,114,000 | 732 |
| Available-for-sale securities (fair market value) | $534,019,000 | 252 |
| Total debt securities | $563,133,000 | 276 |
| 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 | $634,176,000 | 264 |
| U.S. Government securities | $539,163,000 | 231 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $539,163,000 | 222 |
| Securities issued by states & political subdivisions | $78,741,000 | 170 |
| Other domestic debt securities | $16,272,000 | 626 |
| Privately issued residential mortgage-backed securities | $16,272,000 | 278 |
| 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 | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,348,000 | 232 |
| Mortgage-backed securities | $473,705,000 | 211 |
| Certificates of participation in pools of residential mortgages | $200,460,000 | 262 |
| Issued or guaranteed by U.S. | $184,577,000 | 272 |
| Privately issued | $15,883,000 | 43 |
| Collaterized mortgage obligations | $273,245,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $272,856,000 | 99 |
| Privately issued | $389,000 | 794 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,756,000 | 715 |
| Available-for-sale securities (fair market value) | $603,420,000 | 235 |
| Total debt securities | $634,176,000 | 260 |
| 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 | $627,432,000 | 267 |
| U.S. Government securities | $505,427,000 | 234 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $505,427,000 | 228 |
| Securities issued by states & political subdivisions | $83,495,000 | 158 |
| Other domestic debt securities | $16,510,000 | 656 |
| Privately issued residential mortgage-backed securities | $16,510,000 | 291 |
| 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 | $22,000,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,526,000 | 319 |
| Mortgage-backed securities | $443,190,000 | 224 |
| Certificates of participation in pools of residential mortgages | $165,000,000 | 310 |
| Issued or guaranteed by U.S. | $149,013,000 | 335 |
| Privately issued | $15,987,000 | 42 |
| Collaterized mortgage obligations | $278,190,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $277,667,000 | 106 |
| Privately issued | $523,000 | 783 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,642,000 | 647 |
| Available-for-sale securities (fair market value) | $593,790,000 | 247 |
| Total debt securities | $605,432,000 | 268 |
| 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 | $533,878,000 | 297 |
| U.S. Government securities | $441,015,000 | 280 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $441,015,000 | 266 |
| Securities issued by states & political subdivisions | $76,093,000 | 180 |
| Other domestic debt securities | $16,770,000 | 631 |
| Privately issued residential mortgage-backed securities | $16,770,000 | 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 | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,334,000 | 343 |
| Mortgage-backed securities | $364,859,000 | 255 |
| Certificates of participation in pools of residential mortgages | $119,714,000 | 417 |
| Issued or guaranteed by U.S. | $103,599,000 | 464 |
| Privately issued | $16,115,000 | 48 |
| Collaterized mortgage obligations | $245,145,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $244,490,000 | 132 |
| Privately issued | $655,000 | 602 |
| 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) | $34,316,000 | 643 |
| Available-for-sale securities (fair market value) | $499,562,000 | 277 |
| Total debt securities | $533,878,000 | 287 |
| 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 | $516,375,000 | 303 |
| U.S. Government securities | $413,159,000 | 294 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $413,159,000 | 282 |
| Securities issued by states & political subdivisions | $86,144,000 | 147 |
| Other domestic debt securities | $17,072,000 | 635 |
| Privately issued residential mortgage-backed securities | $17,072,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,844,000 | 336 |
| Mortgage-backed securities | $352,338,000 | 257 |
| Certificates of participation in pools of residential mortgages | $133,370,000 | 381 |
| Issued or guaranteed by U.S. | $117,143,000 | 416 |
| Privately issued | $16,227,000 | 45 |
| Collaterized mortgage obligations | $218,968,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $218,123,000 | 147 |
| Privately issued | $845,000 | 609 |
| 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) | $42,883,000 | 504 |
| Available-for-sale securities (fair market value) | $473,492,000 | 282 |
| Total debt securities | $516,375,000 | 297 |
| 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 | $551,763,000 | 289 |
| U.S. Government securities | $447,301,000 | 275 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $447,301,000 | 265 |
| Securities issued by states & political subdivisions | $75,395,000 | 179 |
| Other domestic debt securities | $24,067,000 | 522 |
