Home > Pinnacle Bank > Securities
Pinnacle Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,346,234,000 | 62 |
| U.S. Government securities | $2,940,710,000 | 85 |
| U.S. Treasury securities | $983,722,000 | 54 |
| U.S. Government agency obligations | $1,956,988,000 | 100 |
| Securities issued by states & political subdivisions | $3,472,354,000 | 8 |
| Other domestic debt securities | $912,531,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $390,053,000 | 30 |
| Structured financial products - Total | $414,487,000 | 52 |
| Other domestic debt securities - All other | $107,991,000 | 91 |
| 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 | $2,656,425,000 | 75 |
| Mortgage-backed securities | $1,329,489,000 | 120 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $270,603,000 | 234 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $200,989,000 | 149 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $752,312,000 | 29 |
| Other commercial mortgage-backed securities | $105,585,000 | 124 |
| Held to maturity securities (book value) | $3,008,065,000 | 45 |
| Available-for-sale securities (fair market value) | $4,317,530,000 | 71 |
| Total debt securities | $7,325,595,000 | 61 |
| Structured notes | ||
| Amortized cost | $115,887,000 | 19 |
| Fair value | $106,842,000 | 20 |
| Trading account assets | $66,462,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $67,206,000 | 49 |
| 2023-09-30 | Rank | |
| Total securities | $6,894,880,000 | 68 |
| U.S. Government securities | $2,705,542,000 | 90 |
| U.S. Treasury securities | $813,525,000 | 58 |
| U.S. Government agency obligations | $1,892,017,000 | 104 |
| Securities issued by states & political subdivisions | $3,305,046,000 | 9 |
| Other domestic debt securities | $864,623,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $362,112,000 | 30 |
| Structured financial products - Total | $397,598,000 | 55 |
| Other domestic debt securities - All other | $104,913,000 | 93 |
| 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 | $2,577,849,000 | 77 |
| Mortgage-backed securities | $1,274,002,000 | 122 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $269,718,000 | 233 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $164,575,000 | 167 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $728,636,000 | 30 |
| Other commercial mortgage-backed securities | $111,073,000 | 119 |
| Held to maturity securities (book value) | $3,020,287,000 | 45 |
| Available-for-sale securities (fair market value) | $3,854,924,000 | 76 |
| Total debt securities | $6,875,211,000 | 67 |
| Structured notes | ||
| Amortized cost | $115,884,000 | 19 |
| Fair value | $102,848,000 | 20 |
| Trading account assets | $115,808,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $117,103,000 | 49 |
| 2023-06-30 | Rank | |
| Total securities | $6,636,766,000 | 69 |
| U.S. Government securities | $2,277,656,000 | 100 |
| U.S. Treasury securities | $293,188,000 | 111 |
| U.S. Government agency obligations | $1,984,468,000 | 106 |
| Securities issued by states & political subdivisions | $3,448,954,000 | 8 |
| Other domestic debt securities | $889,845,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $360,667,000 | 31 |
| Structured financial products - Total | $422,927,000 | 51 |
| Other domestic debt securities - All other | $106,251,000 | 92 |
| 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 | $2,578,202,000 | 78 |
| Mortgage-backed securities | $1,339,642,000 | 121 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $293,287,000 | 225 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $164,267,000 | 163 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $768,083,000 | 31 |
| Other commercial mortgage-backed securities | $114,005,000 | 115 |
| Held to maturity securities (book value) | $3,033,885,000 | 44 |
| Available-for-sale securities (fair market value) | $3,582,570,000 | 78 |
| Total debt securities | $6,616,455,000 | 68 |
| Structured notes | ||
| Amortized cost | $115,881,000 | 21 |
| Fair value | $104,075,000 | 21 |
| Trading account assets | $95,102,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $96,430,000 | 44 |
| 2023-03-31 | Rank | |
| Total securities | $6,892,525,000 | 72 |
| U.S. Government securities | $2,476,878,000 | 99 |
| U.S. Treasury securities | $293,489,000 | 110 |
| U.S. Government agency obligations | $2,183,389,000 | 94 |
| Securities issued by states & political subdivisions | $3,473,246,000 | 9 |
| Other domestic debt securities | $921,937,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $371,504,000 | 30 |
| Structured financial products - Total | $438,959,000 | 50 |
| Other domestic debt securities - All other | $111,474,000 | 93 |
| 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 | $1,625,407,000 | 105 |
| Mortgage-backed securities | $1,395,774,000 | 126 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $306,338,000 | 231 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $172,704,000 | 169 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $787,263,000 | 33 |
| Other commercial mortgage-backed securities | $129,469,000 | 113 |
| Held to maturity securities (book value) | $3,055,536,000 | 48 |
| Available-for-sale securities (fair market value) | $3,816,525,000 | 78 |
| Total debt securities | $6,872,061,000 | 71 |
| Structured notes | ||
| Amortized cost | $120,881,000 | 19 |
| Fair value | $110,391,000 | 20 |
| Trading account assets | $45,773,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $75,114,000 | 46 |
| 2022-12-31 | Rank | |
| Total securities | $6,654,057,000 | 77 |
| U.S. Government securities | $2,415,281,000 | 108 |
| U.S. Treasury securities | $284,925,000 | 126 |
| U.S. Government agency obligations | $2,130,356,000 | 103 |
| Securities issued by states & political subdivisions | $3,339,339,000 | 11 |
| Other domestic debt securities | $879,015,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $301,644,000 | 35 |
| Structured financial products - Total | $440,628,000 | 48 |
| Other domestic debt securities - All other | $114,791,000 | 97 |
| 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 | $895,999,000 | 129 |
| Mortgage-backed securities | $1,384,697,000 | 132 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $312,478,000 | 233 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $164,014,000 | 181 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $754,856,000 | 36 |
| Other commercial mortgage-backed securities | $153,349,000 | 108 |
| Held to maturity securities (book value) | $3,080,657,000 | 48 |
| Available-for-sale securities (fair market value) | $3,552,978,000 | 89 |
| Total debt securities | $6,633,635,000 | 76 |
| Structured notes | ||
| Amortized cost | $120,873,000 | 22 |
| Fair value | $111,158,000 | 24 |
| Trading account assets | $39,763,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $96,483,000 | 47 |
| 2022-09-30 | Rank | |
| Total securities | $6,494,590,000 | 80 |
| U.S. Government securities | $2,811,917,000 | 102 |
| U.S. Treasury securities | $294,358,000 | 123 |
| U.S. Government agency obligations | $2,517,559,000 | 92 |
| Securities issued by states & political subdivisions | $3,203,504,000 | 12 |
| Other domestic debt securities | $458,791,000 | 99 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $321,393,000 | 32 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $115,312,000 | 101 |
| 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 | $881,481,000 | 123 |
| Mortgage-backed securities | $1,781,384,000 | 119 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $320,149,000 | 230 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $163,565,000 | 182 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $723,977,000 | 37 |
| Other commercial mortgage-backed securities | $573,693,000 | 65 |
| Held to maturity securities (book value) | $2,940,025,000 | 47 |
| Available-for-sale securities (fair market value) | $3,534,187,000 | 89 |
| Total debt securities | $6,474,212,000 | 79 |
| Structured notes | ||
| Amortized cost | $120,860,000 | 20 |
| Fair value | $111,406,000 | 22 |
| Trading account assets | $102,155,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $102,591,000 | 52 |
| 2022-06-30 | Rank | |
| Total securities | $6,568,792,000 | 77 |
| U.S. Government securities | $2,857,095,000 | 102 |
| U.S. Treasury securities | $335,053,000 | 109 |
| U.S. Government agency obligations | $2,522,042,000 | 94 |
| Securities issued by states & political subdivisions | $3,226,591,000 | 13 |
| Other domestic debt securities | $463,336,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $316,620,000 | 33 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $124,370,000 | 100 |
| 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 | $797,323,000 | 133 |
| Mortgage-backed securities | $1,802,287,000 | 123 |
| Certificates of participation in pools of residential mortgages | $345,019,000 | 228 |
| Issued or guaranteed by U.S. | $345,019,000 | 227 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $146,705,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $146,705,000 | 205 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,310,563,000 | 58 |
| Commercial mortgage pass-through securities | $729,441,000 | 36 |
| Other commercial mortgage-backed securities | $581,122,000 | 69 |
| Held to maturity securities (book value) | $2,745,763,000 | 49 |
| Available-for-sale securities (fair market value) | $3,801,259,000 | 89 |
| Total debt securities | $6,547,022,000 | 77 |
| Structured notes | ||
| Amortized cost | $128,347,000 | 18 |
| Fair value | $123,873,000 | 18 |
| Trading account assets | $56,138,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $56,367,000 | 53 |
| 2022-03-31 | Rank | |
| Total securities | $6,151,593,000 | 82 |
| U.S. Government securities | $2,694,792,000 | 107 |
| U.S. Treasury securities | $170,206,000 | 164 |
| U.S. Government agency obligations | $2,524,586,000 | 99 |
| Securities issued by states & political subdivisions | $2,972,538,000 | 14 |
| Other domestic debt securities | $461,564,000 | 86 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $316,455,000 | 34 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $122,549,000 | 94 |
| 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 | $931,539,000 | 118 |
| Mortgage-backed securities | $1,905,256,000 | 121 |
| Certificates of participation in pools of residential mortgages | $374,512,000 | 219 |
| Issued or guaranteed by U.S. | $374,512,000 | 219 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $162,840,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $162,840,000 | 202 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,367,904,000 | 55 |
| Commercial mortgage pass-through securities | $763,561,000 | 34 |
| Other commercial mortgage-backed securities | $604,343,000 | 69 |
| Held to maturity securities (book value) | $2,567,493,000 | 44 |
| Available-for-sale securities (fair market value) | $3,561,401,000 | 97 |
| Total debt securities | $6,128,894,000 | 81 |
| Structured notes | ||
| Amortized cost | $123,334,000 | 18 |
| Fair value | $121,385,000 | 18 |
| Trading account assets | $37,606,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,796,000 | 57 |
| 2021-12-31 | Rank | |
| Total securities | $6,091,452,000 | 83 |
| U.S. Government securities | $2,839,887,000 | 104 |
| U.S. Treasury securities | $193,609,000 | 113 |
| U.S. Government agency obligations | $2,646,278,000 | 100 |
| Securities issued by states & political subdivisions | $2,860,202,000 | 15 |
| Other domestic debt securities | $366,551,000 | 99 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $229,568,000 | 40 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $114,018,000 | 100 |
| 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 | $761,243,000 | 138 |
| Mortgage-backed securities | $2,026,794,000 | 120 |
| Certificates of participation in pools of residential mortgages | $410,483,000 | 205 |
| Issued or guaranteed by U.S. | $410,483,000 | 204 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $196,794,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $196,794,000 | 173 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,419,517,000 | 54 |
| Commercial mortgage pass-through securities | $794,543,000 | 32 |
| Other commercial mortgage-backed securities | $624,974,000 | 67 |
| Held to maturity securities (book value) | $1,156,119,000 | 65 |
| Available-for-sale securities (fair market value) | $4,910,521,000 | 82 |
| Total debt securities | $6,066,640,000 | 83 |
| Structured notes | ||
| Amortized cost | $110,920,000 | 20 |
| Fair value | $112,566,000 | 20 |
| Trading account assets | $39,770,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $40,241,000 | 43 |
| 2021-09-30 | Rank | |
| Total securities | $5,645,363,000 | 87 |
| U.S. Government securities | $2,509,438,000 | 115 |
| U.S. Treasury securities | $144,157,000 | 102 |
| U.S. Government agency obligations | $2,365,281,000 | 109 |
| Securities issued by states & political subdivisions | $2,747,615,000 | 15 |
| Other domestic debt securities | $363,265,000 | 95 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $220,197,000 | 42 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $119,808,000 | 93 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $814,439,000 | 127 |
| Mortgage-backed securities | $1,967,980,000 | 122 |
| Certificates of participation in pools of residential mortgages | $314,796,000 | 249 |
| Issued or guaranteed by U.S. | $314,796,000 | 249 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $195,161,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $195,161,000 | 180 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,458,023,000 | 51 |
