Home > American Heritage Bank > Securities
American Heritage Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $726,116,000 | 309 |
| U.S. Government securities | $402,288,000 | 357 |
| U.S. Treasury securities | $123,877,000 | 211 |
| U.S. Government agency obligations | $278,411,000 | 442 |
| Securities issued by states & political subdivisions | $318,814,000 | 119 |
| Other domestic debt securities | $5,014,000 | 1,344 |
| Privately issued residential mortgage-backed securities | $14,000 | 654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $5,000,000 | 961 |
| 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 | $674,342,000 | 200 |
| Mortgage-backed securities | $273,622,000 | 371 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $214,327,000 | 280 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $57,943,000 | 360 |
| Privately issued | $14,000 | 495 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,338,000 | 1,036 |
| Held to maturity securities (book value) | $411,411,000 | 160 |
| Available-for-sale securities (fair market value) | $314,705,000 | 544 |
| Total debt securities | $726,116,000 | 304 |
| 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 | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $754,083,000 | 298 |
| U.S. Government securities | $437,706,000 | 333 |
| U.S. Treasury securities | $153,447,000 | 197 |
| U.S. Government agency obligations | $284,259,000 | 443 |
| Securities issued by states & political subdivisions | $311,363,000 | 121 |
| Other domestic debt securities | $5,014,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $14,000 | 636 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $5,000,000 | 956 |
| 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 | $575,950,000 | 217 |
| Mortgage-backed securities | $279,500,000 | 357 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $218,434,000 | 269 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $59,629,000 | 348 |
| Privately issued | $14,000 | 492 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,423,000 | 1,017 |
| Held to maturity securities (book value) | $431,953,000 | 155 |
| Available-for-sale securities (fair market value) | $322,130,000 | 530 |
| Total debt securities | $754,083,000 | 292 |
| 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 | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $765,295,000 | 296 |
| U.S. Government securities | $433,533,000 | 338 |
| U.S. Treasury securities | $138,673,000 | 206 |
| U.S. Government agency obligations | $294,860,000 | 426 |
| Securities issued by states & political subdivisions | $326,749,000 | 122 |
| Other domestic debt securities | $5,013,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $13,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $5,000,000 | 962 |
| 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 | $620,016,000 | 207 |
| Mortgage-backed securities | $289,960,000 | 352 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $226,728,000 | 268 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $61,767,000 | 350 |
| Privately issued | $13,000 | 495 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,452,000 | 1,017 |
| Held to maturity securities (book value) | $439,144,000 | 150 |
| Available-for-sale securities (fair market value) | $326,151,000 | 541 |
| Total debt securities | $765,295,000 | 292 |
| 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 | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $818,691,000 | 302 |
| U.S. Government securities | $481,323,000 | 327 |
| U.S. Treasury securities | $177,315,000 | 177 |
| U.S. Government agency obligations | $304,008,000 | 411 |
| Securities issued by states & political subdivisions | $332,355,000 | 128 |
| Other domestic debt securities | $5,013,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $13,000 | 675 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $5,000,000 | 995 |
| 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 | $609,877,000 | 204 |
| Mortgage-backed securities | $298,820,000 | 371 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $233,545,000 | 275 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,747,000 | 359 |
| Privately issued | $13,000 | 508 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,515,000 | 1,029 |
| Held to maturity securities (book value) | $451,003,000 | 156 |
| Available-for-sale securities (fair market value) | $367,688,000 | 502 |
| Total debt securities | $818,691,000 | 297 |
| 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 | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $843,081,000 | 299 |
| U.S. Government securities | $492,458,000 | 332 |
| U.S. Treasury securities | $179,174,000 | 181 |
| U.S. Government agency obligations | $313,284,000 | 394 |
| Securities issued by states & political subdivisions | $345,609,000 | 128 |
| Other domestic debt securities | $5,014,000 | 1,405 |
| Privately issued residential mortgage-backed securities | $14,000 | 691 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $5,000,000 | 1,010 |
| 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 | $760,173,000 | 149 |
| Mortgage-backed securities | $306,349,000 | 362 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $239,578,000 | 278 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $65,186,000 | 356 |
| Privately issued | $14,000 | 509 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,571,000 | 1,011 |
| Held to maturity securities (book value) | $457,354,000 | 161 |
| Available-for-sale securities (fair market value) | $385,727,000 | 490 |
| Total debt securities | $843,081,000 | 295 |
| 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 | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $849,346,000 | 298 |
| U.S. Government securities | $497,342,000 | 331 |
| U.S. Treasury securities | $169,626,000 | 195 |
| U.S. Government agency obligations | $327,716,000 | 385 |
| Securities issued by states & political subdivisions | $346,989,000 | 128 |
| Other domestic debt securities | $5,015,000 | 1,359 |
| Privately issued residential mortgage-backed securities | $15,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,000,000 | 1,007 |
| 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 | $666,126,000 | 161 |
| Mortgage-backed securities | $320,627,000 | 359 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $250,272,000 | 274 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,303,000 | 350 |
| Privately issued | $15,000 | 515 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $2,037,000 | 983 |
| Held to maturity securities (book value) | $467,999,000 | 159 |
| Available-for-sale securities (fair market value) | $381,347,000 | 499 |
| Total debt securities | $849,346,000 | 294 |
| 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 | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $865,003,000 | 306 |
| U.S. Government securities | $496,636,000 | 342 |
| U.S. Treasury securities | $154,182,000 | 206 |
| U.S. Government agency obligations | $342,454,000 | 387 |
| Securities issued by states & political subdivisions | $363,352,000 | 123 |
| Other domestic debt securities | $5,015,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $15,000 | 695 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,000,000 | 1,013 |
| 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 | $679,214,000 | 154 |
| Mortgage-backed securities | $335,148,000 | 358 |
| Certificates of participation in pools of residential mortgages | $261,440,000 | 272 |
| Issued or guaranteed by U.S. | $261,440,000 | 271 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $71,480,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $71,465,000 | 346 |
| Privately issued | $15,000 | 518 |
| Commercial mortgage-backed securities | $2,228,000 | 1,476 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $2,228,000 | 1,042 |
| Held to maturity securities (book value) | $482,132,000 | 151 |
| Available-for-sale securities (fair market value) | $382,871,000 | 521 |
| Total debt securities | $865,003,000 | 302 |
| 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 | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $882,781,000 | 305 |
| U.S. Government securities | $519,106,000 | 328 |
| U.S. Treasury securities | $154,417,000 | 177 |
| U.S. Government agency obligations | $364,689,000 | 371 |
| Securities issued by states & political subdivisions | $358,659,000 | 126 |
| Other domestic debt securities | $5,016,000 | 1,298 |
| Privately issued residential mortgage-backed securities | $16,000 | 685 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,000,000 | 1,010 |
| 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 | $610,312,000 | 164 |
| Mortgage-backed securities | $357,248,000 | 344 |
| Certificates of participation in pools of residential mortgages | $278,729,000 | 268 |
| Issued or guaranteed by U.S. | $278,729,000 | 268 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $75,911,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $75,895,000 | 332 |
| Privately issued | $16,000 | 501 |
| Commercial mortgage-backed securities | $2,608,000 | 1,420 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $2,608,000 | 992 |
| Held to maturity securities (book value) | $495,042,000 | 131 |
| Available-for-sale securities (fair market value) | $387,739,000 | 529 |
| Total debt securities | $882,781,000 | 303 |
| 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 | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $862,845,000 | 308 |
| U.S. Government securities | $476,862,000 | 331 |
| U.S. Treasury securities | $79,890,000 | 227 |
| U.S. Government agency obligations | $396,972,000 | 353 |
| Securities issued by states & political subdivisions | $380,939,000 | 124 |
| Other domestic debt securities | $5,044,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $16,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,028,000 | 959 |
| 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 | $612,352,000 | 161 |
| Mortgage-backed securities | $389,371,000 | 324 |
| Certificates of participation in pools of residential mortgages | $303,902,000 | 263 |
| Issued or guaranteed by U.S. | $303,902,000 | 263 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $82,265,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $82,249,000 | 319 |
| Privately issued | $16,000 | 460 |
| Commercial mortgage-backed securities | $3,204,000 | 1,324 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $3,204,000 | 912 |
| Held to maturity securities (book value) | $85,531,000 | 284 |
| Available-for-sale securities (fair market value) | $777,314,000 | 286 |
| Total debt securities | $862,845,000 | 306 |
| 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 | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $934,659,000 | 273 |
| U.S. Government securities | $487,020,000 | 321 |
| U.S. Treasury securities | $66,309,000 | 212 |
| U.S. Government agency obligations | $420,711,000 | 334 |
| Securities issued by states & political subdivisions | $442,548,000 | 100 |
| Other domestic debt securities | $5,091,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $17,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,074,000 | 899 |
| 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 | $607,981,000 | 158 |
| Mortgage-backed securities | $412,955,000 | 311 |
| Certificates of participation in pools of residential mortgages | $320,092,000 | 246 |
| Issued or guaranteed by U.S. | $320,092,000 | 246 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $87,161,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $87,144,000 | 302 |
| Privately issued | $17,000 | 448 |
| Commercial mortgage-backed securities | $5,702,000 | 1,110 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $5,702,000 | 745 |
| Held to maturity securities (book value) | $74,832,000 | 274 |
| Available-for-sale securities (fair market value) | $859,827,000 | 258 |
| Total debt securities | $934,659,000 | 272 |
| 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 | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $929,686,000 | 263 |
| U.S. Government securities | $487,350,000 | 305 |
| U.S. Treasury securities | $60,227,000 | 193 |
| U.S. Government agency obligations | $427,123,000 | 312 |
| Securities issued by states & political subdivisions | $437,319,000 | 100 |
| Other domestic debt securities | $5,017,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $17,000 | 638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $5,000,000 | 871 |
| 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 | $634,475,000 | 151 |
| Mortgage-backed securities | $419,210,000 | 286 |
| Certificates of participation in pools of residential mortgages | $340,513,000 | 221 |
| Issued or guaranteed by U.S. | $340,513,000 | 221 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $70,126,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $70,109,000 | 339 |
| Privately issued | $17,000 | 438 |
| Commercial mortgage-backed securities | $8,571,000 | 933 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $8,571,000 | 613 |