| Privately issued residential mortgage-backed securities | $24,067,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,000,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,603,000 | 289 |
| Mortgage-backed securities | $397,647,000 | 247 |
| Certificates of participation in pools of residential mortgages | $136,000,000 | 363 |
| Issued or guaranteed by U.S. | $119,337,000 | 400 |
| Privately issued | $16,663,000 | 42 |
| Collaterized mortgage obligations | $261,647,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $254,243,000 | 140 |
| Privately issued | $7,404,000 | 298 |
| 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) | $46,150,000 | 450 |
| Available-for-sale securities (fair market value) | $505,613,000 | 274 |
| Total debt securities | $546,763,000 | 284 |
| 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 | $508,714,000 | 310 |
| U.S. Government securities | $398,593,000 | 300 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $398,593,000 | 289 |
| Securities issued by states & political subdivisions | $67,588,000 | 190 |
| Other domestic debt securities | $27,533,000 | 478 |
| Privately issued residential mortgage-backed securities | $27,533,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $15,000,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,850,000 | 272 |
| Mortgage-backed securities | $352,064,000 | 258 |
| Certificates of participation in pools of residential mortgages | $100,370,000 | 457 |
| Issued or guaranteed by U.S. | $83,519,000 | 514 |
| Privately issued | $16,851,000 | 42 |
| Collaterized mortgage obligations | $251,694,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $241,012,000 | 152 |
| Privately issued | $10,682,000 | 268 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,936,000 | 392 |
| Available-for-sale securities (fair market value) | $453,778,000 | 290 |
| Total debt securities | $493,714,000 | 310 |
| 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 | $525,588,000 | 290 |
| U.S. Government securities | $402,314,000 | 285 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $402,314,000 | 273 |
| Securities issued by states & political subdivisions | $64,375,000 | 203 |
| Other domestic debt securities | $28,899,000 | 455 |
| Privately issued residential mortgage-backed securities | $28,899,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $30,000,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,645,000 | 282 |
| Mortgage-backed securities | $345,659,000 | 245 |
| Certificates of participation in pools of residential mortgages | $108,592,000 | 405 |
| Issued or guaranteed by U.S. | $90,215,000 | 450 |
| Privately issued | $18,377,000 | 42 |
| Collaterized mortgage obligations | $237,067,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $226,545,000 | 153 |
| Privately issued | $10,522,000 | 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) | $56,320,000 | 372 |
| Available-for-sale securities (fair market value) | $469,268,000 | 272 |
| Total debt securities | $495,588,000 | 293 |
| 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 | $377,137,000 | 344 |
| U.S. Government securities | $303,987,000 | 318 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $303,987,000 | 297 |
| Securities issued by states & political subdivisions | $50,562,000 | 252 |
| Other domestic debt securities | $22,588,000 | 571 |
| Privately issued residential mortgage-backed securities | $22,588,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,308,000 | 285 |
| Mortgage-backed securities | $244,155,000 | 293 |
| Certificates of participation in pools of residential mortgages | $96,167,000 | 387 |
| Issued or guaranteed by U.S. | $76,836,000 | 449 |
| Privately issued | $19,331,000 | 42 |
| Collaterized mortgage obligations | $147,988,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $144,731,000 | 185 |
| Privately issued | $3,257,000 | 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) | $69,859,000 | 294 |
| Available-for-sale securities (fair market value) | $307,278,000 | 344 |
| Total debt securities | $377,137,000 | 338 |
| 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 | $382,370,000 | 330 |
| U.S. Government securities | $284,699,000 | 330 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $284,699,000 | 306 |
| Securities issued by states & political subdivisions | $55,908,000 | 217 |
| Other domestic debt securities | $21,808,000 | 508 |
| Privately issued residential mortgage-backed securities | $21,808,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $19,955,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,563,000 | 267 |
| Mortgage-backed securities | $245,871,000 | 259 |
| Certificates of participation in pools of residential mortgages | $143,834,000 | 253 |
| Issued or guaranteed by U.S. | $126,109,000 | 269 |
| Privately issued | $17,725,000 | 42 |
| Collaterized mortgage obligations | $102,037,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $97,954,000 | 212 |
| Privately issued | $4,083,000 | 373 |
| 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) | $86,056,000 | 300 |
| Available-for-sale securities (fair market value) | $296,314,000 | 342 |
| Total debt securities | $362,415,000 | 330 |
| 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 | $1,000 | 59 |
| 1999-12-31 | Rank | |
| Total securities | $319,700,000 | 417 |
| U.S. Government securities | $222,148,000 | 456 |
| U.S. Treasury securities | $6,013,000 | 1,320 |
| U.S. Government agency obligations | $216,135,000 | 426 |
| Securities issued by states & political subdivisions | $54,736,000 | 230 |
| Other domestic debt securities | $24,107,000 | 490 |
| Privately issued residential mortgage-backed securities | $24,107,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $18,709,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,516,000 | 311 |
| Mortgage-backed securities | $193,757,000 | 346 |
| Certificates of participation in pools of residential mortgages | $101,876,000 | 338 |
| Issued or guaranteed by U.S. | $82,234,000 | 407 |
| Privately issued | $19,642,000 | 51 |
| Collaterized mortgage obligations | $91,881,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $87,416,000 | 254 |
| Privately issued | $4,465,000 | 372 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $101,567,000 | 277 |
| Available-for-sale securities (fair market value) | $218,133,000 | 452 |
| Total debt securities | $300,991,000 | 421 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $349,423,000 | 396 |
| U.S. Government securities | $275,944,000 | 394 |
| U.S. Treasury securities | $20,221,000 | 673 |
| U.S. Government agency obligations | $255,723,000 | 371 |
| Securities issued by states & political subdivisions | $44,839,000 | 280 |
| Other domestic debt securities | $11,249,000 | 710 |
| Privately issued residential mortgage-backed securities | $11,249,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $17,391,000 | 313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,539,000 | 265 |
| Mortgage-backed securities | $199,706,000 | 355 |
| Certificates of participation in pools of residential mortgages | $104,550,000 | 365 |
| Issued or guaranteed by U.S. | $93,301,000 | 384 |
| Privately issued | $11,249,000 | 66 |
| Collaterized mortgage obligations | $95,156,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $95,156,000 | 241 |
| 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) | $120,476,000 | 246 |
| Available-for-sale securities (fair market value) | $228,947,000 | 432 |
| Total debt securities | $332,032,000 | 399 |
| Structured notes | ||
| Amortized cost | $15,800,000 | 46 |
| Fair value | $15,758,000 | 46 |
| Trading account assets | $2,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $2,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $319,194,000 | 423 |
| U.S. Government securities | $262,807,000 | 423 |
| U.S. Treasury securities | $28,107,000 | 678 |
| U.S. Government agency obligations | $234,700,000 | 402 |
| Securities issued by states & political subdivisions | $27,613,000 | 436 |
| Other domestic debt securities | $12,658,000 | 494 |
| Privately issued residential mortgage-backed securities | $12,658,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $16,116,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,138,000 | 255 |
| Mortgage-backed securities | $146,505,000 | 432 |
| Certificates of participation in pools of residential mortgages | $75,936,000 | 472 |
| Issued or guaranteed by U.S. | $63,278,000 | 530 |
| Privately issued | $12,658,000 | 84 |
| Collaterized mortgage obligations | $70,569,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $70,569,000 | 284 |
| 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) | $152,688,000 | 242 |
| Available-for-sale securities (fair market value) | $166,506,000 | 532 |
| Total debt securities | $303,078,000 | 430 |
| Structured notes | ||
| Amortized cost | $21,062,000 | 62 |
| Fair value | $21,059,000 | 63 |
| 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 | $235,671,000 | 555 |
| U.S. Government securities | $211,496,000 | 526 |
| U.S. Treasury securities | $26,025,000 | 909 |
| U.S. Government agency obligations | $185,471,000 | 485 |
| Securities issued by states & political subdivisions | $9,091,000 | 1,600 |
| Other domestic debt securities | $150,000 | 3,572 |
| Privately issued residential mortgage-backed securities | $150,000 | 1,420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $14,934,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,650,000 | 294 |
| Mortgage-backed securities | $72,600,000 | 726 |
| Certificates of participation in pools of residential mortgages | $17,948,000 | 1,443 |
| Issued or guaranteed by U.S. | $17,948,000 | 1,424 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $54,652,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $54,502,000 | 346 |
| Privately issued | $150,000 | 1,166 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,244,000 | 364 |
| Available-for-sale securities (fair market value) | $126,427,000 | 682 |