| Commercial mortgage pass-through securities | $810,259,000 | 29 |
| Other commercial mortgage-backed securities | $647,764,000 | 62 |
| Held to maturity securities (book value) | $989,398,000 | 68 |
| Available-for-sale securities (fair market value) | $4,630,920,000 | 81 |
| Total debt securities | $5,620,318,000 | 87 |
| Structured notes | ||
| Amortized cost | $78,002,000 | 21 |
| Fair value | $80,207,000 | 20 |
| Trading account assets | $56,797,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $57,487,000 | 39 |
| 2021-06-30 | Rank | |
| Total securities | $5,348,644,000 | 84 |
| U.S. Government securities | $2,408,574,000 | 118 |
| U.S. Treasury securities | $111,469,000 | 117 |
| U.S. Government agency obligations | $2,297,105,000 | 107 |
| Securities issued by states & political subdivisions | $2,575,306,000 | 18 |
| Other domestic debt securities | $339,678,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $200,088,000 | 44 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $116,085,000 | 98 |
| 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 | $845,620,000 | 120 |
| Mortgage-backed securities | $1,899,249,000 | 117 |
| Certificates of participation in pools of residential mortgages | $328,384,000 | 227 |
| Issued or guaranteed by U.S. | $328,384,000 | 227 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $200,433,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $200,433,000 | 174 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,370,432,000 | 51 |
| Commercial mortgage pass-through securities | $752,122,000 | 29 |
| Other commercial mortgage-backed securities | $618,310,000 | 63 |
| Held to maturity securities (book value) | $996,036,000 | 63 |
| Available-for-sale securities (fair market value) | $4,327,522,000 | 84 |
| Total debt securities | $5,323,558,000 | 84 |
| Structured notes | ||
| Amortized cost | $66,500,000 | 18 |
| Fair value | $68,901,000 | 18 |
| Trading account assets | $66,074,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $66,890,000 | 39 |
| 2021-03-31 | Rank | |
| Total securities | $4,713,867,000 | 86 |
| U.S. Government securities | $1,826,517,000 | 127 |
| U.S. Treasury securities | $83,993,000 | 114 |
| U.S. Government agency obligations | $1,742,524,000 | 121 |
| Securities issued by states & political subdivisions | $2,526,294,000 | 17 |
| Other domestic debt securities | $336,036,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $190,695,000 | 46 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $122,124,000 | 84 |
| 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 | $789,858,000 | 120 |
| Mortgage-backed securities | $1,609,778,000 | 124 |
| Certificates of participation in pools of residential mortgages | $351,393,000 | 202 |
| Issued or guaranteed by U.S. | $351,393,000 | 201 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $196,128,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $196,128,000 | 170 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,062,257,000 | 57 |
| Commercial mortgage pass-through securities | $566,899,000 | 36 |
| Other commercial mortgage-backed securities | $495,358,000 | 72 |
| Held to maturity securities (book value) | $1,014,543,000 | 58 |
| Available-for-sale securities (fair market value) | $3,674,304,000 | 94 |
| Total debt securities | $4,688,849,000 | 86 |
| Structured notes | ||
| Amortized cost | $72,500,000 | 14 |
| Fair value | $74,195,000 | 14 |
| Trading account assets | $67,351,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $68,218,000 | 41 |
| 2020-12-31 | Rank | |
| Total securities | $4,637,602,000 | 84 |
| U.S. Government securities | $1,808,708,000 | 123 |
| U.S. Treasury securities | $81,959,000 | 100 |
| U.S. Government agency obligations | $1,726,749,000 | 115 |
| Securities issued by states & political subdivisions | $2,471,811,000 | 16 |
| Other domestic debt securities | $331,638,000 | 80 |
| Privately issued residential mortgage-backed securities | $13,618,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $177,935,000 | 49 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $116,360,000 | 82 |
| 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 | $1,549,272,000 | 80 |
| Mortgage-backed securities | $1,689,191,000 | 113 |
| Certificates of participation in pools of residential mortgages | $379,984,000 | 176 |
| Issued or guaranteed by U.S. | $379,984,000 | 175 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $228,346,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $214,728,000 | 152 |
| Privately issued | $13,618,000 | 107 |
| Commercial mortgage-backed securities | $1,080,861,000 | 57 |
| Commercial mortgage pass-through securities | $553,502,000 | 35 |
| Other commercial mortgage-backed securities | $527,359,000 | 64 |
| Held to maturity securities (book value) | $1,028,550,000 | 51 |
| Available-for-sale securities (fair market value) | $3,583,607,000 | 86 |
| Total debt securities | $4,612,154,000 | 83 |
| Structured notes | ||
| Amortized cost | $67,500,000 | 11 |
| Fair value | $68,976,000 | 11 |
| Trading account assets | $101,602,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $102,919,000 | 37 |
| 2020-09-30 | Rank | |
| Total securities | $4,526,017,000 | 81 |
| U.S. Government securities | $1,823,547,000 | 115 |
| U.S. Treasury securities | $83,960,000 | 101 |
| U.S. Government agency obligations | $1,739,587,000 | 110 |
| Securities issued by states & political subdivisions | $2,367,562,000 | 16 |
| Other domestic debt securities | $309,433,000 | 86 |
| Privately issued residential mortgage-backed securities | $13,704,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $168,839,000 | 47 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $103,359,000 | 84 |
| 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 | $1,494,251,000 | 85 |
| Mortgage-backed securities | $1,701,212,000 | 109 |
| Certificates of participation in pools of residential mortgages | $422,905,000 | 152 |
| Issued or guaranteed by U.S. | $422,905,000 | 149 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $254,146,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $240,442,000 | 141 |
| Privately issued | $13,704,000 | 105 |
| Commercial mortgage-backed securities | $1,024,161,000 | 56 |
| Commercial mortgage pass-through securities | $482,889,000 | 38 |
| Other commercial mortgage-backed securities | $541,272,000 | 61 |
| Held to maturity securities (book value) | $1,039,841,000 | 52 |
| Available-for-sale securities (fair market value) | $3,460,701,000 | 85 |
| Total debt securities | $4,500,540,000 | 79 |
| Structured notes | ||
| Amortized cost | $16,500,000 | 25 |
| Fair value | $16,589,000 | 25 |
| Trading account assets | $115,078,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $116,558,000 | 38 |
| 2020-06-30 | Rank | |
| Total securities | $4,382,102,000 | 76 |
| U.S. Government securities | $1,849,428,000 | 116 |
| U.S. Treasury securities | $72,107,000 | 120 |
| U.S. Government agency obligations | $1,777,321,000 | 108 |
| Securities issued by states & political subdivisions | $2,227,952,000 | 14 |
| Other domestic debt securities | $279,246,000 | 88 |
| Privately issued residential mortgage-backed securities | $13,735,000 | 146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $140,415,000 | 49 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $101,396,000 | 82 |
| 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 | $1,539,320,000 | 79 |
| Mortgage-backed securities | $1,738,446,000 | 105 |
| Certificates of participation in pools of residential mortgages | $498,848,000 | 126 |
| Issued or guaranteed by U.S. | $498,848,000 | 124 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $282,747,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $269,012,000 | 139 |
| Privately issued | $13,735,000 | 100 |
| Commercial mortgage-backed securities | $956,851,000 | 52 |
| Commercial mortgage pass-through securities | $434,751,000 | 37 |
| Other commercial mortgage-backed securities | $522,100,000 | 63 |
| Held to maturity securities (book value) | $1,048,223,000 | 49 |
| Available-for-sale securities (fair market value) | $3,308,403,000 | 86 |
| Total debt securities | $4,356,626,000 | 76 |
| Structured notes | ||
| Amortized cost | $16,502,000 | 23 |
| Fair value | $16,434,000 | 24 |
| Trading account assets | $122,073,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $123,418,000 | 39 |
| 2020-03-31 | Rank | |
| Total securities | $4,112,946,000 | 77 |
| U.S. Government securities | $1,748,618,000 | 118 |
| U.S. Treasury securities | $72,246,000 | 107 |
| U.S. Government agency obligations | $1,676,372,000 | 111 |
| Securities issued by states & political subdivisions | $2,096,024,000 | 18 |
| Other domestic debt securities | $243,014,000 | 87 |
| Privately issued residential mortgage-backed securities | $13,353,000 | 146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $133,059,000 | 46 |
| Structured financial products - Total | $13,400,000 | 63 |
| Other domestic debt securities - All other | $62,020,000 | 116 |
| 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 | $1,481,067,000 | 84 |
| Mortgage-backed securities | $1,618,580,000 | 111 |
| Certificates of participation in pools of residential mortgages | $489,565,000 | 124 |
| Issued or guaranteed by U.S. | $489,565,000 | 124 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $274,034,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $260,681,000 | 144 |
| Privately issued | $13,353,000 | 99 |
| Commercial mortgage-backed securities | $854,981,000 | 54 |
| Commercial mortgage pass-through securities | $389,389,000 | 40 |
| Other commercial mortgage-backed securities | $465,592,000 | 63 |
| Held to maturity securities (book value) | $1,059,405,000 | 49 |
| Available-for-sale securities (fair market value) | $3,028,251,000 | 87 |
| Total debt securities | $4,087,657,000 | 76 |
| Structured notes | ||
| Amortized cost | $16,507,000 | 29 |
| Fair value | $16,500,000 | 29 |
| 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 | $3,751,812,000 | 87 |
| U.S. Government securities | $1,580,437,000 | 123 |
| U.S. Treasury securities | $71,920,000 | 108 |
| U.S. Government agency obligations | $1,508,517,000 | 117 |
| Securities issued by states & political subdivisions | $1,903,449,000 | 17 |
| Other domestic debt securities | $242,791,000 | 87 |
| Privately issued residential mortgage-backed securities | $13,637,000 | 145 |
| Commercial mortgage-backed securities - Total | $21,446,000 | 62 |
| Asset backed securities | $137,672,000 | 46 |
| Structured financial products - Total | $15,300,000 | 61 |
| Other domestic debt securities - All other | $54,736,000 | 122 |
| 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 | $1,062,751,000 | 93 |
| Mortgage-backed securities | $1,463,908,000 | 114 |
| Certificates of participation in pools of residential mortgages | $470,278,000 | 123 |
| Issued or guaranteed by U.S. | $470,278,000 | 123 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $266,811,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $253,174,000 | 148 |
| Privately issued | $13,637,000 | 99 |
| Commercial mortgage-backed securities | $726,819,000 | 55 |
| Commercial mortgage pass-through securities | $346,604,000 | 40 |
| Other commercial mortgage-backed securities | $380,215,000 | 69 |
| Held to maturity securities (book value) | $188,996,000 | 136 |
| Available-for-sale securities (fair market value) | $3,537,681,000 | 74 |
| Total debt securities | $3,726,677,000 | 87 |
| Structured notes | ||
| Amortized cost | $16,512,000 | 48 |
| Fair value | $16,696,000 | 47 |
| 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 | $3,605,601,000 | 84 |
| U.S. Government securities | $1,460,827,000 | 130 |
| U.S. Treasury securities | $47,716,000 | 160 |
| U.S. Government agency obligations | $1,413,111,000 | 123 |
| Securities issued by states & political subdivisions | $1,889,570,000 | 17 |
| Other domestic debt securities | $229,957,000 | 94 |
| Privately issued residential mortgage-backed securities | $13,653,000 | 137 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $147,573,000 | 45 |
| Structured financial products - Total | $15,160,000 | 58 |
| Other domestic debt securities - All other | $53,571,000 | 122 |
| 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 | $1,149,307,000 | 86 |
| Mortgage-backed securities | $1,334,518,000 | 123 |
| Certificates of participation in pools of residential mortgages | $518,773,000 | 114 |
| Issued or guaranteed by U.S. | $518,773,000 | 114 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $305,343,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $291,690,000 | 136 |
| Privately issued | $13,653,000 | 90 |
| Commercial mortgage-backed securities | $510,402,000 | 74 |
| Commercial mortgage pass-through securities | $261,137,000 | 45 |
| Other commercial mortgage-backed securities | $249,265,000 | 83 |
| Held to maturity securities (book value) | $189,684,000 | 141 |
| Available-for-sale securities (fair market value) | $3,390,670,000 | 70 |
| Total debt securities | $3,580,356,000 | 83 |
| Structured notes | ||
| Amortized cost | $16,517,000 | 70 |
| Fair value | $16,721,000 | 69 |
| 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 | $3,469,444,000 | 83 |
| U.S. Government securities | $1,389,679,000 | 133 |
| U.S. Treasury securities | $47,797,000 | 159 |
| U.S. Government agency obligations | $1,341,882,000 | 125 |
