Home > Burke & Herbert Bank & Trust Company > Securities
Burke & Herbert Bank & Trust Company, Securities
| 2024-03-31 | Rank | |
| Total securities | $1,275,520,000 | 212 |
| U.S. Government securities | $326,491,000 | 425 |
| U.S. Treasury securities | $177,531,000 | 154 |
| U.S. Government agency obligations | $148,960,000 | 725 |
| Securities issued by states & political subdivisions | $458,594,000 | 75 |
| Other domestic debt securities | $490,435,000 | 90 |
| Privately issued residential mortgage-backed securities | $296,006,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $82,858,000 | 67 |
| Structured financial products - Total | $23,626,000 | 175 |
| Other domestic debt securities - All other | $12,719,000 | 539 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $740,235,000 | 190 |
| Mortgage-backed securities | $520,167,000 | 238 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,994,000 | 924 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $33,895,000 | 525 |
| Privately issued | $296,006,000 | 26 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $499,000 | 1,400 |
| Other commercial mortgage-backed securities | $146,773,000 | 108 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $1,275,520,000 | 166 |
| Total debt securities | $1,275,520,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $1,248,439,000 | 219 |
| U.S. Government securities | $327,816,000 | 431 |
| U.S. Treasury securities | $179,071,000 | 156 |
| U.S. Government agency obligations | $148,745,000 | 724 |
| Securities issued by states & political subdivisions | $463,203,000 | 79 |
| Other domestic debt securities | $457,420,000 | 98 |
| Privately issued residential mortgage-backed securities | $266,031,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $77,936,000 | 70 |
| Structured financial products - Total | $23,437,000 | 174 |
| Other domestic debt securities - All other | $8,014,000 | 738 |
| 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 | $742,546,000 | 187 |
| Mortgage-backed securities | $496,644,000 | 242 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,239,000 | 933 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,245,000 | 508 |
| Privately issued | $266,031,000 | 28 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $505,000 | 1,374 |
| Other commercial mortgage-backed securities | $153,624,000 | 105 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,248,439,000 | 172 |
| Total debt securities | $1,248,439,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,224,395,000 | 220 |
| U.S. Government securities | $320,622,000 | 446 |
| U.S. Treasury securities | $172,982,000 | 172 |
| U.S. Government agency obligations | $147,640,000 | 729 |
| Securities issued by states & political subdivisions | $429,478,000 | 84 |
| Other domestic debt securities | $474,295,000 | 94 |
| Privately issued residential mortgage-backed securities | $282,109,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $81,171,000 | 69 |
| Structured financial products - Total | $13,671,000 | 223 |
| Other domestic debt securities - All other | $7,935,000 | 737 |
| 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 | $713,537,000 | 186 |
| Mortgage-backed securities | $518,993,000 | 231 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,836,000 | 924 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,863,000 | 493 |
| Privately issued | $282,109,000 | 27 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $512,000 | 1,348 |
| Other commercial mortgage-backed securities | $159,673,000 | 102 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,224,395,000 | 176 |
| Total debt securities | $1,224,395,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,252,190,000 | 215 |
| U.S. Government securities | $323,882,000 | 444 |
| U.S. Treasury securities | $175,397,000 | 168 |
| U.S. Government agency obligations | $148,485,000 | 745 |
| Securities issued by states & political subdivisions | $455,862,000 | 79 |
| Other domestic debt securities | $472,446,000 | 94 |
| Privately issued residential mortgage-backed securities | $296,105,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $74,479,000 | 72 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $7,965,000 | 744 |
| 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 | $739,858,000 | 188 |
| Mortgage-backed securities | $538,292,000 | 225 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,990,000 | 964 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,372,000 | 497 |
| Privately issued | $296,105,000 | 27 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $518,000 | 1,339 |
| Other commercial mortgage-backed securities | $164,307,000 | 94 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,252,190,000 | 174 |
| Total debt securities | $1,252,190,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,362,785,000 | 213 |
| U.S. Government securities | $360,085,000 | 432 |
| U.S. Treasury securities | $178,419,000 | 176 |
| U.S. Government agency obligations | $181,666,000 | 624 |
| Securities issued by states & political subdivisions | $468,362,000 | 83 |
| Other domestic debt securities | $534,338,000 | 91 |
| Privately issued residential mortgage-backed securities | $321,150,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $92,599,000 | 65 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $8,528,000 | 750 |
| 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 | $718,965,000 | 184 |
| Mortgage-backed securities | $614,645,000 | 216 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,669,000 | 849 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $56,272,000 | 379 |
| Privately issued | $321,150,000 | 27 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,329,000 | 1,143 |
| Other commercial mortgage-backed securities | $183,225,000 | 95 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,362,785,000 | 176 |
| Total debt securities | $1,362,785,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,371,758,000 | 219 |
| U.S. Government securities | $287,987,000 | 529 |
| U.S. Treasury securities | $174,993,000 | 184 |
| U.S. Government agency obligations | $112,994,000 | 914 |
| Securities issued by states & political subdivisions | $453,907,000 | 93 |
| Other domestic debt securities | $629,864,000 | 82 |
| Privately issued residential mortgage-backed securities | $339,295,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $98,626,000 | 64 |
| Structured financial products - Total | $70,676,000 | 103 |
| Other domestic debt securities - All other | $8,643,000 | 758 |
| 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 | $552,529,000 | 189 |
| Mortgage-backed securities | $564,623,000 | 235 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,062,000 | 851 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $57,883,000 | 382 |
| Privately issued | $339,295,000 | 28 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,759,000 | 1,037 |
| Other commercial mortgage-backed securities | $112,624,000 | 122 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $1,371,758,000 | 183 |
| Total debt securities | $1,371,758,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,453,104,000 | 210 |
| U.S. Government securities | $360,505,000 | 432 |
| U.S. Treasury securities | $173,878,000 | 188 |
| U.S. Government agency obligations | $186,627,000 | 608 |
| Securities issued by states & political subdivisions | $510,825,000 | 81 |
| Other domestic debt securities | $581,774,000 | 81 |
| Privately issued residential mortgage-backed securities | $357,841,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $107,982,000 | 63 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $9,287,000 | 723 |
| 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 | $461,114,000 | 207 |
| Mortgage-backed securities | $650,707,000 | 221 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,550,000 | 855 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $59,732,000 | 376 |
| Privately issued | $357,841,000 | 26 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,462,000 | 957 |
| Other commercial mortgage-backed securities | $177,122,000 | 107 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $1,453,104,000 | 173 |
| Total debt securities | $1,453,104,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,515,974,000 | 208 |
| U.S. Government securities | $389,385,000 | 413 |
| U.S. Treasury securities | $182,116,000 | 175 |
| U.S. Government agency obligations | $207,269,000 | 581 |
| Securities issued by states & political subdivisions | $586,886,000 | 73 |
| Other domestic debt securities | $539,703,000 | 78 |
| Privately issued residential mortgage-backed securities | $324,475,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $100,994,000 | 66 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,379,000 | 1,088 |
| 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 | $389,273,000 | 233 |
| Mortgage-backed securities | $640,822,000 | 230 |
| Certificates of participation in pools of residential mortgages | $56,868,000 | 854 |
| Issued or guaranteed by U.S. | $56,868,000 | 841 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $387,871,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $63,396,000 | 369 |
| Privately issued | $324,475,000 | 28 |
| Commercial mortgage-backed securities | $196,083,000 | 164 |
| Commercial mortgage pass-through securities | $2,494,000 | 941 |
| Other commercial mortgage-backed securities | $193,589,000 | 118 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $1,515,974,000 | 174 |
| Total debt securities | $1,515,974,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,526,948,000 | 209 |
| U.S. Government securities | $408,138,000 | 391 |
| U.S. Treasury securities | $187,807,000 | 156 |
| U.S. Government agency obligations | $220,331,000 | 564 |
| Securities issued by states & political subdivisions | $612,503,000 | 74 |
| Other domestic debt securities | $506,307,000 | 81 |
| Privately issued residential mortgage-backed securities | $298,901,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $108,063,000 | 65 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,396,000 | 1,073 |
| 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 | $415,705,000 | 226 |
| Mortgage-backed securities | $613,114,000 | 236 |
| Certificates of participation in pools of residential mortgages | $59,666,000 | 858 |
| Issued or guaranteed by U.S. | $59,666,000 | 847 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $368,349,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $69,448,000 | 352 |
| Privately issued | $298,901,000 | 32 |
| Commercial mortgage-backed securities | $185,099,000 | 169 |
| Commercial mortgage pass-through securities | $2,648,000 | 928 |
| Other commercial mortgage-backed securities | $182,451,000 | 120 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,526,948,000 | 177 |
| Total debt securities | $1,526,948,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,605,681,000 | 202 |
| U.S. Government securities | $417,900,000 | 370 |
| U.S. Treasury securities | $169,382,000 | 121 |
| U.S. Government agency obligations | $248,518,000 | 508 |
| Securities issued by states & political subdivisions | $665,567,000 | 71 |
| Other domestic debt securities | $522,214,000 | 72 |
| Privately issued residential mortgage-backed securities | $244,308,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $195,525,000 | 48 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,966,000 | 1,343 |
| 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 | $518,621,000 | 177 |
| Mortgage-backed securities | $556,986,000 | 254 |
| Certificates of participation in pools of residential mortgages | $62,787,000 | 816 |
| Issued or guaranteed by U.S. | $62,787,000 | 804 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $319,129,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $74,821,000 | 330 |
| Privately issued | $244,308,000 | 34 |
| Commercial mortgage-backed securities | $175,070,000 | 174 |
| Commercial mortgage pass-through securities | $2,866,000 | 898 |
| Other commercial mortgage-backed securities | $172,204,000 | 126 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,605,681,000 | 176 |
| Total debt securities | $1,605,681,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,440,647,000 | 204 |
| U.S. Government securities | $340,360,000 | 423 |
| U.S. Treasury securities | $120,242,000 | 120 |
| U.S. Government agency obligations | $220,118,000 | 537 |
| Securities issued by states & political subdivisions | $611,777,000 | 70 |
| Other domestic debt securities | $488,510,000 | 73 |
| Privately issued residential mortgage-backed securities | $208,427,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $202,767,000 | 46 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,986,000 | 1,277 |
| 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 | $544,922,000 | 170 |
| Mortgage-backed securities | $487,360,000 | 273 |
| Certificates of participation in pools of residential mortgages | $27,182,000 | 1,409 |
| Issued or guaranteed by U.S. | $27,182,000 | 1,375 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $287,105,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $78,678,000 | 328 |