| Held to maturity securities (book value) | $76,864,000 | 255 |
| Available-for-sale securities (fair market value) | $852,822,000 | 247 |
| Total debt securities | $929,686,000 | 261 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $896,803,000 | 258 |
| U.S. Government securities | $478,889,000 | 286 |
| U.S. Treasury securities | $60,347,000 | 140 |
| U.S. Government agency obligations | $418,542,000 | 292 |
| Securities issued by states & political subdivisions | $417,897,000 | 104 |
| Other domestic debt securities | $17,000 | 2,172 |
| Privately issued residential mortgage-backed securities | $17,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $616,229,000 | 147 |
| Mortgage-backed securities | $410,609,000 | 269 |
| Certificates of participation in pools of residential mortgages | $343,672,000 | 206 |
| Issued or guaranteed by U.S. | $343,672,000 | 205 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $56,577,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $56,560,000 | 358 |
| Privately issued | $17,000 | 438 |
| Commercial mortgage-backed securities | $10,360,000 | 801 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $10,360,000 | 528 |
| Held to maturity securities (book value) | $76,066,000 | 240 |
| Available-for-sale securities (fair market value) | $820,737,000 | 245 |
| Total debt securities | $896,803,000 | 255 |
| 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 | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $813,758,000 | 261 |
| U.S. Government securities | $427,068,000 | 282 |
| U.S. Treasury securities | $20,879,000 | 272 |
| U.S. Government agency obligations | $406,189,000 | 277 |
| Securities issued by states & political subdivisions | $386,673,000 | 105 |
| Other domestic debt securities | $17,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $17,000 | 629 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $658,967,000 | 138 |
| Mortgage-backed securities | $398,102,000 | 260 |
| Certificates of participation in pools of residential mortgages | $321,806,000 | 199 |
| Issued or guaranteed by U.S. | $321,806,000 | 198 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $62,738,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $62,721,000 | 333 |
| Privately issued | $17,000 | 436 |
| Commercial mortgage-backed securities | $13,558,000 | 658 |
| Commercial mortgage pass-through securities | $1,078,000 | 1,126 |
| Other commercial mortgage-backed securities | $12,480,000 | 448 |
| Held to maturity securities (book value) | $83,619,000 | 212 |
| Available-for-sale securities (fair market value) | $730,139,000 | 257 |
| Total debt securities | $813,758,000 | 257 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $751,200,000 | 264 |
| U.S. Government securities | $423,473,000 | 274 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $423,473,000 | 262 |
| Securities issued by states & political subdivisions | $327,710,000 | 110 |
| Other domestic debt securities | $17,000 | 2,093 |
| Privately issued residential mortgage-backed securities | $17,000 | 629 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $579,327,000 | 159 |
| Mortgage-backed securities | $415,232,000 | 239 |
| Certificates of participation in pools of residential mortgages | $356,218,000 | 172 |
| Issued or guaranteed by U.S. | $356,218,000 | 169 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $44,298,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $44,281,000 | 420 |
| Privately issued | $17,000 | 428 |
| Commercial mortgage-backed securities | $14,716,000 | 606 |
| Commercial mortgage pass-through securities | $1,082,000 | 1,113 |
| Other commercial mortgage-backed securities | $13,634,000 | 412 |
| Held to maturity securities (book value) | $79,618,000 | 214 |
| Available-for-sale securities (fair market value) | $671,582,000 | 254 |
| Total debt securities | $751,200,000 | 258 |
| 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 | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $695,704,000 | 269 |
| U.S. Government securities | $362,923,000 | 298 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $362,923,000 | 284 |
| Securities issued by states & political subdivisions | $332,764,000 | 100 |
| Other domestic debt securities | $17,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $17,000 | 615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,234,000 | 153 |
| Mortgage-backed securities | $354,525,000 | 258 |
| Certificates of participation in pools of residential mortgages | $284,861,000 | 189 |
| Issued or guaranteed by U.S. | $284,861,000 | 187 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $51,707,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $51,690,000 | 373 |
| Privately issued | $17,000 | 415 |
| Commercial mortgage-backed securities | $17,957,000 | 536 |
| Commercial mortgage pass-through securities | $1,074,000 | 1,110 |
| Other commercial mortgage-backed securities | $16,883,000 | 371 |
| Held to maturity securities (book value) | $90,812,000 | 207 |
| Available-for-sale securities (fair market value) | $604,892,000 | 264 |
| Total debt securities | $695,704,000 | 263 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $615,600,000 | 286 |
| U.S. Government securities | $295,077,000 | 346 |
| U.S. Treasury securities | $20,164,000 | 276 |
| U.S. Government agency obligations | $274,913,000 | 357 |
| Securities issued by states & political subdivisions | $320,507,000 | 92 |
| Other domestic debt securities | $16,000 | 1,977 |
| Privately issued residential mortgage-backed securities | $16,000 | 637 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $545,003,000 | 158 |
| Mortgage-backed securities | $266,339,000 | 326 |
| Certificates of participation in pools of residential mortgages | $181,596,000 | 270 |
| Issued or guaranteed by U.S. | $181,596,000 | 265 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $59,063,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $59,047,000 | 348 |
| Privately issued | $16,000 | 423 |
| Commercial mortgage-backed securities | $25,680,000 | 429 |
| Commercial mortgage pass-through securities | $3,078,000 | 764 |
| Other commercial mortgage-backed securities | $22,602,000 | 311 |
| Held to maturity securities (book value) | $106,440,000 | 190 |
| Available-for-sale securities (fair market value) | $509,160,000 | 287 |
| Total debt securities | $615,600,000 | 280 |
| 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 | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $592,817,000 | 286 |
| U.S. Government securities | $262,916,000 | 375 |
| U.S. Treasury securities | $20,043,000 | 281 |
| U.S. Government agency obligations | $242,873,000 | 384 |
| Securities issued by states & political subdivisions | $329,882,000 | 78 |
| Other domestic debt securities | $19,000 | 1,944 |
| Privately issued residential mortgage-backed securities | $19,000 | 602 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $391,574,000 | 190 |
| Mortgage-backed securities | $234,168,000 | 347 |
| Certificates of participation in pools of residential mortgages | $154,191,000 | 290 |
| Issued or guaranteed by U.S. | $154,191,000 | 283 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $54,267,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $54,248,000 | 380 |
| Privately issued | $19,000 | 415 |
| Commercial mortgage-backed securities | $25,710,000 | 420 |
| Commercial mortgage pass-through securities | $2,936,000 | 773 |
| Other commercial mortgage-backed securities | $22,774,000 | 305 |
| Held to maturity securities (book value) | $113,182,000 | 198 |
| Available-for-sale securities (fair market value) | $479,635,000 | 293 |
| Total debt securities | $592,817,000 | 281 |
| 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 | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $582,380,000 | 290 |
| U.S. Government securities | $262,103,000 | 377 |
| U.S. Treasury securities | $49,985,000 | 157 |
| U.S. Government agency obligations | $212,118,000 | 425 |
| Securities issued by states & political subdivisions | $320,246,000 | 80 |
| Other domestic debt securities | $31,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $31,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,756,000 | 208 |
| Mortgage-backed securities | $203,293,000 | 375 |
| Certificates of participation in pools of residential mortgages | $118,610,000 | 350 |
| Issued or guaranteed by U.S. | $118,610,000 | 342 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $57,950,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $57,919,000 | 361 |
| Privately issued | $31,000 | 403 |
| Commercial mortgage-backed securities | $26,733,000 | 409 |
| Commercial mortgage pass-through securities | $2,973,000 | 777 |
| Other commercial mortgage-backed securities | $23,760,000 | 288 |
| Held to maturity securities (book value) | $114,630,000 | 202 |
| Available-for-sale securities (fair market value) | $467,750,000 | 299 |
| Total debt securities | $582,380,000 | 286 |
| 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 | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $594,347,000 | 287 |
| U.S. Government securities | $258,741,000 | 394 |
| U.S. Treasury securities | $107,220,000 | 91 |
| U.S. Government agency obligations | $151,521,000 | 572 |
| Securities issued by states & political subdivisions | $315,784,000 | 81 |
| Other domestic debt securities | $19,822,000 | 419 |
| Privately issued residential mortgage-backed securities | $19,822,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,113,000 | 190 |
| Mortgage-backed securities | $171,343,000 | 424 |
| Certificates of participation in pools of residential mortgages | $105,017,000 | 388 |
| Issued or guaranteed by U.S. | $105,017,000 | 386 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $63,362,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $43,540,000 | 411 |
| Privately issued | $19,822,000 | 83 |
| Commercial mortgage-backed securities | $2,964,000 | 1,155 |
| Commercial mortgage pass-through securities | $2,964,000 | 778 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $123,701,000 | 195 |
| Available-for-sale securities (fair market value) | $470,646,000 | 290 |
| Total debt securities | $594,348,000 | 282 |
| 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 | $571,754,000 | 295 |
| U.S. Government securities | $260,635,000 | 392 |
| U.S. Treasury securities | $101,901,000 | 98 |
| U.S. Government agency obligations | $158,734,000 | 544 |
| Securities issued by states & political subdivisions | $311,081,000 | 89 |
| Other domestic debt securities | $38,000 | 1,979 |
| Privately issued residential mortgage-backed securities | $38,000 | 612 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,621,000 | 195 |
| Mortgage-backed securities | $158,772,000 | 436 |
| Certificates of participation in pools of residential mortgages | $110,497,000 | 376 |
| Issued or guaranteed by U.S. | $110,497,000 | 374 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $45,399,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $45,361,000 | 396 |
| Privately issued | $38,000 | 428 |
| Commercial mortgage-backed securities | $2,876,000 | 1,110 |
| Commercial mortgage pass-through securities | $2,876,000 | 774 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $152,355,000 | 173 |
| Available-for-sale securities (fair market value) | $419,399,000 | 326 |
| Total debt securities | $571,757,000 | 290 |
| 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 | $567,524,000 | 296 |
| U.S. Government securities | $260,265,000 | 390 |
| U.S. Treasury securities | $109,262,000 | 96 |
| U.S. Government agency obligations | $151,003,000 | 573 |
| Securities issued by states & political subdivisions | $307,219,000 | 88 |
| Other domestic debt securities | $40,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $40,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $369,211,000 | 204 |
| Mortgage-backed securities | $151,043,000 | 462 |
| Certificates of participation in pools of residential mortgages | $109,004,000 | 381 |
| Issued or guaranteed by U.S. | $109,004,000 | 378 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $39,214,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $39,174,000 | 439 |
| Privately issued | $40,000 | 425 |
| Commercial mortgage-backed securities | $2,825,000 | 1,091 |
| Commercial mortgage pass-through securities | $2,825,000 | 770 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $157,400,000 | 183 |
| Available-for-sale securities (fair market value) | $410,124,000 | 331 |
| Total debt securities | $567,524,000 | 292 |
| 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 | $577,258,000 | 289 |
| U.S. Government securities | $259,808,000 | 393 |
| U.S. Treasury securities | $102,161,000 | 103 |
| U.S. Government agency obligations | $157,647,000 | 551 |
| Securities issued by states & political subdivisions | $317,406,000 | 85 |
| Other domestic debt securities | $44,000 | 1,954 |
| Privately issued residential mortgage-backed securities | $44,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $356,320,000 | 206 |