| Securities issued by states & political subdivisions | $1,827,430,000 | 18 |
| Other domestic debt securities | $227,285,000 | 91 |
| Privately issued residential mortgage-backed securities | $5,054,000 | 210 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $154,073,000 | 44 |
| Structured financial products - Total | $15,350,000 | 53 |
| Other domestic debt securities - All other | $52,808,000 | 118 |
| 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 | $1,232,503,000 | 85 |
| Mortgage-backed securities | $1,291,913,000 | 122 |
| Certificates of participation in pools of residential mortgages | $510,627,000 | 117 |
| Issued or guaranteed by U.S. | $510,627,000 | 116 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $350,776,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $345,722,000 | 123 |
| Privately issued | $5,054,000 | 148 |
| Commercial mortgage-backed securities | $430,510,000 | 74 |
| Commercial mortgage pass-through securities | $178,613,000 | 55 |
| Other commercial mortgage-backed securities | $251,897,000 | 77 |
| Held to maturity securities (book value) | $190,928,000 | 150 |
| Available-for-sale securities (fair market value) | $3,253,466,000 | 69 |
| Total debt securities | $3,444,394,000 | 82 |
| Structured notes | ||
| Amortized cost | $16,522,000 | 79 |
| Fair value | $16,669,000 | 79 |
| 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 | $3,465,625,000 | 84 |
| U.S. Government securities | $1,474,366,000 | 131 |
| U.S. Treasury securities | $47,675,000 | 166 |
| U.S. Government agency obligations | $1,426,691,000 | 121 |
| Securities issued by states & political subdivisions | $1,644,774,000 | 19 |
| Other domestic debt securities | $321,786,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $155,625,000 | 43 |
| Structured financial products - Total | $113,385,000 | 26 |
| Other domestic debt securities - All other | $52,776,000 | 117 |
| 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 | $1,231,175,000 | 83 |
| Mortgage-backed securities | $1,359,722,000 | 114 |
| Certificates of participation in pools of residential mortgages | $496,772,000 | 118 |
| Issued or guaranteed by U.S. | $496,772,000 | 117 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $436,861,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $436,861,000 | 104 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $426,089,000 | 72 |
| Commercial mortgage pass-through securities | $157,155,000 | 59 |
| Other commercial mortgage-backed securities | $268,934,000 | 72 |
| Held to maturity securities (book value) | $194,043,000 | 155 |
| Available-for-sale securities (fair market value) | $3,246,883,000 | 71 |
| Total debt securities | $3,440,925,000 | 85 |
| Structured notes | ||
| Amortized cost | $16,527,000 | 84 |
| Fair value | $16,525,000 | 82 |
| 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 | $3,299,728,000 | 84 |
| U.S. Government securities | $1,410,737,000 | 131 |
| U.S. Treasury securities | $29,635,000 | 218 |
| U.S. Government agency obligations | $1,381,102,000 | 117 |
| Securities issued by states & political subdivisions | $1,423,936,000 | 20 |
| Other domestic debt securities | $440,686,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $156,911,000 | 42 |
| Structured financial products - Total | $218,672,000 | 22 |
| Other domestic debt securities - All other | $65,103,000 | 98 |
| 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 | $1,157,500,000 | 88 |
| Mortgage-backed securities | $1,310,943,000 | 113 |
| Certificates of participation in pools of residential mortgages | $506,489,000 | 116 |
| Issued or guaranteed by U.S. | $506,489,000 | 115 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $417,649,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $417,649,000 | 107 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $386,805,000 | 71 |
| Commercial mortgage pass-through securities | $145,266,000 | 59 |
| Other commercial mortgage-backed securities | $241,539,000 | 70 |
| Held to maturity securities (book value) | $194,282,000 | 161 |
| Available-for-sale securities (fair market value) | $3,081,077,000 | 77 |
| Total debt securities | $3,275,360,000 | 83 |
| Structured notes | ||
| Amortized cost | $16,531,000 | 89 |
| Fair value | $16,455,000 | 85 |
| 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 | $3,220,224,000 | 83 |
| U.S. Government securities | $1,386,931,000 | 127 |
| U.S. Treasury securities | $29,449,000 | 208 |
| U.S. Government agency obligations | $1,357,482,000 | 117 |
| Securities issued by states & political subdivisions | $1,407,268,000 | 20 |
| Other domestic debt securities | $401,856,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $148,920,000 | 43 |
| Structured financial products - Total | $185,736,000 | 24 |
| Other domestic debt securities - All other | $67,200,000 | 95 |
| 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 | $1,345,202,000 | 78 |
| Mortgage-backed securities | $1,294,546,000 | 113 |
| Certificates of participation in pools of residential mortgages | $518,360,000 | 117 |
| Issued or guaranteed by U.S. | $518,360,000 | 116 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $379,896,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $379,896,000 | 112 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $396,290,000 | 69 |
| Commercial mortgage pass-through securities | $153,397,000 | 56 |
| Other commercial mortgage-backed securities | $242,893,000 | 68 |
| Held to maturity securities (book value) | $194,997,000 | 159 |
| Available-for-sale securities (fair market value) | $3,001,058,000 | 74 |
| Total debt securities | $3,196,056,000 | 82 |
| Structured notes | ||
| Amortized cost | $16,536,000 | 84 |
| Fair value | $16,376,000 | 79 |
| 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 | $2,996,435,000 | 86 |
| U.S. Government securities | $1,441,801,000 | 118 |
| U.S. Treasury securities | $29,789,000 | 208 |
| U.S. Government agency obligations | $1,412,012,000 | 110 |
| Securities issued by states & political subdivisions | $1,222,522,000 | 29 |
| Other domestic debt securities | $307,707,000 | 69 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $139,931,000 | 43 |
| Structured financial products - Total | $100,514,000 | 30 |
| Other domestic debt securities - All other | $67,262,000 | 87 |
| 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 | $1,504,463,000 | 72 |
| Mortgage-backed securities | $1,239,032,000 | 120 |
| Certificates of participation in pools of residential mortgages | $546,238,000 | 114 |
| Issued or guaranteed by U.S. | $546,238,000 | 112 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $391,355,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $391,355,000 | 107 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $301,439,000 | 83 |
| Commercial mortgage pass-through securities | $51,957,000 | 117 |
| Other commercial mortgage-backed securities | $249,482,000 | 65 |
| Held to maturity securities (book value) | $15,341,000 | 728 |
| Available-for-sale securities (fair market value) | $2,956,689,000 | 71 |
| Total debt securities | $2,972,029,000 | 85 |
| Structured notes | ||
| Amortized cost | $16,541,000 | 85 |
| Fair value | $16,405,000 | 80 |
| 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 | $3,002,638,000 | 84 |
| U.S. Government securities | $1,480,423,000 | 114 |
| U.S. Treasury securities | $29,955,000 | 200 |
| U.S. Government agency obligations | $1,450,468,000 | 107 |
| Securities issued by states & political subdivisions | $1,213,141,000 | 27 |
| Other domestic debt securities | $284,495,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $99,055,000 | 49 |
| Structured financial products - Total | $105,617,000 | 29 |
| Other domestic debt securities - All other | $79,823,000 | 82 |
| 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 | $1,361,050,000 | 78 |
| Mortgage-backed securities | $1,277,273,000 | 111 |
| Certificates of participation in pools of residential mortgages | $572,909,000 | 112 |
| Issued or guaranteed by U.S. | $572,909,000 | 111 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $395,799,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $395,799,000 | 108 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $308,565,000 | 79 |
| Commercial mortgage pass-through securities | $52,895,000 | 100 |
| Other commercial mortgage-backed securities | $255,670,000 | 64 |
| Held to maturity securities (book value) | $20,677,000 | 640 |
| Available-for-sale securities (fair market value) | $2,957,382,000 | 72 |
| Total debt securities | $2,978,060,000 | 87 |
| Structured notes | ||
| Amortized cost | $16,545,000 | 83 |
| Fair value | $16,678,000 | 79 |
| 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 | $2,558,452,000 | 102 |
| U.S. Government securities | $1,474,320,000 | 110 |
| U.S. Treasury securities | $29,948,000 | 189 |
| U.S. Government agency obligations | $1,444,372,000 | 105 |
| Securities issued by states & political subdivisions | $805,374,000 | 40 |
| Other domestic debt securities | $253,837,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $93,499,000 | 53 |
| Structured financial products - Total | $79,793,000 | 31 |
| Other domestic debt securities - All other | $80,545,000 | 78 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $24,921,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,129,071,000 | 87 |
| Mortgage-backed securities | $1,263,819,000 | 107 |
| Certificates of participation in pools of residential mortgages | $607,238,000 | 105 |
| Issued or guaranteed by U.S. | $607,238,000 | 104 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $348,544,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $348,544,000 | 115 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $308,037,000 | 74 |
| Commercial mortgage pass-through securities | $49,087,000 | 103 |
| Other commercial mortgage-backed securities | $258,950,000 | 61 |
| Held to maturity securities (book value) | $20,762,000 | 650 |
| Available-for-sale securities (fair market value) | $2,537,690,000 | 87 |
| Total debt securities | $2,533,531,000 | 101 |
| Structured notes | ||
| Amortized cost | $16,550,000 | 81 |
| Fair value | $16,768,000 | 78 |
| 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 | $2,897,996,000 | 85 |
| U.S. Government securities | $1,809,613,000 | 99 |
| U.S. Treasury securities | $29,981,000 | 192 |
| U.S. Government agency obligations | $1,779,632,000 | 88 |
| Securities issued by states & political subdivisions | $777,573,000 | 40 |
| Other domestic debt securities | $280,449,000 | 69 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $114,602,000 | 41 |
| Structured financial products - Total | $70,158,000 | 31 |
| Other domestic debt securities - All other | $95,689,000 | 72 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $30,361,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,204,798,000 | 85 |
| Mortgage-backed securities | $1,618,800,000 | 92 |
| Certificates of participation in pools of residential mortgages | $855,663,000 | 91 |
| Issued or guaranteed by U.S. | $855,663,000 | 90 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $370,521,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $370,521,000 | 106 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $392,616,000 | 59 |
| Commercial mortgage pass-through securities | $92,864,000 | 63 |
| Other commercial mortgage-backed securities | $299,752,000 | 55 |
| Held to maturity securities (book value) | $20,848,000 | 675 |
| Available-for-sale securities (fair market value) | $2,877,148,000 | 68 |
| Total debt securities | $2,867,634,000 | 86 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 164 |
| Fair value | $7,530,000 | 165 |
| 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 | $2,446,664,000 | 100 |
| U.S. Government securities | $1,600,702,000 | 106 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,600,702,000 | 97 |
| Securities issued by states & political subdivisions | $554,764,000 | 52 |
| Other domestic debt securities | $261,343,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $119,917,000 | 44 |
| Structured financial products - Total | $70,303,000 | 32 |
| Other domestic debt securities - All other | $71,123,000 | 91 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $29,855,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,264,895,000 | 81 |
| Mortgage-backed securities | $1,539,051,000 | 93 |
| Certificates of participation in pools of residential mortgages | $810,139,000 | 94 |
| Issued or guaranteed by U.S. | $810,139,000 | 93 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $356,241,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $356,241,000 | 111 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $372,671,000 | 61 |
| Commercial mortgage pass-through securities | $176,868,000 | 42 |
| Other commercial mortgage-backed securities | $195,803,000 | 65 |
| Held to maturity securities (book value) | $21,163,000 | 674 |
| Available-for-sale securities (fair market value) | $2,425,501,000 | 84 |
| Total debt securities | $2,416,808,000 | 99 |
| Structured notes | ||
| Amortized cost | $184,000 | 998 |
| Fair value | $184,000 | 1,000 |
| 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 | $1,602,739,000 | 128 |
| U.S. Government securities | $1,245,170,000 | 124 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,245,170,000 | 117 |
| Securities issued by states & political subdivisions | $273,995,000 | 112 |
| Other domestic debt securities | $83,574,000 | 145 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $50,340,000 | 63 |