| Privately issued | $208,427,000 | 33 |
| Commercial mortgage-backed securities | $173,073,000 | 173 |
| Commercial mortgage pass-through securities | $2,922,000 | 887 |
| Other commercial mortgage-backed securities | $170,151,000 | 124 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,440,647,000 | 180 |
| Total debt securities | $1,440,647,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,375,265,000 | 201 |
| U.S. Government securities | $324,101,000 | 417 |
| U.S. Treasury securities | $121,178,000 | 110 |
| U.S. Government agency obligations | $202,923,000 | 544 |
| Securities issued by states & political subdivisions | $581,487,000 | 70 |
| Other domestic debt securities | $469,677,000 | 71 |
| Privately issued residential mortgage-backed securities | $198,414,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $208,196,000 | 42 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,995,000 | 1,209 |
| 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 | $573,882,000 | 166 |
| Mortgage-backed securities | $445,598,000 | 273 |
| Certificates of participation in pools of residential mortgages | $15,967,000 | 1,838 |
| Issued or guaranteed by U.S. | $15,967,000 | 1,792 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $272,853,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $74,439,000 | 330 |
| Privately issued | $198,414,000 | 26 |
| Commercial mortgage-backed securities | $156,778,000 | 173 |
| Commercial mortgage pass-through securities | $3,112,000 | 859 |
| Other commercial mortgage-backed securities | $153,666,000 | 120 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,375,265,000 | 179 |
| Total debt securities | $1,375,265,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,286,933,000 | 198 |
| U.S. Government securities | $292,039,000 | 415 |
| U.S. Treasury securities | $64,269,000 | 135 |
| U.S. Government agency obligations | $227,770,000 | 466 |
| Securities issued by states & political subdivisions | $539,870,000 | 70 |
| Other domestic debt securities | $455,024,000 | 67 |
| Privately issued residential mortgage-backed securities | $192,188,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $210,233,000 | 41 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $620,375,000 | 145 |
| Mortgage-backed securities | $430,527,000 | 261 |
| Certificates of participation in pools of residential mortgages | $16,497,000 | 1,730 |
| Issued or guaranteed by U.S. | $16,497,000 | 1,674 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $265,600,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $73,412,000 | 313 |
| Privately issued | $192,188,000 | 26 |
| Commercial mortgage-backed securities | $148,430,000 | 172 |
| Commercial mortgage pass-through securities | $3,194,000 | 833 |
| Other commercial mortgage-backed securities | $145,236,000 | 118 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,286,933,000 | 173 |
| Total debt securities | $1,286,933,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,159,701,000 | 206 |
| U.S. Government securities | $227,380,000 | 446 |
| U.S. Treasury securities | $10,560,000 | 401 |
| U.S. Government agency obligations | $216,820,000 | 448 |
| Securities issued by states & political subdivisions | $509,572,000 | 74 |
| Other domestic debt securities | $422,749,000 | 65 |
| Privately issued residential mortgage-backed securities | $190,585,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $189,397,000 | 46 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $641,619,000 | 142 |
| Mortgage-backed securities | $407,794,000 | 254 |
| Certificates of participation in pools of residential mortgages | $17,228,000 | 1,602 |
| Issued or guaranteed by U.S. | $17,228,000 | 1,563 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $249,144,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $58,559,000 | 347 |
| Privately issued | $190,585,000 | 25 |
| Commercial mortgage-backed securities | $141,422,000 | 172 |
| Commercial mortgage pass-through securities | $3,234,000 | 795 |
| Other commercial mortgage-backed securities | $138,188,000 | 123 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,159,701,000 | 182 |
| Total debt securities | $1,159,701,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,057,660,000 | 211 |
| U.S. Government securities | $242,332,000 | 408 |
| U.S. Treasury securities | $5,605,000 | 536 |
| U.S. Government agency obligations | $236,727,000 | 393 |
| Securities issued by states & political subdivisions | $435,176,000 | 79 |
| Other domestic debt securities | $380,152,000 | 70 |
| Privately issued residential mortgage-backed securities | $173,618,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $182,345,000 | 46 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $664,661,000 | 136 |
| Mortgage-backed securities | $376,802,000 | 254 |
| Certificates of participation in pools of residential mortgages | $18,610,000 | 1,489 |
| Issued or guaranteed by U.S. | $18,610,000 | 1,453 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $234,548,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $60,930,000 | 343 |
| Privately issued | $173,618,000 | 27 |
| Commercial mortgage-backed securities | $123,644,000 | 179 |
| Commercial mortgage pass-through securities | $3,431,000 | 754 |
| Other commercial mortgage-backed securities | $120,213,000 | 126 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,057,660,000 | 191 |
| Total debt securities | $1,057,660,000 | 206 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $889,812,000 | 224 |
| U.S. Government securities | $245,197,000 | 404 |
| U.S. Treasury securities | $5,619,000 | 563 |
| U.S. Government agency obligations | $239,578,000 | 391 |
| Securities issued by states & political subdivisions | $373,698,000 | 87 |
| Other domestic debt securities | $270,917,000 | 91 |
| Privately issued residential mortgage-backed securities | $109,410,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $143,205,000 | 48 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $684,419,000 | 132 |
| Mortgage-backed securities | $309,188,000 | 288 |
| Certificates of participation in pools of residential mortgages | $18,970,000 | 1,440 |
| Issued or guaranteed by U.S. | $18,970,000 | 1,401 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $172,421,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $63,011,000 | 332 |
| Privately issued | $109,410,000 | 29 |
| Commercial mortgage-backed securities | $117,797,000 | 188 |
| Commercial mortgage pass-through securities | $3,472,000 | 741 |
| Other commercial mortgage-backed securities | $114,325,000 | 135 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $889,812,000 | 204 |
| Total debt securities | $889,812,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $776,032,000 | 238 |
| U.S. Government securities | $249,661,000 | 399 |
| U.S. Treasury securities | $15,066,000 | 335 |
| U.S. Government agency obligations | $234,595,000 | 403 |
| Securities issued by states & political subdivisions | $314,789,000 | 94 |
| Other domestic debt securities | $211,582,000 | 100 |
| Privately issued residential mortgage-backed securities | $89,568,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $103,061,000 | 49 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $662,761,000 | 134 |
| Mortgage-backed securities | $270,779,000 | 321 |
| Certificates of participation in pools of residential mortgages | $19,673,000 | 1,395 |
| Issued or guaranteed by U.S. | $19,673,000 | 1,357 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $145,003,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $55,435,000 | 361 |
| Privately issued | $89,568,000 | 34 |
| Commercial mortgage-backed securities | $106,103,000 | 192 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $106,103,000 | 140 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $776,032,000 | 218 |
| Total debt securities | $776,032,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $693,750,000 | 256 |
| U.S. Government securities | $313,665,000 | 325 |
| U.S. Treasury securities | $25,012,000 | 243 |
| U.S. Government agency obligations | $288,653,000 | 337 |
| Securities issued by states & political subdivisions | $220,902,000 | 131 |
| Other domestic debt securities | $159,183,000 | 126 |
| Privately issued residential mortgage-backed securities | $51,166,000 | 62 |
| Commercial mortgage-backed securities - Total | $19,504,000 | 66 |
| Asset backed securities | $88,513,000 | 53 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,017,000 | 176 |
| Mortgage-backed securities | $279,145,000 | 303 |
| Certificates of participation in pools of residential mortgages | $21,193,000 | 1,295 |
| Issued or guaranteed by U.S. | $21,193,000 | 1,262 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $108,760,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $57,594,000 | 363 |
| Privately issued | $51,166,000 | 46 |
| Commercial mortgage-backed securities | $149,192,000 | 160 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $149,192,000 | 115 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $693,750,000 | 231 |
| Total debt securities | $693,750,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $725,457,000 | 244 |
| U.S. Government securities | $329,527,000 | 314 |
| U.S. Treasury securities | $24,977,000 | 241 |
| U.S. Government agency obligations | $304,550,000 | 320 |
| Securities issued by states & political subdivisions | $226,863,000 | 117 |
| Other domestic debt securities | $169,067,000 | 112 |
| Privately issued residential mortgage-backed securities | $57,427,000 | 55 |
| Commercial mortgage-backed securities - Total | $19,534,000 | 63 |
| Asset backed securities | $92,106,000 | 53 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $453,647,000 | 163 |
| Mortgage-backed securities | $290,701,000 | 292 |
| Certificates of participation in pools of residential mortgages | $22,968,000 | 1,169 |
| Issued or guaranteed by U.S. | $22,968,000 | 1,137 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $116,933,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $59,506,000 | 349 |
| Privately issued | $57,427,000 | 41 |
| Commercial mortgage-backed securities | $150,800,000 | 153 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $150,800,000 | 111 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $725,457,000 | 219 |
| Total debt securities | $725,457,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $777,072,000 | 234 |
| U.S. Government securities | $387,818,000 | 290 |
| U.S. Treasury securities | $24,938,000 | 247 |
| U.S. Government agency obligations | $362,880,000 | 291 |
| Securities issued by states & political subdivisions | $226,799,000 | 118 |
| Other domestic debt securities | $162,455,000 | 113 |
| Privately issued residential mortgage-backed securities | $64,442,000 | 43 |
| Commercial mortgage-backed securities - Total | $14,516,000 | 77 |
| Asset backed securities | $83,497,000 | 56 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,154,000 | 152 |
| Mortgage-backed securities | $345,471,000 | 258 |
| Certificates of participation in pools of residential mortgages | $24,876,000 | 1,092 |
| Issued or guaranteed by U.S. | $24,876,000 | 1,080 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $114,142,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $49,700,000 | 384 |
| Privately issued | $64,442,000 | 40 |
| Commercial mortgage-backed securities | $206,453,000 | 124 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $206,453,000 | 87 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $777,072,000 | 204 |
| Total debt securities | $777,072,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $824,567,000 | 225 |
| U.S. Government securities | $362,806,000 | 305 |
| U.S. Treasury securities | $24,802,000 | 254 |
| U.S. Government agency obligations | $338,004,000 | 301 |
| Securities issued by states & political subdivisions | $301,670,000 | 92 |
| Other domestic debt securities | $160,091,000 | 110 |
| Privately issued residential mortgage-backed securities | $74,312,000 | 39 |
| Commercial mortgage-backed securities - Total | $14,516,000 | 72 |
| Asset backed securities | $71,263,000 | 64 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $532,785,000 | 151 |
| Mortgage-backed securities | $329,642,000 | 262 |
| Certificates of participation in pools of residential mortgages | $27,222,000 | 1,047 |
| Issued or guaranteed by U.S. | $27,222,000 | 1,036 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $110,979,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $36,667,000 | 465 |
| Privately issued | $74,312,000 | 38 |
| Commercial mortgage-backed securities | $191,441,000 | 123 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $191,441,000 | 87 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $824,567,000 | 197 |
| Total debt securities | $824,569,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $847,776,000 | 213 |
| U.S. Government securities | $367,777,000 | 304 |
| U.S. Treasury securities | $24,704,000 | 248 |
| U.S. Government agency obligations | $343,073,000 | 301 |