| Mortgage-backed securities | $157,691,000 | 439 |
| Certificates of participation in pools of residential mortgages | $114,191,000 | 368 |
| Issued or guaranteed by U.S. | $114,191,000 | 367 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $40,711,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $40,667,000 | 421 |
| Privately issued | $44,000 | 428 |
| Commercial mortgage-backed securities | $2,789,000 | 1,076 |
| Commercial mortgage pass-through securities | $2,789,000 | 762 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $165,245,000 | 177 |
| Available-for-sale securities (fair market value) | $412,013,000 | 325 |
| Total debt securities | $577,257,000 | 284 |
| 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 | $607,708,000 | 276 |
| U.S. Government securities | $286,561,000 | 363 |
| U.S. Treasury securities | $119,319,000 | 94 |
| U.S. Government agency obligations | $167,242,000 | 528 |
| Securities issued by states & political subdivisions | $321,099,000 | 87 |
| Other domestic debt securities | $48,000 | 2,154 |
| Privately issued residential mortgage-backed securities | $48,000 | 800 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $359,858,000 | 205 |
| Mortgage-backed securities | $167,290,000 | 427 |
| Certificates of participation in pools of residential mortgages | $121,436,000 | 350 |
| Issued or guaranteed by U.S. | $121,436,000 | 348 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $43,037,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $42,989,000 | 410 |
| Privately issued | $48,000 | 443 |
| Commercial mortgage-backed securities | $2,817,000 | 1,045 |
| Commercial mortgage pass-through securities | $2,817,000 | 731 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $164,546,000 | 175 |
| Available-for-sale securities (fair market value) | $443,162,000 | 311 |
| Total debt securities | $607,708,000 | 271 |
| 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 | $605,316,000 | 273 |
| U.S. Government securities | $297,539,000 | 356 |
| U.S. Treasury securities | $119,377,000 | 91 |
| U.S. Government agency obligations | $178,162,000 | 503 |
| Securities issued by states & political subdivisions | $307,727,000 | 91 |
| Other domestic debt securities | $50,000 | 1,979 |
| Privately issued residential mortgage-backed securities | $50,000 | 496 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $347,764,000 | 219 |
| Mortgage-backed securities | $178,212,000 | 410 |
| Certificates of participation in pools of residential mortgages | $129,764,000 | 340 |
| Issued or guaranteed by U.S. | $129,764,000 | 339 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $45,606,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $45,556,000 | 396 |
| Privately issued | $50,000 | 460 |
| Commercial mortgage-backed securities | $2,842,000 | 919 |
| Commercial mortgage pass-through securities | $2,842,000 | 582 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $162,069,000 | 177 |
| Available-for-sale securities (fair market value) | $443,247,000 | 311 |
| Total debt securities | $605,316,000 | 267 |
| 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 | $614,052,000 | 271 |
| U.S. Government securities | $295,216,000 | 358 |
| U.S. Treasury securities | $119,768,000 | 91 |
| U.S. Government agency obligations | $175,448,000 | 510 |
| Securities issued by states & political subdivisions | $315,757,000 | 93 |
| Other domestic debt securities | $3,079,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $52,000 | 501 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $3,027,000 | 790 |
| 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 | $373,262,000 | 207 |
| Mortgage-backed securities | $175,500,000 | 405 |
| Certificates of participation in pools of residential mortgages | $130,852,000 | 333 |
| Issued or guaranteed by U.S. | $130,852,000 | 332 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $41,719,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $41,667,000 | 434 |
| Privately issued | $52,000 | 472 |
| Commercial mortgage-backed securities | $2,929,000 | 896 |
| Commercial mortgage pass-through securities | $2,929,000 | 569 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $164,935,000 | 180 |
| Available-for-sale securities (fair market value) | $449,117,000 | 307 |
| Total debt securities | $614,052,000 | 266 |
| 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 | $614,642,000 | 265 |
| U.S. Government securities | $295,396,000 | 359 |
| U.S. Treasury securities | $127,225,000 | 83 |
| U.S. Government agency obligations | $168,171,000 | 531 |
| Securities issued by states & political subdivisions | $316,147,000 | 93 |
| Other domestic debt securities | $3,099,000 | 1,030 |
| Privately issued residential mortgage-backed securities | $55,000 | 509 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $3,044,000 | 824 |
| 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 | $367,829,000 | 208 |
| Mortgage-backed securities | $168,226,000 | 420 |
| Certificates of participation in pools of residential mortgages | $130,896,000 | 334 |
| Issued or guaranteed by U.S. | $130,896,000 | 333 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $34,362,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $34,307,000 | 492 |
| Privately issued | $55,000 | 477 |
| Commercial mortgage-backed securities | $2,968,000 | 881 |
| Commercial mortgage pass-through securities | $2,968,000 | 573 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $165,554,000 | 184 |
| Available-for-sale securities (fair market value) | $449,088,000 | 307 |
| Total debt securities | $614,642,000 | 258 |
| 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 | $605,391,000 | 272 |
| U.S. Government securities | $245,642,000 | 415 |
| U.S. Treasury securities | $122,339,000 | 84 |
| U.S. Government agency obligations | $123,303,000 | 720 |
| Securities issued by states & political subdivisions | $320,046,000 | 92 |
| Other domestic debt securities | $39,703,000 | 254 |
| Privately issued residential mortgage-backed securities | $36,647,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $3,056,000 | 830 |
| 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 | $358,558,000 | 213 |
| Mortgage-backed securities | $159,950,000 | 440 |
| Certificates of participation in pools of residential mortgages | $120,309,000 | 365 |
| Issued or guaranteed by U.S. | $120,309,000 | 363 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $36,647,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $36,647,000 | 64 |
| Commercial mortgage-backed securities | $2,994,000 | 848 |
| Commercial mortgage pass-through securities | $2,994,000 | 548 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $181,552,000 | 176 |
| Available-for-sale securities (fair market value) | $423,839,000 | 328 |
| Total debt securities | $605,391,000 | 266 |
| 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 | $606,655,000 | 277 |
| U.S. Government securities | $284,774,000 | 371 |
| U.S. Treasury securities | $122,402,000 | 85 |
| U.S. Government agency obligations | $162,372,000 | 562 |
| Securities issued by states & political subdivisions | $318,782,000 | 92 |
| Other domestic debt securities | $3,099,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $61,000 | 553 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,038,000 | 852 |
| 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 | $368,377,000 | 210 |
| Mortgage-backed securities | $162,433,000 | 437 |
| Certificates of participation in pools of residential mortgages | $120,328,000 | 365 |
| Issued or guaranteed by U.S. | $120,328,000 | 364 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $39,177,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $39,116,000 | 465 |
| Privately issued | $61,000 | 521 |
| Commercial mortgage-backed securities | $2,928,000 | 836 |
| Commercial mortgage pass-through securities | $2,928,000 | 538 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $184,467,000 | 175 |
| Available-for-sale securities (fair market value) | $422,188,000 | 327 |
| Total debt securities | $606,655,000 | 271 |
| 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 | $594,069,000 | 271 |
| U.S. Government securities | $289,673,000 | 363 |
| U.S. Treasury securities | $122,426,000 | 82 |
| U.S. Government agency obligations | $167,247,000 | 534 |
| Securities issued by states & political subdivisions | $301,281,000 | 93 |
| Other domestic debt securities | $3,115,000 | 1,074 |
| Privately issued residential mortgage-backed securities | $68,000 | 569 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,047,000 | 836 |
| 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 | $354,601,000 | 210 |
| Mortgage-backed securities | $167,315,000 | 426 |
| Certificates of participation in pools of residential mortgages | $120,896,000 | 355 |
| Issued or guaranteed by U.S. | $120,896,000 | 354 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $43,519,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $43,451,000 | 426 |
| Privately issued | $68,000 | 535 |
| Commercial mortgage-backed securities | $2,900,000 | 807 |
| Commercial mortgage pass-through securities | $2,900,000 | 516 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $182,475,000 | 174 |
| Available-for-sale securities (fair market value) | $411,594,000 | 322 |
| Total debt securities | $594,069,000 | 264 |
| Structured notes | ||
| Amortized cost | $44,000 | 1,144 |
| Fair value | $44,000 | 1,145 |
| 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 | $608,212,000 | 264 |
| U.S. Government securities | $294,828,000 | 360 |
| U.S. Treasury securities | $128,328,000 | 72 |
| U.S. Government agency obligations | $166,500,000 | 551 |
| Securities issued by states & political subdivisions | $310,289,000 | 92 |
| Other domestic debt securities | $3,095,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $71,000 | 571 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $3,024,000 | 852 |
| 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 | $352,465,000 | 205 |
| Mortgage-backed securities | $166,571,000 | 428 |
| Certificates of participation in pools of residential mortgages | $130,502,000 | 339 |
| Issued or guaranteed by U.S. | $130,502,000 | 338 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $35,034,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $34,963,000 | 503 |
| Privately issued | $71,000 | 540 |
| Commercial mortgage-backed securities | $1,035,000 | 1,040 |
| Commercial mortgage pass-through securities | $1,035,000 | 672 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $178,031,000 | 171 |
| Available-for-sale securities (fair market value) | $430,181,000 | 305 |
| Total debt securities | $608,212,000 | 256 |
| 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 | $607,260,000 | 267 |
| U.S. Government securities | $262,428,000 | 389 |
| U.S. Treasury securities | $133,544,000 | 72 |
| U.S. Government agency obligations | $128,884,000 | 696 |
| Securities issued by states & political subdivisions | $310,395,000 | 93 |
| Other domestic debt securities | $34,437,000 | 289 |
| Privately issued residential mortgage-backed securities | $31,398,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,039,000 | 852 |
| 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 | $354,805,000 | 205 |
| Mortgage-backed securities | $160,282,000 | 448 |
| Certificates of participation in pools of residential mortgages | $128,884,000 | 341 |
| Issued or guaranteed by U.S. | $128,884,000 | 340 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $31,398,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $31,398,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $183,902,000 | 169 |
| Available-for-sale securities (fair market value) | $423,358,000 | 308 |
| Total debt securities | $607,260,000 | 258 |
| 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 | $594,465,000 | 270 |
| U.S. Government securities | $273,341,000 | 393 |
| U.S. Treasury securities | $133,193,000 | 72 |
| U.S. Government agency obligations | $140,148,000 | 665 |
| Securities issued by states & political subdivisions | $318,036,000 | 87 |
| Other domestic debt securities | $3,088,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $76,000 | 598 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,012,000 | 856 |
| 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 | $342,865,000 | 218 |
| Mortgage-backed securities | $140,224,000 | 501 |
| Certificates of participation in pools of residential mortgages | $113,219,000 | 378 |
| Issued or guaranteed by U.S. | $113,219,000 | 377 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $27,005,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $26,929,000 | 603 |
| Privately issued | $76,000 | 567 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $189,990,000 | 166 |
| Available-for-sale securities (fair market value) | $404,475,000 | 325 |
| Total debt securities | $594,465,000 | 264 |
| 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 | $595,546,000 | 269 |
| U.S. Government securities | $266,299,000 | 398 |