| Structured financial products - Total | $20,979,000 | 52 |
| Other domestic debt securities - All other | $12,255,000 | 382 |
| 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 | $1,045,155,000 | 96 |
| Mortgage-backed securities | $1,226,978,000 | 113 |
| Certificates of participation in pools of residential mortgages | $592,678,000 | 111 |
| Issued or guaranteed by U.S. | $592,678,000 | 110 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $288,626,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $288,626,000 | 122 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $345,674,000 | 60 |
| Commercial mortgage pass-through securities | $167,465,000 | 43 |
| Other commercial mortgage-backed securities | $178,209,000 | 69 |
| Held to maturity securities (book value) | $24,998,000 | 635 |
| Available-for-sale securities (fair market value) | $1,577,741,000 | 113 |
| Total debt securities | $1,602,738,000 | 125 |
| Structured notes | ||
| Amortized cost | $196,000 | 1,075 |
| Fair value | $196,000 | 1,075 |
| 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 | $1,321,759,000 | 151 |
| U.S. Government securities | $997,646,000 | 143 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $997,646,000 | 135 |
| Securities issued by states & political subdivisions | $237,971,000 | 127 |
| Other domestic debt securities | $86,142,000 | 146 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $50,658,000 | 63 |
| Structured financial products - Total | $27,922,000 | 50 |
| Other domestic debt securities - All other | $7,562,000 | 511 |
| 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 | $902,901,000 | 104 |
| Mortgage-backed securities | $976,624,000 | 132 |
| Certificates of participation in pools of residential mortgages | $481,286,000 | 127 |
| Issued or guaranteed by U.S. | $481,286,000 | 126 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $208,468,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $208,468,000 | 147 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $286,870,000 | 70 |
| Commercial mortgage pass-through securities | $161,599,000 | 42 |
| Other commercial mortgage-backed securities | $125,271,000 | 87 |
| Held to maturity securities (book value) | $25,251,000 | 637 |
| Available-for-sale securities (fair market value) | $1,296,508,000 | 126 |
| Total debt securities | $1,321,759,000 | 149 |
| Structured notes | ||
| Amortized cost | $202,000 | 1,057 |
| Fair value | $202,000 | 1,060 |
| 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 | $1,249,299,000 | 155 |
| U.S. Government securities | $922,190,000 | 151 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $922,190,000 | 142 |
| Securities issued by states & political subdivisions | $237,293,000 | 124 |
| Other domestic debt securities | $89,816,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $50,914,000 | 64 |
| Structured financial products - Total | $32,726,000 | 47 |
| Other domestic debt securities - All other | $6,176,000 | 573 |
| 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 | $870,868,000 | 107 |
| Mortgage-backed securities | $896,746,000 | 132 |
| Certificates of participation in pools of residential mortgages | $520,218,000 | 113 |
| Issued or guaranteed by U.S. | $520,218,000 | 112 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $91,533,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $91,533,000 | 267 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $284,995,000 | 63 |
| Commercial mortgage pass-through securities | $152,301,000 | 39 |
| Other commercial mortgage-backed securities | $132,694,000 | 82 |
| Held to maturity securities (book value) | $26,605,000 | 618 |
| Available-for-sale securities (fair market value) | $1,222,694,000 | 134 |
| Total debt securities | $1,249,299,000 | 154 |
| Structured notes | ||
| Amortized cost | $211,000 | 1,044 |
| Fair value | $212,000 | 1,047 |
| 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 | $1,136,579,000 | 164 |
| U.S. Government securities | $867,496,000 | 153 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $867,496,000 | 148 |
| Securities issued by states & political subdivisions | $197,589,000 | 148 |
| Other domestic debt securities | $71,494,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $46,457,000 | 69 |
| Structured financial products - Total | $20,887,000 | 56 |
| Other domestic debt securities - All other | $4,150,000 | 717 |
| 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 | $825,247,000 | 110 |
| Mortgage-backed securities | $771,950,000 | 150 |
| Certificates of participation in pools of residential mortgages | $504,720,000 | 113 |
| Issued or guaranteed by U.S. | $504,720,000 | 112 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $64,778,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $64,778,000 | 330 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $202,452,000 | 82 |
| Commercial mortgage pass-through securities | $113,231,000 | 45 |
| Other commercial mortgage-backed securities | $89,221,000 | 94 |
| Held to maturity securities (book value) | $28,512,000 | 605 |
| Available-for-sale securities (fair market value) | $1,108,067,000 | 139 |
| Total debt securities | $1,136,579,000 | 162 |
| Structured notes | ||
| Amortized cost | $225,000 | 1,178 |
| Fair value | $230,000 | 1,180 |
| 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 | $1,046,593,000 | 174 |
| U.S. Government securities | $794,025,000 | 170 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $794,025,000 | 164 |
| Securities issued by states & political subdivisions | $196,834,000 | 144 |
| Other domestic debt securities | $55,734,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $24,202,000 | 82 |
| Structured financial products - Total | $22,811,000 | 54 |
| Other domestic debt securities - All other | $8,721,000 | 481 |
| 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 | $828,454,000 | 113 |
| Mortgage-backed securities | $665,708,000 | 167 |
| Certificates of participation in pools of residential mortgages | $443,771,000 | 127 |
| Issued or guaranteed by U.S. | $443,771,000 | 126 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $68,860,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $68,860,000 | 332 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $153,077,000 | 93 |
| Commercial mortgage pass-through securities | $90,193,000 | 52 |
| Other commercial mortgage-backed securities | $62,884,000 | 99 |
| Held to maturity securities (book value) | $31,089,000 | 582 |
| Available-for-sale securities (fair market value) | $1,015,504,000 | 147 |
| Total debt securities | $1,046,592,000 | 173 |
| Structured notes | ||
| Amortized cost | $234,000 | 1,362 |
| Fair value | $236,000 | 1,362 |
| 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 | $963,398,000 | 185 |
| U.S. Government securities | $709,190,000 | 184 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $709,190,000 | 177 |
| Securities issued by states & political subdivisions | $196,419,000 | 143 |
| Other domestic debt securities | $57,789,000 | 189 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $24,768,000 | 81 |
| Structured financial products - Total | $24,033,000 | 51 |
| Other domestic debt securities - All other | $8,988,000 | 452 |
| 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 | $756,092,000 | 117 |
| Mortgage-backed securities | $582,917,000 | 176 |
| Certificates of participation in pools of residential mortgages | $395,142,000 | 135 |
| Issued or guaranteed by U.S. | $395,142,000 | 133 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $61,292,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $61,292,000 | 354 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $126,483,000 | 87 |
| Commercial mortgage pass-through securities | $78,443,000 | 56 |
| Other commercial mortgage-backed securities | $48,040,000 | 105 |
| Held to maturity securities (book value) | $31,377,000 | 592 |
| Available-for-sale securities (fair market value) | $932,021,000 | 155 |
| Total debt securities | $963,397,000 | 182 |
| Structured notes | ||
| Amortized cost | $245,000 | 1,509 |
| Fair value | $244,000 | 1,515 |
| 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 | $999,438,000 | 175 |
| U.S. Government securities | $698,421,000 | 181 |
| U.S. Treasury securities | $10,000,000 | 368 |
| U.S. Government agency obligations | $688,421,000 | 177 |
| Securities issued by states & political subdivisions | $195,192,000 | 141 |
| Other domestic debt securities | $105,825,000 | 134 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $44,124,000 | 37 |
| Asset backed securities | $25,466,000 | 81 |
| Structured financial products - Total | $25,425,000 | 50 |
| Other domestic debt securities - All other | $10,810,000 | 406 |
| 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 | $757,186,000 | 117 |
| Mortgage-backed securities | $590,971,000 | 171 |
| Certificates of participation in pools of residential mortgages | $389,827,000 | 136 |
| Issued or guaranteed by U.S. | $389,827,000 | 134 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $73,121,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $73,121,000 | 321 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $128,023,000 | 84 |
| Commercial mortgage pass-through securities | $78,430,000 | 50 |
| Other commercial mortgage-backed securities | $49,593,000 | 103 |
| Held to maturity securities (book value) | $31,698,000 | 592 |
| Available-for-sale securities (fair market value) | $967,740,000 | 152 |
| Total debt securities | $999,438,000 | 174 |
| Structured notes | ||
| Amortized cost | $262,000 | 1,646 |
| Fair value | $263,000 | 1,648 |
| 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 | $835,760,000 | 206 |
| U.S. Government securities | $555,019,000 | 215 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $555,019,000 | 211 |
| Securities issued by states & political subdivisions | $165,241,000 | 166 |
| Other domestic debt securities | $115,500,000 | 123 |
| Privately issued residential mortgage-backed securities | $4,802,000 | 185 |
| Commercial mortgage-backed securities - Total | $25,986,000 | 43 |
| Asset backed securities | $49,073,000 | 65 |
| Structured financial products - Total | $26,189,000 | 48 |
| Other domestic debt securities - All other | $9,450,000 | 422 |
| 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 | $669,724,000 | 122 |
| Mortgage-backed securities | $467,431,000 | 207 |
| Certificates of participation in pools of residential mortgages | $312,470,000 | 154 |
| Issued or guaranteed by U.S. | $312,470,000 | 151 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $71,503,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $66,701,000 | 350 |
| Privately issued | $4,802,000 | 177 |
| Commercial mortgage-backed securities | $83,458,000 | 103 |
| Commercial mortgage pass-through securities | $57,472,000 | 56 |
| Other commercial mortgage-backed securities | $25,986,000 | 125 |
| Held to maturity securities (book value) | $33,915,000 | 575 |
| Available-for-sale securities (fair market value) | $801,845,000 | 175 |
| Total debt securities | $835,760,000 | 202 |
| 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 | $800,636,000 | 212 |
| U.S. Government securities | $553,518,000 | 216 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $553,518,000 | 212 |
| Securities issued by states & political subdivisions | $173,211,000 | 151 |
| Other domestic debt securities | $73,907,000 | 165 |
| Privately issued residential mortgage-backed securities | $3,715,000 | 221 |
| Commercial mortgage-backed securities - Total | $23,511,000 | 42 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $12,339,000 | 53 |
| Other domestic debt securities - All other | $34,342,000 | 173 |
| 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 | $647,223,000 | 126 |
| Mortgage-backed securities | $468,363,000 | 207 |
| Certificates of participation in pools of residential mortgages | $316,861,000 | 154 |
| Issued or guaranteed by U.S. | $316,861,000 | 152 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $72,040,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $68,325,000 | 349 |
| Privately issued | $3,715,000 | 209 |
| Commercial mortgage-backed securities | $79,462,000 | 101 |
| Commercial mortgage pass-through securities | $60,804,000 | 55 |
| Other commercial mortgage-backed securities | $18,658,000 | 146 |
| Held to maturity securities (book value) | $39,276,000 | 516 |
| Available-for-sale securities (fair market value) | $761,360,000 | 187 |
| Total debt securities | $800,636,000 | 207 |
| 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 | $762,940,000 | 221 |
| U.S. Government securities | $533,685,000 | 225 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $533,685,000 | 222 |
| Securities issued by states & political subdivisions | $177,254,000 | 144 |
| Other domestic debt securities | $52,001,000 | 204 |
| Privately issued residential mortgage-backed securities | $3,726,000 | 227 |
| Commercial mortgage-backed securities - Total | $25,724,000 | 45 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $13,018,000 | 52 |
| Other domestic debt securities - All other | $9,533,000 | 425 |
| 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 | $624,454,000 | 128 |
| Mortgage-backed securities | $455,839,000 | 212 |
| Certificates of participation in pools of residential mortgages | $309,956,000 | 157 |
| Issued or guaranteed by U.S. | $309,956,000 | 155 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $64,478,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $60,752,000 | 380 |