| Securities issued by states & political subdivisions | $306,210,000 | 90 |
| Other domestic debt securities | $173,789,000 | 106 |
| Privately issued residential mortgage-backed securities | $95,466,000 | 38 |
| Commercial mortgage-backed securities - Total | $6,008,000 | 87 |
| Asset backed securities | $72,315,000 | 60 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| 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 | $532,046,000 | 149 |
| Mortgage-backed securities | $347,203,000 | 252 |
| Certificates of participation in pools of residential mortgages | $34,405,000 | 888 |
| Issued or guaranteed by U.S. | $34,405,000 | 881 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $132,965,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $37,499,000 | 457 |
| Privately issued | $95,466,000 | 34 |
| Commercial mortgage-backed securities | $179,833,000 | 123 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $179,833,000 | 88 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $847,776,000 | 187 |
| Total debt securities | $847,775,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $857,904,000 | 212 |
| U.S. Government securities | $396,255,000 | 288 |
| U.S. Treasury securities | $24,560,000 | 246 |
| U.S. Government agency obligations | $371,695,000 | 283 |
| Securities issued by states & political subdivisions | $301,720,000 | 91 |
| Other domestic debt securities | $159,929,000 | 107 |
| Privately issued residential mortgage-backed securities | $95,769,000 | 37 |
| Commercial mortgage-backed securities - Total | $5,013,000 | 88 |
| Asset backed securities | $59,147,000 | 64 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| 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 | $557,323,000 | 148 |
| Mortgage-backed securities | $355,118,000 | 249 |
| Certificates of participation in pools of residential mortgages | $44,821,000 | 732 |
| Issued or guaranteed by U.S. | $44,821,000 | 729 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $134,316,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $38,547,000 | 434 |
| Privately issued | $95,769,000 | 34 |
| Commercial mortgage-backed securities | $175,981,000 | 121 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $175,981,000 | 84 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $857,904,000 | 186 |
| Total debt securities | $857,904,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $885,995,000 | 211 |
| U.S. Government securities | $412,069,000 | 285 |
| U.S. Treasury securities | $24,613,000 | 241 |
| U.S. Government agency obligations | $387,456,000 | 276 |
| Securities issued by states & political subdivisions | $308,003,000 | 90 |
| Other domestic debt securities | $165,923,000 | 100 |
| Privately issued residential mortgage-backed securities | $111,321,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $54,602,000 | 66 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| 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 | $577,529,000 | 142 |
| Mortgage-backed securities | $379,928,000 | 245 |
| Certificates of participation in pools of residential mortgages | $55,879,000 | 644 |
| Issued or guaranteed by U.S. | $55,879,000 | 635 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $151,751,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $40,430,000 | 423 |
| Privately issued | $111,321,000 | 29 |
| Commercial mortgage-backed securities | $172,298,000 | 121 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $172,298,000 | 83 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $885,995,000 | 183 |
| Total debt securities | $885,995,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $918,354,000 | 202 |
| U.S. Government securities | $431,244,000 | 277 |
| U.S. Treasury securities | $24,669,000 | 250 |
| U.S. Government agency obligations | $406,575,000 | 275 |
| Securities issued by states & political subdivisions | $311,714,000 | 90 |
| Other domestic debt securities | $175,396,000 | 100 |
| Privately issued residential mortgage-backed securities | $125,258,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $50,138,000 | 67 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| 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 | $599,011,000 | 141 |
| Mortgage-backed securities | $411,751,000 | 231 |
| Certificates of participation in pools of residential mortgages | $70,854,000 | 547 |
| Issued or guaranteed by U.S. | $70,854,000 | 546 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $167,410,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $42,152,000 | 418 |
| Privately issued | $125,258,000 | 27 |
| Commercial mortgage-backed securities | $173,487,000 | 108 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $173,487,000 | 80 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $918,354,000 | 176 |
| Total debt securities | $918,354,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $952,762,000 | 191 |
| U.S. Government securities | $453,567,000 | 267 |
| U.S. Treasury securities | $24,863,000 | 225 |
| U.S. Government agency obligations | $428,704,000 | 258 |
| Securities issued by states & political subdivisions | $322,293,000 | 91 |
| Other domestic debt securities | $176,902,000 | 93 |
| Privately issued residential mortgage-backed securities | $141,095,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $35,807,000 | 74 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $631,190,000 | 135 |
| Mortgage-backed securities | $447,230,000 | 219 |
| Certificates of participation in pools of residential mortgages | $84,728,000 | 481 |
| Issued or guaranteed by U.S. | $84,728,000 | 480 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $184,835,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $43,740,000 | 416 |
| Privately issued | $141,095,000 | 25 |
| Commercial mortgage-backed securities | $177,667,000 | 109 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $177,667,000 | 75 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $952,762,000 | 165 |
| Total debt securities | $952,762,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $956,702,000 | 193 |
| U.S. Government securities | $469,691,000 | 254 |
| U.S. Treasury securities | $25,069,000 | 212 |
| U.S. Government agency obligations | $444,622,000 | 259 |
| Securities issued by states & political subdivisions | $317,425,000 | 92 |
| Other domestic debt securities | $169,586,000 | 94 |
| Privately issued residential mortgage-backed securities | $160,427,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $9,159,000 | 128 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $641,985,000 | 136 |
| Mortgage-backed securities | $470,701,000 | 216 |
| Certificates of participation in pools of residential mortgages | $97,980,000 | 424 |
| Issued or guaranteed by U.S. | $97,980,000 | 422 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $194,051,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $33,624,000 | 499 |
| Privately issued | $160,427,000 | 24 |
| Commercial mortgage-backed securities | $178,670,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $178,670,000 | 71 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $956,702,000 | 165 |
| Total debt securities | $956,702,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $992,726,000 | 189 |
| U.S. Government securities | $483,895,000 | 252 |
| U.S. Treasury securities | $25,103,000 | 215 |
| U.S. Government agency obligations | $458,792,000 | 254 |
| Securities issued by states & political subdivisions | $320,143,000 | 91 |
| Other domestic debt securities | $188,688,000 | 92 |
| Privately issued residential mortgage-backed securities | $183,763,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $4,925,000 | 155 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $640,662,000 | 134 |
| Mortgage-backed securities | $507,488,000 | 207 |
| Certificates of participation in pools of residential mortgages | $109,877,000 | 395 |
| Issued or guaranteed by U.S. | $109,877,000 | 394 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $218,903,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $35,140,000 | 496 |
| Privately issued | $183,763,000 | 25 |
| Commercial mortgage-backed securities | $178,708,000 | 99 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $178,708,000 | 71 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $992,726,000 | 164 |
| Total debt securities | $992,726,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $999,876,000 | 186 |
| U.S. Government securities | $478,884,000 | 253 |
| U.S. Treasury securities | $25,094,000 | 223 |
| U.S. Government agency obligations | $453,790,000 | 252 |
| Securities issued by states & political subdivisions | $315,840,000 | 94 |
| Other domestic debt securities | $205,152,000 | 89 |
| Privately issued residential mortgage-backed securities | $201,851,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,301,000 | 182 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| 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 | $621,930,000 | 139 |
| Mortgage-backed securities | $520,339,000 | 202 |
| Certificates of participation in pools of residential mortgages | $124,871,000 | 356 |
| Issued or guaranteed by U.S. | $124,871,000 | 355 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $218,236,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $16,385,000 | 809 |
| Privately issued | $201,851,000 | 24 |
| Commercial mortgage-backed securities | $177,232,000 | 94 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $177,232,000 | 70 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $999,876,000 | 159 |
| Total debt securities | $999,876,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,034,099,000 | 176 |
| U.S. Government securities | $490,211,000 | 244 |
| U.S. Treasury securities | $25,092,000 | 226 |
| U.S. Government agency obligations | $465,119,000 | 239 |
| Securities issued by states & political subdivisions | $314,235,000 | 88 |
| Other domestic debt securities | $229,653,000 | 85 |
| Privately issued residential mortgage-backed securities | $229,653,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $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 | $455,950,000 | 165 |
| Mortgage-backed securities | $558,802,000 | 189 |
| Certificates of participation in pools of residential mortgages | $134,559,000 | 321 |
| Issued or guaranteed by U.S. | $134,559,000 | 320 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $247,327,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $17,674,000 | 771 |
| Privately issued | $229,653,000 | 24 |
| Commercial mortgage-backed securities | $176,916,000 | 93 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $176,916,000 | 68 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,034,099,000 | 152 |
| Total debt securities | $1,034,099,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,068,268,000 | 168 |
| U.S. Government securities | $473,442,000 | 239 |
| U.S. Treasury securities | $25,590,000 | 200 |
| U.S. Government agency obligations | $447,852,000 | 240 |
| Securities issued by states & political subdivisions | $320,026,000 | 86 |
| Other domestic debt securities | $274,800,000 | 76 |
| Privately issued residential mortgage-backed securities | $260,021,000 | 26 |
| Commercial mortgage-backed securities - Total | $14,779,000 | 55 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $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 | $451,722,000 | 161 |
| Mortgage-backed securities | $583,226,000 | 181 |
| Certificates of participation in pools of residential mortgages | $145,922,000 | 302 |
| Issued or guaranteed by U.S. | $145,922,000 | 301 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $279,529,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $19,508,000 | 727 |
| Privately issued | $260,021,000 | 23 |
| Commercial mortgage-backed securities | $157,775,000 | 99 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $157,775,000 | 72 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,068,268,000 | 142 |
| Total debt securities | $1,068,268,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,068,543,000 | 171 |
| U.S. Government securities | $418,419,000 | 268 |
| U.S. Treasury securities | $25,763,000 | 203 |
| U.S. Government agency obligations | $392,656,000 | 275 |
| Securities issued by states & political subdivisions | $315,802,000 | 88 |
| Other domestic debt securities | $334,322,000 | 70 |
| Privately issued residential mortgage-backed securities | $282,266,000 | 22 |
| Commercial mortgage-backed securities - Total | $52,056,000 | 36 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $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 | $432,375,000 | 173 |
| Mortgage-backed securities | $586,156,000 | 181 |
| Certificates of participation in pools of residential mortgages | $155,490,000 | 291 |
| Issued or guaranteed by U.S. | $155,490,000 | 290 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $303,738,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $21,472,000 | 692 |
| Privately issued | $282,266,000 | 19 |