| U.S. Treasury securities | $127,572,000 | 75 |
| U.S. Government agency obligations | $138,727,000 | 683 |
| Securities issued by states & political subdivisions | $326,163,000 | 85 |
| Other domestic debt securities | $3,084,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $83,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,001,000 | 848 |
| 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 | $357,539,000 | 210 |
| Mortgage-backed securities | $138,810,000 | 496 |
| Certificates of participation in pools of residential mortgages | $109,761,000 | 395 |
| Issued or guaranteed by U.S. | $109,761,000 | 394 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $29,049,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $28,966,000 | 592 |
| Privately issued | $83,000 | 569 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $192,441,000 | 167 |
| Available-for-sale securities (fair market value) | $403,105,000 | 323 |
| Total debt securities | $595,546,000 | 263 |
| 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 | $601,680,000 | 272 |
| U.S. Government securities | $271,271,000 | 397 |
| U.S. Treasury securities | $117,995,000 | 76 |
| U.S. Government agency obligations | $153,276,000 | 624 |
| Securities issued by states & political subdivisions | $327,309,000 | 83 |
| Other domestic debt securities | $3,100,000 | 1,091 |
| Privately issued residential mortgage-backed securities | $87,000 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,013,000 | 860 |
| 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 | $351,159,000 | 210 |
| Mortgage-backed securities | $153,363,000 | 471 |
| Certificates of participation in pools of residential mortgages | $121,418,000 | 351 |
| Issued or guaranteed by U.S. | $121,418,000 | 350 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $31,945,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $31,858,000 | 560 |
| Privately issued | $87,000 | 580 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $195,243,000 | 167 |
| Available-for-sale securities (fair market value) | $406,437,000 | 318 |
| Total debt securities | $601,680,000 | 266 |
| 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 | $632,677,000 | 260 |
| U.S. Government securities | $300,590,000 | 361 |
| U.S. Treasury securities | $97,337,000 | 84 |
| U.S. Government agency obligations | $203,253,000 | 495 |
| Securities issued by states & political subdivisions | $329,026,000 | 80 |
| Other domestic debt securities | $3,061,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $91,000 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,970,000 | 874 |
| 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 | $370,314,000 | 194 |
| Mortgage-backed securities | $203,344,000 | 377 |
| Certificates of participation in pools of residential mortgages | $163,513,000 | 274 |
| Issued or guaranteed by U.S. | $163,513,000 | 273 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $39,831,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $39,740,000 | 501 |
| Privately issued | $91,000 | 598 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $200,242,000 | 165 |
| Available-for-sale securities (fair market value) | $432,435,000 | 294 |
| Total debt securities | $632,677,000 | 254 |
| 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 | $607,457,000 | 264 |
| U.S. Government securities | $298,411,000 | 368 |
| U.S. Treasury securities | $67,549,000 | 94 |
| U.S. Government agency obligations | $230,862,000 | 450 |
| Securities issued by states & political subdivisions | $305,963,000 | 82 |
| Other domestic debt securities | $3,083,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $104,000 | 666 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,979,000 | 873 |
| 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 | $394,524,000 | 186 |
| Mortgage-backed securities | $225,377,000 | 353 |
| Certificates of participation in pools of residential mortgages | $180,648,000 | 254 |
| Issued or guaranteed by U.S. | $180,648,000 | 252 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $44,729,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $44,625,000 | 475 |
| Privately issued | $104,000 | 632 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $204,032,000 | 164 |
| Available-for-sale securities (fair market value) | $403,425,000 | 321 |
| Total debt securities | $607,457,000 | 258 |
| 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 | $575,353,000 | 268 |
| U.S. Government securities | $276,020,000 | 406 |
| U.S. Treasury securities | $51,949,000 | 118 |
| U.S. Government agency obligations | $224,071,000 | 452 |
| Securities issued by states & political subdivisions | $296,240,000 | 83 |
| Other domestic debt securities | $3,093,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $107,000 | 664 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,986,000 | 869 |
| 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 | $357,720,000 | 198 |
| Mortgage-backed securities | $224,178,000 | 362 |
| Certificates of participation in pools of residential mortgages | $175,555,000 | 259 |
| Issued or guaranteed by U.S. | $175,555,000 | 258 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $48,623,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $48,516,000 | 455 |
| Privately issued | $107,000 | 629 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $205,860,000 | 163 |
| Available-for-sale securities (fair market value) | $369,493,000 | 344 |
| Total debt securities | $575,353,000 | 262 |
| 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 | $577,341,000 | 265 |
| U.S. Government securities | $290,843,000 | 385 |
| U.S. Treasury securities | $51,905,000 | 110 |
| U.S. Government agency obligations | $238,938,000 | 439 |
| Securities issued by states & political subdivisions | $283,340,000 | 84 |
| Other domestic debt securities | $3,158,000 | 1,133 |
| Privately issued residential mortgage-backed securities | $134,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,024,000 | 872 |
| 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 | $361,997,000 | 193 |
| Mortgage-backed securities | $239,072,000 | 341 |
| Certificates of participation in pools of residential mortgages | $186,143,000 | 242 |
| Issued or guaranteed by U.S. | $186,143,000 | 241 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $52,929,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $52,795,000 | 437 |
| Privately issued | $134,000 | 655 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $206,708,000 | 158 |
| Available-for-sale securities (fair market value) | $370,633,000 | 345 |
| Total debt securities | $577,341,000 | 260 |
| 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 | $577,959,000 | 265 |
| U.S. Government securities | $294,797,000 | 382 |
| U.S. Treasury securities | $43,727,000 | 119 |
| U.S. Government agency obligations | $251,070,000 | 430 |
| Securities issued by states & political subdivisions | $280,030,000 | 83 |
| Other domestic debt securities | $3,132,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $140,000 | 699 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,992,000 | 911 |
| 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 | $385,443,000 | 175 |
| Mortgage-backed securities | $251,210,000 | 330 |
| Certificates of participation in pools of residential mortgages | $194,255,000 | 239 |
| Issued or guaranteed by U.S. | $194,255,000 | 238 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $56,955,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $56,815,000 | 410 |
| Privately issued | $140,000 | 669 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $199,799,000 | 160 |
| Available-for-sale securities (fair market value) | $378,160,000 | 347 |
| Total debt securities | $577,959,000 | 260 |
| 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 | $538,697,000 | 277 |
| U.S. Government securities | $257,558,000 | 435 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $257,558,000 | 421 |
| Securities issued by states & political subdivisions | $278,006,000 | 82 |
| Other domestic debt securities | $3,133,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $145,000 | 721 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,988,000 | 936 |
| 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 | $383,401,000 | 183 |
| Mortgage-backed securities | $257,703,000 | 321 |
| Certificates of participation in pools of residential mortgages | $202,730,000 | 235 |
| Issued or guaranteed by U.S. | $202,730,000 | 234 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $54,973,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $54,828,000 | 422 |
| Privately issued | $145,000 | 691 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $170,260,000 | 173 |
| Available-for-sale securities (fair market value) | $368,437,000 | 364 |
| Total debt securities | $538,697,000 | 271 |
| 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 | $522,796,000 | 290 |
| U.S. Government securities | $240,913,000 | 458 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $240,913,000 | 442 |
| Securities issued by states & political subdivisions | $278,756,000 | 80 |
| Other domestic debt securities | $3,127,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $151,000 | 750 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,976,000 | 962 |
| 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 | $374,885,000 | 187 |
| Mortgage-backed securities | $241,064,000 | 336 |
| Certificates of participation in pools of residential mortgages | $182,600,000 | 253 |
| Issued or guaranteed by U.S. | $182,600,000 | 251 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $58,464,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $58,313,000 | 395 |
| Privately issued | $151,000 | 716 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $171,923,000 | 170 |
| Available-for-sale securities (fair market value) | $350,873,000 | 375 |
| Total debt securities | $522,796,000 | 282 |
| 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 | $540,423,000 | 283 |
| U.S. Government securities | $254,983,000 | 432 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $254,983,000 | 419 |
| Securities issued by states & political subdivisions | $282,288,000 | 73 |
| Other domestic debt securities | $3,152,000 | 1,275 |
| Privately issued residential mortgage-backed securities | $155,000 | 776 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,997,000 | 981 |
| 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 | $377,267,000 | 187 |
| Mortgage-backed securities | $255,138,000 | 322 |
| Certificates of participation in pools of residential mortgages | $192,619,000 | 237 |
| Issued or guaranteed by U.S. | $192,619,000 | 235 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $62,519,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $62,364,000 | 374 |
| Privately issued | $155,000 | 744 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $173,504,000 | 157 |
| Available-for-sale securities (fair market value) | $366,919,000 | 367 |
| Total debt securities | $540,423,000 | 279 |
| 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 | $530,942,000 | 287 |
| U.S. Government securities | $257,190,000 | 429 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $257,190,000 | 414 |
| Securities issued by states & political subdivisions | $270,641,000 | 76 |
| Other domestic debt securities | $3,111,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $164,000 | 788 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,947,000 | 1,009 |
| 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 | $328,594,000 | 208 |
| Mortgage-backed securities | $257,354,000 | 319 |
| Certificates of participation in pools of residential mortgages | $189,650,000 | 240 |
| Issued or guaranteed by U.S. | $189,650,000 | 238 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $67,704,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $67,540,000 | 351 |
| Privately issued | $164,000 | 755 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $141,536,000 | 175 |
| Available-for-sale securities (fair market value) | $389,406,000 | 339 |
| Total debt securities | $530,942,000 | 281 |
| 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 | $499,984,000 | 308 |
| U.S. Government securities | $266,816,000 | 422 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $266,816,000 | 404 |
| Securities issued by states & political subdivisions | $232,978,000 | 87 |
| Other domestic debt securities | $190,000 | 2,612 |
| Privately issued residential mortgage-backed securities | $190,000 | 820 |
| 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 | $324,635,000 | 217 |
| Mortgage-backed securities | $267,006,000 | 316 |
| Certificates of participation in pools of residential mortgages | $191,778,000 | 241 |
| Issued or guaranteed by U.S. | $191,778,000 | 240 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $75,228,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $75,038,000 | 343 |
| Privately issued | $190,000 | 788 |
| 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) | $135,068,000 | 175 |