| Privately issued | $3,726,000 | 215 |
| Commercial mortgage-backed securities | $81,405,000 | 96 |
| Commercial mortgage pass-through securities | $60,550,000 | 53 |
| Other commercial mortgage-backed securities | $20,855,000 | 133 |
| Held to maturity securities (book value) | $38,676,000 | 518 |
| Available-for-sale securities (fair market value) | $724,264,000 | 201 |
| Total debt securities | $762,941,000 | 217 |
| 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 | $745,781,000 | 218 |
| U.S. Government securities | $512,522,000 | 228 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $512,522,000 | 222 |
| Securities issued by states & political subdivisions | $181,302,000 | 131 |
| Other domestic debt securities | $51,957,000 | 197 |
| Privately issued residential mortgage-backed securities | $3,768,000 | 238 |
| Commercial mortgage-backed securities - Total | $24,847,000 | 45 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $13,767,000 | 54 |
| Other domestic debt securities - All other | $9,575,000 | 425 |
| 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 | $598,936,000 | 129 |
| Mortgage-backed securities | $435,654,000 | 211 |
| Certificates of participation in pools of residential mortgages | $301,669,000 | 159 |
| Issued or guaranteed by U.S. | $301,669,000 | 158 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $54,668,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $50,900,000 | 450 |
| Privately issued | $3,768,000 | 229 |
| Commercial mortgage-backed securities | $79,317,000 | 93 |
| Commercial mortgage pass-through securities | $59,355,000 | 55 |
| Other commercial mortgage-backed securities | $19,962,000 | 126 |
| Held to maturity securities (book value) | $38,107,000 | 528 |
| Available-for-sale securities (fair market value) | $707,674,000 | 195 |
| Total debt securities | $745,779,000 | 214 |
| 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 | $774,807,000 | 215 |
| U.S. Government securities | $536,203,000 | 219 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $536,203,000 | 215 |
| Securities issued by states & political subdivisions | $184,658,000 | 129 |
| Other domestic debt securities | $53,946,000 | 206 |
| Privately issued residential mortgage-backed securities | $3,816,000 | 241 |
| Commercial mortgage-backed securities - Total | $25,222,000 | 47 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $15,230,000 | 52 |
| Other domestic debt securities - All other | $9,678,000 | 435 |
| 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 | $619,137,000 | 131 |
| Mortgage-backed securities | $459,937,000 | 211 |
| Certificates of participation in pools of residential mortgages | $322,740,000 | 153 |
| Issued or guaranteed by U.S. | $322,740,000 | 152 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $57,216,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $53,400,000 | 435 |
| Privately issued | $3,816,000 | 233 |
| Commercial mortgage-backed securities | $79,981,000 | 93 |
| Commercial mortgage pass-through securities | $59,659,000 | 54 |
| Other commercial mortgage-backed securities | $20,322,000 | 121 |
| Held to maturity securities (book value) | $38,538,000 | 522 |
| Available-for-sale securities (fair market value) | $736,269,000 | 189 |
| Total debt securities | $774,807,000 | 212 |
| 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 | $767,109,000 | 213 |
| U.S. Government securities | $529,861,000 | 217 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $529,861,000 | 212 |
| Securities issued by states & political subdivisions | $187,506,000 | 125 |
| Other domestic debt securities | $49,742,000 | 225 |
| Privately issued residential mortgage-backed securities | $3,837,000 | 249 |
| Commercial mortgage-backed securities - Total | $20,478,000 | 49 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $15,823,000 | 47 |
| Other domestic debt securities - All other | $9,604,000 | 451 |
| 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 | $621,409,000 | 133 |
| Mortgage-backed securities | $452,195,000 | 210 |
| Certificates of participation in pools of residential mortgages | $332,347,000 | 151 |
| Issued or guaranteed by U.S. | $332,347,000 | 150 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $44,931,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $41,094,000 | 521 |
| Privately issued | $3,837,000 | 241 |
| Commercial mortgage-backed securities | $74,917,000 | 90 |
| Commercial mortgage pass-through securities | $54,439,000 | 55 |
| Other commercial mortgage-backed securities | $20,478,000 | 117 |
| Held to maturity securities (book value) | $38,733,000 | 508 |
| Available-for-sale securities (fair market value) | $728,376,000 | 187 |
| Total debt securities | $767,109,000 | 210 |
| 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 | $725,794,000 | 218 |
| U.S. Government securities | $499,280,000 | 226 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $499,280,000 | 218 |
| Securities issued by states & political subdivisions | $188,207,000 | 122 |
| Other domestic debt securities | $38,307,000 | 288 |
| Privately issued residential mortgage-backed securities | $3,853,000 | 268 |
| Commercial mortgage-backed securities - Total | $7,854,000 | 62 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $17,006,000 | 54 |
| Other domestic debt securities - All other | $9,594,000 | 470 |
| 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 | $141,277,000 | 460 |
| Mortgage-backed securities | $412,936,000 | 226 |
| Certificates of participation in pools of residential mortgages | $360,378,000 | 143 |
| Issued or guaranteed by U.S. | $360,378,000 | 142 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $39,729,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $35,876,000 | 573 |
| Privately issued | $3,853,000 | 258 |
| Commercial mortgage-backed securities | $12,829,000 | 237 |
| Commercial mortgage pass-through securities | $4,975,000 | 245 |
| Other commercial mortgage-backed securities | $7,854,000 | 182 |
| Held to maturity securities (book value) | $39,796,000 | 478 |
| Available-for-sale securities (fair market value) | $685,998,000 | 197 |
| Total debt securities | $725,794,000 | 214 |
| 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 | $737,819,000 | 210 |
| U.S. Government securities | $514,489,000 | 219 |
| U.S. Treasury securities | $5,000,000 | 440 |
| U.S. Government agency obligations | $509,489,000 | 216 |
| Securities issued by states & political subdivisions | $188,384,000 | 118 |
| Other domestic debt securities | $34,946,000 | 310 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $7,900,000 | 63 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $17,314,000 | 53 |
| Other domestic debt securities - All other | $9,732,000 | 477 |
| 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 | $596,021,000 | 130 |
| Mortgage-backed securities | $394,330,000 | 229 |
| Certificates of participation in pools of residential mortgages | $353,028,000 | 134 |
| Issued or guaranteed by U.S. | $353,028,000 | 133 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $33,402,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $33,402,000 | 605 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $7,900,000 | 310 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $7,900,000 | 179 |
| Held to maturity securities (book value) | $39,594,000 | 465 |
| Available-for-sale securities (fair market value) | $698,225,000 | 192 |
| Total debt securities | $737,817,000 | 205 |
| 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 | $721,688,000 | 220 |
| U.S. Government securities | $517,220,000 | 221 |
| U.S. Treasury securities | $4,999,000 | 440 |
| U.S. Government agency obligations | $512,221,000 | 219 |
| Securities issued by states & political subdivisions | $177,931,000 | 135 |
| Other domestic debt securities | $26,537,000 | 376 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $17,314,000 | 47 |
| Other domestic debt securities - All other | $9,223,000 | 489 |
| 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 | $643,584,000 | 123 |
| Mortgage-backed securities | $387,273,000 | 235 |
| Certificates of participation in pools of residential mortgages | $352,528,000 | 137 |
| Issued or guaranteed by U.S. | $352,528,000 | 136 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $34,745,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $34,745,000 | 605 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $40,057,000 | 439 |
| Available-for-sale securities (fair market value) | $681,631,000 | 204 |
| Total debt securities | $721,686,000 | 212 |
| 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 | $717,888,000 | 219 |
| U.S. Government securities | $505,408,000 | 229 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $505,408,000 | 225 |
| Securities issued by states & political subdivisions | $185,566,000 | 122 |
| Other domestic debt securities | $26,914,000 | 373 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $17,358,000 | 44 |
| Other domestic debt securities - All other | $9,556,000 | 481 |
| 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 | $612,280,000 | 124 |
| Mortgage-backed securities | $371,856,000 | 244 |
| Certificates of participation in pools of residential mortgages | $335,857,000 | 144 |
| Issued or guaranteed by U.S. | $335,857,000 | 143 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $35,999,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $35,999,000 | 606 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $40,459,000 | 409 |
| Available-for-sale securities (fair market value) | $677,429,000 | 206 |
| Total debt securities | $717,889,000 | 212 |
| 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 | $700,989,000 | 220 |
| U.S. Government securities | $481,056,000 | 234 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $481,056,000 | 231 |
| Securities issued by states & political subdivisions | $192,302,000 | 107 |
| Other domestic debt securities | $27,631,000 | 361 |
| 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 | $17,353,000 | 41 |
| Other domestic debt securities - All other | $10,278,000 | 442 |
| 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 | $612,109,000 | 128 |
| Mortgage-backed securities | $375,448,000 | 234 |
| Certificates of participation in pools of residential mortgages | $339,287,000 | 145 |
| Issued or guaranteed by U.S. | $339,287,000 | 144 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $36,161,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $36,161,000 | 615 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $575,000 | 2,072 |
| Available-for-sale securities (fair market value) | $700,414,000 | 194 |
| Total debt securities | $700,989,000 | 214 |
| 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 | $734,176,000 | 213 |
| U.S. Government securities | $531,825,000 | 221 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $531,825,000 | 219 |
| Securities issued by states & political subdivisions | $191,988,000 | 106 |
| Other domestic debt securities | $10,363,000 | 698 |
| 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 | $10,363,000 | 467 |
| 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 | $633,292,000 | 125 |
| Mortgage-backed securities | $524,359,000 | 185 |
| Certificates of participation in pools of residential mortgages | $458,175,000 | 125 |
| Issued or guaranteed by U.S. | $458,175,000 | 122 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $66,184,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $66,184,000 | 411 |
| 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) | $575,000 | 2,116 |
| Available-for-sale securities (fair market value) | $733,601,000 | 187 |
| Total debt securities | $734,176,000 | 209 |
| 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 | $785,261,000 | 199 |
| U.S. Government securities | $581,228,000 | 197 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $581,228,000 | 194 |
| Securities issued by states & political subdivisions | $193,726,000 | 102 |
| Other domestic debt securities | $10,307,000 | 705 |
| 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 | $10,307,000 | 466 |
| 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 | $634,659,000 | 120 |
| Mortgage-backed securities | $566,317,000 | 173 |
| Certificates of participation in pools of residential mortgages | $494,881,000 | 121 |
| Issued or guaranteed by U.S. | $494,881,000 | 120 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $71,436,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $71,436,000 | 396 |
| 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) | $755,000 | 2,054 |
| Available-for-sale securities (fair market value) | $784,506,000 | 173 |
| Total debt securities | $785,261,000 | 197 |
| 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 | $834,233,000 | 193 |
| U.S. Government securities | $627,871,000 | 190 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $627,871,000 | 189 |
| Securities issued by states & political subdivisions | $196,239,000 | 92 |
| Other domestic debt securities | $10,123,000 | 722 |
| 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 | $10,123,000 | 473 |
| 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 | $606,093,000 | 133 |
| Mortgage-backed securities | $612,364,000 | 165 |
| Certificates of participation in pools of residential mortgages | $538,935,000 | 112 |
| Issued or guaranteed by U.S. | $538,935,000 | 111 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $73,429,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $73,429,000 | 409 |