| Commercial mortgage-backed securities | $126,928,000 | 104 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $126,928,000 | 82 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,068,543,000 | 143 |
| Total debt securities | $1,068,543,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $990,207,000 | 178 |
| U.S. Government securities | $367,587,000 | 305 |
| U.S. Treasury securities | $25,567,000 | 211 |
| U.S. Government agency obligations | $342,020,000 | 312 |
| Securities issued by states & political subdivisions | $297,898,000 | 94 |
| Other domestic debt securities | $324,722,000 | 70 |
| Privately issued residential mortgage-backed securities | $319,343,000 | 22 |
| Commercial mortgage-backed securities - Total | $5,379,000 | 77 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $313,795,000 | 240 |
| Mortgage-backed securities | $525,838,000 | 194 |
| Certificates of participation in pools of residential mortgages | $162,713,000 | 282 |
| Issued or guaranteed by U.S. | $162,713,000 | 281 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $336,886,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $17,543,000 | 809 |
| Privately issued | $319,343,000 | 19 |
| Commercial mortgage-backed securities | $26,239,000 | 238 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $26,239,000 | 156 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $990,207,000 | 149 |
| Total debt securities | $990,207,000 | 177 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,006,850,000 | 176 |
| U.S. Government securities | $371,316,000 | 302 |
| U.S. Treasury securities | $24,982,000 | 235 |
| U.S. Government agency obligations | $346,334,000 | 309 |
| Securities issued by states & political subdivisions | $300,260,000 | 90 |
| Other domestic debt securities | $335,274,000 | 67 |
| Privately issued residential mortgage-backed securities | $335,274,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $313,923,000 | 233 |
| Mortgage-backed securities | $542,089,000 | 184 |
| Certificates of participation in pools of residential mortgages | $166,505,000 | 272 |
| Issued or guaranteed by U.S. | $166,505,000 | 271 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $355,570,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $20,296,000 | 729 |
| Privately issued | $335,274,000 | 19 |
| Commercial mortgage-backed securities | $20,014,000 | 268 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $20,014,000 | 160 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,006,850,000 | 144 |
| Total debt securities | $1,006,850,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,046,643,000 | 168 |
| U.S. Government securities | $384,421,000 | 295 |
| U.S. Treasury securities | $25,385,000 | 207 |
| U.S. Government agency obligations | $359,036,000 | 297 |
| Securities issued by states & political subdivisions | $299,655,000 | 91 |
| Other domestic debt securities | $362,567,000 | 63 |
| Privately issued residential mortgage-backed securities | $362,567,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $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 | $324,778,000 | 225 |
| Mortgage-backed securities | $579,558,000 | 174 |
| Certificates of participation in pools of residential mortgages | $173,081,000 | 258 |
| Issued or guaranteed by U.S. | $173,081,000 | 257 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $386,051,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $23,484,000 | 689 |
| Privately issued | $362,567,000 | 19 |
| Commercial mortgage-backed securities | $20,426,000 | 247 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $20,426,000 | 149 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,046,643,000 | 137 |
| Total debt securities | $1,046,643,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,060,905,000 | 166 |
| U.S. Government securities | $386,981,000 | 295 |
| U.S. Treasury securities | $25,075,000 | 207 |
| U.S. Government agency obligations | $361,906,000 | 295 |
| Securities issued by states & political subdivisions | $293,015,000 | 88 |
| Other domestic debt securities | $380,909,000 | 57 |
| Privately issued residential mortgage-backed securities | $380,909,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $331,181,000 | 220 |
| Mortgage-backed securities | $600,592,000 | 169 |
| Certificates of participation in pools of residential mortgages | $178,552,000 | 252 |
| Issued or guaranteed by U.S. | $178,552,000 | 251 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $401,920,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $21,011,000 | 753 |
| Privately issued | $380,909,000 | 19 |
| Commercial mortgage-backed securities | $20,120,000 | 232 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $20,120,000 | 142 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,060,905,000 | 138 |
| Total debt securities | $1,060,905,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,067,062,000 | 161 |
| U.S. Government securities | $376,945,000 | 301 |
| U.S. Treasury securities | $15,345,000 | 279 |
| U.S. Government agency obligations | $361,600,000 | 297 |
| Securities issued by states & political subdivisions | $297,519,000 | 85 |
| Other domestic debt securities | $392,598,000 | 56 |
| Privately issued residential mortgage-backed securities | $392,598,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $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 | $324,541,000 | 222 |
| Mortgage-backed securities | $614,807,000 | 166 |
| Certificates of participation in pools of residential mortgages | $177,474,000 | 256 |
| Issued or guaranteed by U.S. | $177,474,000 | 254 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $416,753,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $24,155,000 | 722 |
| Privately issued | $392,598,000 | 19 |
| Commercial mortgage-backed securities | $20,580,000 | 221 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $20,580,000 | 134 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,067,062,000 | 140 |
| Total debt securities | $1,067,062,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,097,160,000 | 156 |
| U.S. Government securities | $381,290,000 | 298 |
| U.S. Treasury securities | $15,101,000 | 292 |
| U.S. Government agency obligations | $366,189,000 | 296 |
| Securities issued by states & political subdivisions | $302,551,000 | 80 |
| Other domestic debt securities | $413,319,000 | 53 |
| Privately issued residential mortgage-backed securities | $413,319,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $330,865,000 | 218 |
| Mortgage-backed securities | $640,691,000 | 159 |
| Certificates of participation in pools of residential mortgages | $179,756,000 | 250 |
| Issued or guaranteed by U.S. | $179,756,000 | 249 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $440,794,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $27,475,000 | 676 |
| Privately issued | $413,319,000 | 19 |
| Commercial mortgage-backed securities | $20,141,000 | 220 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $20,141,000 | 135 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,097,160,000 | 132 |
| Total debt securities | $1,097,160,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,132,187,000 | 152 |
| U.S. Government securities | $387,002,000 | 292 |
| U.S. Treasury securities | $14,916,000 | 285 |
| U.S. Government agency obligations | $372,086,000 | 295 |
| Securities issued by states & political subdivisions | $304,004,000 | 80 |
| Other domestic debt securities | $441,181,000 | 52 |
| Privately issued residential mortgage-backed securities | $441,181,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $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 | $335,190,000 | 213 |
| Mortgage-backed securities | $674,557,000 | 150 |
| Certificates of participation in pools of residential mortgages | $182,620,000 | 248 |
| Issued or guaranteed by U.S. | $182,620,000 | 247 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $472,153,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $30,972,000 | 630 |
| Privately issued | $441,181,000 | 20 |
| Commercial mortgage-backed securities | $19,784,000 | 214 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $19,784,000 | 128 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,132,187,000 | 129 |
| Total debt securities | $1,132,187,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,184,297,000 | 150 |
| U.S. Government securities | $402,551,000 | 285 |
| U.S. Treasury securities | $14,986,000 | 264 |
| U.S. Government agency obligations | $387,565,000 | 285 |
| Securities issued by states & political subdivisions | $302,502,000 | 78 |
| Other domestic debt securities | $479,244,000 | 51 |
| Privately issued residential mortgage-backed securities | $479,244,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $345,490,000 | 204 |
| Mortgage-backed securities | $720,881,000 | 143 |
| Certificates of participation in pools of residential mortgages | $187,063,000 | 247 |
| Issued or guaranteed by U.S. | $187,063,000 | 246 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $513,861,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $34,617,000 | 584 |
| Privately issued | $479,244,000 | 18 |
| Commercial mortgage-backed securities | $19,957,000 | 206 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $19,957,000 | 122 |
| Held to maturity securities (book value) | $500,000 | 2,148 |
| Available-for-sale securities (fair market value) | $1,183,797,000 | 125 |
| Total debt securities | $1,184,297,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,134,772,000 | 157 |
| U.S. Government securities | $359,769,000 | 314 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $359,769,000 | 306 |
| Securities issued by states & political subdivisions | $291,477,000 | 77 |
| Other domestic debt securities | $483,526,000 | 54 |
| Privately issued residential mortgage-backed securities | $464,137,000 | 22 |
| Commercial mortgage-backed securities - Total | $19,389,000 | 51 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $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 | $313,121,000 | 230 |
| Mortgage-backed securities | $709,684,000 | 147 |
| Certificates of participation in pools of residential mortgages | $187,684,000 | 255 |
| Issued or guaranteed by U.S. | $187,684,000 | 254 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $502,611,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $38,474,000 | 545 |
| Privately issued | $464,137,000 | 19 |
| Commercial mortgage-backed securities | $19,389,000 | 199 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $19,389,000 | 121 |
| Held to maturity securities (book value) | $500,000 | 2,158 |
| Available-for-sale securities (fair market value) | $1,134,272,000 | 131 |
| Total debt securities | $1,134,764,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,122,318,000 | 155 |
| U.S. Government securities | $356,072,000 | 308 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $356,072,000 | 299 |
| Securities issued by states & political subdivisions | $277,511,000 | 81 |
| Other domestic debt securities | $488,735,000 | 51 |
| Privately issued residential mortgage-backed securities | $469,874,000 | 24 |
| Commercial mortgage-backed securities - Total | $18,861,000 | 47 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $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 | $311,237,000 | 234 |
| Mortgage-backed securities | $720,236,000 | 143 |
| Certificates of participation in pools of residential mortgages | $189,195,000 | 244 |
| Issued or guaranteed by U.S. | $189,195,000 | 242 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $512,180,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $42,306,000 | 502 |
| Privately issued | $469,874,000 | 21 |
| Commercial mortgage-backed securities | $18,861,000 | 193 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $18,861,000 | 114 |
| Held to maturity securities (book value) | $500,000 | 2,162 |
| Available-for-sale securities (fair market value) | $1,121,818,000 | 127 |
| Total debt securities | $1,122,318,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,103,103,000 | 157 |
| U.S. Government securities | $346,501,000 | 311 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $346,501,000 | 301 |
| Securities issued by states & political subdivisions | $268,767,000 | 78 |
| Other domestic debt securities | $487,835,000 | 56 |
| Privately issued residential mortgage-backed securities | $468,743,000 | 24 |
| Commercial mortgage-backed securities - Total | $19,092,000 | 47 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $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 | $321,390,000 | 227 |
| Mortgage-backed securities | $706,224,000 | 140 |
| Certificates of participation in pools of residential mortgages | $170,336,000 | 264 |
| Issued or guaranteed by U.S. | $170,336,000 | 262 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $516,796,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $48,053,000 | 466 |
| Privately issued | $468,743,000 | 21 |
| Commercial mortgage-backed securities | $19,092,000 | 190 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $19,092,000 | 115 |
| Held to maturity securities (book value) | $500,000 | 2,149 |
