Home > Bankers Trust Company > Securities
Bankers Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $969,413,000 | 251 |
| U.S. Government securities | $598,337,000 | 265 |
| U.S. Treasury securities | $82,668,000 | 299 |
| U.S. Government agency obligations | $515,669,000 | 275 |
| Securities issued by states & political subdivisions | $314,030,000 | 121 |
| Other domestic debt securities | $54,420,000 | 380 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $14,211,000 | 220 |
| Other domestic debt securities - All other | $37,649,000 | 239 |
| 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 | $790,227,000 | 184 |
| Mortgage-backed securities | $465,640,000 | 248 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $128,390,000 | 415 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $265,942,000 | 132 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $54,474,000 | 161 |
| Other commercial mortgage-backed securities | $16,834,000 | 372 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $966,787,000 | 205 |
| Total debt securities | $966,787,000 | 248 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 223 |
| Fair value | $5,669,000 | 243 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $862,453,000 | 275 |
| U.S. Government securities | $518,494,000 | 298 |
| U.S. Treasury securities | $78,890,000 | 317 |
| U.S. Government agency obligations | $439,604,000 | 304 |
| Securities issued by states & political subdivisions | $284,520,000 | 133 |
| Other domestic debt securities | $57,354,000 | 363 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $18,171,000 | 189 |
| Other domestic debt securities - All other | $36,852,000 | 244 |
| 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 | $695,208,000 | 191 |
| Mortgage-backed securities | $391,785,000 | 273 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $111,727,000 | 448 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $233,945,000 | 135 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,531,000 | 218 |
| Other commercial mortgage-backed securities | $12,582,000 | 454 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $860,368,000 | 220 |
| Total debt securities | $860,368,000 | 270 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 230 |
| Fair value | $5,334,000 | 262 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $867,769,000 | 274 |
| U.S. Government securities | $502,003,000 | 303 |
| U.S. Treasury securities | $69,372,000 | 372 |
| U.S. Government agency obligations | $432,631,000 | 308 |
| Securities issued by states & political subdivisions | $305,569,000 | 128 |
| Other domestic debt securities | $58,332,000 | 363 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $18,876,000 | 175 |
| Other domestic debt securities - All other | $36,917,000 | 242 |
| 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 | $784,891,000 | 182 |
| Mortgage-backed securities | $383,428,000 | 275 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $108,358,000 | 482 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $232,631,000 | 134 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $28,975,000 | 238 |
| Other commercial mortgage-backed securities | $13,464,000 | 442 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $865,904,000 | 224 |
| Total debt securities | $865,904,000 | 269 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 256 |
| Fair value | $4,955,000 | 309 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $876,478,000 | 286 |
| U.S. Government securities | $505,659,000 | 314 |
| U.S. Treasury securities | $59,860,000 | 444 |
| U.S. Government agency obligations | $445,799,000 | 295 |
| Securities issued by states & political subdivisions | $307,230,000 | 139 |
| Other domestic debt securities | $61,744,000 | 370 |
| Privately issued residential mortgage-backed securities | $1,086,000 | 508 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $21,558,000 | 168 |
| Other domestic debt securities - All other | $39,100,000 | 241 |
| 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 | $619,120,000 | 203 |
| Mortgage-backed securities | $394,744,000 | 287 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $112,276,000 | 493 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $240,655,000 | 136 |
| Privately issued | $1,086,000 | 373 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $29,953,000 | 247 |
| Other commercial mortgage-backed securities | $10,774,000 | 506 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $874,633,000 | 232 |
| Total debt securities | $874,633,000 | 281 |
| Structured notes | ||
| Amortized cost | $27,000,000 | 75 |
| Fair value | $22,479,000 | 81 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $879,690,000 | 291 |
| U.S. Government securities | $503,806,000 | 325 |
| U.S. Treasury securities | $60,429,000 | 463 |
| U.S. Government agency obligations | $443,377,000 | 301 |
| Securities issued by states & political subdivisions | $303,829,000 | 146 |
| Other domestic debt securities | $70,250,000 | 350 |
| Privately issued residential mortgage-backed securities | $1,059,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $29,104,000 | 151 |
| Other domestic debt securities - All other | $40,087,000 | 251 |
| 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 | $758,023,000 | 151 |
| Mortgage-backed securities | $393,138,000 | 292 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $111,916,000 | 502 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $236,136,000 | 143 |
| Privately issued | $1,059,000 | 371 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,013,000 | 230 |
| Other commercial mortgage-backed securities | $11,014,000 | 498 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $877,885,000 | 238 |
| Total debt securities | $877,884,000 | 287 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $827,900,000 | 307 |
| U.S. Government securities | $506,334,000 | 327 |
| U.S. Treasury securities | $57,196,000 | 501 |
| U.S. Government agency obligations | $449,138,000 | 299 |
| Securities issued by states & political subdivisions | $277,720,000 | 161 |
| Other domestic debt securities | $41,961,000 | 453 |
| Privately issued residential mortgage-backed securities | $1,086,000 | 511 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $40,875,000 | 241 |
| 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 | $606,127,000 | 170 |
| Mortgage-backed securities | $411,017,000 | 287 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $90,417,000 | 590 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $244,625,000 | 142 |
| Privately issued | $1,086,000 | 378 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $63,110,000 | 155 |
| Other commercial mortgage-backed securities | $11,779,000 | 499 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $826,015,000 | 246 |
| Total debt securities | $826,015,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $880,208,000 | 302 |
| U.S. Government securities | $527,095,000 | 320 |
| U.S. Treasury securities | $57,114,000 | 496 |
| U.S. Government agency obligations | $469,981,000 | 305 |
| Securities issued by states & political subdivisions | $311,710,000 | 151 |
| Other domestic debt securities | $39,523,000 | 450 |
| Privately issued residential mortgage-backed securities | $1,193,000 | 514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $38,330,000 | 257 |
| 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 | $602,115,000 | 175 |
| Mortgage-backed securities | $429,376,000 | 292 |
| Certificates of participation in pools of residential mortgages | $97,278,000 | 576 |
| Issued or guaranteed by U.S. | $97,278,000 | 573 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $248,340,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $247,147,000 | 144 |
| Privately issued | $1,193,000 | 374 |
| Commercial mortgage-backed securities | $83,758,000 | 252 |
| Commercial mortgage pass-through securities | $68,781,000 | 149 |
| Other commercial mortgage-backed securities | $14,977,000 | 492 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $878,328,000 | 248 |
| Total debt securities | $878,328,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $918,849,000 | 292 |
| U.S. Government securities | $563,440,000 | 308 |
| U.S. Treasury securities | $57,074,000 | 437 |
| U.S. Government agency obligations | $506,366,000 | 291 |
| Securities issued by states & political subdivisions | $322,543,000 | 145 |
| Other domestic debt securities | $30,991,000 | 527 |
| Privately issued residential mortgage-backed securities | $1,341,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $29,650,000 | 327 |
| 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 | $612,432,000 | 163 |
| Mortgage-backed securities | $464,021,000 | 282 |
| Certificates of participation in pools of residential mortgages | $105,059,000 | 560 |
| Issued or guaranteed by U.S. | $105,059,000 | 554 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $270,988,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $269,647,000 | 141 |
| Privately issued | $1,341,000 | 347 |
| Commercial mortgage-backed securities | $87,974,000 | 251 |
| Commercial mortgage pass-through securities | $70,628,000 | 147 |
| Other commercial mortgage-backed securities | $17,346,000 | 454 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $916,974,000 | 248 |
| Total debt securities | $916,974,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $939,159,000 | 281 |
| U.S. Government securities | $569,306,000 | 297 |
| U.S. Treasury securities | $53,284,000 | 340 |
| U.S. Government agency obligations | $516,022,000 | 291 |
| Securities issued by states & political subdivisions | $338,491,000 | 142 |
| Other domestic debt securities | $29,487,000 | 522 |
| Privately issued residential mortgage-backed securities | $2,479,000 | 401 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $27,008,000 | 332 |
| 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 | $729,033,000 | 147 |
| Mortgage-backed securities | $471,391,000 | 283 |
| Certificates of participation in pools of residential mortgages | $117,342,000 | 518 |
| Issued or guaranteed by U.S. | $117,342,000 | 513 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $266,492,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $264,013,000 | 148 |
| Privately issued | $2,479,000 | 268 |
| Commercial mortgage-backed securities | $87,557,000 | 253 |
| Commercial mortgage pass-through securities | $35,274,000 | 225 |
| Other commercial mortgage-backed securities | $52,283,000 | 250 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $937,284,000 | 247 |
| Total debt securities | $937,284,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $943,949,000 | 269 |
| U.S. Government securities | $599,319,000 | 281 |
| U.S. Treasury securities | $55,950,000 | 248 |
| U.S. Government agency obligations | $543,369,000 | 284 |
| Securities issued by states & political subdivisions | $319,725,000 | 143 |
| Other domestic debt securities | $23,030,000 | 576 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $23,030,000 | 350 |
| 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 | $624,320,000 | 157 |
| Mortgage-backed securities | $487,594,000 | 272 |
| Certificates of participation in pools of residential mortgages | $124,721,000 | 468 |