| 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) | $1,049,000 | 1,988 |
| Available-for-sale securities (fair market value) | $833,184,000 | 170 |
| Total debt securities | $834,233,000 | 192 |
| 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 | $891,190,000 | 179 |
| U.S. Government securities | $682,696,000 | 165 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $682,696,000 | 163 |
| Securities issued by states & political subdivisions | $198,282,000 | 91 |
| Other domestic debt securities | $10,212,000 | 722 |
| 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 | $10,212,000 | 442 |
| 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 | $592,737,000 | 128 |
| Mortgage-backed securities | $645,350,000 | 157 |
| Certificates of participation in pools of residential mortgages | $569,500,000 | 105 |
| Issued or guaranteed by U.S. | $569,500,000 | 105 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $75,850,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $75,850,000 | 389 |
| 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) | $2,330,000 | 1,716 |
| Available-for-sale securities (fair market value) | $888,860,000 | 154 |
| Total debt securities | $891,192,000 | 178 |
| Structured notes | ||
| Amortized cost | $2,942,000 | 1,429 |
| Fair value | $2,974,000 | 1,418 |
| 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 | $937,998,000 | 171 |
| U.S. Government securities | $722,352,000 | 164 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $722,352,000 | 161 |
| Securities issued by states & political subdivisions | $205,544,000 | 82 |
| Other domestic debt securities | $10,102,000 | 712 |
| 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 | $10,102,000 | 424 |
| 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 | $676,226,000 | 112 |
| Mortgage-backed securities | $685,379,000 | 145 |
| Certificates of participation in pools of residential mortgages | $608,110,000 | 100 |
| Issued or guaranteed by U.S. | $608,110,000 | 97 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $77,269,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $77,269,000 | 370 |
| 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) | $2,589,000 | 1,694 |
| Available-for-sale securities (fair market value) | $935,409,000 | 148 |
| Total debt securities | $937,996,000 | 171 |
| Structured notes | ||
| Amortized cost | $2,940,000 | 1,496 |
| Fair value | $2,974,000 | 1,490 |
| 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 | $920,897,000 | 177 |
| U.S. Government securities | $708,830,000 | 166 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $708,830,000 | 160 |
| Securities issued by states & political subdivisions | $202,445,000 | 83 |
| Other domestic debt securities | $9,622,000 | 717 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $9,622,000 | 397 |
| 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 | $717,834,000 | 111 |
| Mortgage-backed securities | $659,142,000 | 145 |
| Certificates of participation in pools of residential mortgages | $622,958,000 | 100 |
| Issued or guaranteed by U.S. | $622,958,000 | 98 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $36,184,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $36,184,000 | 625 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,727,000 | 1,707 |
| Available-for-sale securities (fair market value) | $918,170,000 | 150 |
| Total debt securities | $920,897,000 | 176 |
| Structured notes | ||
| Amortized cost | $17,938,000 | 390 |
| Fair value | $17,929,000 | 386 |
| 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 | $979,622,000 | 170 |
| U.S. Government securities | $761,496,000 | 158 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $761,496,000 | 153 |
| Securities issued by states & political subdivisions | $208,164,000 | 76 |
| Other domestic debt securities | $9,962,000 | 728 |
| Privately issued residential mortgage-backed securities | $418,000 | 1,055 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $9,544,000 | 398 |
| 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 | $806,732,000 | 103 |
| Mortgage-backed securities | $684,651,000 | 136 |
| Certificates of participation in pools of residential mortgages | $646,943,000 | 97 |
| Issued or guaranteed by U.S. | $646,943,000 | 93 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $37,708,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $37,290,000 | 604 |
| Privately issued | $418,000 | 1,003 |
| 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) | $3,265,000 | 1,631 |
| Available-for-sale securities (fair market value) | $976,357,000 | 146 |
| Total debt securities | $979,624,000 | 167 |
| Structured notes | ||
| Amortized cost | $32,932,000 | 192 |
| Fair value | $32,801,000 | 188 |
| 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 | $1,014,473,000 | 157 |
| U.S. Government securities | $788,225,000 | 154 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $788,225,000 | 147 |
| Securities issued by states & political subdivisions | $215,801,000 | 75 |
| Other domestic debt securities | $10,447,000 | 733 |
| Privately issued residential mortgage-backed securities | $488,000 | 1,076 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $9,959,000 | 376 |
| 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 | $788,762,000 | 103 |
| Mortgage-backed securities | $700,446,000 | 134 |
| Certificates of participation in pools of residential mortgages | $661,372,000 | 93 |
| Issued or guaranteed by U.S. | $661,372,000 | 89 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $39,074,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $38,586,000 | 559 |
| Privately issued | $488,000 | 1,020 |
| 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) | $4,320,000 | 1,498 |
| Available-for-sale securities (fair market value) | $1,010,153,000 | 133 |
| Total debt securities | $1,014,473,000 | 156 |
| Structured notes | ||
| Amortized cost | $32,930,000 | 166 |
| Fair value | $32,904,000 | 166 |
| 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 | $964,669,000 | 157 |
| U.S. Government securities | $734,223,000 | 150 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $734,223,000 | 144 |
| Securities issued by states & political subdivisions | $219,407,000 | 72 |
| Other domestic debt securities | $11,039,000 | 718 |
| Privately issued residential mortgage-backed securities | $580,000 | 1,121 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $10,459,000 | 347 |
| 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 | $819,179,000 | 98 |
| Mortgage-backed securities | $674,674,000 | 136 |
| Certificates of participation in pools of residential mortgages | $633,724,000 | 91 |
| Issued or guaranteed by U.S. | $633,724,000 | 88 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $40,950,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $40,370,000 | 532 |
| Privately issued | $580,000 | 1,067 |
| 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) | $4,325,000 | 1,534 |
| Available-for-sale securities (fair market value) | $960,344,000 | 135 |
| Total debt securities | $964,668,000 | 155 |
| Structured notes | ||
| Amortized cost | $20,223,000 | 276 |
| Fair value | $20,285,000 | 281 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $903,994,000 | 167 |
| U.S. Government securities | $677,278,000 | 164 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $677,278,000 | 157 |
| Securities issued by states & political subdivisions | $216,044,000 | 71 |
| Other domestic debt securities | $10,672,000 | 748 |
| Privately issued residential mortgage-backed securities | $623,000 | 1,148 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $10,049,000 | 347 |
| 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 | $812,410,000 | 103 |
| Mortgage-backed securities | $561,497,000 | 150 |
| Certificates of participation in pools of residential mortgages | $543,896,000 | 96 |
| Issued or guaranteed by U.S. | $543,896,000 | 94 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $17,601,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $16,978,000 | 889 |
| Privately issued | $623,000 | 1,098 |
| 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) | $4,500,000 | 1,565 |
| Available-for-sale securities (fair market value) | $899,494,000 | 142 |
| Total debt securities | $903,994,000 | 166 |
| Structured notes | ||
| Amortized cost | $10,237,000 | 643 |
| Fair value | $10,325,000 | 644 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $985,206,000 | 154 |
| U.S. Government securities | $759,875,000 | 152 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $759,875,000 | 146 |
| Securities issued by states & political subdivisions | $215,126,000 | 72 |
| Other domestic debt securities | $10,205,000 | 794 |
| Privately issued residential mortgage-backed securities | $672,000 | 1,174 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $9,533,000 | 371 |
| 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 | $910,935,000 | 92 |
| Mortgage-backed securities | $629,858,000 | 145 |
| Certificates of participation in pools of residential mortgages | $622,927,000 | 91 |
| Issued or guaranteed by U.S. | $622,927,000 | 87 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,931,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $6,259,000 | 1,461 |
| Privately issued | $672,000 | 1,122 |
| 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) | $4,760,000 | 1,555 |
| Available-for-sale securities (fair market value) | $980,446,000 | 137 |
| Total debt securities | $985,202,000 | 153 |
| Structured notes | ||
| Amortized cost | $254,000 | 2,908 |
| Fair value | $261,000 | 2,907 |
| Trading account assets | $11,874,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $11,874,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $11,874,000 | 48 |
| 2009-12-31 | Rank | |
| Total securities | $933,376,000 | 162 |
| U.S. Government securities | $709,325,000 | 156 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $709,325,000 | 152 |
| Securities issued by states & political subdivisions | $213,837,000 | 70 |
| Other domestic debt securities | $10,214,000 | 819 |
| Privately issued residential mortgage-backed securities | $726,000 | 1,187 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $9,488,000 | 371 |
| 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 | $893,611,000 | 94 |
| Mortgage-backed securities | $516,591,000 | 166 |
| Certificates of participation in pools of residential mortgages | $507,371,000 | 105 |
| Issued or guaranteed by U.S. | $507,371,000 | 104 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,220,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $8,494,000 | 1,234 |
| Privately issued | $726,000 | 1,137 |
| 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) | $6,542,000 | 1,348 |
| Available-for-sale securities (fair market value) | $926,834,000 | 145 |
| Total debt securities | $933,377,000 | 158 |
| Structured notes | ||
| Amortized cost | $267,000 | 2,661 |
| Fair value | $275,000 | 2,660 |
| Trading account assets | $10,054,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $10,054,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $10,054,000 | 50 |
| 2009-09-30 | Rank | |
| Total securities | $929,266,000 | 162 |
| U.S. Government securities | $730,335,000 | 154 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $730,335,000 | 150 |
| Securities issued by states & political subdivisions | $188,435,000 | 83 |
| Other domestic debt securities | $10,496,000 | 867 |
| Privately issued residential mortgage-backed securities | $788,000 | 1,230 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $9,708,000 | 386 |
| 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 | $850,708,000 | 96 |
| Mortgage-backed securities | $503,902,000 | 173 |
| Certificates of participation in pools of residential mortgages | $492,350,000 | 111 |
| Issued or guaranteed by U.S. | $492,350,000 | 107 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,552,000 | 1,270 |
| CMOs issued by government agencies or sponsored agencies | $10,764,000 | 1,067 |
| Privately issued | $788,000 | 1,177 |
| 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) | $6,551,000 | 1,410 |
| Available-for-sale securities (fair market value) | $922,715,000 | 141 |
| Total debt securities | $929,265,000 | 161 |
| Structured notes | ||
| Amortized cost | $279,000 | 2,295 |
| Fair value | $288,000 | 2,289 |
| Trading account assets | $13,376,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $13,376,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $13,376,000 | 51 |
| 2009-06-30 | Rank | |
| Total securities | $922,942,000 | 166 |
| U.S. Government securities | $737,602,000 | 148 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $737,602,000 | 143 |
| Securities issued by states & political subdivisions | $175,501,000 | 87 |
| Other domestic debt securities | $9,839,000 | 923 |
| Privately issued residential mortgage-backed securities | $845,000 | 1,246 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $8,994,000 | 434 |
| 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 | $816,076,000 | 101 |
| Mortgage-backed securities | $522,467,000 | 169 |
| Certificates of participation in pools of residential mortgages | $508,670,000 | 111 |
| Issued or guaranteed by U.S. | $508,670,000 | 108 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,797,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $12,952,000 | 933 |
| Privately issued | $845,000 | 1,189 |
| 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) | $8,697,000 | 1,246 |
| Available-for-sale securities (fair market value) | $914,245,000 | 146 |
| Total debt securities | $922,942,000 | 164 |
| Structured notes | ||
| Amortized cost | $288,000 | 1,810 |
| Fair value | $299,000 | 1,791 |
| Trading account assets | $10,612,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $10,612,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $10,612,000 | 51 |
| 2009-03-31 | Rank | |
| Total securities | $868,472,000 | 172 |
| U.S. Government securities | $709,521,000 | 156 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $709,521,000 | 148 |
| Securities issued by states & political subdivisions | $153,174,000 | 91 |
| Other domestic debt securities | $5,777,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $891,000 | 1,262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,886,000 | 671 |
| 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 | $744,233,000 | 109 |
| Mortgage-backed securities | $503,619,000 | 188 |
| Certificates of participation in pools of residential mortgages | $487,969,000 | 121 |
| Issued or guaranteed by U.S. | $487,969,000 | 117 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,650,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $14,759,000 | 852 |
| Privately issued | $891,000 | 1,202 |
| 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) | $10,540,000 | 1,117 |
| Available-for-sale securities (fair market value) | $857,932,000 | 151 |
| Total debt securities | $868,472,000 | 170 |
| Structured notes | ||
| Amortized cost | $316,000 | 1,505 |
| Fair value | $331,000 | 1,491 |
| 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 | $849,780,000 | 170 |
| U.S. Government securities | $703,857,000 | 156 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $703,857,000 | 152 |
| Securities issued by states & political subdivisions | $143,378,000 | 99 |
| Other domestic debt securities | $2,545,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $921,000 | 1,196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,624,000 | 1,244 |
| 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 | $650,405,000 | 121 |
| Mortgage-backed securities | $637,028,000 | 145 |
| Certificates of participation in pools of residential mortgages | $613,684,000 | 100 |
| Issued or guaranteed by U.S. | $613,684,000 | 98 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,344,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $22,423,000 | 616 |
| Privately issued | $921,000 | 1,141 |
| 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) | $10,551,000 | 1,125 |
| Available-for-sale securities (fair market value) | $839,229,000 | 147 |
| Total debt securities | $849,780,000 | 164 |
| Structured notes | ||
| Amortized cost | $329,000 | 1,534 |
| Fair value | $345,000 | 1,519 |
| 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 | $628,933,000 | 213 |
| U.S. Government securities | $495,986,000 | 187 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $495,986,000 | 186 |
| Securities issued by states & political subdivisions | $130,175,000 | 107 |
| Other domestic debt securities | $2,772,000 | 1,570 |
| Privately issued residential mortgage-backed securities | $936,000 | 1,169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,836,000 | 1,154 |
| 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 | $584,856,000 | 124 |
| Mortgage-backed securities | $439,758,000 | 192 |
| Certificates of participation in pools of residential mortgages | $415,621,000 | 122 |
| Issued or guaranteed by U.S. | $415,621,000 | 118 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $24,137,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $23,201,000 | 552 |
| Privately issued | $936,000 | 1,117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,898,000 | 1,097 |
| Available-for-sale securities (fair market value) | $618,035,000 | 182 |
| Total debt securities | $628,936,000 | 208 |
| Structured notes | ||
| Amortized cost | $337,000 | 1,526 |
| Fair value | $350,000 | 1,518 |
| 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 | $521,214,000 | 257 |
| U.S. Government securities | $385,145,000 | 236 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $385,145,000 | 232 |
| Securities issued by states & political subdivisions | $133,197,000 | 112 |
| Other domestic debt securities | $2,872,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $999,000 | 1,128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,873,000 | 1,240 |
| 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 | $424,263,000 | 155 |
| Mortgage-backed securities | $335,650,000 | 242 |
| Certificates of participation in pools of residential mortgages | $310,444,000 | 158 |
| Issued or guaranteed by U.S. | $310,444,000 | 151 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $25,206,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $24,207,000 | 521 |
| Privately issued | $999,000 | 1,068 |
| 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) | $11,242,000 | 1,062 |
| Available-for-sale securities (fair market value) | $509,972,000 | 221 |
| Total debt securities | $521,215,000 | 253 |
| Structured notes | ||
| Amortized cost | $345,000 | 1,567 |
| Fair value | $353,000 | 1,562 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $505,977,000 | 265 |
| U.S. Government securities | $368,196,000 | 249 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $368,196,000 | 240 |
| Securities issued by states & political subdivisions | $133,741,000 | 115 |
| Other domestic debt securities | $3,440,000 | 1,419 |
| Privately issued residential mortgage-backed securities | $1,063,000 | 1,088 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,377,000 | 1,047 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $600,000 | 1,202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $261,036,000 | 246 |
| Mortgage-backed securities | $333,719,000 | 240 |
| Certificates of participation in pools of residential mortgages | $307,278,000 | 164 |
| Issued or guaranteed by U.S. | $307,278,000 | 154 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $26,441,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $25,378,000 | 499 |
| Privately issued | $1,063,000 | 1,030 |
| 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) | $11,263,000 | 1,070 |
| Available-for-sale securities (fair market value) | $494,714,000 | 229 |
| Total debt securities | $505,379,000 | 260 |
| Structured notes | ||
| Amortized cost | $356,000 | 1,710 |
| Fair value | $356,000 | 1,711 |
| 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 | $381,289,000 | 345 |
| U.S. Government securities | $291,810,000 | 308 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $291,810,000 | 299 |
| Securities issued by states & political subdivisions | $88,028,000 | 173 |
| Other domestic debt securities | $1,451,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,451,000 | 1,240 |
| 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 | $310,294,000 | 215 |
| Mortgage-backed securities | $244,003,000 | 282 |
| Certificates of participation in pools of residential mortgages | $218,903,000 | 195 |
| Issued or guaranteed by U.S. | $218,903,000 | 187 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $25,100,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $25,100,000 | 481 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,033,000 | 609 |
| Available-for-sale securities (fair market value) | $354,256,000 | 318 |
| Total debt securities | $381,289,000 | 336 |
| 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 | $352,221,000 | 374 |
| U.S. Government securities | $282,657,000 | 322 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $282,657,000 | 314 |
| Securities issued by states & political subdivisions | $68,124,000 | 231 |
| Other domestic debt securities | $1,440,000 | 1,779 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,440,000 | 1,228 |
| 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 | $176,081,000 | 331 |
| Mortgage-backed securities | $212,976,000 | 301 |
| Certificates of participation in pools of residential mortgages | $187,259,000 | 211 |
| Issued or guaranteed by U.S. | $187,259,000 | 206 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $25,717,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $25,717,000 | 456 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,050,000 | 633 |
| Available-for-sale securities (fair market value) | $325,171,000 | 335 |
| Total debt securities | $352,221,000 | 362 |
| 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 | $339,781,000 | 383 |
| U.S. Government securities | $282,511,000 | 332 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $282,511,000 | 325 |
| Securities issued by states & political subdivisions | $55,434,000 | 299 |
| Other domestic debt securities | $1,836,000 | 1,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,836,000 | 1,064 |
| 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 | $306,514,000 | 219 |
| Mortgage-backed securities | $208,485,000 | 309 |
| Certificates of participation in pools of residential mortgages | $182,276,000 | 221 |
| Issued or guaranteed by U.S. | $182,276,000 | 213 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $26,209,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $26,209,000 | 455 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,068,000 | 638 |
| Available-for-sale securities (fair market value) | $312,713,000 | 346 |
| Total debt securities | $339,781,000 | 371 |
| 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 | $340,256,000 | 390 |
| U.S. Government securities | $263,973,000 | 356 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $263,973,000 | 349 |
| Securities issued by states & political subdivisions | $74,446,000 | 203 |
| Other domestic debt securities | $1,837,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,837,000 | 1,083 |
| 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 | $295,092,000 | 229 |
| Mortgage-backed securities | $209,512,000 | 306 |
| Certificates of participation in pools of residential mortgages | $182,392,000 | 229 |
| Issued or guaranteed by U.S. | $182,392,000 | 220 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $27,120,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $27,120,000 | 446 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,086,000 | 650 |
| Available-for-sale securities (fair market value) | $313,170,000 | 347 |
| Total debt securities | $340,256,000 | 377 |
| 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 | $391,334,000 | 347 |
| U.S. Government securities | $318,040,000 | 308 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $318,040,000 | 299 |
| Securities issued by states & political subdivisions | $71,469,000 | 213 |
| Other domestic debt securities | $1,825,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,825,000 | 1,102 |
| 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 | $320,303,000 | 221 |
| Mortgage-backed securities | $217,825,000 | 304 |
| Certificates of participation in pools of residential mortgages | $190,081,000 | 225 |
| Issued or guaranteed by U.S. | $190,081,000 | 215 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $27,744,000 | 578 |
| CMOs issued by government agencies or sponsored agencies | $27,744,000 | 448 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,257,000 | 661 |
| Available-for-sale securities (fair market value) | $364,077,000 | 310 |
| Total debt securities | $391,334,000 | 337 |
| 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 | $330,759,000 | 404 |
| U.S. Government securities | $268,303,000 | 368 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $268,303,000 | 360 |
| Securities issued by states & political subdivisions | $60,238,000 | 256 |
| Other domestic debt securities | $2,218,000 | 1,451 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,218,000 | 991 |
| 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 | $194,491,000 | 316 |
| Mortgage-backed securities | $218,990,000 | 303 |
| Certificates of participation in pools of residential mortgages | $190,498,000 | 227 |
| Issued or guaranteed by U.S. | $190,498,000 | 219 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $28,492,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $28,492,000 | 442 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,276,000 | 685 |
| Available-for-sale securities (fair market value) | $303,483,000 | 373 |
| Total debt securities | $330,759,000 | 391 |
| 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 | $305,642,000 | 444 |
| U.S. Government securities | $248,596,000 | 398 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $248,596,000 | 387 |
| Securities issued by states & political subdivisions | $54,859,000 | 291 |
| Other domestic debt securities | $2,187,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,187,000 | 1,019 |
| 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 | $295,426,000 | 230 |
| Mortgage-backed securities | $199,957,000 | 334 |
| Certificates of participation in pools of residential mortgages | $171,083,000 | 261 |
| Issued or guaranteed by U.S. | $171,083,000 | 254 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $28,874,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $28,874,000 | 433 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,294,000 | 688 |
| Available-for-sale securities (fair market value) | $278,348,000 | 403 |
| Total debt securities | $305,644,000 | 433 |
| 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 | $315,474,000 | 443 |
| U.S. Government securities | $260,207,000 | 391 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $260,207,000 | 377 |