| Available-for-sale securities (fair market value) | $1,102,603,000 | 128 |
| Total debt securities | $1,103,103,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,116,057,000 | 156 |
| U.S. Government securities | $360,223,000 | 298 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $360,223,000 | 289 |
| Securities issued by states & political subdivisions | $246,714,000 | 80 |
| Other domestic debt securities | $509,120,000 | 52 |
| Privately issued residential mortgage-backed securities | $490,010,000 | 23 |
| Commercial mortgage-backed securities - Total | $19,110,000 | 48 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $173,989,000 | 374 |
| Mortgage-backed securities | $739,991,000 | 138 |
| Certificates of participation in pools of residential mortgages | $173,444,000 | 260 |
| Issued or guaranteed by U.S. | $173,444,000 | 258 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $547,437,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $57,427,000 | 416 |
| Privately issued | $490,010,000 | 21 |
| Commercial mortgage-backed securities | $19,110,000 | 178 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $19,110,000 | 104 |
| Held to maturity securities (book value) | $500,000 | 2,092 |
| Available-for-sale securities (fair market value) | $1,115,557,000 | 132 |
| Total debt securities | $1,116,057,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,118,799,000 | 157 |
| U.S. Government securities | $390,849,000 | 284 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $390,849,000 | 276 |
| Securities issued by states & political subdivisions | $240,766,000 | 82 |
| Other domestic debt securities | $487,184,000 | 52 |
| Privately issued residential mortgage-backed securities | $487,184,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $159,424,000 | 420 |
| Mortgage-backed securities | $730,218,000 | 140 |
| Certificates of participation in pools of residential mortgages | $173,151,000 | 266 |
| Issued or guaranteed by U.S. | $173,151,000 | 265 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $557,067,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $69,883,000 | 363 |
| Privately issued | $487,184,000 | 22 |
| 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) | $500,000 | 2,085 |
| Available-for-sale securities (fair market value) | $1,118,299,000 | 136 |
| Total debt securities | $1,118,799,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,107,845,000 | 156 |
| U.S. Government securities | $396,549,000 | 277 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $396,549,000 | 270 |
| Securities issued by states & political subdivisions | $233,359,000 | 83 |
| Other domestic debt securities | $477,937,000 | 51 |
| Privately issued residential mortgage-backed securities | $477,937,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $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 | $164,501,000 | 404 |
| Mortgage-backed securities | $731,025,000 | 140 |
| Certificates of participation in pools of residential mortgages | $176,325,000 | 261 |
| Issued or guaranteed by U.S. | $176,325,000 | 259 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $554,700,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $76,763,000 | 350 |
| Privately issued | $477,937,000 | 22 |
| 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) | $500,000 | 2,114 |
| Available-for-sale securities (fair market value) | $1,107,345,000 | 133 |
| Total debt securities | $1,107,845,000 | 155 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,057,650,000 | 165 |
| U.S. Government securities | $364,242,000 | 306 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $364,242,000 | 299 |
| Securities issued by states & political subdivisions | $221,787,000 | 86 |
| Other domestic debt securities | $471,621,000 | 55 |
| Privately issued residential mortgage-backed securities | $471,621,000 | 25 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $169,715,000 | 389 |
| Mortgage-backed securities | $732,136,000 | 144 |
| Certificates of participation in pools of residential mortgages | $171,094,000 | 295 |
| Issued or guaranteed by U.S. | $171,094,000 | 292 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $561,042,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $89,421,000 | 329 |
| Privately issued | $471,621,000 | 22 |
| 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) | $500,000 | 2,157 |
| Available-for-sale securities (fair market value) | $1,057,150,000 | 142 |
| Total debt securities | $1,057,650,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,068,716,000 | 156 |
| U.S. Government securities | $365,801,000 | 313 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $365,801,000 | 305 |
| Securities issued by states & political subdivisions | $210,896,000 | 90 |
| Other domestic debt securities | $492,019,000 | 53 |
| Privately issued residential mortgage-backed securities | $492,019,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $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 | $172,266,000 | 385 |
| Mortgage-backed securities | $755,802,000 | 139 |
| Certificates of participation in pools of residential mortgages | $165,451,000 | 307 |
| Issued or guaranteed by U.S. | $165,451,000 | 306 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $590,351,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $98,332,000 | 316 |
| Privately issued | $492,019,000 | 25 |
| 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) | $500,000 | 2,183 |
| Available-for-sale securities (fair market value) | $1,068,216,000 | 136 |
| Total debt securities | $1,068,716,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,021,456,000 | 170 |
| U.S. Government securities | $358,077,000 | 320 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $358,077,000 | 309 |
| Securities issued by states & political subdivisions | $193,719,000 | 95 |
| Other domestic debt securities | $469,660,000 | 54 |
| Privately issued residential mortgage-backed securities | $469,660,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $168,441,000 | 394 |
| Mortgage-backed securities | $736,279,000 | 143 |
| Certificates of participation in pools of residential mortgages | $160,750,000 | 319 |
| Issued or guaranteed by U.S. | $160,750,000 | 318 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $575,529,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $105,869,000 | 322 |
| Privately issued | $469,660,000 | 25 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $500,000 | 2,223 |
| Available-for-sale securities (fair market value) | $1,020,956,000 | 147 |
| Total debt securities | $1,021,456,000 | 168 |
| 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 | $986,726,000 | 168 |
| U.S. Government securities | $377,227,000 | 302 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $377,227,000 | 295 |
| Securities issued by states & political subdivisions | $179,541,000 | 106 |
| Other domestic debt securities | $429,958,000 | 63 |
| Privately issued residential mortgage-backed securities | $429,958,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $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 | $195,153,000 | 317 |
| Mortgage-backed securities | $709,915,000 | 147 |
| Certificates of participation in pools of residential mortgages | $160,293,000 | 309 |
| Issued or guaranteed by U.S. | $160,293,000 | 308 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $549,622,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $119,664,000 | 277 |
| Privately issued | $429,958,000 | 30 |
| 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) | $500,000 | 2,319 |
| Available-for-sale securities (fair market value) | $986,226,000 | 143 |
| Total debt securities | $986,726,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $921,129,000 | 175 |
| U.S. Government securities | $347,266,000 | 312 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $347,266,000 | 305 |
| Securities issued by states & political subdivisions | $127,631,000 | 152 |
| Other domestic debt securities | $446,232,000 | 62 |
| Privately issued residential mortgage-backed securities | $446,232,000 | 34 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,778,000 | 325 |
| Mortgage-backed securities | $685,267,000 | 146 |
| Certificates of participation in pools of residential mortgages | $107,528,000 | 416 |
| Issued or guaranteed by U.S. | $107,528,000 | 413 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $577,739,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $131,507,000 | 250 |
| Privately issued | $446,232,000 | 33 |
| 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) | $500,000 | 2,340 |
| Available-for-sale securities (fair market value) | $920,629,000 | 151 |
| Total debt securities | $921,129,000 | 174 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $843,039,000 | 185 |
| U.S. Government securities | $318,749,000 | 346 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $318,749,000 | 334 |
| Securities issued by states & political subdivisions | $117,236,000 | 164 |
| Other domestic debt securities | $407,054,000 | 72 |
| Privately issued residential mortgage-backed securities | $407,054,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,882,000 | 238 |
| Mortgage-backed securities | $607,013,000 | 152 |
| Certificates of participation in pools of residential mortgages | $68,483,000 | 614 |
| Issued or guaranteed by U.S. | $68,483,000 | 612 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $538,530,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $131,476,000 | 233 |
| Privately issued | $407,054,000 | 34 |
| 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) | $500,000 | 2,371 |
| Available-for-sale securities (fair market value) | $842,539,000 | 163 |
| Total debt securities | $843,039,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $766,472,000 | 205 |
| U.S. Government securities | $279,227,000 | 383 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $279,227,000 | 368 |
| Securities issued by states & political subdivisions | $110,226,000 | 176 |
| Other domestic debt securities | $377,019,000 | 76 |
| Privately issued residential mortgage-backed securities | $377,019,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $266,901,000 | 233 |
| Mortgage-backed securities | $537,421,000 | 171 |
| Certificates of participation in pools of residential mortgages | $35,501,000 | 1,043 |
| Issued or guaranteed by U.S. | $35,501,000 | 1,036 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $501,920,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $124,901,000 | 238 |
| Privately issued | $377,019,000 | 36 |
| 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) | $500,000 | 2,390 |
| Available-for-sale securities (fair market value) | $765,972,000 | 179 |
| Total debt securities | $766,472,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $692,404,000 | 214 |
| U.S. Government securities | $249,515,000 | 408 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $249,515,000 | 390 |
| Securities issued by states & political subdivisions | $95,199,000 | 198 |
| Other domestic debt securities | $347,690,000 | 80 |
| Privately issued residential mortgage-backed securities | $347,690,000 | 41 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,360,000 | 257 |
| Mortgage-backed securities | $477,609,000 | 185 |
| Certificates of participation in pools of residential mortgages | $3,873,000 | 3,633 |
| Issued or guaranteed by U.S. | $3,873,000 | 3,622 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $473,736,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $126,046,000 | 237 |
| Privately issued | $347,690,000 | 39 |
| 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) | $500,000 | 2,394 |
| Available-for-sale securities (fair market value) | $691,904,000 | 187 |
| Total debt securities | $692,404,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $633,906,000 | 216 |
| U.S. Government securities | $263,692,000 | 368 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $263,692,000 | 355 |
| Securities issued by states & political subdivisions | $92,794,000 | 202 |
| Other domestic debt securities | $277,420,000 | 89 |
| Privately issued residential mortgage-backed securities | $277,420,000 | 47 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,592,000 | 282 |
| Mortgage-backed securities | $412,861,000 | 197 |
| Certificates of participation in pools of residential mortgages | $4,539,000 | 3,452 |
| Issued or guaranteed by U.S. | $4,539,000 | 3,445 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $408,322,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $130,902,000 | 231 |
| Privately issued | $277,420,000 | 44 |
| 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) | $1,525,000 | 2,047 |
| Available-for-sale securities (fair market value) | $632,381,000 | 189 |
| Total debt securities | $633,906,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $563,628,000 | 238 |
| U.S. Government securities | $245,996,000 | 389 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $245,996,000 | 377 |
| Securities issued by states & political subdivisions | $86,091,000 | 204 |