| Available-for-sale securities (fair market value) | $364,916,000 | 367 |
| Total debt securities | $499,984,000 | 301 |
| 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 | $483,811,000 | 318 |
| U.S. Government securities | $280,034,000 | 401 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $280,034,000 | 380 |
| Securities issued by states & political subdivisions | $203,582,000 | 97 |
| Other domestic debt securities | $195,000 | 2,601 |
| Privately issued residential mortgage-backed securities | $195,000 | 853 |
| 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 | $310,240,000 | 233 |
| Mortgage-backed securities | $280,129,000 | 303 |
| Certificates of participation in pools of residential mortgages | $231,349,000 | 199 |
| Issued or guaranteed by U.S. | $231,349,000 | 197 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $48,780,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $48,585,000 | 491 |
| Privately issued | $195,000 | 821 |
| 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) | $162,818,000 | 142 |
| Available-for-sale securities (fair market value) | $320,993,000 | 420 |
| Total debt securities | $483,811,000 | 311 |
| 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 | $425,998,000 | 357 |
| U.S. Government securities | $235,100,000 | 484 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $235,100,000 | 467 |
| Securities issued by states & political subdivisions | $190,898,000 | 108 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $265,426,000 | 264 |
| Mortgage-backed securities | $235,100,000 | 371 |
| Certificates of participation in pools of residential mortgages | $184,220,000 | 266 |
| Issued or guaranteed by U.S. | $184,220,000 | 264 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $50,880,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $50,880,000 | 503 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $128,898,000 | 173 |
| Available-for-sale securities (fair market value) | $297,100,000 | 463 |
| Total debt securities | $425,998,000 | 350 |
| 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 | $424,961,000 | 362 |
| U.S. Government securities | $248,330,000 | 457 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $248,330,000 | 436 |
| Securities issued by states & political subdivisions | $176,631,000 | 113 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $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 | $277,680,000 | 247 |
| Mortgage-backed securities | $248,330,000 | 360 |
| Certificates of participation in pools of residential mortgages | $193,156,000 | 252 |
| Issued or guaranteed by U.S. | $193,156,000 | 250 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $55,174,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $55,174,000 | 486 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $127,763,000 | 174 |
| Available-for-sale securities (fair market value) | $297,198,000 | 467 |
| Total debt securities | $424,961,000 | 356 |
| 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 | $410,360,000 | 381 |
| U.S. Government securities | $241,057,000 | 475 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $241,057,000 | 457 |
| Securities issued by states & political subdivisions | $169,303,000 | 120 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $278,763,000 | 242 |
| Mortgage-backed securities | $241,057,000 | 371 |
| Certificates of participation in pools of residential mortgages | $194,200,000 | 259 |
| Issued or guaranteed by U.S. | $194,200,000 | 257 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $46,857,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $46,857,000 | 558 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $126,478,000 | 172 |
| Available-for-sale securities (fair market value) | $283,882,000 | 502 |
| Total debt securities | $410,360,000 | 377 |
| 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 | $362,627,000 | 412 |
| U.S. Government securities | $210,819,000 | 515 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $210,819,000 | 497 |
| Securities issued by states & political subdivisions | $151,808,000 | 132 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $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 | $269,474,000 | 233 |
| Mortgage-backed securities | $210,819,000 | 393 |
| Certificates of participation in pools of residential mortgages | $179,433,000 | 272 |
| Issued or guaranteed by U.S. | $179,433,000 | 269 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $31,386,000 | 812 |
| CMOs issued by government agencies or sponsored agencies | $31,386,000 | 717 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $127,483,000 | 167 |
| Available-for-sale securities (fair market value) | $235,144,000 | 570 |
| Total debt securities | $362,627,000 | 409 |
| 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 | $351,201,000 | 407 |
| U.S. Government securities | $223,132,000 | 475 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $223,132,000 | 461 |
| Securities issued by states & political subdivisions | $128,069,000 | 151 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,371,000 | 229 |
| Mortgage-backed securities | $223,132,000 | 367 |
| Certificates of participation in pools of residential mortgages | $188,466,000 | 250 |
| Issued or guaranteed by U.S. | $188,466,000 | 246 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $34,666,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $34,666,000 | 651 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $126,076,000 | 165 |
| Available-for-sale securities (fair market value) | $225,125,000 | 581 |
| Total debt securities | $351,201,000 | 402 |
| 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 | $349,417,000 | 415 |
| U.S. Government securities | $221,532,000 | 480 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $221,532,000 | 465 |
| Securities issued by states & political subdivisions | $127,885,000 | 148 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $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 | $229,961,000 | 271 |
| Mortgage-backed securities | $221,532,000 | 356 |
| Certificates of participation in pools of residential mortgages | $184,728,000 | 251 |
| Issued or guaranteed by U.S. | $184,728,000 | 248 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $36,804,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $36,804,000 | 618 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $129,822,000 | 162 |
| Available-for-sale securities (fair market value) | $219,595,000 | 596 |
| Total debt securities | $349,417,000 | 407 |
| 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 | $345,555,000 | 420 |
| U.S. Government securities | $225,947,000 | 468 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $225,947,000 | 450 |
| Securities issued by states & political subdivisions | $119,608,000 | 158 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $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 | $233,297,000 | 268 |
| Mortgage-backed securities | $225,947,000 | 345 |
| Certificates of participation in pools of residential mortgages | $187,097,000 | 250 |
| Issued or guaranteed by U.S. | $187,097,000 | 249 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $38,850,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $38,850,000 | 585 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $122,400,000 | 167 |
| Available-for-sale securities (fair market value) | $223,155,000 | 579 |
| Total debt securities | $345,555,000 | 415 |
| 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 | $331,726,000 | 423 |
| U.S. Government securities | $212,358,000 | 482 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $212,358,000 | 465 |
| Securities issued by states & political subdivisions | $119,368,000 | 151 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $215,966,000 | 278 |
| Mortgage-backed securities | $212,358,000 | 358 |
| Certificates of participation in pools of residential mortgages | $176,340,000 | 249 |
| Issued or guaranteed by U.S. | $176,340,000 | 247 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $36,018,000 | 692 |
| CMOs issued by government agencies or sponsored agencies | $36,018,000 | 582 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $124,619,000 | 163 |
| Available-for-sale securities (fair market value) | $207,107,000 | 599 |
| Total debt securities | $331,726,000 | 418 |
| 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 | $326,649,000 | 405 |
| U.S. Government securities | $217,480,000 | 444 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $217,480,000 | 426 |
| Securities issued by states & political subdivisions | $109,169,000 | 163 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $221,035,000 | 267 |
| Mortgage-backed securities | $217,480,000 | 327 |
| Certificates of participation in pools of residential mortgages | $178,163,000 | 232 |
| Issued or guaranteed by U.S. | $178,163,000 | 229 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $39,317,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $39,317,000 | 542 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $116,031,000 | 167 |
| Available-for-sale securities (fair market value) | $210,618,000 | 573 |
| Total debt securities | $326,649,000 | 398 |
| 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 | $318,931,000 | 405 |
| U.S. Government securities | $209,627,000 | 458 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $209,627,000 | 438 |
| Securities issued by states & political subdivisions | $109,304,000 | 147 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $230,774,000 | 264 |
| Mortgage-backed securities | $209,627,000 | 337 |
| Certificates of participation in pools of residential mortgages | $175,174,000 | 232 |
| Issued or guaranteed by U.S. | $175,174,000 | 228 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $34,453,000 | 681 |
| CMOs issued by government agencies or sponsored agencies | $34,453,000 | 564 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $117,693,000 | 167 |
| Available-for-sale securities (fair market value) | $201,238,000 | 582 |
| Total debt securities | $318,931,000 | 402 |
| 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 | $304,923,000 | 435 |
| U.S. Government securities | $203,771,000 | 469 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $203,771,000 | 452 |
| Securities issued by states & political subdivisions | $101,152,000 | 161 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $230,382,000 | 273 |
| Mortgage-backed securities | $203,771,000 | 357 |
| Certificates of participation in pools of residential mortgages | $166,505,000 | 260 |
| Issued or guaranteed by U.S. | $166,505,000 | 257 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $37,266,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $37,266,000 | 522 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $111,607,000 | 170 |
| Available-for-sale securities (fair market value) | $193,316,000 | 599 |
| Total debt securities | $304,923,000 | 425 |
| 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 | $320,517,000 | 405 |
| U.S. Government securities | $224,568,000 | 413 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $224,568,000 | 399 |
| Securities issued by states & political subdivisions | $95,671,000 | 178 |
| Other domestic debt securities | $278,000 | 2,879 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $278,000 | 303 |
| 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 | $226,093,000 | 283 |
| Mortgage-backed securities | $224,073,000 | 327 |
| Certificates of participation in pools of residential mortgages | $183,733,000 | 244 |
| Issued or guaranteed by U.S. | $183,733,000 | 242 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $40,062,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $40,062,000 | 488 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $278,000 | 303 |
| Commercial mortgage pass-through securities | $278,000 | 223 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $112,889,000 | 168 |
| Available-for-sale securities (fair market value) | $207,628,000 | 538 |
| Total debt securities | $320,517,000 | 401 |
| Structured notes | ||
| Amortized cost | $772,000 | 2,284 |
| Fair value | $773,000 | 2,288 |
| 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 | $322,526,000 | 412 |
| U.S. Government securities | $225,118,000 | 398 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $225,118,000 | 385 |
| Securities issued by states & political subdivisions | $97,117,000 | 176 |
| Other domestic debt securities | $291,000 | 2,969 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $291,000 | 320 |
| 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 | $211,771,000 | 306 |
| Mortgage-backed securities | $224,583,000 | 330 |
| Certificates of participation in pools of residential mortgages | $191,105,000 | 239 |
| Issued or guaranteed by U.S. | $191,105,000 | 236 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $33,187,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $33,187,000 | 519 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $291,000 | 320 |