| Securities issued by states & political subdivisions | $52,639,000 | 308 |
| Other domestic debt securities | $2,628,000 | 1,404 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,628,000 | 961 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,644,000 | 277 |
| Mortgage-backed securities | $212,076,000 | 327 |
| Certificates of participation in pools of residential mortgages | $181,869,000 | 256 |
| Issued or guaranteed by U.S. | $181,869,000 | 247 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $30,207,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $30,207,000 | 430 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,313,000 | 704 |
| Available-for-sale securities (fair market value) | $288,161,000 | 396 |
| Total debt securities | $315,473,000 | 430 |
| 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 | $279,080,000 | 491 |
| U.S. Government securities | $276,874,000 | 381 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $276,874,000 | 364 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,206,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,206,000 | 1,123 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,803,000 | 314 |
| Mortgage-backed securities | $186,886,000 | 363 |
| Certificates of participation in pools of residential mortgages | $169,600,000 | 276 |
| Issued or guaranteed by U.S. | $169,600,000 | 270 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $17,286,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $17,286,000 | 600 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,331,000 | 724 |
| Available-for-sale securities (fair market value) | $251,749,000 | 454 |
| Total debt securities | $279,080,000 | 479 |
| 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 | $246,914,000 | 544 |
| U.S. Government securities | $205,122,000 | 504 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $205,122,000 | 479 |
| Securities issued by states & political subdivisions | $39,566,000 | 437 |
| Other domestic debt securities | $2,226,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,226,000 | 1,152 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,112,000 | 320 |
| Mortgage-backed securities | $161,608,000 | 411 |
| Certificates of participation in pools of residential mortgages | $145,219,000 | 313 |
| Issued or guaranteed by U.S. | $145,219,000 | 309 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,389,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $16,389,000 | 632 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,350,000 | 738 |
| Available-for-sale securities (fair market value) | $219,564,000 | 502 |
| Total debt securities | $246,914,000 | 530 |
| 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 | $227,938,000 | 579 |
| U.S. Government securities | $194,903,000 | 530 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $194,903,000 | 504 |
| Securities issued by states & political subdivisions | $30,795,000 | 575 |
| Other domestic debt securities | $2,240,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,240,000 | 1,193 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,377,000 | 364 |
| Mortgage-backed securities | $151,210,000 | 443 |
| Certificates of participation in pools of residential mortgages | $137,920,000 | 335 |
| Issued or guaranteed by U.S. | $137,920,000 | 328 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $13,290,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $13,290,000 | 770 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,368,000 | 746 |
| Available-for-sale securities (fair market value) | $200,570,000 | 534 |
| Total debt securities | $227,948,000 | 565 |
| 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 | $202,223,000 | 654 |
| U.S. Government securities | $183,562,000 | 554 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $183,562,000 | 530 |
| Securities issued by states & political subdivisions | $16,441,000 | 1,172 |
| Other domestic debt securities | $2,220,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,220,000 | 1,269 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,199,000 | 510 |
| Mortgage-backed securities | $140,326,000 | 470 |
| Certificates of participation in pools of residential mortgages | $127,010,000 | 372 |
| Issued or guaranteed by U.S. | $127,010,000 | 367 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,316,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $13,316,000 | 779 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,576,000 | 766 |
| Available-for-sale securities (fair market value) | $174,647,000 | 621 |
| Total debt securities | $202,221,000 | 632 |
| 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 | $208,170,000 | 644 |
| U.S. Government securities | $183,547,000 | 573 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $183,547,000 | 548 |
| Securities issued by states & political subdivisions | $22,353,000 | 849 |
| Other domestic debt securities | $2,270,000 | 1,698 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,270,000 | 1,316 |
| 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 | $135,820,000 | 393 |
| Mortgage-backed securities | $138,527,000 | 483 |
| Certificates of participation in pools of residential mortgages | $124,475,000 | 386 |
| Issued or guaranteed by U.S. | $124,475,000 | 383 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $14,052,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $14,052,000 | 760 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,596,000 | 759 |
| Available-for-sale securities (fair market value) | $180,574,000 | 617 |
| Total debt securities | $208,170,000 | 626 |
| 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 | $191,323,000 | 693 |
| U.S. Government securities | $171,274,000 | 602 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $171,274,000 | 575 |
| Securities issued by states & political subdivisions | $17,756,000 | 1,084 |
| Other domestic debt securities | $2,293,000 | 1,694 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,293,000 | 1,350 |
| 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 | $113,895,000 | 460 |
| Mortgage-backed securities | $129,096,000 | 519 |
| Certificates of participation in pools of residential mortgages | $124,351,000 | 382 |
| Issued or guaranteed by U.S. | $124,351,000 | 381 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,745,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $4,745,000 | 1,399 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,616,000 | 754 |
| Available-for-sale securities (fair market value) | $163,707,000 | 671 |
| Total debt securities | $191,323,000 | 676 |
| 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 | $165,528,000 | 793 |
| U.S. Government securities | $151,344,000 | 675 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $151,344,000 | 647 |
| Securities issued by states & political subdivisions | $11,944,000 | 1,639 |
| Other domestic debt securities | $2,240,000 | 1,782 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,240,000 | 1,439 |
| 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 | $104,635,000 | 483 |
| Mortgage-backed securities | $115,086,000 | 555 |
| Certificates of participation in pools of residential mortgages | $115,086,000 | 405 |
| Issued or guaranteed by U.S. | $115,086,000 | 404 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,635,000 | 760 |
| Available-for-sale securities (fair market value) | $137,893,000 | 796 |
| Total debt securities | $165,528,000 | 772 |
| 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 | $162,038,000 | 820 |
| U.S. Government securities | $149,989,000 | 682 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $149,989,000 | 660 |
| Securities issued by states & political subdivisions | $11,093,000 | 1,775 |
| Other domestic debt securities | $956,000 | 2,605 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $956,000 | 2,227 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,747,000 | 543 |
| Mortgage-backed securities | $122,708,000 | 548 |
| Certificates of participation in pools of residential mortgages | $122,708,000 | 392 |
| Issued or guaranteed by U.S. | $122,708,000 | 389 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,655,000 | 753 |
| Available-for-sale securities (fair market value) | $134,383,000 | 810 |
| Total debt securities | $162,038,000 | 798 |
| 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 | $139,944,000 | 960 |
| U.S. Government securities | $130,250,000 | 791 |
| U.S. Treasury securities | $6,352,000 | 561 |
| U.S. Government agency obligations | $123,898,000 | 788 |
| Securities issued by states & political subdivisions | $9,694,000 | 1,999 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $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 | $81,972,000 | 569 |
| Mortgage-backed securities | $102,978,000 | 640 |
| Certificates of participation in pools of residential mortgages | $102,978,000 | 472 |
| Issued or guaranteed by U.S. | $102,978,000 | 467 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $139,944,000 | 825 |
| Total debt securities | $139,946,000 | 928 |
| 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 | $115,421,000 | 1,156 |
| U.S. Government securities | $107,761,000 | 923 |
| U.S. Treasury securities | $6,376,000 | 546 |
| U.S. Government agency obligations | $101,385,000 | 924 |
| Securities issued by states & political subdivisions | $7,660,000 | 2,389 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $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 | $69,318,000 | 656 |
| Mortgage-backed securities | $83,503,000 | 738 |
| Certificates of participation in pools of residential mortgages | $83,503,000 | 543 |
| Issued or guaranteed by U.S. | $83,503,000 | 537 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $115,421,000 | 988 |
| Total debt securities | $115,422,000 | 1,114 |
| 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 | $99,968,000 | 1,298 |
| U.S. Government securities | $93,906,000 | 1,003 |
| U.S. Treasury securities | $6,692,000 | 538 |
| U.S. Government agency obligations | $87,214,000 | 1,039 |
| Securities issued by states & political subdivisions | $6,062,000 | 2,733 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,250,000 | 702 |
| Mortgage-backed securities | $76,597,000 | 777 |
| Certificates of participation in pools of residential mortgages | $76,597,000 | 556 |
| Issued or guaranteed by U.S. | $76,597,000 | 551 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $99,968,000 | 1,109 |
| Total debt securities | $99,968,000 | 1,245 |
| 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 | $92,478,000 | 1,371 |
| U.S. Government securities | $88,046,000 | 1,067 |
| U.S. Treasury securities | $6,423,000 | 564 |
| U.S. Government agency obligations | $81,623,000 | 1,093 |
| Securities issued by states & political subdivisions | $4,432,000 | 3,161 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,739,000 | 819 |
| Mortgage-backed securities | $68,090,000 | 827 |
| Certificates of participation in pools of residential mortgages | $68,090,000 | 588 |
| Issued or guaranteed by U.S. | $68,090,000 | 586 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $92,478,000 | 1,165 |
| Total debt securities | $92,479,000 | 1,326 |
| 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 | $73,980,000 | 1,666 |
| U.S. Government securities | $70,399,000 | 1,278 |
| U.S. Treasury securities | $6,487,000 | 581 |
| U.S. Government agency obligations | $63,912,000 | 1,331 |
| Securities issued by states & political subdivisions | $3,581,000 | 3,496 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,264,000 | 1,094 |
| Mortgage-backed securities | $55,374,000 | 935 |
| Certificates of participation in pools of residential mortgages | $49,646,000 | 721 |
| Issued or guaranteed by U.S. | $49,646,000 | 714 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,728,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $5,728,000 | 1,624 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $73,980,000 | 1,407 |
| Total debt securities | $73,980,000 | 1,610 |
| 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 | $19,886,000 | 4,545 |
| U.S. Government securities | $19,886,000 | 3,537 |
| U.S. Treasury securities | $498,000 | 2,625 |
| U.S. Government agency obligations | $19,388,000 | 3,427 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $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 | $19,563,000 | 1,763 |
| Mortgage-backed securities | $16,822,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $12,858,000 | 1,790 |
| Issued or guaranteed by U.S. | $12,858,000 | 1,779 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,964,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $3,964,000 | 1,972 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $19,886,000 | 3,849 |
| Total debt securities | $19,886,000 | 4,457 |
| 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 | $7,646,000 | 7,465 |
| U.S. Government securities | $7,116,000 | 6,852 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,116,000 | 6,484 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $530,000 | 3,713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,000 | 7,131 |
| Mortgage-backed securities | $2,145,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $2,145,000 | 3,866 |
| Issued or guaranteed by U.S. | $2,145,000 | 3,846 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,646,000 | 6,368 |
| Total debt securities | $7,116,000 | 7,516 |
| 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 | NA | NA |