| Other domestic debt securities | $231,541,000 | 93 |
| Privately issued residential mortgage-backed securities | $231,541,000 | 52 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,166,000 | 304 |
| Mortgage-backed securities | $343,030,000 | 223 |
| Certificates of participation in pools of residential mortgages | $5,095,000 | 3,338 |
| Issued or guaranteed by U.S. | $5,008,000 | 3,347 |
| Privately issued | $87,000 | 127 |
| Collaterized mortgage obligations | $337,935,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $106,481,000 | 251 |
| Privately issued | $231,454,000 | 48 |
| 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) | $2,106,000 | 1,982 |
| Available-for-sale securities (fair market value) | $561,522,000 | 204 |
| Total debt securities | $563,628,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $533,456,000 | 246 |
| U.S. Government securities | $243,552,000 | 399 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $243,552,000 | 384 |
| Securities issued by states & political subdivisions | $76,943,000 | 230 |
| Other domestic debt securities | $212,961,000 | 100 |
| Privately issued residential mortgage-backed securities | $212,961,000 | 57 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,205,000 | 292 |
| Mortgage-backed securities | $322,720,000 | 240 |
| Certificates of participation in pools of residential mortgages | $5,528,000 | 3,328 |
| Issued or guaranteed by U.S. | $5,528,000 | 3,321 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $317,192,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $104,231,000 | 247 |
| Privately issued | $212,961,000 | 54 |
| 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) | $2,107,000 | 2,000 |
| Available-for-sale securities (fair market value) | $531,349,000 | 214 |
| Total debt securities | $533,456,000 | 242 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $496,729,000 | 264 |
| U.S. Government securities | $216,635,000 | 431 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $216,635,000 | 417 |
| Securities issued by states & political subdivisions | $73,108,000 | 241 |
| Other domestic debt securities | $206,986,000 | 108 |
| Privately issued residential mortgage-backed securities | $206,986,000 | 60 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,398,000 | 182 |
| Mortgage-backed securities | $289,304,000 | 266 |
| Certificates of participation in pools of residential mortgages | $6,131,000 | 3,262 |
| Issued or guaranteed by U.S. | $6,131,000 | 3,253 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $283,173,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $76,187,000 | 301 |
| Privately issued | $206,986,000 | 57 |
| 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) | $3,874,000 | 1,701 |
| Available-for-sale securities (fair market value) | $492,855,000 | 224 |
| Total debt securities | $496,729,000 | 260 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $502,235,000 | 270 |
| U.S. Government securities | $214,196,000 | 426 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $214,196,000 | 410 |
| Securities issued by states & political subdivisions | $73,760,000 | 243 |
| Other domestic debt securities | $214,279,000 | 114 |
| Privately issued residential mortgage-backed securities | $214,279,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,810,000 | 183 |
| Mortgage-backed securities | $294,576,000 | 266 |
| Certificates of participation in pools of residential mortgages | $6,532,000 | 3,245 |
| Issued or guaranteed by U.S. | $6,532,000 | 3,236 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $288,044,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $73,765,000 | 297 |
| Privately issued | $214,279,000 | 62 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $5,217,000 | 1,558 |
| Available-for-sale securities (fair market value) | $497,018,000 | 230 |
| Total debt securities | $502,235,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $510,116,000 | 265 |
| U.S. Government securities | $221,229,000 | 401 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $221,229,000 | 389 |
| Securities issued by states & political subdivisions | $68,019,000 | 268 |
| Other domestic debt securities | $220,868,000 | 124 |
| Privately issued residential mortgage-backed securities | $220,868,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,056,000 | 183 |
| Mortgage-backed securities | $297,363,000 | 266 |
| Certificates of participation in pools of residential mortgages | $6,963,000 | 3,223 |
| Issued or guaranteed by U.S. | $6,963,000 | 3,212 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $290,400,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $69,532,000 | 282 |
| Privately issued | $220,868,000 | 64 |
| 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) | $5,425,000 | 1,545 |
| Available-for-sale securities (fair market value) | $504,691,000 | 227 |
| Total debt securities | $510,116,000 | 254 |
| Structured notes | ||
| Amortized cost | $2,151,000 | 723 |
| Fair value | $2,154,000 | 718 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $467,151,000 | 286 |
| U.S. Government securities | $222,935,000 | 408 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $222,935,000 | 398 |
| Securities issued by states & political subdivisions | $68,616,000 | 256 |
| Other domestic debt securities | $175,600,000 | 144 |
| Privately issued residential mortgage-backed securities | $175,600,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $316,819,000 | 212 |
| Mortgage-backed securities | $231,980,000 | 337 |
| Certificates of participation in pools of residential mortgages | $7,856,000 | 3,115 |
| Issued or guaranteed by U.S. | $7,856,000 | 3,104 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $224,124,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $48,524,000 | 356 |
| Privately issued | $175,600,000 | 91 |
| 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) | $6,664,000 | 1,442 |
| Available-for-sale securities (fair market value) | $460,487,000 | 251 |
| Total debt securities | $467,151,000 | 278 |
| Structured notes | ||
| Amortized cost | $2,303,000 | 540 |
| Fair value | $2,310,000 | 531 |
| 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 | $414,671,000 | 321 |
| U.S. Government securities | $167,454,000 | 534 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $167,454,000 | 519 |
| Securities issued by states & political subdivisions | $63,585,000 | 272 |
| Other domestic debt securities | $183,632,000 | 130 |
| Privately issued residential mortgage-backed securities | $183,632,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $307,042,000 | 221 |
| Mortgage-backed securities | $222,193,000 | 337 |
| Certificates of participation in pools of residential mortgages | $8,464,000 | 2,973 |
| Issued or guaranteed by U.S. | $8,464,000 | 2,960 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $213,729,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $30,097,000 | 488 |
| Privately issued | $183,632,000 | 80 |
| 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) | $6,857,000 | 1,417 |
| Available-for-sale securities (fair market value) | $407,814,000 | 277 |
| Total debt securities | $414,671,000 | 312 |
| Structured notes | ||
| Amortized cost | $2,408,000 | 557 |
| Fair value | $2,419,000 | 548 |
| 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 | $415,919,000 | 307 |
| U.S. Government securities | $179,760,000 | 478 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $179,760,000 | 463 |
| Securities issued by states & political subdivisions | $63,883,000 | 250 |
| Other domestic debt securities | $172,276,000 | 139 |
| Privately issued residential mortgage-backed securities | $172,276,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,420,000 | 230 |
| Mortgage-backed securities | $212,928,000 | 331 |
| Certificates of participation in pools of residential mortgages | $8,684,000 | 2,852 |
| Issued or guaranteed by U.S. | $8,684,000 | 2,839 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $204,244,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $31,968,000 | 431 |
| Privately issued | $172,276,000 | 84 |
| 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) | $22,414,000 | 694 |
| Available-for-sale securities (fair market value) | $393,505,000 | 272 |
| Total debt securities | $415,919,000 | 299 |
| Structured notes | ||
| Amortized cost | $2,466,000 | 546 |
| Fair value | $2,482,000 | 526 |
| 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 | $409,507,000 | 313 |
| U.S. Government securities | $193,305,000 | 444 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $193,305,000 | 433 |
| Securities issued by states & political subdivisions | $58,657,000 | 285 |
| Other domestic debt securities | $157,545,000 | 156 |
| Privately issued residential mortgage-backed securities | $157,545,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $321,075,000 | 206 |
| Mortgage-backed securities | $201,449,000 | 351 |
| Certificates of participation in pools of residential mortgages | $9,022,000 | 2,797 |
| Issued or guaranteed by U.S. | $9,022,000 | 2,783 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $192,427,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $34,882,000 | 406 |
| Privately issued | $157,545,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,414,000 | 507 |
| Available-for-sale securities (fair market value) | $377,093,000 | 289 |
| Total debt securities | $409,507,000 | 305 |
| Structured notes | ||
| Amortized cost | $2,540,000 | 557 |
| Fair value | $2,560,000 | 552 |
| 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 | $388,224,000 | 340 |
| U.S. Government securities | $234,611,000 | 373 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $234,611,000 | 363 |
| Securities issued by states & political subdivisions | $55,826,000 | 308 |
| Other domestic debt securities | $97,787,000 | 210 |
| Privately issued residential mortgage-backed securities | $97,787,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,299,000 | 323 |
| Mortgage-backed securities | $146,817,000 | 439 |
| Certificates of participation in pools of residential mortgages | $9,954,000 | 2,552 |
| Issued or guaranteed by U.S. | $9,954,000 | 2,539 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $136,863,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $39,076,000 | 365 |
| Privately issued | $97,787,000 | 129 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,524,000 | 501 |
| Available-for-sale securities (fair market value) | $355,700,000 | 323 |
| Total debt securities | $388,224,000 | 328 |
| Structured notes | ||
| Amortized cost | $2,638,000 | 573 |
| Fair value | $2,638,000 | 575 |
| 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 | $373,475,000 | 352 |
| U.S. Government securities | $292,990,000 | 306 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $292,990,000 | 297 |
| Securities issued by states & political subdivisions | $47,736,000 | 372 |
| Other domestic debt securities | $32,749,000 | 396 |
| Privately issued residential mortgage-backed securities | $32,749,000 | 252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,301,000 | 369 |
| Mortgage-backed securities | $86,429,000 | 625 |
| Certificates of participation in pools of residential mortgages | $10,195,000 | 2,257 |
| Issued or guaranteed by U.S. | $10,195,000 | 2,243 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $76,234,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $43,485,000 | 335 |
| Privately issued | $32,749,000 | 240 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,525,000 | 526 |
| Available-for-sale securities (fair market value) | $340,950,000 | 328 |
| Total debt securities | $373,475,000 | 342 |
| Structured notes | ||
| Amortized cost | $2,721,000 | 868 |
| Fair value | $2,680,000 | 875 |
| 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 | $404,212,000 | 332 |
| U.S. Government securities | $366,691,000 | 252 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $366,691,000 | 243 |
| Securities issued by states & political subdivisions | $37,521,000 | 490 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $269,010,000 | 236 |
| Mortgage-backed securities | $47,167,000 | 968 |
| Certificates of participation in pools of residential mortgages | $10,450,000 | 2,072 |
| Issued or guaranteed by U.S. | $10,450,000 | 2,063 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $36,717,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $36,717,000 | 365 |
| 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) | $38,977,000 | 467 |
| Available-for-sale securities (fair market value) | $365,235,000 | 309 |
| Total debt securities | $404,212,000 | 318 |
| Structured notes | ||
| Amortized cost | $2,790,000 | 1,022 |
| Fair value | $2,734,000 | 1,030 |
| 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 | $411,819,000 | 328 |
| U.S. Government securities | $375,173,000 | 254 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $375,173,000 | 241 |
| Securities issued by states & political subdivisions | $36,646,000 | 504 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $271,636,000 | 243 |
| Mortgage-backed securities | $53,196,000 | 868 |