| Commercial mortgage pass-through securities | $291,000 | 225 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $117,217,000 | 174 |
| Available-for-sale securities (fair market value) | $205,309,000 | 545 |
| Total debt securities | $322,526,000 | 398 |
| Structured notes | ||
| Amortized cost | $820,000 | 1,825 |
| Fair value | $826,000 | 1,822 |
| 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 | $307,063,000 | 424 |
| U.S. Government securities | $212,094,000 | 418 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $212,094,000 | 405 |
| Securities issued by states & political subdivisions | $94,671,000 | 180 |
| Other domestic debt securities | $298,000 | 3,029 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $298,000 | 260 |
| 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 | $212,871,000 | 299 |
| Mortgage-backed securities | $211,498,000 | 352 |
| Certificates of participation in pools of residential mortgages | $172,932,000 | 274 |
| Issued or guaranteed by U.S. | $172,932,000 | 270 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $38,268,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $38,268,000 | 446 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $298,000 | 260 |
| Commercial mortgage pass-through securities | $298,000 | 165 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $118,660,000 | 170 |
| Available-for-sale securities (fair market value) | $188,403,000 | 577 |
| Total debt securities | $307,063,000 | 414 |
| Structured notes | ||
| Amortized cost | $890,000 | 1,348 |
| Fair value | $894,000 | 1,341 |
| 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 | $320,742,000 | 416 |
| U.S. Government securities | $226,302,000 | 400 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $226,302,000 | 392 |
| Securities issued by states & political subdivisions | $94,440,000 | 177 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $200,850,000 | 318 |
| Mortgage-backed securities | $219,327,000 | 358 |
| Certificates of participation in pools of residential mortgages | $177,031,000 | 283 |
| Issued or guaranteed by U.S. | $177,031,000 | 277 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $42,296,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $42,296,000 | 393 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $123,004,000 | 169 |
| Available-for-sale securities (fair market value) | $197,738,000 | 531 |
| Total debt securities | $320,742,000 | 409 |
| Structured notes | ||
| Amortized cost | $1,012,000 | 879 |
| Fair value | $1,016,000 | 892 |
| 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 | $285,379,000 | 441 |
| U.S. Government securities | $190,060,000 | 461 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $190,060,000 | 451 |
| Securities issued by states & political subdivisions | $95,319,000 | 169 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $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 | $209,683,000 | 311 |
| Mortgage-backed securities | $179,952,000 | 394 |
| Certificates of participation in pools of residential mortgages | $133,987,000 | 353 |
| Issued or guaranteed by U.S. | $133,987,000 | 346 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $45,965,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $45,965,000 | 361 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $127,300,000 | 164 |
| Available-for-sale securities (fair market value) | $158,079,000 | 656 |
| Total debt securities | $285,379,000 | 433 |
| Structured notes | ||
| Amortized cost | $1,057,000 | 913 |
| Fair value | $1,062,000 | 918 |
| 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 | $277,736,000 | 450 |
| U.S. Government securities | $181,751,000 | 471 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $181,751,000 | 458 |
| Securities issued by states & political subdivisions | $95,985,000 | 164 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $158,050,000 | 372 |
| Mortgage-backed securities | $168,751,000 | 402 |
| Certificates of participation in pools of residential mortgages | $121,880,000 | 370 |
| Issued or guaranteed by U.S. | $121,880,000 | 366 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $46,871,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $46,871,000 | 333 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $129,028,000 | 159 |
| Available-for-sale securities (fair market value) | $148,708,000 | 667 |
| Total debt securities | $277,736,000 | 439 |
| Structured notes | ||
| Amortized cost | $1,082,000 | 893 |
| Fair value | $1,075,000 | 893 |
| 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 | $277,804,000 | 452 |
| U.S. Government securities | $184,280,000 | 464 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $184,280,000 | 454 |
| Securities issued by states & political subdivisions | $93,524,000 | 168 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $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 | $162,916,000 | 359 |
| Mortgage-backed securities | $166,148,000 | 417 |
| Certificates of participation in pools of residential mortgages | $117,731,000 | 386 |
| Issued or guaranteed by U.S. | $117,731,000 | 381 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $48,417,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $48,417,000 | 315 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $127,660,000 | 155 |
| Available-for-sale securities (fair market value) | $150,144,000 | 686 |
| Total debt securities | $277,804,000 | 440 |
| Structured notes | ||
| Amortized cost | $1,111,000 | 937 |
| Fair value | $1,103,000 | 940 |
| 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 | $253,612,000 | 496 |
| U.S. Government securities | $171,355,000 | 499 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $171,355,000 | 490 |
| Securities issued by states & political subdivisions | $82,257,000 | 185 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $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 | $135,269,000 | 412 |
| Mortgage-backed securities | $152,872,000 | 428 |
| Certificates of participation in pools of residential mortgages | $109,783,000 | 390 |
| Issued or guaranteed by U.S. | $109,783,000 | 384 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $43,089,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $43,089,000 | 339 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $110,391,000 | 164 |
| Available-for-sale securities (fair market value) | $143,221,000 | 722 |
| Total debt securities | $253,612,000 | 480 |
| Structured notes | ||
| Amortized cost | $1,156,000 | 999 |
| Fair value | $1,168,000 | 996 |
| 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 | $264,953,000 | 469 |
| U.S. Government securities | $181,310,000 | 477 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $181,310,000 | 464 |
| Securities issued by states & political subdivisions | $83,643,000 | 183 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $148,112,000 | 374 |
| Mortgage-backed securities | $139,711,000 | 428 |
| Certificates of participation in pools of residential mortgages | $95,228,000 | 407 |
| Issued or guaranteed by U.S. | $95,228,000 | 403 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $44,483,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $44,483,000 | 329 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,013,000 | 166 |
| Available-for-sale securities (fair market value) | $151,940,000 | 663 |
| Total debt securities | $264,953,000 | 453 |
| Structured notes | ||
| Amortized cost | $4,198,000 | 583 |
| Fair value | $4,186,000 | 584 |
| 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 | $269,769,000 | 463 |
| U.S. Government securities | $184,297,000 | 486 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $184,297,000 | 474 |
| Securities issued by states & political subdivisions | $85,472,000 | 179 |
| 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 | $161,630,000 | 350 |
| Mortgage-backed securities | $132,482,000 | 436 |
| Certificates of participation in pools of residential mortgages | $86,349,000 | 414 |
| Issued or guaranteed by U.S. | $86,349,000 | 409 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $46,133,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $46,133,000 | 316 |
| 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) | $116,081,000 | 163 |
| Available-for-sale securities (fair market value) | $153,688,000 | 655 |
| Total debt securities | $269,769,000 | 454 |
| Structured notes | ||
| Amortized cost | $12,217,000 | 215 |
| Fair value | $12,178,000 | 211 |
| 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 | $272,580,000 | 455 |
| U.S. Government securities | $186,586,000 | 472 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $186,586,000 | 460 |
| Securities issued by states & political subdivisions | $85,994,000 | 173 |
| 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 | $155,563,000 | 357 |
| Mortgage-backed securities | $135,382,000 | 433 |
| Certificates of participation in pools of residential mortgages | $86,338,000 | 415 |
| Issued or guaranteed by U.S. | $86,338,000 | 411 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $49,044,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $49,044,000 | 308 |
| 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) | $118,530,000 | 170 |
| Available-for-sale securities (fair market value) | $154,050,000 | 643 |
| Total debt securities | $272,578,000 | 444 |
| Structured notes | ||
| Amortized cost | $12,271,000 | 238 |
| Fair value | $12,147,000 | 233 |
| 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 | $255,244,000 | 492 |
| U.S. Government securities | $174,726,000 | 506 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $174,726,000 | 492 |
| Securities issued by states & political subdivisions | $80,518,000 | 187 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $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 | $165,627,000 | 349 |
| Mortgage-backed securities | $120,606,000 | 475 |
| Certificates of participation in pools of residential mortgages | $73,292,000 | 466 |
| Issued or guaranteed by U.S. | $73,292,000 | 462 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $47,314,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $47,314,000 | 311 |
| 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) | $109,406,000 | 187 |
| Available-for-sale securities (fair market value) | $145,838,000 | 687 |
| Total debt securities | $255,244,000 | 479 |
| Structured notes | ||
| Amortized cost | $12,319,000 | 263 |
| Fair value | $12,207,000 | 262 |
| 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 | $246,698,000 | 510 |
| U.S. Government securities | $165,230,000 | 552 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $165,230,000 | 540 |
| Securities issued by states & political subdivisions | $81,468,000 | 187 |
| 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 | $150,010,000 | 383 |
| Mortgage-backed securities | $105,220,000 | 525 |
| Certificates of participation in pools of residential mortgages | $58,743,000 | 577 |
| Issued or guaranteed by U.S. | $58,743,000 | 569 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $46,477,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $46,477,000 | 327 |
| 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) | $108,684,000 | 187 |
| Available-for-sale securities (fair market value) | $138,014,000 | 747 |
| Total debt securities | $246,698,000 | 498 |
| Structured notes | ||
| Amortized cost | $18,356,000 | 161 |
| Fair value | $18,190,000 | 158 |
| 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 | $258,289,000 | 501 |
| U.S. Government securities | $176,625,000 | 535 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $176,625,000 | 520 |
| Securities issued by states & political subdivisions | $81,664,000 | 184 |
| 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 | $161,236,000 | 368 |
| Mortgage-backed securities | $107,851,000 | 524 |
| Certificates of participation in pools of residential mortgages | $61,089,000 | 567 |
| Issued or guaranteed by U.S. | $61,089,000 | 558 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $46,762,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $46,762,000 | 325 |
| 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) | $108,217,000 | 188 |
| Available-for-sale securities (fair market value) | $150,072,000 | 699 |
| Total debt securities | $258,288,000 | 488 |
| Structured notes | ||
| Amortized cost | $21,413,000 | 145 |
| Fair value | $21,134,000 | 144 |
| 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 | $266,557,000 | 489 |
| U.S. Government securities | $185,838,000 | 517 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $185,838,000 | 497 |
| Securities issued by states & political subdivisions | $80,719,000 | 182 |
| 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 | $156,237,000 | 366 |
| Mortgage-backed securities | $114,636,000 | 502 |
| Certificates of participation in pools of residential mortgages | $65,392,000 | 538 |