| Total debt securities | $220,737,000 | 575 |
| Structured notes | ||
| Amortized cost | $27,050,000 | 45 |
| Fair value | $26,841,000 | 45 |
| 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 | $275,804,000 | 521 |
| U.S. Government securities | $247,785,000 | 482 |
| U.S. Treasury securities | $56,663,000 | 488 |
| U.S. Government agency obligations | $191,122,000 | 460 |
| Securities issued by states & political subdivisions | $11,620,000 | 1,247 |
| Other domestic debt securities | $578,000 | 3,010 |
| Privately issued residential mortgage-backed securities | $578,000 | 1,117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $2,000,000 | 123 |
| Equity securities | $13,821,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,453,000 | 321 |
| Mortgage-backed securities | $70,813,000 | 767 |
| Certificates of participation in pools of residential mortgages | $13,160,000 | 1,802 |
| Issued or guaranteed by U.S. | $13,160,000 | 1,784 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $57,653,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $57,075,000 | 376 |
| Privately issued | $578,000 | 863 |
| 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) | $136,693,000 | 319 |
| Available-for-sale securities (fair market value) | $139,111,000 | 645 |
| Total debt securities | $261,983,000 | 533 |
| Structured notes | ||
| Amortized cost | $42,130,000 | 43 |
| Fair value | $41,793,000 | 43 |
| Trading account assets | $6,000 | 255 |
| Revaluation gains on off-balance sheet contracts | $6,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $236,285,000 | 603 |
| U.S. Government securities | $208,239,000 | 569 |
| U.S. Treasury securities | $58,324,000 | 599 |
| U.S. Government agency obligations | $149,915,000 | 543 |
| Securities issued by states & political subdivisions | $11,308,000 | 1,296 |
| Other domestic debt securities | $2,477,000 | 1,805 |
| Privately issued residential mortgage-backed securities | $2,477,000 | 589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $1,997,000 | 136 |
| Equity securities | $12,264,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,960,000 | 259 |
| Mortgage-backed securities | $38,958,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $12,620,000 | 1,934 |
| Issued or guaranteed by U.S. | $12,620,000 | 1,910 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $26,338,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $23,861,000 | 744 |
| Privately issued | $2,477,000 | 429 |
| 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) | $159,521,000 | 506 |
| Available-for-sale securities (fair market value) | $76,764,000 | 744 |
| Total debt securities | $224,021,000 | 611 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $18,000 | 276 |
| Revaluation gains on off-balance sheet contracts | $18,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $13,000 | 59 |
| 1993-12-31 | Rank | |
| Total securities | $243,668,000 | 612 |
| U.S. Government securities | $209,932,000 | 579 |
| U.S. Treasury securities | $34,690,000 | 1,073 |
| U.S. Government agency obligations | $175,242,000 | 478 |
| Securities issued by states & political subdivisions | $16,334,000 | 811 |
| Other domestic debt securities | $6,354,000 | 1,191 |
| Privately issued residential mortgage-backed securities | $6,354,000 | 448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $11,048,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,934,000 | 333 |
| Mortgage-backed securities | $48,488,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $16,663,000 | 1,719 |
| Issued or guaranteed by U.S. | $16,663,000 | 1,693 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $31,825,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $25,471,000 | 805 |
| Privately issued | $6,354,000 | 288 |
| 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 | $232,620,000 | 621 |
| 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 | $226,902,000 | 626 |
| U.S. Government securities | $199,739,000 | 576 |
| U.S. Treasury securities | $19,589,000 | 1,909 |
| U.S. Government agency obligations | $180,150,000 | 441 |
| Securities issued by states & political subdivisions | $11,967,000 | 1,101 |
| Other domestic debt securities | $5,223,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $2,092,000 | 1,169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,131,000 | 1,586 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $9,973,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,823,000 | 319 |
| Mortgage-backed securities | $35,963,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | $14,452,000 | 1,934 |
| Issued or guaranteed by U.S. | $14,452,000 | 1,896 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $21,511,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $19,419,000 | 928 |
| Privately issued | $2,092,000 | 880 |
| 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 | $213,798,000 | 646 |
| 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 |