| Certificates of participation in pools of residential mortgages | $10,756,000 | 1,981 |
| Issued or guaranteed by U.S. | $10,756,000 | 1,975 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $42,440,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $42,440,000 | 344 |
| 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) | $39,359,000 | 469 |
| Available-for-sale securities (fair market value) | $372,460,000 | 307 |
| Total debt securities | $411,819,000 | 319 |
| Structured notes | ||
| Amortized cost | $2,890,000 | 1,069 |
| Fair value | $2,832,000 | 1,067 |
| 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 | $409,710,000 | 334 |
| U.S. Government securities | $374,528,000 | 259 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $374,528,000 | 250 |
| Securities issued by states & political subdivisions | $29,786,000 | 646 |
| Other domestic debt securities | $5,396,000 | 992 |
| Privately issued residential mortgage-backed securities | $5,396,000 | 522 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $330,810,000 | 213 |
| Mortgage-backed securities | $49,959,000 | 917 |
| Certificates of participation in pools of residential mortgages | $5,815,000 | 2,790 |
| Issued or guaranteed by U.S. | $419,000 | 5,324 |
| Privately issued | $5,396,000 | 80 |
| Collaterized mortgage obligations | $44,144,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $44,144,000 | 335 |
| 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) | $45,980,000 | 419 |
| Available-for-sale securities (fair market value) | $363,730,000 | 311 |
| Total debt securities | $409,710,000 | 326 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,069 |
| Fair value | $2,922,000 | 1,101 |
| 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 | $408,754,000 | 332 |
| U.S. Government securities | $383,590,000 | 255 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $383,590,000 | 246 |
| Securities issued by states & political subdivisions | $25,164,000 | 790 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $329,282,000 | 214 |
| Mortgage-backed securities | $44,934,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $441,000 | 5,327 |
| Issued or guaranteed by U.S. | $441,000 | 5,308 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $44,493,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $44,493,000 | 335 |
| 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) | $50,281,000 | 405 |
| Available-for-sale securities (fair market value) | $358,473,000 | 313 |
| Total debt securities | $408,754,000 | 320 |
| Structured notes | ||
| Amortized cost | $3,105,000 | 1,086 |
| Fair value | $3,028,000 | 1,093 |
| 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 | $423,071,000 | 321 |
| U.S. Government securities | $397,687,000 | 256 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $397,687,000 | 245 |
| Securities issued by states & political subdivisions | $25,384,000 | 773 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $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 | $327,693,000 | 215 |
| Mortgage-backed securities | $49,868,000 | 931 |
| Certificates of participation in pools of residential mortgages | $441,000 | 5,339 |
| Issued or guaranteed by U.S. | $441,000 | 5,315 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $49,427,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $49,427,000 | 312 |
| 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) | $61,235,000 | 352 |
| Available-for-sale securities (fair market value) | $361,836,000 | 314 |
| Total debt securities | $423,071,000 | 311 |
| Structured notes | ||
| Amortized cost | $3,245,000 | 1,148 |
| Fair value | $3,148,000 | 1,156 |
| 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 | $441,156,000 | 315 |
| U.S. Government securities | $414,631,000 | 254 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $414,631,000 | 246 |
| Securities issued by states & political subdivisions | $26,525,000 | 702 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $329,818,000 | 215 |
| Mortgage-backed securities | $55,751,000 | 869 |
| Certificates of participation in pools of residential mortgages | $445,000 | 5,371 |
| Issued or guaranteed by U.S. | $445,000 | 5,348 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $55,306,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $55,306,000 | 280 |
| 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) | $67,015,000 | 325 |
| Available-for-sale securities (fair market value) | $374,141,000 | 310 |
| Total debt securities | $441,156,000 | 304 |
| Structured notes | ||
| Amortized cost | $3,383,000 | 1,176 |
| Fair value | $3,257,000 | 1,180 |
| 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 | $477,471,000 | 301 |
| U.S. Government securities | $448,708,000 | 249 |
| U.S. Treasury securities | $9,997,000 | 327 |
| U.S. Government agency obligations | $438,711,000 | 245 |
| Securities issued by states & political subdivisions | $28,763,000 | 632 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $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 | $258,714,000 | 247 |
| Mortgage-backed securities | $62,189,000 | 796 |
| Certificates of participation in pools of residential mortgages | $457,000 | 5,388 |
| Issued or guaranteed by U.S. | $457,000 | 5,367 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $61,732,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $61,732,000 | 264 |
| 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) | $79,108,000 | 291 |
| Available-for-sale securities (fair market value) | $398,363,000 | 298 |
| Total debt securities | $477,471,000 | 293 |
| Structured notes | ||
| Amortized cost | $3,551,000 | 1,140 |
| Fair value | $3,462,000 | 1,149 |
| 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 | $490,171,000 | 304 |
| U.S. Government securities | $459,708,000 | 249 |
| U.S. Treasury securities | $10,000,000 | 340 |
| U.S. Government agency obligations | $449,708,000 | 244 |
| Securities issued by states & political subdivisions | $30,463,000 | 603 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $163,130,000 | 357 |
| Mortgage-backed securities | $67,970,000 | 745 |
| Certificates of participation in pools of residential mortgages | $465,000 | 5,418 |
| Issued or guaranteed by U.S. | $465,000 | 5,393 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $67,505,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $67,505,000 | 251 |
| 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) | $86,216,000 | 272 |
| Available-for-sale securities (fair market value) | $403,955,000 | 297 |
| Total debt securities | $490,171,000 | 298 |
| Structured notes | ||
| Amortized cost | $3,696,000 | 1,121 |
| Fair value | $3,606,000 | 1,121 |
| 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 | $511,283,000 | 297 |
| U.S. Government securities | $481,611,000 | 239 |
| U.S. Treasury securities | $10,015,000 | 333 |
| U.S. Government agency obligations | $471,596,000 | 236 |
| Securities issued by states & political subdivisions | $29,672,000 | 617 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $149,659,000 | 376 |
| Mortgage-backed securities | $80,939,000 | 662 |
| Certificates of participation in pools of residential mortgages | $544,000 | 5,362 |
| Issued or guaranteed by U.S. | $544,000 | 5,343 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $80,395,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $80,395,000 | 225 |
| 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) | $96,533,000 | 239 |
| Available-for-sale securities (fair market value) | $414,750,000 | 293 |
| Total debt securities | $511,283,000 | 290 |
| Structured notes | ||
| Amortized cost | $3,933,000 | 1,056 |
| Fair value | $3,925,000 | 1,046 |
| 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 | $524,308,000 | 286 |
| U.S. Government securities | $494,283,000 | 233 |
| U.S. Treasury securities | $10,035,000 | 335 |
| U.S. Government agency obligations | $484,248,000 | 228 |
| Securities issued by states & political subdivisions | $30,025,000 | 599 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $116,424,000 | 447 |
| Mortgage-backed securities | $92,037,000 | 610 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,346 |
| Issued or guaranteed by U.S. | $609,000 | 5,323 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $91,428,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $91,428,000 | 222 |
| 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) | $96,834,000 | 242 |
| Available-for-sale securities (fair market value) | $427,474,000 | 291 |
| Total debt securities | $524,308,000 | 278 |
| Structured notes | ||
| Amortized cost | $4,231,000 | 964 |
| Fair value | $4,175,000 | 965 |
| 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 | $516,756,000 | 296 |
| U.S. Government securities | $489,797,000 | 242 |
| U.S. Treasury securities | $10,093,000 | 369 |
| U.S. Government agency obligations | $479,704,000 | 235 |
| Securities issued by states & political subdivisions | $26,959,000 | 669 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $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 | $106,013,000 | 487 |
| Mortgage-backed securities | $90,179,000 | 637 |
| Certificates of participation in pools of residential mortgages | $658,000 | 5,377 |
| Issued or guaranteed by U.S. | $658,000 | 5,360 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $89,521,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $89,521,000 | 230 |
| 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) | $97,605,000 | 241 |
| Available-for-sale securities (fair market value) | $419,151,000 | 298 |
| Total debt securities | $516,756,000 | 288 |
| Structured notes | ||
| Amortized cost | $4,501,000 | 927 |
| Fair value | $4,411,000 | 948 |
| 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 | $526,724,000 | 297 |
| U.S. Government securities | $498,893,000 | 239 |
| U.S. Treasury securities | $10,145,000 | 377 |
| U.S. Government agency obligations | $488,748,000 | 234 |
| Securities issued by states & political subdivisions | $27,831,000 | 652 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $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 | $107,234,000 | 483 |
| Mortgage-backed securities | $94,315,000 | 640 |
| Certificates of participation in pools of residential mortgages | $672,000 | 5,394 |
| Issued or guaranteed by U.S. | $672,000 | 5,376 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $93,643,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $93,643,000 | 230 |
| 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) | $98,427,000 | 233 |
| Available-for-sale securities (fair market value) | $428,297,000 | 301 |
| Total debt securities | $526,724,000 | 288 |
| Structured notes | ||
| Amortized cost | $4,751,000 | 874 |
| Fair value | $4,739,000 | 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 | $532,036,000 | 290 |
| U.S. Government securities | $510,717,000 | 233 |
| U.S. Treasury securities | $10,207,000 | 365 |
| U.S. Government agency obligations | $500,510,000 | 226 |
| Securities issued by states & political subdivisions | $21,319,000 | 888 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $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 | $107,612,000 | 486 |
| Mortgage-backed securities | $73,107,000 | 771 |
| Certificates of participation in pools of residential mortgages | $702,000 | 5,402 |
| Issued or guaranteed by U.S. | $702,000 | 5,388 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,405,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $72,405,000 | 268 |
| 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) | $96,477,000 | 240 |
| Available-for-sale securities (fair market value) | $435,559,000 | 296 |
| Total debt securities | $532,036,000 | 284 |
| Structured notes | ||
| Amortized cost | $4,973,000 | 865 |
| Fair value | $4,981,000 | 851 |
| 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 | $509,883,000 | 310 |
| U.S. Government securities | $488,503,000 | 252 |
| U.S. Treasury securities | $10,193,000 | 384 |
| U.S. Government agency obligations | $478,310,000 | 248 |
| Securities issued by states & political subdivisions | $21,380,000 | 877 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $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 | $110,777,000 | 460 |
| Mortgage-backed securities | $68,621,000 | 828 |
| Certificates of participation in pools of residential mortgages | $182,000 | 6,158 |
| Issued or guaranteed by U.S. | $182,000 | 6,141 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $68,439,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $68,439,000 | 287 |
| 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) | $96,534,000 | 240 |
| Available-for-sale securities (fair market value) | $413,349,000 | 312 |
| Total debt securities | $509,883,000 | 303 |
| 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 | $500,385,000 | 318 |
| U.S. Government securities | $478,381,000 | 252 |
| U.S. Treasury securities | $13,354,000 | 308 |
| U.S. Government agency obligations | $465,027,000 | 249 |