| Issued or guaranteed by U.S. | $65,392,000 | 531 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $49,244,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $49,244,000 | 301 |
| 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) | $108,519,000 | 195 |
| Available-for-sale securities (fair market value) | $158,038,000 | 664 |
| Total debt securities | $266,557,000 | 473 |
| Structured notes | ||
| Amortized cost | $31,455,000 | 95 |
| Fair value | $30,934,000 | 95 |
| 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 | $257,366,000 | 515 |
| U.S. Government securities | $183,143,000 | 542 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $183,143,000 | 520 |
| Securities issued by states & political subdivisions | $74,223,000 | 200 |
| 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 | $162,441,000 | 357 |
| Mortgage-backed securities | $111,511,000 | 520 |
| Certificates of participation in pools of residential mortgages | $67,863,000 | 533 |
| Issued or guaranteed by U.S. | $67,863,000 | 526 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $43,648,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $43,648,000 | 337 |
| 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) | $94,284,000 | 238 |
| Available-for-sale securities (fair market value) | $163,082,000 | 651 |
| Total debt securities | $257,366,000 | 501 |
| Structured notes | ||
| Amortized cost | $31,511,000 | 99 |
| Fair value | $31,087,000 | 98 |
| 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 | $253,585,000 | 530 |
| U.S. Government securities | $179,773,000 | 555 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $179,773,000 | 538 |
| Securities issued by states & political subdivisions | $73,812,000 | 204 |
| 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 | $143,374,000 | 392 |
| Mortgage-backed securities | $102,731,000 | 550 |
| Certificates of participation in pools of residential mortgages | $59,354,000 | 610 |
| Issued or guaranteed by U.S. | $59,354,000 | 602 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $43,377,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $43,377,000 | 329 |
| 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) | $94,759,000 | 239 |
| Available-for-sale securities (fair market value) | $158,826,000 | 665 |
| Total debt securities | $253,585,000 | 516 |
| Structured notes | ||
| Amortized cost | $34,994,000 | 89 |
| Fair value | $34,608,000 | 86 |
| 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 | $252,607,000 | 532 |
| U.S. Government securities | $180,669,000 | 562 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $180,669,000 | 534 |
| Securities issued by states & political subdivisions | $71,938,000 | 208 |
| 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 | $139,816,000 | 398 |
| Mortgage-backed securities | $105,325,000 | 548 |
| Certificates of participation in pools of residential mortgages | $62,849,000 | 595 |
| Issued or guaranteed by U.S. | $62,849,000 | 586 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $42,476,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $42,476,000 | 345 |
| 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) | $89,698,000 | 261 |
| Available-for-sale securities (fair market value) | $162,909,000 | 646 |
| Total debt securities | $252,606,000 | 517 |
| Structured notes | ||
| Amortized cost | $34,994,000 | 86 |
| Fair value | $34,655,000 | 85 |
| 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 | $265,723,000 | 514 |
| U.S. Government securities | $188,201,000 | 543 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $188,201,000 | 518 |
| Securities issued by states & political subdivisions | $77,522,000 | 186 |
| 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 | $147,875,000 | 381 |
| Mortgage-backed securities | $108,157,000 | 547 |
| Certificates of participation in pools of residential mortgages | $63,140,000 | 599 |
| Issued or guaranteed by U.S. | $63,140,000 | 589 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $45,017,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $45,017,000 | 339 |
| 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) | $92,452,000 | 250 |
| Available-for-sale securities (fair market value) | $173,271,000 | 610 |
| Total debt securities | $265,722,000 | 503 |
| Structured notes | ||
| Amortized cost | $38,994,000 | 70 |
| Fair value | $38,813,000 | 70 |
| 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 | $262,028,000 | 527 |
| U.S. Government securities | $186,606,000 | 547 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $186,606,000 | 523 |
| Securities issued by states & political subdivisions | $75,422,000 | 186 |
| 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 | $147,376,000 | 372 |
| Mortgage-backed securities | $105,069,000 | 571 |
| Certificates of participation in pools of residential mortgages | $62,224,000 | 617 |
| Issued or guaranteed by U.S. | $62,224,000 | 612 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $42,845,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $42,845,000 | 362 |
| 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) | $85,651,000 | 277 |
| Available-for-sale securities (fair market value) | $176,377,000 | 614 |
| Total debt securities | $262,025,000 | 513 |
| Structured notes | ||
| Amortized cost | $38,995,000 | 69 |
| Fair value | $38,511,000 | 69 |
| 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 | $244,507,000 | 564 |
| U.S. Government securities | $168,530,000 | 607 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $168,530,000 | 585 |
| Securities issued by states & political subdivisions | $75,977,000 | 188 |
| 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 | $144,958,000 | 380 |
| Mortgage-backed securities | $91,264,000 | 656 |
| Certificates of participation in pools of residential mortgages | $52,119,000 | 722 |
| Issued or guaranteed by U.S. | $52,119,000 | 718 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $39,145,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $39,145,000 | 385 |
| 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) | $82,412,000 | 288 |
| Available-for-sale securities (fair market value) | $162,095,000 | 675 |
| Total debt securities | $244,507,000 | 552 |
| Structured notes | ||
| Amortized cost | $38,996,000 | 70 |
| Fair value | $38,835,000 | 70 |
| 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 | $228,923,000 | 594 |
| U.S. Government securities | $152,682,000 | 654 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $152,682,000 | 622 |
| Securities issued by states & political subdivisions | $76,241,000 | 184 |
| 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 | $130,893,000 | 411 |
| Mortgage-backed securities | $88,017,000 | 680 |
| Certificates of participation in pools of residential mortgages | $52,165,000 | 717 |
| Issued or guaranteed by U.S. | $52,165,000 | 713 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,852,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $35,852,000 | 405 |
| 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) | $76,255,000 | 300 |
| Available-for-sale securities (fair market value) | $152,668,000 | 721 |
| Total debt securities | $228,923,000 | 582 |
| Structured notes | ||
| Amortized cost | $28,997,000 | 107 |
| Fair value | $28,965,000 | 107 |
| 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 | $235,251,000 | 588 |
| U.S. Government securities | $155,638,000 | 653 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $155,638,000 | 628 |
| Securities issued by states & political subdivisions | $79,613,000 | 168 |
| 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 | $137,917,000 | 386 |
| Mortgage-backed securities | $85,601,000 | 693 |
| Certificates of participation in pools of residential mortgages | $45,026,000 | 816 |
| Issued or guaranteed by U.S. | $45,026,000 | 811 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $40,575,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $40,575,000 | 386 |
| 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) | $81,207,000 | 283 |
| Available-for-sale securities (fair market value) | $154,044,000 | 723 |
| Total debt securities | $235,249,000 | 570 |
| Structured notes | ||
| Amortized cost | $27,998,000 | 108 |
| Fair value | $27,648,000 | 106 |
| 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 | $246,493,000 | 572 |
| U.S. Government securities | $161,923,000 | 649 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $161,923,000 | 625 |
| Securities issued by states & political subdivisions | $80,770,000 | 165 |
| Other domestic debt securities | $3,800,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,800,000 | 133 |
| 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 | $130,381,000 | 392 |
| Mortgage-backed securities | $97,350,000 | 657 |
| Certificates of participation in pools of residential mortgages | $48,237,000 | 794 |
| Issued or guaranteed by U.S. | $48,237,000 | 787 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $49,113,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $49,113,000 | 360 |
| 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) | $82,665,000 | 263 |
| Available-for-sale securities (fair market value) | $163,828,000 | 694 |
| Total debt securities | $246,493,000 | 555 |
| Structured notes | ||
| Amortized cost | $19,992,000 | 158 |
| Fair value | $20,093,000 | 157 |
| 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 | $218,193,000 | 639 |
| U.S. Government securities | $139,180,000 | 746 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $139,180,000 | 720 |
| Securities issued by states & political subdivisions | $77,013,000 | 176 |
| Other domestic debt securities | $2,000,000 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000,000 | 172 |
| 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 | $104,194,000 | 481 |
| Mortgage-backed securities | $96,097,000 | 673 |
| Certificates of participation in pools of residential mortgages | $44,683,000 | 862 |
| Issued or guaranteed by U.S. | $44,683,000 | 855 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $51,414,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $51,414,000 | 386 |
| 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) | $79,250,000 | 276 |
| Available-for-sale securities (fair market value) | $138,943,000 | 831 |
| Total debt securities | $218,193,000 | 618 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 536 |
| Fair value | $5,998,000 | 528 |
| 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 | $222,652,000 | 634 |
| U.S. Government securities | $142,056,000 | 724 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $142,056,000 | 693 |
| Securities issued by states & political subdivisions | $78,596,000 | 168 |
| Other domestic debt securities | $2,000,000 | 2,129 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000,000 | 182 |
| 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 | $94,295,000 | 500 |
| Mortgage-backed securities | $101,779,000 | 642 |
| Certificates of participation in pools of residential mortgages | $47,991,000 | 808 |
| Issued or guaranteed by U.S. | $47,991,000 | 804 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $53,788,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $53,788,000 | 383 |
| 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) | $81,341,000 | 263 |
| Available-for-sale securities (fair market value) | $141,311,000 | 816 |
| Total debt securities | $222,653,000 | 616 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 780 |
| Fair value | $2,968,000 | 827 |
| 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 | $223,667,000 | 618 |
| U.S. Government securities | $148,965,000 | 676 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $148,965,000 | 653 |
| Securities issued by states & political subdivisions | $74,702,000 | 182 |
| 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 | $108,115,000 | 435 |
| Mortgage-backed securities | $115,316,000 | 591 |
| Certificates of participation in pools of residential mortgages | $53,448,000 | 724 |
| Issued or guaranteed by U.S. | $53,448,000 | 722 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $61,868,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $61,868,000 | 371 |
| 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) | $78,222,000 | 272 |
| Available-for-sale securities (fair market value) | $145,445,000 | 777 |
| Total debt securities | $223,666,000 | 598 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 606 |
| Fair value | $3,000,000 | 650 |
| 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 | $217,390,000 | 624 |
| U.S. Government securities | $143,108,000 | 684 |
| U.S. Treasury securities | $2,006,000 | 1,202 |
| U.S. Government agency obligations | $141,102,000 | 664 |
| Securities issued by states & political subdivisions | $72,922,000 | 175 |
| Other domestic debt securities | $1,360,000 | 2,530 |
| Privately issued residential mortgage-backed securities | $1,360,000 | 616 |
| 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 | $108,251,000 | 418 |
| Mortgage-backed securities | $118,329,000 | 575 |
| Certificates of participation in pools of residential mortgages | $56,353,000 | 682 |
| Issued or guaranteed by U.S. | $56,353,000 | 680 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $61,976,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $60,616,000 | 368 |
| Privately issued | $1,360,000 | 549 |
| 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) | $75,311,000 | 283 |
| Available-for-sale securities (fair market value) | $142,079,000 | 781 |
| Total debt securities | $217,389,000 | 604 |
| 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 | $201,668,000 | 648 |
| U.S. Government securities | $128,766,000 | 726 |
| U.S. Treasury securities | $3,026,000 | 998 |
| U.S. Government agency obligations | $125,740,000 | 706 |
| Securities issued by states & political subdivisions | $71,371,000 | 175 |
| Other domestic debt securities | $1,531,000 | 2,455 |
| Privately issued residential mortgage-backed securities | $1,531,000 | 612 |
| 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 | $111,104,000 | 418 |
| Mortgage-backed securities | $108,852,000 | 587 |
| Certificates of participation in pools of residential mortgages | $58,363,000 | 639 |
| Issued or guaranteed by U.S. | $58,363,000 | 634 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $50,489,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $48,958,000 | 423 |
| Privately issued | $1,531,000 | 546 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,172,000 | 283 |
| Available-for-sale securities (fair market value) | $125,496,000 | 846 |
| Total debt securities | $201,668,000 | 621 |
| 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 | $193,054,000 | 618 |
| U.S. Government securities | $133,418,000 | 644 |
| U.S. Treasury securities | $4,060,000 | 917 |
| U.S. Government agency obligations | $129,358,000 | 628 |
| Securities issued by states & political subdivisions | $57,369,000 | 219 |
| Other domestic debt securities | $2,267,000 | 2,124 |
| Privately issued residential mortgage-backed securities | $2,267,000 | 590 |
| 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 | $93,066,000 | 451 |
| Mortgage-backed securities | $118,969,000 | 500 |
| Certificates of participation in pools of residential mortgages | $58,359,000 | 554 |
| Issued or guaranteed by U.S. | $58,359,000 | 548 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $60,610,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $58,343,000 | 369 |
| Privately issued | $2,267,000 | 530 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,482,000 | 269 |
| Available-for-sale securities (fair market value) | $115,572,000 | 836 |
| Total debt securities | $193,054,000 | 594 |
| 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 | $111,547,000 | 1,013 |
| U.S. Government securities | $69,153,000 | 1,159 |
| U.S. Treasury securities | $6,021,000 | 929 |
| U.S. Government agency obligations | $63,132,000 | 1,172 |
| Securities issued by states & political subdivisions | $38,574,000 | 352 |
| Other domestic debt securities | $2,654,000 | 1,694 |
| Privately issued residential mortgage-backed securities | $2,389,000 | 529 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $265,000 | 2,884 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,166,000 | 2,294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,517,000 | 417 |
| Mortgage-backed securities | $52,490,000 | 757 |
| Certificates of participation in pools of residential mortgages | $35,989,000 | 695 |
| Issued or guaranteed by U.S. | $35,989,000 | 688 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $16,501,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $14,112,000 | 735 |
| Privately issued | $2,389,000 | 467 |
| 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) | $58,830,000 | 432 |
| Available-for-sale securities (fair market value) | $52,717,000 | 1,622 |
| Total debt securities | $110,381,000 | 979 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $125,332,000 | 924 |
| U.S. Government securities | $81,579,000 | 1,051 |
| U.S. Treasury securities | $11,961,000 | 758 |
| U.S. Government agency obligations | $69,618,000 | 1,126 |
| Securities issued by states & political subdivisions | $39,155,000 | 337 |
| Other domestic debt securities | $3,524,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $2,943,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $581,000 | 2,301 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,074,000 | 2,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,295,000 | 434 |
| Mortgage-backed securities | $60,067,000 | 755 |
| Certificates of participation in pools of residential mortgages | $39,723,000 | 713 |
| Issued or guaranteed by U.S. | $39,723,000 | 705 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $20,344,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $17,401,000 | 720 |
| Privately issued | $2,943,000 | 444 |
| 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) | $64,346,000 | 430 |
| Available-for-sale securities (fair market value) | $60,986,000 | 1,420 |
| Total debt securities | $124,258,000 | 900 |
| 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 | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $121,618,000 | 957 |
| U.S. Government securities | $76,777,000 | 1,148 |
| U.S. Treasury securities | $5,024,000 | 2,263 |
| U.S. Government agency obligations | $71,753,000 | 1,060 |
| Securities issued by states & political subdivisions | $39,554,000 | 315 |
| Other domestic debt securities | $4,305,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $4,305,000 | 395 |
| 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 | $982,000 | 2,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,151,000 | 723 |
| Mortgage-backed securities | $60,542,000 | 781 |
| Certificates of participation in pools of residential mortgages | $29,587,000 | 924 |
| Issued or guaranteed by U.S. | $29,587,000 | 912 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $30,955,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $26,650,000 | 570 |
| Privately issued | $4,305,000 | 331 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $68,376,000 | 423 |
| Available-for-sale securities (fair market value) | $53,242,000 | 1,634 |
| Total debt securities | $120,636,000 | 930 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $117,406,000 | 977 |
| U.S. Government securities | $73,949,000 | 1,233 |
| U.S. Treasury securities | $12,514,000 | 1,493 |
| U.S. Government agency obligations | $61,435,000 | 1,183 |
| Securities issued by states & political subdivisions | $37,864,000 | 293 |
| Other domestic debt securities | $5,379,000 | 812 |
| Privately issued residential mortgage-backed securities | $5,379,000 | 302 |
| 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 | $214,000 | 5,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,900,000 | 782 |
| Mortgage-backed securities | $47,310,000 | 921 |
| Certificates of participation in pools of residential mortgages | $23,364,000 | 1,101 |
| Issued or guaranteed by U.S. | $23,364,000 | 1,089 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $23,946,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $18,567,000 | 689 |
| Privately issued | $5,379,000 | 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) | $72,807,000 | 481 |
| Available-for-sale securities (fair market value) | $44,599,000 | 1,798 |
| Total debt securities | $117,192,000 | 947 |
| 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 | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $119,594,000 | 1,003 |
| U.S. Government securities | $76,970,000 | 1,253 |
| U.S. Treasury securities | $21,022,000 | 1,100 |
| U.S. Government agency obligations | $55,948,000 | 1,306 |
| Securities issued by states & political subdivisions | $36,931,000 | 297 |
| Other domestic debt securities | $5,479,000 | 844 |
| Privately issued residential mortgage-backed securities | $5,479,000 | 341 |
| 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 | $214,000 | 5,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,096,000 | 913 |
| Mortgage-backed securities | $52,560,000 | 887 |
| Certificates of participation in pools of residential mortgages | $30,556,000 | 975 |
| Issued or guaranteed by U.S. | $30,556,000 | 956 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $22,004,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $16,525,000 | 788 |
| Privately issued | $5,479,000 | 237 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,680,000 | 527 |
| Available-for-sale securities (fair market value) | $43,914,000 | 1,865 |
| Total debt securities | $119,380,000 | 981 |
| 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 | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $116,900,000 | 1,072 |
| U.S. Government securities | $69,404,000 | 1,471 |
| U.S. Treasury securities | $9,052,000 | 2,970 |
| U.S. Government agency obligations | $60,352,000 | 1,216 |
| Securities issued by states & political subdivisions | $37,846,000 | 290 |
| Other domestic debt securities | $9,436,000 | 720 |
| Privately issued residential mortgage-backed securities | $9,436,000 | 294 |
| 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 | $214,000 | 4,927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,998,000 | 1,115 |
| Mortgage-backed securities | $60,795,000 | 837 |
| Certificates of participation in pools of residential mortgages | $32,534,000 | 945 |
| Issued or guaranteed by U.S. | $32,534,000 | 925 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $28,261,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $18,825,000 | 808 |
| Privately issued | $9,436,000 | 194 |
| 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) | $82,530,000 | 502 |
| Available-for-sale securities (fair market value) | $34,370,000 | 2,510 |
| Total debt securities | $116,686,000 | 1,039 |
| 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 | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $113,207,000 | 1,154 |
| U.S. Government securities | $72,504,000 | 1,465 |
| U.S. Treasury securities | $10,956,000 | 3,120 |
| U.S. Government agency obligations | $61,548,000 | 1,163 |
| Securities issued by states & political subdivisions | $33,406,000 | 328 |
| Other domestic debt securities | $7,083,000 | 939 |
| Privately issued residential mortgage-backed securities | $7,083,000 | 352 |
| 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 | $214,000 | 4,671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,588,000 | 967 |
| Mortgage-backed securities | $62,296,000 | 877 |
| Certificates of participation in pools of residential mortgages | $36,760,000 | 868 |
| Issued or guaranteed by U.S. | $36,760,000 | 848 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $25,536,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $18,453,000 | 891 |
| Privately issued | $7,083,000 | 242 |
| 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) | $97,200,000 | 777 |
| Available-for-sale securities (fair market value) | $16,007,000 | 3,382 |
| Total debt securities | $112,993,000 | 1,131 |
| 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 | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $120,175,000 | 1,149 |
| U.S. Government securities | $82,836,000 | 1,343 |
| U.S. Treasury securities | $22,314,000 | 1,665 |
| U.S. Government agency obligations | $60,522,000 | 1,217 |
| Securities issued by states & political subdivisions | $26,633,000 | 417 |
| Other domestic debt securities | $10,536,000 | 834 |
| Privately issued residential mortgage-backed securities | $10,536,000 | 332 |
| 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 | $170,000 | 4,807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,635,000 | 1,442 |
| Mortgage-backed securities | $48,993,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $38,457,000 | 905 |
| Issued or guaranteed by U.S. | $38,457,000 | 876 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $10,536,000 | 1,634 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $10,536,000 | 195 |
| 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 | $120,005,000 | 1,128 |
| 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 | $122,025,000 | 1,115 |
| U.S. Government securities | $81,602,000 | 1,339 |
| U.S. Treasury securities | $30,304,000 | 1,218 |
| U.S. Government agency obligations | $51,298,000 | 1,358 |
| Securities issued by states & political subdivisions | $22,633,000 | 474 |
| Other domestic debt securities | $17,670,000 | 685 |
| Privately issued residential mortgage-backed securities | $17,670,000 | 304 |
| 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 | $120,000 | 4,774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,180,000 | 1,320 |
| Mortgage-backed securities | $62,361,000 | 950 |
| Certificates of participation in pools of residential mortgages | $44,691,000 | 814 |
| Issued or guaranteed by U.S. | $44,691,000 | 782 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $17,670,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $17,670,000 | 172 |
| 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 | $121,905,000 | 1,090 |
| 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 |