| Issued or guaranteed by U.S. | $124,721,000 | 466 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $270,398,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $270,398,000 | 148 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $92,475,000 | 242 |
| Commercial mortgage pass-through securities | $33,221,000 | 227 |
| Other commercial mortgage-backed securities | $59,254,000 | 223 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $942,074,000 | 237 |
| Total debt securities | $942,074,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $933,384,000 | 262 |
| U.S. Government securities | $605,844,000 | 265 |
| U.S. Treasury securities | $46,283,000 | 249 |
| U.S. Government agency obligations | $559,561,000 | 263 |
| Securities issued by states & political subdivisions | $311,673,000 | 138 |
| Other domestic debt securities | $14,052,000 | 713 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $14,052,000 | 463 |
| 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 | $555,493,000 | 171 |
| Mortgage-backed securities | $503,785,000 | 251 |
| Certificates of participation in pools of residential mortgages | $139,958,000 | 403 |
| Issued or guaranteed by U.S. | $139,958,000 | 399 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $271,416,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $271,416,000 | 147 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $92,411,000 | 234 |
| Commercial mortgage pass-through securities | $34,534,000 | 211 |
| Other commercial mortgage-backed securities | $57,877,000 | 216 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $931,569,000 | 235 |
| Total debt securities | $931,569,000 | 260 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $911,117,000 | 255 |
| U.S. Government securities | $608,267,000 | 251 |
| U.S. Treasury securities | $43,249,000 | 188 |
| U.S. Government agency obligations | $565,018,000 | 251 |
| Securities issued by states & political subdivisions | $298,049,000 | 142 |
| Other domestic debt securities | $3,006,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,006,000 | 991 |
| 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 | $489,616,000 | 179 |
| Mortgage-backed securities | $512,318,000 | 240 |
| Certificates of participation in pools of residential mortgages | $147,592,000 | 365 |
| Issued or guaranteed by U.S. | $147,592,000 | 360 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $267,300,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $267,300,000 | 137 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $97,426,000 | 213 |
| Commercial mortgage pass-through securities | $35,281,000 | 204 |
| Other commercial mortgage-backed securities | $62,145,000 | 201 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $909,322,000 | 227 |
| Total debt securities | $909,322,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $768,679,000 | 273 |
| U.S. Government securities | $471,016,000 | 271 |
| U.S. Treasury securities | $40,341,000 | 159 |
| U.S. Government agency obligations | $430,675,000 | 269 |
| Securities issued by states & political subdivisions | $292,839,000 | 135 |
| Other domestic debt securities | $3,029,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $3,029,000 | 941 |
| 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 | $566,542,000 | 163 |
| Mortgage-backed securities | $380,422,000 | 269 |
| Certificates of participation in pools of residential mortgages | $127,699,000 | 370 |
| Issued or guaranteed by U.S. | $127,699,000 | 366 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $150,783,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $150,783,000 | 195 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $101,940,000 | 198 |
| Commercial mortgage pass-through securities | $36,787,000 | 190 |
| Other commercial mortgage-backed securities | $65,153,000 | 178 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $766,884,000 | 249 |
| Total debt securities | $766,884,000 | 268 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $746,876,000 | 268 |
| U.S. Government securities | $474,491,000 | 258 |
| U.S. Treasury securities | $40,523,000 | 160 |
| U.S. Government agency obligations | $433,968,000 | 257 |
| Securities issued by states & political subdivisions | $267,730,000 | 139 |
| Other domestic debt securities | $2,980,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,980,000 | 922 |
| 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 | $522,060,000 | 174 |
| Mortgage-backed securities | $378,629,000 | 252 |
| Certificates of participation in pools of residential mortgages | $122,531,000 | 360 |
| Issued or guaranteed by U.S. | $122,531,000 | 356 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $156,225,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $156,225,000 | 186 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $99,873,000 | 194 |
| Commercial mortgage pass-through securities | $32,655,000 | 190 |
| Other commercial mortgage-backed securities | $67,218,000 | 170 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $745,201,000 | 240 |
| Total debt securities | $745,201,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $736,696,000 | 259 |
| U.S. Government securities | $481,422,000 | 258 |
| U.S. Treasury securities | $40,631,000 | 175 |
| U.S. Government agency obligations | $440,791,000 | 252 |
| Securities issued by states & political subdivisions | $250,717,000 | 139 |
| Other domestic debt securities | $2,942,000 | 1,215 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,942,000 | 883 |
| 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 | $502,961,000 | 174 |
| Mortgage-backed securities | $396,039,000 | 241 |
| Certificates of participation in pools of residential mortgages | $144,373,000 | 323 |
| Issued or guaranteed by U.S. | $144,373,000 | 319 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $149,098,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $149,098,000 | 198 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $102,568,000 | 194 |
| Commercial mortgage pass-through securities | $33,716,000 | 182 |
| Other commercial mortgage-backed securities | $68,852,000 | 167 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $735,081,000 | 233 |
| Total debt securities | $735,081,000 | 254 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $685,586,000 | 259 |
| U.S. Government securities | $475,205,000 | 255 |
| U.S. Treasury securities | $40,599,000 | 166 |
| U.S. Government agency obligations | $434,606,000 | 253 |
| Securities issued by states & political subdivisions | $205,788,000 | 153 |
| Other domestic debt securities | $2,978,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,978,000 | 807 |
| 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 | $448,626,000 | 183 |
| Mortgage-backed securities | $400,995,000 | 243 |
| Certificates of participation in pools of residential mortgages | $147,496,000 | 317 |
| Issued or guaranteed by U.S. | $147,496,000 | 308 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $150,753,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $150,753,000 | 197 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $102,746,000 | 195 |
| Commercial mortgage pass-through securities | $32,683,000 | 180 |
| Other commercial mortgage-backed securities | $70,063,000 | 170 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $683,971,000 | 237 |
| Total debt securities | $683,971,000 | 254 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $644,002,000 | 269 |
| U.S. Government securities | $416,549,000 | 278 |
| U.S. Treasury securities | $39,321,000 | 185 |
| U.S. Government agency obligations | $377,228,000 | 281 |
| Securities issued by states & political subdivisions | $199,264,000 | 142 |
| Other domestic debt securities | $26,689,000 | 395 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $26,689,000 | 57 |
| 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 | $454,548,000 | 168 |
| Mortgage-backed securities | $375,937,000 | 253 |
| Certificates of participation in pools of residential mortgages | $131,660,000 | 332 |
| Issued or guaranteed by U.S. | $131,660,000 | 325 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $149,533,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $149,533,000 | 198 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $94,744,000 | 198 |
| Commercial mortgage pass-through securities | $26,689,000 | 204 |
| Other commercial mortgage-backed securities | $68,055,000 | 172 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $642,502,000 | 244 |
| Total debt securities | $642,502,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $560,954,000 | 298 |
| U.S. Government securities | $376,588,000 | 289 |
| U.S. Treasury securities | $35,184,000 | 189 |
| U.S. Government agency obligations | $341,404,000 | 293 |
| Securities issued by states & political subdivisions | $165,365,000 | 170 |
| Other domestic debt securities | $17,801,000 | 464 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $17,801,000 | 69 |
| 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 | $447,311,000 | 165 |
| Mortgage-backed securities | $341,147,000 | 259 |
| Certificates of participation in pools of residential mortgages | $118,810,000 | 349 |
| Issued or guaranteed by U.S. | $118,810,000 | 341 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $137,544,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $137,544,000 | 204 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $84,793,000 | 211 |
| Commercial mortgage pass-through securities | $17,801,000 | 274 |
| Other commercial mortgage-backed securities | $66,992,000 | 168 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $559,754,000 | 265 |
| Total debt securities | $559,754,000 | 295 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $543,155,000 | 304 |
| U.S. Government securities | $380,789,000 | 295 |
| U.S. Treasury securities | $35,112,000 | 190 |
| U.S. Government agency obligations | $345,677,000 | 298 |
| Securities issued by states & political subdivisions | $162,366,000 | 168 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,431,000 | 189 |
| Mortgage-backed securities | $330,608,000 | 264 |
| Certificates of participation in pools of residential mortgages | $119,957,000 | 348 |
| Issued or guaranteed by U.S. | $119,957,000 | 347 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $135,265,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $135,265,000 | 207 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $75,386,000 | 224 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $75,386,000 | 153 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $543,155,000 | 267 |
| Total debt securities | $543,155,000 | 300 |
| 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 | $544,636,000 | 307 |
| U.S. Government securities | $385,511,000 | 292 |
| U.S. Treasury securities | $35,566,000 | 193 |
| U.S. Government agency obligations | $349,945,000 | 294 |
| Securities issued by states & political subdivisions | $159,125,000 | 182 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,525,000 | 203 |
| Mortgage-backed securities | $331,981,000 | 260 |
| Certificates of participation in pools of residential mortgages | $122,869,000 | 346 |
| Issued or guaranteed by U.S. | $122,869,000 | 346 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $140,811,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $140,811,000 | 202 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $68,301,000 | 217 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $68,301,000 | 150 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $544,636,000 | 270 |
| Total debt securities | $544,636,000 | 303 |
| 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 | $540,514,000 | 307 |
| U.S. Government securities | $390,467,000 | 292 |
| U.S. Treasury securities | $35,207,000 | 192 |
| U.S. Government agency obligations | $355,260,000 | 296 |
| Securities issued by states & political subdivisions | $150,047,000 | 206 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $414,593,000 | 189 |
| Mortgage-backed securities | $337,396,000 | 258 |
| Certificates of participation in pools of residential mortgages | $125,589,000 | 336 |
| Issued or guaranteed by U.S. | $125,589,000 | 332 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $146,440,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $146,440,000 | 200 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $65,367,000 | 223 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $65,367,000 | 153 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $540,514,000 | 268 |
| Total debt securities | $540,514,000 | 302 |
| 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 | $538,365,000 | 306 |
| U.S. Government securities | $400,630,000 | 287 |
| U.S. Treasury securities | $35,561,000 | 184 |
| U.S. Government agency obligations | $365,069,000 | 288 |
| Securities issued by states & political subdivisions | $137,735,000 | 232 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $393,219,000 | 189 |
| Mortgage-backed securities | $347,339,000 | 253 |
| Certificates of participation in pools of residential mortgages | $131,188,000 | 323 |
| Issued or guaranteed by U.S. | $131,188,000 | 321 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $150,360,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $150,360,000 | 197 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $65,791,000 | 216 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $65,791,000 | 150 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $538,365,000 | 268 |
| Total debt securities | $538,365,000 | 302 |
| 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 | $544,239,000 | 301 |
| U.S. Government securities | $415,406,000 | 284 |
| U.S. Treasury securities | $35,782,000 | 182 |
| U.S. Government agency obligations | $379,624,000 | 283 |
| Securities issued by states & political subdivisions | $128,833,000 | 256 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $397,193,000 | 190 |
| Mortgage-backed securities | $360,343,000 | 252 |
| Certificates of participation in pools of residential mortgages | $138,559,000 | 318 |
| Issued or guaranteed by U.S. | $138,559,000 | 317 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $154,521,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $154,521,000 | 195 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $67,263,000 | 202 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $67,263,000 | 138 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $544,239,000 | 263 |
| Total debt securities | $544,239,000 | 296 |
| 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 | $523,092,000 | 318 |
| U.S. Government securities | $406,801,000 | 290 |
| U.S. Treasury securities | $33,161,000 | 188 |
| U.S. Government agency obligations | $373,640,000 | 288 |
| Securities issued by states & political subdivisions | $116,291,000 | 291 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $441,122,000 | 178 |
| Mortgage-backed securities | $353,792,000 | 254 |
| Certificates of participation in pools of residential mortgages | $127,655,000 | 348 |
| Issued or guaranteed by U.S. | $127,655,000 | 347 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $164,282,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $164,282,000 | 184 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $61,855,000 | 202 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $61,855,000 | 141 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $523,092,000 | 277 |
| Total debt securities | $523,092,000 | 314 |
| 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 | $525,839,000 | 314 |
| U.S. Government securities | $399,096,000 | 292 |
| U.S. Treasury securities | $20,720,000 | 254 |
| U.S. Government agency obligations | $378,376,000 | 287 |
| Securities issued by states & political subdivisions | $126,743,000 | 268 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $470,069,000 | 174 |
| Mortgage-backed securities | $342,439,000 | 251 |
| Certificates of participation in pools of residential mortgages | $105,082,000 | 412 |
| Issued or guaranteed by U.S. | $105,082,000 | 410 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $173,090,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $173,090,000 | 172 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $64,267,000 | 190 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $64,267,000 | 134 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $525,839,000 | 270 |
| Total debt securities | $525,841,000 | 307 |
| 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 | $489,402,000 | 331 |
| U.S. Government securities | $360,604,000 | 308 |
| U.S. Treasury securities | $15,998,000 | 285 |
| U.S. Government agency obligations | $344,606,000 | 302 |
| Securities issued by states & political subdivisions | $128,798,000 | 268 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $452,147,000 | 182 |
| Mortgage-backed securities | $308,468,000 | 270 |
| Certificates of participation in pools of residential mortgages | $76,475,000 | 516 |
| Issued or guaranteed by U.S. | $76,475,000 | 515 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $189,078,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $189,078,000 | 162 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $42,915,000 | 229 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $42,915,000 | 150 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $489,402,000 | 285 |
| Total debt securities | $489,402,000 | 324 |
| 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 | $508,774,000 | 322 |
| U.S. Government securities | $379,324,000 | 306 |
| U.S. Treasury securities | $16,004,000 | 296 |
| U.S. Government agency obligations | $363,320,000 | 298 |
| Securities issued by states & political subdivisions | $129,450,000 | 274 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $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 | $380,593,000 | 201 |
| Mortgage-backed securities | $324,641,000 | 263 |
| Certificates of participation in pools of residential mortgages | $80,296,000 | 515 |
| Issued or guaranteed by U.S. | $80,296,000 | 513 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $200,585,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $200,585,000 | 158 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $43,760,000 | 230 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $43,760,000 | 148 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $508,774,000 | 278 |
| Total debt securities | $508,774,000 | 317 |
| 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 | $517,226,000 | 319 |
| U.S. Government securities | $391,900,000 | 294 |
| U.S. Treasury securities | $15,903,000 | 303 |
| U.S. Government agency obligations | $375,997,000 | 288 |
| Securities issued by states & political subdivisions | $125,326,000 | 286 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $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 | $393,744,000 | 199 |
| Mortgage-backed securities | $334,246,000 | 258 |
| Certificates of participation in pools of residential mortgages | $79,820,000 | 523 |
| Issued or guaranteed by U.S. | $79,820,000 | 522 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $210,065,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $210,065,000 | 151 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $44,361,000 | 224 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $44,361,000 | 141 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $517,226,000 | 273 |
| Total debt securities | $517,226,000 | 313 |
| 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 | $489,261,000 | 329 |
| U.S. Government securities | $377,325,000 | 295 |
| U.S. Treasury securities | $14,910,000 | 320 |
| U.S. Government agency obligations | $362,415,000 | 292 |
| Securities issued by states & political subdivisions | $111,936,000 | 320 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $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 | $422,329,000 | 181 |
| Mortgage-backed securities | $326,686,000 | 257 |
| Certificates of participation in pools of residential mortgages | $72,723,000 | 556 |
| Issued or guaranteed by U.S. | $72,723,000 | 556 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $220,250,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $220,250,000 | 142 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $33,713,000 | 250 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $33,713,000 | 163 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $489,261,000 | 280 |
| Total debt securities | $489,261,000 | 326 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $429,657,000 | 358 |
| U.S. Government securities | $351,668,000 | 313 |
| U.S. Treasury securities | $5,035,000 | 514 |
| U.S. Government agency obligations | $346,633,000 | 299 |
| Securities issued by states & political subdivisions | $77,989,000 | 476 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $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 | $421,462,000 | 174 |
| Mortgage-backed securities | $295,834,000 | 270 |
| Certificates of participation in pools of residential mortgages | $65,448,000 | 619 |
| Issued or guaranteed by U.S. | $65,448,000 | 619 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $208,762,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $208,762,000 | 143 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $21,624,000 | 303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $21,624,000 | 192 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $429,657,000 | 307 |
| Total debt securities | $429,657,000 | 353 |
| 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 | $432,769,000 | 358 |
| U.S. Government securities | $363,536,000 | 308 |
| U.S. Treasury securities | $5,053,000 | 526 |
| U.S. Government agency obligations | $358,483,000 | 299 |
| Securities issued by states & political subdivisions | $69,233,000 | 561 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $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 | $400,435,000 | 183 |
| Mortgage-backed securities | $307,454,000 | 272 |
| Certificates of participation in pools of residential mortgages | $69,417,000 | 589 |
| Issued or guaranteed by U.S. | $69,417,000 | 587 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $216,065,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $216,065,000 | 148 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $21,972,000 | 284 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $21,972,000 | 181 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $432,769,000 | 300 |
| Total debt securities | $432,769,000 | 351 |
| 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 | $455,616,000 | 335 |
| U.S. Government securities | $377,849,000 | 299 |
| U.S. Treasury securities | $5,025,000 | 536 |
| U.S. Government agency obligations | $372,824,000 | 292 |
| Securities issued by states & political subdivisions | $77,767,000 | 456 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $391,228,000 | 192 |
| Mortgage-backed securities | $318,996,000 | 264 |
| Certificates of participation in pools of residential mortgages | $70,284,000 | 584 |
| Issued or guaranteed by U.S. | $70,284,000 | 584 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $226,935,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $226,935,000 | 151 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $21,777,000 | 274 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $21,777,000 | 169 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $455,616,000 | 290 |
| Total debt securities | $455,616,000 | 331 |
| 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 | $441,448,000 | 354 |
| U.S. Government securities | $362,364,000 | 309 |
| U.S. Treasury securities | $4,989,000 | 582 |
| U.S. Government agency obligations | $357,375,000 | 301 |
| Securities issued by states & political subdivisions | $79,084,000 | 444 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $432,828,000 | 176 |
| Mortgage-backed securities | $303,524,000 | 277 |
| Certificates of participation in pools of residential mortgages | $68,650,000 | 604 |
| Issued or guaranteed by U.S. | $68,650,000 | 603 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $218,654,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $218,654,000 | 158 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $16,220,000 | 303 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $16,220,000 | 180 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $441,448,000 | 297 |
| Total debt securities | $441,448,000 | 349 |
| 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 | $415,687,000 | 373 |
| U.S. Government securities | $327,850,000 | 335 |
| U.S. Treasury securities | $5,031,000 | 533 |
| U.S. Government agency obligations | $322,819,000 | 325 |
| Securities issued by states & political subdivisions | $84,770,000 | 401 |
| Other domestic debt securities | $3,067,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $3,067,000 | 89 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $412,959,000 | 180 |
| Mortgage-backed securities | $271,516,000 | 298 |
| Certificates of participation in pools of residential mortgages | $60,593,000 | 670 |
| Issued or guaranteed by U.S. | $60,593,000 | 670 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $207,856,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $207,856,000 | 161 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $3,067,000 | 635 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,067,000 | 404 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $415,687,000 | 305 |
| Total debt securities | $415,687,000 | 367 |
| 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 | $419,001,000 | 377 |
| U.S. Government securities | $339,802,000 | 321 |
| U.S. Treasury securities | $5,009,000 | 554 |
| U.S. Government agency obligations | $334,793,000 | 314 |
| Securities issued by states & political subdivisions | $79,199,000 | 423 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $364,843,000 | 198 |
| Mortgage-backed securities | $280,667,000 | 291 |
| Certificates of participation in pools of residential mortgages | $63,354,000 | 664 |
| Issued or guaranteed by U.S. | $63,354,000 | 664 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $217,313,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $217,313,000 | 163 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $419,001,000 | 313 |
| Total debt securities | $419,001,000 | 369 |
| 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 | $432,283,000 | 366 |
| U.S. Government securities | $342,057,000 | 325 |
| U.S. Treasury securities | $5,011,000 | 543 |
| U.S. Government agency obligations | $337,046,000 | 318 |
| Securities issued by states & political subdivisions | $90,226,000 | 356 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $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 | $345,010,000 | 214 |
| Mortgage-backed securities | $285,807,000 | 287 |
| Certificates of participation in pools of residential mortgages | $58,802,000 | 722 |
| Issued or guaranteed by U.S. | $58,802,000 | 721 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $227,005,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $227,005,000 | 157 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $432,283,000 | 302 |
| Total debt securities | $432,283,000 | 359 |
| 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 | $426,448,000 | 369 |
| U.S. Government securities | $329,492,000 | 337 |
| U.S. Treasury securities | $4,980,000 | 571 |
| U.S. Government agency obligations | $324,512,000 | 329 |
| Securities issued by states & political subdivisions | $96,956,000 | 316 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $416,173,000 | 173 |
| Mortgage-backed securities | $276,618,000 | 299 |
| Certificates of participation in pools of residential mortgages | $52,439,000 | 798 |
| Issued or guaranteed by U.S. | $52,439,000 | 796 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $224,179,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $224,179,000 | 163 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $426,448,000 | 304 |
| Total debt securities | $426,448,000 | 362 |
| 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 | $440,999,000 | 356 |
| U.S. Government securities | $342,935,000 | 324 |
| U.S. Treasury securities | $4,957,000 | 557 |
| U.S. Government agency obligations | $337,978,000 | 320 |
| Securities issued by states & political subdivisions | $98,064,000 | 308 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $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 | $384,702,000 | 180 |
| Mortgage-backed securities | $290,310,000 | 293 |
| Certificates of participation in pools of residential mortgages | $54,664,000 | 787 |
| Issued or guaranteed by U.S. | $54,664,000 | 786 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $235,646,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $235,646,000 | 158 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $440,999,000 | 294 |
| Total debt securities | $440,999,000 | 348 |
| 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 | $442,165,000 | 359 |
| U.S. Government securities | $342,348,000 | 328 |
| U.S. Treasury securities | $2,008,000 | 774 |
| U.S. Government agency obligations | $340,340,000 | 322 |
| Securities issued by states & political subdivisions | $99,817,000 | 293 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $337,613,000 | 210 |
| Mortgage-backed securities | $292,510,000 | 294 |
| Certificates of participation in pools of residential mortgages | $55,717,000 | 788 |
| Issued or guaranteed by U.S. | $55,717,000 | 788 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $236,793,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $236,793,000 | 157 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $442,165,000 | 295 |
| Total debt securities | $442,165,000 | 350 |
| 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 | $445,272,000 | 352 |
| U.S. Government securities | $341,755,000 | 332 |
| U.S. Treasury securities | $2,004,000 | 699 |
| U.S. Government agency obligations | $339,751,000 | 320 |
| Securities issued by states & political subdivisions | $103,517,000 | 281 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $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 | $352,933,000 | 206 |
| Mortgage-backed securities | $289,141,000 | 296 |
| Certificates of participation in pools of residential mortgages | $49,333,000 | 867 |
| Issued or guaranteed by U.S. | $49,333,000 | 866 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $239,808,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $239,808,000 | 156 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $445,272,000 | 294 |
| Total debt securities | $445,272,000 | 344 |
| 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 | $436,723,000 | 356 |
| U.S. Government securities | $330,173,000 | 331 |
| U.S. Treasury securities | $2,004,000 | 668 |
| U.S. Government agency obligations | $328,169,000 | 323 |
| Securities issued by states & political subdivisions | $106,550,000 | 272 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $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 | $434,555,000 | 166 |
| Mortgage-backed securities | $279,720,000 | 296 |
| Certificates of participation in pools of residential mortgages | $42,696,000 | 978 |
| Issued or guaranteed by U.S. | $42,696,000 | 977 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $237,024,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $237,024,000 | 156 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $436,723,000 | 306 |
| Total debt securities | $436,723,000 | 348 |
| 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 | $452,783,000 | 346 |
| U.S. Government securities | $345,352,000 | 313 |
| U.S. Treasury securities | $2,005,000 | 650 |
| U.S. Government agency obligations | $343,347,000 | 305 |
| Securities issued by states & political subdivisions | $107,431,000 | 267 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $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 | $388,827,000 | 182 |
| Mortgage-backed securities | $293,669,000 | 285 |
| Certificates of participation in pools of residential mortgages | $43,391,000 | 965 |
| Issued or guaranteed by U.S. | $43,391,000 | 962 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $250,278,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $250,278,000 | 151 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $452,783,000 | 295 |
| Total debt securities | $452,783,000 | 341 |
| 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 | $433,322,000 | 354 |
| U.S. Government securities | $328,281,000 | 326 |
| U.S. Treasury securities | $1,999,000 | 682 |
| U.S. Government agency obligations | $326,282,000 | 318 |
| Securities issued by states & political subdivisions | $105,041,000 | 267 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $379,925,000 | 184 |
| Mortgage-backed securities | $274,355,000 | 297 |
| Certificates of participation in pools of residential mortgages | $33,121,000 | 1,204 |
| Issued or guaranteed by U.S. | $33,121,000 | 1,202 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $241,234,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $241,234,000 | 152 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $433,322,000 | 307 |
| Total debt securities | $433,322,000 | 347 |
| 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 | $431,485,000 | 353 |
| U.S. Government securities | $317,556,000 | 340 |
| U.S. Treasury securities | $2,026,000 | 673 |
| U.S. Government agency obligations | $315,530,000 | 331 |
| Securities issued by states & political subdivisions | $113,929,000 | 237 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $349,669,000 | 206 |
| Mortgage-backed securities | $264,923,000 | 319 |
| Certificates of participation in pools of residential mortgages | $33,599,000 | 1,216 |
| Issued or guaranteed by U.S. | $33,599,000 | 1,214 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $231,324,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $231,324,000 | 165 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $431,485,000 | 310 |
| Total debt securities | $431,485,000 | 345 |
| 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 | $414,965,000 | 363 |
| U.S. Government securities | $300,268,000 | 373 |
| U.S. Treasury securities | $2,026,000 | 663 |
| U.S. Government agency obligations | $298,242,000 | 360 |
| Securities issued by states & political subdivisions | $114,697,000 | 224 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $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 | $397,739,000 | 181 |
| Mortgage-backed securities | $254,798,000 | 338 |
| Certificates of participation in pools of residential mortgages | $37,137,000 | 1,095 |
| Issued or guaranteed by U.S. | $37,137,000 | 1,092 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $217,661,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $217,661,000 | 174 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $414,965,000 | 316 |
| Total debt securities | $414,965,000 | 358 |
| 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 | $423,001,000 | 360 |
| U.S. Government securities | $311,108,000 | 357 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $311,108,000 | 348 |
| Securities issued by states & political subdivisions | $111,893,000 | 222 |
| 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 | $361,045,000 | 196 |
| Mortgage-backed securities | $269,392,000 | 331 |
| Certificates of participation in pools of residential mortgages | $40,795,000 | 1,070 |
| Issued or guaranteed by U.S. | $40,795,000 | 1,069 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $228,597,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $228,597,000 | 177 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $423,001,000 | 317 |
| Total debt securities | $423,001,000 | 353 |
| 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 | $423,566,000 | 364 |
| U.S. Government securities | $311,559,000 | 361 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $311,559,000 | 350 |
| Securities issued by states & political subdivisions | $112,007,000 | 212 |
| 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 | $365,717,000 | 197 |
| Mortgage-backed securities | $265,611,000 | 339 |
| Certificates of participation in pools of residential mortgages | $40,591,000 | 1,107 |
| Issued or guaranteed by U.S. | $40,591,000 | 1,106 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $225,020,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $225,020,000 | 177 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $423,566,000 | 322 |
| Total debt securities | $423,566,000 | 358 |
| 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 | $456,716,000 | 350 |
| U.S. Government securities | $339,209,000 | 332 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $339,209,000 | 322 |
| Securities issued by states & political subdivisions | $117,507,000 | 193 |
| 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 | $353,345,000 | 206 |
| Mortgage-backed securities | $286,971,000 | 319 |
| Certificates of participation in pools of residential mortgages | $42,371,000 | 1,059 |
| Issued or guaranteed by U.S. | $42,371,000 | 1,058 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $244,600,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $244,600,000 | 173 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $456,716,000 | 310 |
| Total debt securities | $456,716,000 | 341 |
| 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 | $440,504,000 | 348 |
| U.S. Government securities | $320,945,000 | 341 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $320,945,000 | 331 |
| Securities issued by states & political subdivisions | $119,559,000 | 186 |
| 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 | $383,575,000 | 171 |
| Mortgage-backed securities | $263,419,000 | 334 |
| Certificates of participation in pools of residential mortgages | $39,548,000 | 1,051 |
| Issued or guaranteed by U.S. | $39,548,000 | 1,051 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $223,871,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $223,871,000 | 175 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $440,504,000 | 310 |
| Total debt securities | $440,504,000 | 342 |
| 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 | $432,733,000 | 342 |
| U.S. Government securities | $313,005,000 | 332 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $313,005,000 | 323 |
| Securities issued by states & political subdivisions | $119,728,000 | 168 |
| 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 | $359,359,000 | 179 |
| Mortgage-backed securities | $245,125,000 | 344 |
| Certificates of participation in pools of residential mortgages | $30,898,000 | 1,256 |
| Issued or guaranteed by U.S. | $30,898,000 | 1,251 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $214,227,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $214,227,000 | 175 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $432,733,000 | 298 |
| Total debt securities | $432,733,000 | 336 |
| 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 | $440,793,000 | 335 |
| U.S. Government securities | $322,824,000 | 340 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $322,824,000 | 328 |
| Securities issued by states & political subdivisions | $117,969,000 | 161 |
| 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 | $378,710,000 | 170 |
| Mortgage-backed securities | $247,660,000 | 328 |
| Certificates of participation in pools of residential mortgages | $28,366,000 | 1,290 |
| Issued or guaranteed by U.S. | $28,366,000 | 1,283 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $219,294,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $219,294,000 | 165 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $440,793,000 | 297 |
| Total debt securities | $440,793,000 | 327 |
| 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 | $452,742,000 | 324 |
| U.S. Government securities | $332,973,000 | 320 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $332,973,000 | 310 |
| Securities issued by states & political subdivisions | $119,769,000 | 157 |
| 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 | $339,895,000 | 185 |
| Mortgage-backed securities | $241,902,000 | 329 |
| Certificates of participation in pools of residential mortgages | $30,488,000 | 1,188 |
| Issued or guaranteed by U.S. | $30,488,000 | 1,182 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $211,414,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $211,414,000 | 161 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $452,742,000 | 288 |
| Total debt securities | $452,742,000 | 318 |
| 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 | $444,302,000 | 322 |
| U.S. Government securities | $321,804,000 | 324 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $321,804,000 | 312 |
| Securities issued by states & political subdivisions | $122,498,000 | 146 |
| 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 | $419,696,000 | 153 |
| Mortgage-backed securities | $224,468,000 | 349 |
| Certificates of participation in pools of residential mortgages | $32,366,000 | 1,090 |
| Issued or guaranteed by U.S. | $32,366,000 | 1,080 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $192,102,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $192,102,000 | 171 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $444,302,000 | 283 |
| Total debt securities | $444,302,000 | 314 |
| 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 | $414,005,000 | 320 |
| U.S. Government securities | $284,604,000 | 341 |
| U.S. Treasury securities | $1,002,000 | 875 |
| U.S. Government agency obligations | $283,602,000 | 331 |
| Securities issued by states & political subdivisions | $129,401,000 | 126 |
| 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 | $340,377,000 | 180 |
| Mortgage-backed securities | $194,513,000 | 359 |
| Certificates of participation in pools of residential mortgages | $36,864,000 | 951 |
| Issued or guaranteed by U.S. | $36,864,000 | 943 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $157,649,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $157,649,000 | 194 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $414,005,000 | 284 |
| Total debt securities | $414,005,000 | 314 |
| 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 | $412,039,000 | 322 |
| U.S. Government securities | $284,472,000 | 333 |
| U.S. Treasury securities | $1,012,000 | 809 |
| U.S. Government agency obligations | $283,460,000 | 325 |
| Securities issued by states & political subdivisions | $127,567,000 | 121 |
| 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 | $353,990,000 | 172 |
| Mortgage-backed securities | $198,378,000 | 351 |
| Certificates of participation in pools of residential mortgages | $40,747,000 | 869 |
| Issued or guaranteed by U.S. | $40,747,000 | 859 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $157,631,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $157,631,000 | 184 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $412,039,000 | 284 |
| Total debt securities | $412,039,000 | 317 |
| 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 | $413,388,000 | 323 |
| U.S. Government securities | $280,871,000 | 347 |
| U.S. Treasury securities | $3,026,000 | 561 |
| U.S. Government agency obligations | $277,845,000 | 334 |
| Securities issued by states & political subdivisions | $132,517,000 | 116 |
| 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 | $391,504,000 | 160 |
| Mortgage-backed securities | $196,726,000 | 367 |
| Certificates of participation in pools of residential mortgages | $44,312,000 | 862 |
| Issued or guaranteed by U.S. | $44,312,000 | 854 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $152,414,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $152,414,000 | 184 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $413,388,000 | 281 |
| Total debt securities | $413,388,000 | 317 |
| 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 | $400,862,000 | 327 |
| U.S. Government securities | $265,116,000 | 346 |
| U.S. Treasury securities | $3,052,000 | 505 |
| U.S. Government agency obligations | $262,064,000 | 331 |
| Securities issued by states & political subdivisions | $135,746,000 | 109 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $384,018,000 | 170 |
| Mortgage-backed securities | $185,642,000 | 383 |
| Certificates of participation in pools of residential mortgages | $47,624,000 | 826 |
| Issued or guaranteed by U.S. | $47,624,000 | 819 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $138,018,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $138,018,000 | 188 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $400,862,000 | 289 |
| Total debt securities | $400,862,000 | 322 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $451,773,000 | 296 |
| U.S. Government securities | $309,907,000 | 296 |
| U.S. Treasury securities | $3,081,000 | 460 |
| U.S. Government agency obligations | $306,826,000 | 288 |
| Securities issued by states & political subdivisions | $141,866,000 | 110 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $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 | $429,157,000 | 155 |
| Mortgage-backed securities | $218,706,000 | 341 |
| Certificates of participation in pools of residential mortgages | $58,197,000 | 696 |
| Issued or guaranteed by U.S. | $58,197,000 | 689 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $160,509,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $160,509,000 | 163 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $451,773,000 | 256 |
| Total debt securities | $451,773,000 | 286 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $472,866,000 | 284 |
| U.S. Government securities | $336,661,000 | 282 |
| U.S. Treasury securities | $3,310,000 | 426 |
| U.S. Government agency obligations | $333,351,000 | 276 |
| Securities issued by states & political subdivisions | $136,205,000 | 115 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $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 | $463,451,000 | 153 |
| Mortgage-backed securities | $232,124,000 | 330 |
| Certificates of participation in pools of residential mortgages | $61,391,000 | 675 |
| Issued or guaranteed by U.S. | $61,391,000 | 666 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $170,733,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $170,733,000 | 141 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $472,866,000 | 241 |
| Total debt securities | $472,866,000 | 272 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $564,290,000 | 250 |
| U.S. Government securities | $423,164,000 | 228 |
| U.S. Treasury securities | $3,334,000 | 384 |
| U.S. Government agency obligations | $419,830,000 | 224 |
| Securities issued by states & political subdivisions | $141,126,000 | 100 |
| 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 | $555,417,000 | 136 |
| Mortgage-backed securities | $278,578,000 | 289 |
| Certificates of participation in pools of residential mortgages | $67,130,000 | 645 |
| Issued or guaranteed by U.S. | $67,130,000 | 636 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $211,448,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $211,448,000 | 121 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $564,290,000 | 215 |
| Total debt securities | $564,290,000 | 243 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $579,207,000 | 243 |
| U.S. Government securities | $439,018,000 | 215 |
| U.S. Treasury securities | $3,371,000 | 354 |
| U.S. Government agency obligations | $435,647,000 | 212 |
| Securities issued by states & political subdivisions | $140,189,000 | 103 |
| 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 | $573,925,000 | 135 |
| Mortgage-backed securities | $280,910,000 | 284 |
| Certificates of participation in pools of residential mortgages | $65,188,000 | 644 |
| Issued or guaranteed by U.S. | $65,188,000 | 634 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $215,722,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $215,722,000 | 115 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $579,207,000 | 205 |
| Total debt securities | $579,207,000 | 237 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 274 |
| Fair value | $5,009,000 | 278 |
| 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 | $455,690,000 | 281 |
| U.S. Government securities | $326,464,000 | 276 |
| U.S. Treasury securities | $3,311,000 | 371 |
| U.S. Government agency obligations | $323,153,000 | 271 |
| Securities issued by states & political subdivisions | $129,226,000 | 111 |
| 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 | $452,565,000 | 150 |
| Mortgage-backed securities | $214,302,000 | 328 |
| Certificates of participation in pools of residential mortgages | $49,253,000 | 807 |
| Issued or guaranteed by U.S. | $49,253,000 | 797 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $165,049,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $165,049,000 | 137 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $455,690,000 | 237 |
| Total debt securities | $455,690,000 | 272 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $459,670,000 | 284 |
| U.S. Government securities | $332,686,000 | 265 |
| U.S. Treasury securities | $3,282,000 | 368 |
| U.S. Government agency obligations | $329,404,000 | 264 |
| Securities issued by states & political subdivisions | $126,984,000 | 119 |
| 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 | $451,815,000 | 147 |
| Mortgage-backed securities | $215,666,000 | 327 |
| Certificates of participation in pools of residential mortgages | $48,615,000 | 812 |
| Issued or guaranteed by U.S. | $48,615,000 | 802 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $167,051,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $167,051,000 | 142 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $459,670,000 | 239 |
| Total debt securities | $459,670,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $472,808,000 | 279 |
| U.S. Government securities | $335,941,000 | 270 |
| U.S. Treasury securities | $3,364,000 | 382 |
| U.S. Government agency obligations | $332,577,000 | 264 |
| Securities issued by states & political subdivisions | $136,867,000 | 110 |
| 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 | $417,723,000 | 160 |
| Mortgage-backed securities | $214,084,000 | 335 |
| Certificates of participation in pools of residential mortgages | $38,689,000 | 945 |
| Issued or guaranteed by U.S. | $38,689,000 | 936 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $175,395,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $175,395,000 | 129 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $472,808,000 | 242 |
| Total debt securities | $472,808,000 | 272 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $475,601,000 | 272 |
| U.S. Government securities | $338,490,000 | 267 |
| U.S. Treasury securities | $3,281,000 | 422 |
| U.S. Government agency obligations | $335,209,000 | 262 |
| Securities issued by states & political subdivisions | $137,111,000 | 110 |
| 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 | $448,526,000 | 154 |
| Mortgage-backed securities | $218,967,000 | 301 |
| Certificates of participation in pools of residential mortgages | $38,708,000 | 845 |
| Issued or guaranteed by U.S. | $38,708,000 | 833 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $180,259,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $180,259,000 | 125 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $475,601,000 | 236 |
| Total debt securities | $475,601,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $471,968,000 | 280 |
| U.S. Government securities | $334,727,000 | 282 |
| U.S. Treasury securities | $3,206,000 | 448 |
| U.S. Government agency obligations | $331,521,000 | 275 |
| Securities issued by states & political subdivisions | $137,241,000 | 109 |
| 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 | $465,727,000 | 147 |
| Mortgage-backed securities | $212,269,000 | 302 |
| Certificates of participation in pools of residential mortgages | $37,890,000 | 820 |
| Issued or guaranteed by U.S. | $37,890,000 | 810 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $174,379,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $174,379,000 | 125 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $471,968,000 | 240 |
| Total debt securities | $471,968,000 | 268 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $474,079,000 | 284 |
| U.S. Government securities | $340,959,000 | 281 |
| U.S. Treasury securities | $5,591,000 | 348 |
| U.S. Government agency obligations | $335,368,000 | 273 |
| Securities issued by states & political subdivisions | $133,120,000 | 109 |
| 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 | $442,223,000 | 163 |
| Mortgage-backed securities | $210,670,000 | 307 |
| Certificates of participation in pools of residential mortgages | $39,092,000 | 791 |
| Issued or guaranteed by U.S. | $39,092,000 | 781 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $171,578,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $171,578,000 | 135 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $474,079,000 | 241 |
| Total debt securities | $474,079,000 | 275 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $455,121,000 | 301 |
| U.S. Government securities | $317,967,000 | 296 |
| U.S. Treasury securities | $6,607,000 | 344 |
| U.S. Government agency obligations | $311,360,000 | 293 |
| Securities issued by states & political subdivisions | $137,154,000 | 102 |
| 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 | $435,075,000 | 162 |
| Mortgage-backed securities | $175,751,000 | 361 |
| Certificates of participation in pools of residential mortgages | $31,650,000 | 907 |
| Issued or guaranteed by U.S. | $31,650,000 | 901 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $144,101,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $144,101,000 | 148 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $455,121,000 | 249 |
| Total debt securities | $455,121,000 | 292 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $472,309,000 | 289 |
| U.S. Government securities | $340,417,000 | 291 |
| U.S. Treasury securities | $6,585,000 | 372 |
| U.S. Government agency obligations | $333,832,000 | 285 |
| Securities issued by states & political subdivisions | $131,892,000 | 105 |
| 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 | $458,721,000 | 160 |
| Mortgage-backed securities | $173,315,000 | 361 |
| Certificates of participation in pools of residential mortgages | $25,934,000 | 1,079 |
| Issued or guaranteed by U.S. | $25,934,000 | 1,070 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $147,381,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $147,381,000 | 150 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $472,309,000 | 242 |
| Total debt securities | $472,309,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $441,459,000 | 308 |
| U.S. Government securities | $308,609,000 | 325 |
| U.S. Treasury securities | $7,574,000 | 353 |
| U.S. Government agency obligations | $301,035,000 | 319 |
| Securities issued by states & political subdivisions | $132,850,000 | 109 |
| 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 | $434,909,000 | 165 |
| Mortgage-backed securities | $163,744,000 | 384 |
| Certificates of participation in pools of residential mortgages | $24,680,000 | 1,124 |
| Issued or guaranteed by U.S. | $24,680,000 | 1,115 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $139,064,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $139,064,000 | 161 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $441,459,000 | 257 |
| Total debt securities | $441,459,000 | 297 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $440,201,000 | 317 |
| U.S. Government securities | $320,458,000 | 314 |
| U.S. Treasury securities | $7,458,000 | 373 |
| U.S. Government agency obligations | $313,000,000 | 310 |
| Securities issued by states & political subdivisions | $119,743,000 | 114 |
| 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 | $379,241,000 | 186 |
| Mortgage-backed securities | $163,586,000 | 396 |
| Certificates of participation in pools of residential mortgages | $25,655,000 | 1,102 |
| Issued or guaranteed by U.S. | $25,655,000 | 1,095 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $137,931,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $137,931,000 | 163 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $440,201,000 | 267 |
| Total debt securities | $440,201,000 | 306 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $441,564,000 | 325 |
| U.S. Government securities | $332,272,000 | 311 |
| U.S. Treasury securities | $7,506,000 | 400 |
| U.S. Government agency obligations | $324,766,000 | 305 |
| Securities issued by states & political subdivisions | $109,292,000 | 124 |
| 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 | $403,385,000 | 185 |
| Mortgage-backed securities | $181,139,000 | 366 |
| Certificates of participation in pools of residential mortgages | $28,104,000 | 1,038 |
| Issued or guaranteed by U.S. | $28,104,000 | 1,029 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $153,035,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $153,035,000 | 154 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $441,564,000 | 274 |
| Total debt securities | $441,564,000 | 316 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $436,301,000 | 335 |
| U.S. Government securities | $330,200,000 | 323 |
| U.S. Treasury securities | $5,609,000 | 515 |
| U.S. Government agency obligations | $324,591,000 | 315 |
| Securities issued by states & political subdivisions | $106,101,000 | 130 |
| 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 | $431,099,000 | 177 |
| Mortgage-backed securities | $195,212,000 | 351 |
| Certificates of participation in pools of residential mortgages | $26,876,000 | 1,115 |
| Issued or guaranteed by U.S. | $26,876,000 | 1,104 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $168,336,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $168,336,000 | 144 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $436,301,000 | 283 |
| Total debt securities | $436,301,000 | 324 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $420,414,000 | 342 |
| U.S. Government securities | $316,440,000 | 340 |
| U.S. Treasury securities | $5,631,000 | 493 |
| U.S. Government agency obligations | $310,809,000 | 331 |
| Securities issued by states & political subdivisions | $103,974,000 | 129 |
| 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 | $380,701,000 | 191 |
| Mortgage-backed securities | $187,362,000 | 367 |
| Certificates of participation in pools of residential mortgages | $21,950,000 | 1,313 |
| Issued or guaranteed by U.S. | $21,950,000 | 1,303 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $165,412,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $165,412,000 | 153 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $420,414,000 | 288 |
| Total debt securities | $420,414,000 | 333 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $426,431,000 | 342 |
| U.S. Government securities | $323,730,000 | 329 |
| U.S. Treasury securities | $5,490,000 | 519 |
| U.S. Government agency obligations | $318,240,000 | 320 |
| Securities issued by states & political subdivisions | $102,701,000 | 128 |
| 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 | $370,573,000 | 192 |
| Mortgage-backed securities | $196,117,000 | 363 |
| Certificates of participation in pools of residential mortgages | $23,651,000 | 1,273 |
| Issued or guaranteed by U.S. | $23,651,000 | 1,262 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $172,466,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $172,466,000 | 158 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $426,431,000 | 293 |
| Total debt securities | $426,431,000 | 332 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $406,025,000 | 355 |
| U.S. Government securities | $313,173,000 | 345 |
| U.S. Treasury securities | $3,944,000 | 738 |
| U.S. Government agency obligations | $309,229,000 | 335 |
| Securities issued by states & political subdivisions | $92,852,000 | 137 |
| 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 | $403,486,000 | 179 |
| Mortgage-backed securities | $195,234,000 | 370 |
| Certificates of participation in pools of residential mortgages | $11,824,000 | 2,101 |
| Issued or guaranteed by U.S. | $11,824,000 | 2,091 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $183,410,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $183,410,000 | 143 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $406,025,000 | 304 |
| Total debt securities | $406,025,000 | 348 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $402,944,000 | 367 |
| U.S. Government securities | $311,744,000 | 346 |
| U.S. Treasury securities | $6,525,000 | 514 |
| U.S. Government agency obligations | $305,219,000 | 337 |
| Securities issued by states & political subdivisions | $91,200,000 | 146 |
| 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 | $402,043,000 | 174 |
| Mortgage-backed securities | $198,712,000 | 374 |
| Certificates of participation in pools of residential mortgages | $13,422,000 | 1,957 |
| Issued or guaranteed by U.S. | $13,422,000 | 1,949 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $185,290,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $185,290,000 | 152 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $402,944,000 | 314 |
| Total debt securities | $402,944,000 | 357 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $375,173,000 | 381 |
| U.S. Government securities | $285,761,000 | 376 |
| U.S. Treasury securities | $4,598,000 | 646 |
| U.S. Government agency obligations | $281,163,000 | 360 |
| Securities issued by states & political subdivisions | $89,412,000 | 148 |
| 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 | $141,969,000 | 389 |
| Mortgage-backed securities | $178,784,000 | 408 |
| Certificates of participation in pools of residential mortgages | $15,163,000 | 1,830 |
| Issued or guaranteed by U.S. | $15,163,000 | 1,821 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $163,621,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $163,621,000 | 170 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $375,173,000 | 330 |
| Total debt securities | $375,173,000 | 375 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $388,804,000 | 375 |
| U.S. Government securities | $300,842,000 | 368 |
| U.S. Treasury securities | $9,682,000 | 411 |
| U.S. Government agency obligations | $291,160,000 | 360 |
| Securities issued by states & political subdivisions | $87,962,000 | 144 |
| 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 | $121,253,000 | 427 |
| Mortgage-backed securities | $180,546,000 | 404 |
| Certificates of participation in pools of residential mortgages | $17,087,000 | 1,693 |
| Issued or guaranteed by U.S. | $17,087,000 | 1,685 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $163,459,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $163,459,000 | 166 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $388,804,000 | 328 |
| Total debt securities | $388,804,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $385,848,000 | 379 |
| U.S. Government securities | $298,426,000 | 368 |
| U.S. Treasury securities | $10,836,000 | 364 |
| U.S. Government agency obligations | $287,590,000 | 359 |
| Securities issued by states & political subdivisions | $87,422,000 | 147 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,140,000 | 385 |
| Mortgage-backed securities | $181,805,000 | 424 |
| Certificates of participation in pools of residential mortgages | $20,233,000 | 1,528 |
| Issued or guaranteed by U.S. | $20,233,000 | 1,516 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $161,572,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $161,572,000 | 171 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $385,848,000 | 328 |
| Total debt securities | $385,848,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $390,487,000 | 385 |
| U.S. Government securities | $305,623,000 | 383 |
| U.S. Treasury securities | $10,980,000 | 380 |
| U.S. Government agency obligations | $294,643,000 | 376 |
| Securities issued by states & political subdivisions | $84,864,000 | 152 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,566,000 | 370 |
| Mortgage-backed securities | $186,095,000 | 419 |
| Certificates of participation in pools of residential mortgages | $22,958,000 | 1,398 |
| Issued or guaranteed by U.S. | $22,958,000 | 1,387 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $163,137,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $163,137,000 | 189 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $390,487,000 | 334 |
| Total debt securities | $390,487,000 | 376 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $376,296,000 | 396 |
| U.S. Government securities | $296,599,000 | 394 |
| U.S. Treasury securities | $11,131,000 | 371 |
| U.S. Government agency obligations | $285,468,000 | 384 |
| Securities issued by states & political subdivisions | $79,697,000 | 165 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,826,000 | 358 |
| Mortgage-backed securities | $184,126,000 | 429 |
| Certificates of participation in pools of residential mortgages | $26,940,000 | 1,229 |
| Issued or guaranteed by U.S. | $26,940,000 | 1,226 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $157,186,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $157,186,000 | 195 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $376,296,000 | 345 |
| Total debt securities | $376,296,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $313,683,000 | 469 |
| U.S. Government securities | $241,016,000 | 464 |
| U.S. Treasury securities | $12,329,000 | 348 |
| U.S. Government agency obligations | $228,687,000 | 470 |
| Securities issued by states & political subdivisions | $72,667,000 | 187 |
| 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 | $124,851,000 | 389 |
| Mortgage-backed securities | $148,028,000 | 499 |
| Certificates of participation in pools of residential mortgages | $34,328,000 | 1,028 |
| Issued or guaranteed by U.S. | $34,328,000 | 1,022 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $113,700,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $113,700,000 | 256 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $313,683,000 | 405 |
| Total debt securities | $313,683,000 | 455 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $352,515,000 | 413 |
| U.S. Government securities | $280,408,000 | 410 |
| U.S. Treasury securities | $13,417,000 | 351 |
| U.S. Government agency obligations | $266,991,000 | 412 |
| Securities issued by states & political subdivisions | $72,107,000 | 176 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,270,000 | 344 |
| Mortgage-backed securities | $187,528,000 | 408 |
| Certificates of participation in pools of residential mortgages | $42,833,000 | 826 |
| Issued or guaranteed by U.S. | $42,833,000 | 821 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $144,695,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $144,695,000 | 222 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $352,515,000 | 355 |
| Total debt securities | $352,515,000 | 399 |
| 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 | $368,915,000 | 374 |
| U.S. Government securities | $299,702,000 | 360 |
| U.S. Treasury securities | $63,548,000 | 103 |
| U.S. Government agency obligations | $236,154,000 | 420 |
| Securities issued by states & political subdivisions | $69,213,000 | 181 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,026,000 | 385 |
| Mortgage-backed securities | $154,650,000 | 452 |
| Certificates of participation in pools of residential mortgages | $43,579,000 | 806 |
| Issued or guaranteed by U.S. | $43,579,000 | 800 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $111,071,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $111,071,000 | 231 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $368,915,000 | 319 |
| Total debt securities | $368,915,000 | 361 |
| 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 | $304,710,000 | 399 |
| U.S. Government securities | $240,862,000 | 385 |
| U.S. Treasury securities | $16,071,000 | 309 |
| U.S. Government agency obligations | $224,791,000 | 389 |
| Securities issued by states & political subdivisions | $63,814,000 | 195 |
| Other domestic debt securities | $34,000 | 4,067 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,321 |
| 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 | $149,923,000 | 322 |
| Mortgage-backed securities | $132,206,000 | 463 |
| Certificates of participation in pools of residential mortgages | $55,834,000 | 575 |
| Issued or guaranteed by U.S. | $55,834,000 | 570 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $76,372,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $76,338,000 | 312 |
| Privately issued | $34,000 | 1,176 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $304,710,000 | 350 |
| Total debt securities | $304,710,000 | 387 |
| 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 | $325,737,000 | 381 |
| U.S. Government securities | $251,916,000 | 369 |
| U.S. Treasury securities | $18,172,000 | 368 |
| U.S. Government agency obligations | $233,744,000 | 362 |
| Securities issued by states & political subdivisions | $64,954,000 | 177 |
| Other domestic debt securities | $42,000 | 3,757 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $8,825,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,115,000 | 292 |
| Mortgage-backed securities | $140,739,000 | 388 |
| Certificates of participation in pools of residential mortgages | $69,075,000 | 435 |
| Issued or guaranteed by U.S. | $69,075,000 | 428 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $71,664,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $71,622,000 | 268 |
| Privately issued | $42,000 | 1,093 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $325,737,000 | 315 |
| Total debt securities | $316,912,000 | 372 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $307,507,000 | 431 |
| U.S. Government securities | $245,232,000 | 414 |
| U.S. Treasury securities | $32,038,000 | 306 |
| U.S. Government agency obligations | $213,194,000 | 431 |
| Securities issued by states & political subdivisions | $49,126,000 | 263 |
| Other domestic debt securities | $47,000 | 3,694 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $13,102,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,552,000 | 310 |
| Mortgage-backed securities | $138,471,000 | 417 |
| Certificates of participation in pools of residential mortgages | $73,003,000 | 454 |
| Issued or guaranteed by U.S. | $73,003,000 | 447 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $65,468,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $65,421,000 | 310 |
| Privately issued | $47,000 | 1,149 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $307,507,000 | 343 |
| Total debt securities | $294,405,000 | 429 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $252,640,000 | 502 |
| U.S. Government securities | $205,000,000 | 483 |
| U.S. Treasury securities | $28,038,000 | 500 |
| U.S. Government agency obligations | $176,962,000 | 481 |
| Securities issued by states & political subdivisions | $35,141,000 | 385 |
| Other domestic debt securities | $66,000 | 3,603 |
| Privately issued residential mortgage-backed securities | $66,000 | 1,321 |
| 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 | $12,433,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,752,000 | 276 |
| Mortgage-backed securities | $132,717,000 | 451 |
| Certificates of participation in pools of residential mortgages | $69,274,000 | 506 |
| Issued or guaranteed by U.S. | $69,274,000 | 498 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $63,443,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $63,377,000 | 294 |
| Privately issued | $66,000 | 1,128 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $252,640,000 | 391 |
| Total debt securities | $240,207,000 | 504 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $178,607,000 | 681 |
| U.S. Government securities | $136,342,000 | 719 |
| U.S. Treasury securities | $30,787,000 | 605 |
| U.S. Government agency obligations | $105,555,000 | 731 |
| Securities issued by states & political subdivisions | $32,875,000 | 350 |
| Other domestic debt securities | $447,000 | 2,464 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,292 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $363,000 | 2,063 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $8,943,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,231,000 | 400 |
| Mortgage-backed securities | $87,617,000 | 593 |
| Certificates of participation in pools of residential mortgages | $36,613,000 | 808 |
| Issued or guaranteed by U.S. | $36,613,000 | 795 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $51,004,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $50,920,000 | 349 |
| Privately issued | $84,000 | 1,068 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $178,607,000 | 497 |
| Total debt securities | $169,664,000 | 685 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $161,580,000 | 776 |
| U.S. Government securities | $129,487,000 | 789 |
| U.S. Treasury securities | $30,552,000 | 772 |
| U.S. Government agency obligations | $98,935,000 | 788 |
| Securities issued by states & political subdivisions | $24,033,000 | 500 |
| Other domestic debt securities | $1,190,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $108,000 | 1,520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,082,000 | 1,472 |
| Foreign debt securities | $100,000 | 298 |
| Equity securities | $6,770,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,308,000 | 472 |
| Mortgage-backed securities | $73,741,000 | 715 |
| Certificates of participation in pools of residential mortgages | $24,157,000 | 1,149 |
| Issued or guaranteed by U.S. | $24,157,000 | 1,131 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $49,584,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $49,476,000 | 370 |
| Privately issued | $108,000 | 1,262 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $161,580,000 | 549 |
| Total debt securities | $154,810,000 | 779 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $135,678,000 | 939 |
| U.S. Government securities | $102,932,000 | 997 |
| U.S. Treasury securities | $24,800,000 | 1,144 |
| U.S. Government agency obligations | $78,132,000 | 976 |
| Securities issued by states & political subdivisions | $18,064,000 | 697 |
| Other domestic debt securities | $7,594,000 | 832 |
| Privately issued residential mortgage-backed securities | $209,000 | 1,572 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,385,000 | 611 |
| Foreign debt securities | $100,000 | 361 |
| Equity securities | $6,988,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,853,000 | 500 |
| Mortgage-backed securities | $50,148,000 | 975 |
| Certificates of participation in pools of residential mortgages | $11,556,000 | 1,969 |
| Issued or guaranteed by U.S. | $11,556,000 | 1,948 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $38,592,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $38,383,000 | 486 |
| Privately issued | $209,000 | 1,286 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $135,678,000 | 657 |
| Total debt securities | $128,690,000 | 949 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $144,835,000 | 917 |
| U.S. Government securities | $105,117,000 | 1,023 |
| U.S. Treasury securities | $29,811,000 | 1,159 |
| U.S. Government agency obligations | $75,306,000 | 975 |
| Securities issued by states & political subdivisions | $18,275,000 | 688 |
| Other domestic debt securities | $14,641,000 | 584 |
| Privately issued residential mortgage-backed securities | $247,000 | 1,708 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,394,000 | 405 |
| Foreign debt securities | $100,000 | 380 |
| Equity securities | $6,702,000 | 499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,852,000 | 443 |
| Mortgage-backed securities | $51,942,000 | 983 |
| Certificates of participation in pools of residential mortgages | $14,137,000 | 1,775 |
| Issued or guaranteed by U.S. | $14,137,000 | 1,757 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $37,805,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $37,558,000 | 548 |
| Privately issued | $247,000 | 1,428 |
| 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) | $84,711,000 | 902 |
| Available-for-sale securities (fair market value) | $60,124,000 | 951 |
| Total debt securities | $138,133,000 | 935 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $206,159,000 | 709 |
| U.S. Government securities | $171,467,000 | 694 |
| U.S. Treasury securities | $52,300,000 | 723 |
| U.S. Government agency obligations | $119,167,000 | 662 |
| Securities issued by states & political subdivisions | $14,232,000 | 980 |
| Other domestic debt securities | $19,633,000 | 550 |
| Privately issued residential mortgage-backed securities | $429,000 | 1,841 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,204,000 | 373 |
| Foreign debt securities | $100,000 | 401 |
| Equity securities | $727,000 | 2,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,984,000 | 497 |
| Mortgage-backed securities | $78,800,000 | 800 |
| Certificates of participation in pools of residential mortgages | $26,466,000 | 1,210 |
| Issued or guaranteed by U.S. | $26,466,000 | 1,180 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $52,334,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $51,905,000 | 474 |
| Privately issued | $429,000 | 1,494 |
| 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 | $205,432,000 | 693 |
| 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 | $207,822,000 | 672 |
| U.S. Government securities | $173,888,000 | 641 |
| U.S. Treasury securities | $67,992,000 | 545 |
| U.S. Government agency obligations | $105,896,000 | 698 |
| Securities issued by states & political subdivisions | $12,084,000 | 1,086 |
| Other domestic debt securities | $20,778,000 | 611 |
| Privately issued residential mortgage-backed securities | $791,000 | 2,009 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,987,000 | 416 |
| Foreign debt securities | $100,000 | 418 |
| Equity securities | $972,000 | 1,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,632,000 | 874 |
| Mortgage-backed securities | $66,855,000 | 893 |
| Certificates of participation in pools of residential mortgages | $29,161,000 | 1,121 |
| Issued or guaranteed by U.S. | $29,161,000 | 1,095 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $37,694,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $36,903,000 | 562 |
| Privately issued | $791,000 | 1,650 |
| 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 | $206,850,000 | 660 |
| 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 |