| Securities issued by states & political subdivisions | $22,004,000 | 873 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $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 | $98,635,000 | 495 |
| Mortgage-backed securities | $44,248,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $217,000 | 6,110 |
| Issued or guaranteed by U.S. | $217,000 | 6,089 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $44,031,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $44,031,000 | 387 |
| 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) | $105,572,000 | 201 |
| Available-for-sale securities (fair market value) | $394,813,000 | 322 |
| Total debt securities | $500,385,000 | 311 |
| 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 | $519,929,000 | 306 |
| U.S. Government securities | $497,058,000 | 247 |
| U.S. Treasury securities | $13,367,000 | 332 |
| U.S. Government agency obligations | $483,691,000 | 247 |
| Securities issued by states & political subdivisions | $22,871,000 | 828 |
| 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 | $110,107,000 | 456 |
| Mortgage-backed securities | $263,000 | 6,500 |
| Certificates of participation in pools of residential mortgages | $263,000 | 6,085 |
| Issued or guaranteed by U.S. | $263,000 | 6,061 |
| 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) | $119,436,000 | 182 |
| Available-for-sale securities (fair market value) | $400,493,000 | 326 |
| Total debt securities | $519,929,000 | 297 |
| 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 | $524,177,000 | 299 |
| U.S. Government securities | $498,249,000 | 246 |
| U.S. Treasury securities | $13,426,000 | 326 |
| U.S. Government agency obligations | $484,823,000 | 241 |
| Securities issued by states & political subdivisions | $25,928,000 | 710 |
| 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 | $78,927,000 | 584 |
| Mortgage-backed securities | $987,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $312,000 | 6,048 |
| Issued or guaranteed by U.S. | $312,000 | 6,021 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $675,000 | 3,061 |
| CMOs issued by government agencies or sponsored agencies | $675,000 | 2,911 |
| 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) | $67,986,000 | 311 |
| Available-for-sale securities (fair market value) | $456,191,000 | 298 |
| Total debt securities | $524,177,000 | 294 |
| 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 | $509,905,000 | 305 |
| U.S. Government securities | $482,315,000 | 257 |
| U.S. Treasury securities | $18,575,000 | 266 |
| U.S. Government agency obligations | $463,740,000 | 259 |
| Securities issued by states & political subdivisions | $27,590,000 | 639 |
| 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 | $75,485,000 | 573 |
| Mortgage-backed securities | $1,910,000 | 5,369 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,855 |
| Issued or guaranteed by U.S. | $501,000 | 5,837 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,409,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $1,409,000 | 2,625 |
| 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) | $88,499,000 | 245 |
| Available-for-sale securities (fair market value) | $421,406,000 | 308 |
| Total debt securities | $509,905,000 | 296 |
| 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 | $450,340,000 | 336 |
| U.S. Government securities | $420,489,000 | 284 |
| U.S. Treasury securities | $18,500,000 | 284 |
| U.S. Government agency obligations | $401,989,000 | 283 |
| Securities issued by states & political subdivisions | $29,851,000 | 552 |
| 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 | $83,275,000 | 518 |
| Mortgage-backed securities | $2,714,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $705,000 | 5,655 |
| Issued or guaranteed by U.S. | $705,000 | 5,637 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,009,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $2,009,000 | 2,463 |
| 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) | $120,359,000 | 181 |
| Available-for-sale securities (fair market value) | $329,981,000 | 382 |
| Total debt securities | $450,340,000 | 328 |
| 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 | $453,809,000 | 320 |
| U.S. Government securities | $422,225,000 | 270 |
| U.S. Treasury securities | $23,531,000 | 238 |
| U.S. Government agency obligations | $398,694,000 | 274 |
| Securities issued by states & political subdivisions | $31,584,000 | 507 |
| 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 | $78,222,000 | 563 |
| Mortgage-backed securities | $2,806,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $787,000 | 5,553 |
| Issued or guaranteed by U.S. | $787,000 | 5,536 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,019,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $2,019,000 | 2,495 |
| 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) | $145,102,000 | 150 |
| Available-for-sale securities (fair market value) | $308,707,000 | 381 |
| Total debt securities | $453,809,000 | 311 |
| 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 | $360,295,000 | 355 |
| U.S. Government securities | $323,418,000 | 305 |
| U.S. Treasury securities | $60,432,000 | 119 |
| U.S. Government agency obligations | $262,986,000 | 338 |
| Securities issued by states & political subdivisions | $36,877,000 | 382 |
| 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 | $81,925,000 | 514 |
| Mortgage-backed securities | $3,104,000 | 4,672 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 5,148 |
| Issued or guaranteed by U.S. | $1,057,000 | 5,126 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,047,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $2,047,000 | 2,538 |
| 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) | $213,797,000 | 102 |
| Available-for-sale securities (fair market value) | $146,498,000 | 658 |
| Total debt securities | $360,295,000 | 346 |
| 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 | $301,340,000 | 407 |
| U.S. Government securities | $265,069,000 | 354 |
| U.S. Treasury securities | $101,704,000 | 88 |
| U.S. Government agency obligations | $163,365,000 | 494 |
| Securities issued by states & political subdivisions | $36,221,000 | 390 |
| 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 | $0 | 313 |
| Equity securities | $50,000 | 7,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,663,000 | 541 |
| Mortgage-backed securities | $92,000 | 6,925 |
| Certificates of participation in pools of residential mortgages | $92,000 | 6,428 |
| Issued or guaranteed by U.S. | $92,000 | 6,407 |
| 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) | $169,445,000 | 164 |
| Available-for-sale securities (fair market value) | $131,895,000 | 650 |
| Total debt securities | $301,290,000 | 386 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $289,209,000 | 451 |
| U.S. Government securities | $251,791,000 | 401 |
| U.S. Treasury securities | $135,530,000 | 79 |
| U.S. Government agency obligations | $116,261,000 | 691 |
| Securities issued by states & political subdivisions | $37,368,000 | 365 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $50,000 | 7,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,192,000 | 598 |
| Mortgage-backed securities | $116,000 | 7,214 |
| Certificates of participation in pools of residential mortgages | $116,000 | 6,671 |
| Issued or guaranteed by U.S. | $116,000 | 6,652 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $137,352,000 | 213 |
| Available-for-sale securities (fair market value) | $151,857,000 | 602 |
| Total debt securities | $289,159,000 | 434 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $250,931,000 | 507 |
| U.S. Government securities | $222,650,000 | 458 |
| U.S. Treasury securities | $192,581,000 | 84 |
| U.S. Government agency obligations | $30,069,000 | 2,359 |
| Securities issued by states & political subdivisions | $28,231,000 | 517 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $50,000 | 7,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,840,000 | 1,608 |
| Mortgage-backed securities | $167,000 | 7,310 |
| Certificates of participation in pools of residential mortgages | $167,000 | 6,746 |
| Issued or guaranteed by U.S. | $167,000 | 6,726 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $135,248,000 | 227 |
| Available-for-sale securities (fair market value) | $115,683,000 | 756 |
| Total debt securities | $250,881,000 | 491 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $178,676,000 | 679 |
| U.S. Government securities | $156,085,000 | 639 |
| U.S. Treasury securities | $155,866,000 | 137 |
| U.S. Government agency obligations | $219,000 | 10,159 |
| Securities issued by states & political subdivisions | $22,541,000 | 560 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $50,000 | 7,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,603,000 | 1,889 |
| Mortgage-backed securities | $219,000 | 7,553 |
| Certificates of participation in pools of residential mortgages | $219,000 | 6,860 |
| Issued or guaranteed by U.S. | $219,000 | 6,838 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $87,145,000 | 397 |
| Available-for-sale securities (fair market value) | $91,531,000 | 903 |
| Total debt securities | $178,626,000 | 659 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $191,736,000 | 666 |
| U.S. Government securities | $174,138,000 | 608 |
| U.S. Treasury securities | $173,881,000 | 146 |
| U.S. Government agency obligations | $257,000 | 10,616 |
| Securities issued by states & political subdivisions | $17,548,000 | 748 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $50,000 | 7,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,400,000 | 1,923 |
| Mortgage-backed securities | $257,000 | 8,040 |
| Certificates of participation in pools of residential mortgages | $257,000 | 7,298 |
| Issued or guaranteed by U.S. | $257,000 | 7,280 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,062,000 | 480 |
| Available-for-sale securities (fair market value) | $109,674,000 | 772 |
| Total debt securities | $191,686,000 | 645 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $193,111,000 | 692 |
| U.S. Government securities | $179,159,000 | 624 |
| U.S. Treasury securities | $178,850,000 | 161 |
| U.S. Government agency obligations | $309,000 | 10,970 |
| Securities issued by states & political subdivisions | $13,902,000 | 989 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $50,000 | 6,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,789,000 | 1,415 |
| Mortgage-backed securities | $309,000 | 8,393 |
| Certificates of participation in pools of residential mortgages | $309,000 | 7,519 |
| Issued or guaranteed by U.S. | $309,000 | 7,486 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $131,971,000 | 327 |
| Available-for-sale securities (fair market value) | $61,140,000 | 1,380 |
| Total debt securities | $193,061,000 | 674 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $209,412,000 | 661 |
| U.S. Government securities | $195,973,000 | 600 |
| U.S. Treasury securities | $194,619,000 | 200 |
| U.S. Government agency obligations | $1,354,000 | 10,529 |
| Securities issued by states & political subdivisions | $13,389,000 | 1,044 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $50,000 | 6,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,233,000 | 1,562 |
| Mortgage-backed securities | $354,000 | 8,846 |
| Certificates of participation in pools of residential mortgages | $354,000 | 7,819 |
| Issued or guaranteed by U.S. | $354,000 | 7,792 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $188,695,000 | 452 |
| Available-for-sale securities (fair market value) | $20,717,000 | 2,731 |
| Total debt securities | $209,362,000 | 653 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $215,664,000 | 677 |
| U.S. Government securities | $200,562,000 | 607 |
| U.S. Treasury securities | $198,958,000 | 218 |
| U.S. Government agency obligations | $1,604,000 | 10,608 |
| Securities issued by states & political subdivisions | $15,052,000 | 909 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $50,000 | 6,709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,384,000 | 2,288 |
| Mortgage-backed securities | $604,000 | 9,042 |
| Certificates of participation in pools of residential mortgages | $604,000 | 7,829 |
| Issued or guaranteed by U.S. | $604,000 | 7,778 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $215,614,000 | 663 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $172,424,000 | 798 |
| U.S. Government securities | $154,173,000 | 719 |
| U.S. Treasury securities | $152,261,000 | 251 |
| U.S. Government agency obligations | $1,912,000 | 10,637 |
| Securities issued by states & political subdivisions | $18,201,000 | 642 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $50,000 | 6,356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,300,000 | 2,252 |
| Mortgage-backed securities | $912,000 | 9,077 |
| Certificates of participation in pools of residential mortgages | $912,000 | 7,688 |
| Issued or guaranteed by U.S. | $912,000 | 7,628 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $172,374,000 | 776 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |