Home > Glens Falls National Bank and Trust Company > Securities
Glens Falls National Bank and Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $472,130,000 | 455 |
| U.S. Government securities | $366,563,000 | 384 |
| U.S. Treasury securities | $49,337,000 | 471 |
| U.S. Government agency obligations | $317,226,000 | 399 |
| Securities issued by states & political subdivisions | $104,731,000 | 419 |
| Other domestic debt securities | $836,000 | 2,051 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $836,000 | 1,620 |
| 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 | $298,883,000 | 369 |
| Mortgage-backed securities | $212,037,000 | 437 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $203,205,000 | 291 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,014,000 | 1,426 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $3,818,000 | 784 |
| Held to maturity securities (book value) | $113,433,000 | 344 |
| Available-for-sale securities (fair market value) | $358,697,000 | 485 |
| Total debt securities | $472,130,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $502,593,000 | 430 |
| U.S. Government securities | $389,218,000 | 365 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $389,218,000 | 330 |
| Securities issued by states & political subdivisions | $112,538,000 | 382 |
| Other domestic debt securities | $837,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $837,000 | 1,621 |
| 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 | $413,745,000 | 272 |
| Mortgage-backed securities | $268,471,000 | 368 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $259,446,000 | 242 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,208,000 | 1,380 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $3,817,000 | 767 |
| Held to maturity securities (book value) | $121,855,000 | 348 |
| Available-for-sale securities (fair market value) | $380,738,000 | 450 |
| Total debt securities | $502,593,000 | 422 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $523,707,000 | 421 |
| U.S. Government securities | $408,633,000 | 353 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $408,633,000 | 321 |
| Securities issued by states & political subdivisions | $114,237,000 | 398 |
| Other domestic debt securities | $837,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $837,000 | 1,633 |
| 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 | $389,366,000 | 280 |
| Mortgage-backed securities | $288,102,000 | 357 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $278,747,000 | 232 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,534,000 | 1,361 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $3,821,000 | 775 |
| Held to maturity securities (book value) | $124,278,000 | 341 |
| Available-for-sale securities (fair market value) | $399,429,000 | 437 |
| Total debt securities | $523,707,000 | 414 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 170 |
| Fair value | $9,369,000 | 169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $562,745,000 | 419 |
| U.S. Government securities | $426,236,000 | 361 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $426,236,000 | 305 |
| Securities issued by states & political subdivisions | $135,667,000 | 342 |
| Other domestic debt securities | $842,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $842,000 | 1,690 |
| 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 | $443,601,000 | 250 |
| Mortgage-backed securities | $304,628,000 | 361 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $294,884,000 | 235 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,836,000 | 1,369 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $3,908,000 | 788 |
| Held to maturity securities (book value) | $146,422,000 | 316 |
| Available-for-sale securities (fair market value) | $416,323,000 | 446 |
| Total debt securities | $562,745,000 | 411 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $576,554,000 | 416 |
| U.S. Government securities | $433,536,000 | 357 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $433,536,000 | 304 |
| Securities issued by states & political subdivisions | $142,175,000 | 334 |
| Other domestic debt securities | $843,000 | 2,151 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $843,000 | 1,707 |
| 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 | $451,247,000 | 220 |
| Mortgage-backed securities | $313,574,000 | 352 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $303,544,000 | 236 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,086,000 | 1,363 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $3,944,000 | 787 |
| Held to maturity securities (book value) | $153,643,000 | 322 |
| Available-for-sale securities (fair market value) | $422,911,000 | 447 |
| Total debt securities | $576,554,000 | 408 |
| 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 | $585,378,000 | 414 |
| U.S. Government securities | $438,636,000 | 363 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $438,636,000 | 304 |
| Securities issued by states & political subdivisions | $145,898,000 | 320 |
| Other domestic debt securities | $844,000 | 2,111 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $844,000 | 1,711 |
| 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 | $494,562,000 | 197 |
| Mortgage-backed securities | $324,511,000 | 355 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $313,920,000 | 235 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,424,000 | 1,345 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $4,167,000 | 797 |
| Held to maturity securities (book value) | $158,162,000 | 305 |
| Available-for-sale securities (fair market value) | $427,216,000 | 452 |
| Total debt securities | $585,378,000 | 407 |
| 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 | $591,268,000 | 414 |
| U.S. Government securities | $445,746,000 | 375 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $445,746,000 | 318 |
| Securities issued by states & political subdivisions | $144,677,000 | 344 |
| Other domestic debt securities | $845,000 | 1,987 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $845,000 | 1,704 |
| 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 | $429,374,000 | 214 |
| Mortgage-backed securities | $337,105,000 | 352 |
| Certificates of participation in pools of residential mortgages | $325,908,000 | 240 |
| Issued or guaranteed by U.S. | $325,908,000 | 239 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,935,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $6,935,000 | 1,336 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,262,000 | 1,242 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $4,262,000 | 854 |
| Held to maturity securities (book value) | $157,879,000 | 286 |
| Available-for-sale securities (fair market value) | $433,389,000 | 465 |
| Total debt securities | $591,268,000 | 408 |
| 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 | $600,011,000 | 408 |
| U.S. Government securities | $443,295,000 | 365 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $443,295,000 | 320 |
| Securities issued by states & political subdivisions | $155,870,000 | 321 |
| Other domestic debt securities | $846,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $846,000 | 1,674 |
| 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 | $491,653,000 | 189 |
| Mortgage-backed securities | $353,125,000 | 348 |
| Certificates of participation in pools of residential mortgages | $341,112,000 | 235 |
| Issued or guaranteed by U.S. | $341,112,000 | 234 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,685,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $7,685,000 | 1,292 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,328,000 | 1,228 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $4,328,000 | 846 |
| Held to maturity securities (book value) | $170,364,000 | 245 |
| Available-for-sale securities (fair market value) | $429,647,000 | 477 |
| Total debt securities | $600,011,000 | 402 |
| 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 | $578,235,000 | 402 |
| U.S. Government securities | $423,507,000 | 364 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $423,507,000 | 331 |
| Securities issued by states & political subdivisions | $153,881,000 | 342 |
| Other domestic debt securities | $847,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $847,000 | 1,611 |
| 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 | $387,669,000 | 219 |
| Mortgage-backed securities | $349,575,000 | 359 |
| Certificates of participation in pools of residential mortgages | $336,479,000 | 243 |
| Issued or guaranteed by U.S. | $336,479,000 | 243 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $8,563,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $8,563,000 | 1,225 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,533,000 | 1,191 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $4,533,000 | 806 |
| Held to maturity securities (book value) | $169,880,000 | 198 |
| Available-for-sale securities (fair market value) | $408,355,000 | 491 |
| Total debt securities | $578,235,000 | 396 |
| 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 | $533,722,000 | 415 |
| U.S. Government securities | $376,880,000 | 382 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $376,880,000 | 357 |
| Securities issued by states & political subdivisions | $155,994,000 | 325 |
| Other domestic debt securities | $848,000 | 1,877 |
| 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 | $848,000 | 1,545 |
| 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 | $462,976,000 | 197 |
| Mortgage-backed securities | $302,311,000 | 388 |
| Certificates of participation in pools of residential mortgages | $287,902,000 | 260 |
| Issued or guaranteed by U.S. | $287,902,000 | 260 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $9,795,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $9,795,000 | 1,152 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $4,614,000 | 1,182 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $4,614,000 | 805 |
| Held to maturity securities (book value) | $173,953,000 | 174 |
| Available-for-sale securities (fair market value) | $359,769,000 | 521 |
| Total debt securities | $533,721,000 | 409 |
| 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 | $510,125,000 | 415 |
| U.S. Government securities | $349,899,000 | 391 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $349,899,000 | 367 |
| Securities issued by states & political subdivisions | $159,378,000 | 306 |
| Other domestic debt securities | $848,000 | 1,863 |
| 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 | $848,000 | 1,497 |
| 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 | $389,060,000 | 218 |
| Mortgage-backed securities | $275,418,000 | 389 |
| Certificates of participation in pools of residential mortgages | $259,515,000 | 264 |
| Issued or guaranteed by U.S. | $259,515,000 | 263 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,048,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $11,048,000 | 1,048 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $4,855,000 | 1,144 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $4,855,000 | 774 |
| Held to maturity securities (book value) | $179,522,000 | 159 |
| Available-for-sale securities (fair market value) | $330,603,000 | 546 |
| Total debt securities | $510,125,000 | 410 |
| 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 | $540,050,000 | 374 |
| U.S. Government securities | $373,567,000 | 333 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $373,567,000 | 316 |
| Securities issued by states & political subdivisions | $165,633,000 | 275 |
| Other domestic debt securities | $850,000 | 1,833 |
| 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 | $850,000 | 1,448 |
| 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 | $449,620,000 | 197 |
| Mortgage-backed securities | $299,607,000 | 341 |
| Certificates of participation in pools of residential mortgages | $282,148,000 | 237 |
| Issued or guaranteed by U.S. | $282,148,000 | 236 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $12,582,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $12,582,000 | 960 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $4,877,000 | 1,106 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $4,877,000 | 734 |
| Held to maturity securities (book value) | $188,279,000 | 155 |
| Available-for-sale securities (fair market value) | $351,771,000 | 481 |
| Total debt securities | $540,050,000 | 370 |
| 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 | $478,744,000 | 382 |
| U.S. Government securities | $311,060,000 | 354 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $311,060,000 | 338 |
| Securities issued by states & political subdivisions | $166,834,000 | 255 |
| Other domestic debt securities | $850,000 | 1,775 |
| 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 | $850,000 | 1,385 |
| 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 | $359,191,000 | 219 |
| Mortgage-backed securities | $265,931,000 | 347 |
| Certificates of participation in pools of residential mortgages | $246,694,000 | 232 |
| Issued or guaranteed by U.S. | $246,694,000 | 231 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $14,355,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $14,355,000 | 895 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,882,000 | 1,070 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $4,882,000 | 707 |
| Held to maturity securities (book value) | $192,033,000 | 132 |
| Available-for-sale securities (fair market value) | $286,711,000 | 530 |
| Total debt securities | $478,744,000 | 375 |
| 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 | $506,975,000 | 332 |
| U.S. Government securities | $335,864,000 | 321 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $335,864,000 | 304 |
| Securities issued by states & political subdivisions | $170,260,000 | 227 |
| Other domestic debt securities | $851,000 | 1,731 |
| 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 | $851,000 | 1,345 |
| 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 | $463,262,000 | 180 |
| Mortgage-backed securities | $310,691,000 | 294 |
| Certificates of participation in pools of residential mortgages | $230,620,000 | 231 |
| Issued or guaranteed by U.S. | $230,620,000 | 230 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $61,039,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $61,039,000 | 342 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $19,032,000 | 524 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $19,032,000 | 340 |
| Held to maturity securities (book value) | $198,260,000 | 125 |
| Available-for-sale securities (fair market value) | $308,715,000 | 467 |
| Total debt securities | $506,975,000 | 329 |
| 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 | $523,675,000 | 322 |
| U.S. Government securities | $346,274,000 | 306 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $346,274,000 | 292 |
| Securities issued by states & political subdivisions | $176,550,000 | 204 |
| Other domestic debt securities | $851,000 | 1,672 |
| 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 | $851,000 | 1,303 |
| 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 | $398,839,000 | 204 |
| Mortgage-backed securities | $341,083,000 | 266 |
| Certificates of participation in pools of residential mortgages | $256,190,000 | 208 |
| Issued or guaranteed by U.S. | $256,190,000 | 206 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $65,825,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $65,825,000 | 323 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $19,068,000 | 518 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $19,068,000 | 342 |
| Held to maturity securities (book value) | $207,236,000 | 123 |
| Available-for-sale securities (fair market value) | $316,439,000 | 432 |
| Total debt securities | $523,675,000 | 318 |
| 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 | $531,837,000 | 315 |
| U.S. Government securities | $351,961,000 | 308 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $351,961,000 | 294 |
| Securities issued by states & political subdivisions | $179,024,000 | 176 |
| Other domestic debt securities | $852,000 | 1,607 |
| 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 | $852,000 | 1,224 |
| 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 | $430,587,000 | 188 |
| Mortgage-backed securities | $346,780,000 | 266 |
| Certificates of participation in pools of residential mortgages | $264,224,000 | 203 |
| Issued or guaranteed by U.S. | $264,224,000 | 201 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $63,454,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $63,454,000 | 336 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $19,102,000 | 507 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $19,102,000 | 345 |
| Held to maturity securities (book value) | $211,850,000 | 119 |
| Available-for-sale securities (fair market value) | $319,987,000 | 417 |
| Total debt securities | $531,837,000 | 311 |
| 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 | $525,446,000 | 313 |
| U.S. Government securities | $342,131,000 | 304 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $342,131,000 | 294 |
| Securities issued by states & political subdivisions | $182,462,000 | 157 |
| Other domestic debt securities | $853,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $853,000 | 1,195 |
| 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 | $356,195,000 | 202 |
| Mortgage-backed securities | $337,077,000 | 270 |
| Certificates of participation in pools of residential mortgages | $250,465,000 | 205 |
| Issued or guaranteed by U.S. | $250,465,000 | 204 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $67,301,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $67,301,000 | 335 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $19,311,000 | 494 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $19,311,000 | 326 |
| Held to maturity securities (book value) | $217,490,000 | 122 |
| Available-for-sale securities (fair market value) | $307,956,000 | 419 |
| Total debt securities | $525,446,000 | 306 |
| 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 | $510,377,000 | 317 |
| U.S. Government securities | $319,807,000 | 319 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $319,807,000 | 304 |
| Securities issued by states & political subdivisions | $189,713,000 | 141 |
| Other domestic debt securities | $857,000 | 1,600 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $857,000 | 1,194 |
| 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 | $432,224,000 | 171 |
| Mortgage-backed securities | $314,751,000 | 273 |
| Certificates of participation in pools of residential mortgages | $223,942,000 | 211 |
| Issued or guaranteed by U.S. | $223,942,000 | 210 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $71,362,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $71,362,000 | 320 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $19,447,000 | 486 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $19,447,000 | 316 |
| Held to maturity securities (book value) | $226,927,000 | 125 |
| Available-for-sale securities (fair market value) | $283,450,000 | 446 |
| Total debt securities | $510,377,000 | 312 |
| 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 | $492,026,000 | 322 |
| U.S. Government securities | $296,767,000 | 344 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $296,767,000 | 329 |
| Securities issued by states & political subdivisions | $194,401,000 | 140 |
| Other domestic debt securities | $858,000 | 1,594 |
| 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 | $858,000 | 1,224 |
| 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 | $456,004,000 | 171 |
| Mortgage-backed securities | $279,243,000 | 298 |
| Certificates of participation in pools of residential mortgages | $184,545,000 | 236 |
| Issued or guaranteed by U.S. | $184,545,000 | 236 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $75,065,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $75,065,000 | 307 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $19,633,000 | 463 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $19,633,000 | 304 |
| Held to maturity securities (book value) | $233,952,000 | 128 |
| Available-for-sale securities (fair market value) | $258,074,000 | 487 |
| Total debt securities | $492,026,000 | 317 |
| 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 | $516,526,000 | 311 |
| U.S. Government securities | $308,103,000 | 339 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $308,103,000 | 323 |
| Securities issued by states & political subdivisions | $207,564,000 | 140 |
| Other domestic debt securities | $859,000 | 1,594 |
| 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 | $859,000 | 1,228 |
| 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 | $467,956,000 | 167 |
| Mortgage-backed securities | $275,715,000 | 297 |
| Certificates of participation in pools of residential mortgages | $177,758,000 | 247 |
| Issued or guaranteed by U.S. | $177,758,000 | 246 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $78,105,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $78,105,000 | 292 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $19,852,000 | 448 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $19,852,000 | 288 |
| Held to maturity securities (book value) | $249,631,000 | 125 |
| Available-for-sale securities (fair market value) | $266,895,000 | 467 |
| Total debt securities | $516,526,000 | 306 |
| 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 | $537,675,000 | 310 |
| U.S. Government securities | $326,857,000 | 326 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $326,857,000 | 310 |
| Securities issued by states & political subdivisions | $209,959,000 | 142 |
| Other domestic debt securities | $859,000 | 1,584 |
| 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 | $859,000 | 1,232 |
| 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 | $458,928,000 | 170 |
| Mortgage-backed securities | $284,581,000 | 287 |
| Certificates of participation in pools of residential mortgages | $184,145,000 | 239 |
| Issued or guaranteed by U.S. | $184,145,000 | 238 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $80,521,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $80,521,000 | 286 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $19,915,000 | 440 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $19,915,000 | 280 |
| Held to maturity securities (book value) | $254,422,000 | 133 |
| Available-for-sale securities (fair market value) | $283,253,000 | 441 |
| Total debt securities | $537,675,000 | 304 |
| 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 | $561,140,000 | 295 |
| U.S. Government securities | $346,946,000 | 316 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $346,946,000 | 299 |
| Securities issued by states & political subdivisions | $213,334,000 | 136 |
| Other domestic debt securities | $860,000 | 1,546 |
| 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 | $860,000 | 1,235 |
| 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 | $439,194,000 | 179 |
| Mortgage-backed securities | $294,820,000 | 282 |
| Certificates of participation in pools of residential mortgages | $191,412,000 | 232 |
| Issued or guaranteed by U.S. | $191,412,000 | 230 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $83,415,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $83,415,000 | 276 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $19,993,000 | 434 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $19,993,000 | 268 |
| Held to maturity securities (book value) | $259,106,000 | 130 |
| Available-for-sale securities (fair market value) | $302,034,000 | 414 |
| Total debt securities | $561,140,000 | 290 |
| 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 | $560,504,000 | 292 |
| U.S. Government securities | $340,985,000 | 321 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $340,985,000 | 303 |
| Securities issued by states & political subdivisions | $218,616,000 | 138 |
| Other domestic debt securities | $903,000 | 1,704 |
| 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 | $903,000 | 1,224 |
| 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 | $513,883,000 | 156 |
| Mortgage-backed securities | $288,838,000 | 284 |
| Certificates of participation in pools of residential mortgages | $187,576,000 | 245 |
| Issued or guaranteed by U.S. | $187,576,000 | 244 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $81,251,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $81,251,000 | 280 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $20,011,000 | 412 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $20,011,000 | 258 |
| Held to maturity securities (book value) | $266,543,000 | 128 |
| Available-for-sale securities (fair market value) | $293,961,000 | 430 |
| Total debt securities | $560,504,000 | 288 |
| 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 | $567,442,000 | 292 |
| U.S. Government securities | $316,827,000 | 332 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $316,827,000 | 317 |
| Securities issued by states & political subdivisions | $249,711,000 | 115 |
| Other domestic debt securities | $904,000 | 1,546 |
| 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 | $904,000 | 1,252 |
| 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 | $484,020,000 | 169 |
| Mortgage-backed securities | $264,634,000 | 297 |
| Certificates of participation in pools of residential mortgages | $181,022,000 | 262 |
| Issued or guaranteed by U.S. | $181,022,000 | 261 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $73,638,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $73,638,000 | 293 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $9,974,000 | 539 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $9,974,000 | 340 |
| Held to maturity securities (book value) | $295,198,000 | 121 |
| Available-for-sale securities (fair market value) | $272,244,000 | 464 |
| Total debt securities | $567,442,000 | 287 |
| 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 | $564,251,000 | 287 |
| U.S. Government securities | $310,900,000 | 339 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $310,900,000 | 327 |
| Securities issued by states & political subdivisions | $252,447,000 | 119 |
| Other domestic debt securities | $904,000 | 1,554 |
| 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 | $904,000 | 1,280 |
| 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 | $455,214,000 | 180 |
| Mortgage-backed securities | $258,485,000 | 306 |
| Certificates of participation in pools of residential mortgages | $192,562,000 | 248 |
| Issued or guaranteed by U.S. | $192,562,000 | 247 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $55,949,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $55,949,000 | 348 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $9,974,000 | 525 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $9,974,000 | 320 |
| Held to maturity securities (book value) | $300,341,000 | 120 |
| Available-for-sale securities (fair market value) | $263,910,000 | 488 |
| Total debt securities | $564,251,000 | 281 |
| 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 | $584,070,000 | 279 |
| U.S. Government securities | $324,389,000 | 331 |
| U.S. Treasury securities | $55,636,000 | 129 |
| U.S. Government agency obligations | $268,753,000 | 370 |
| Securities issued by states & political subdivisions | $257,277,000 | 118 |
| Other domestic debt securities | $2,404,000 | 1,147 |
| 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 | $2,404,000 | 916 |
| 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 | $481,737,000 | 175 |
| Mortgage-backed securities | $198,517,000 | 378 |
| Certificates of participation in pools of residential mortgages | $175,859,000 | 270 |
| Issued or guaranteed by U.S. | $175,859,000 | 269 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $22,658,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $22,658,000 | 646 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $306,819,000 | 120 |
| Available-for-sale securities (fair market value) | $277,251,000 | 459 |
| Total debt securities | $584,070,000 | 271 |
| 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 | $600,675,000 | 273 |
| U.S. Government securities | $335,116,000 | 330 |
| U.S. Treasury securities | $45,563,000 | 146 |
| U.S. Government agency obligations | $289,553,000 | 349 |
| Securities issued by states & political subdivisions | $263,154,000 | 116 |
| Other domestic debt securities | $2,405,000 | 1,167 |
| 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 | $2,405,000 | 933 |
| 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 | $505,129,000 | 162 |
| Mortgage-backed securities | $209,169,000 | 371 |
| Certificates of participation in pools of residential mortgages | $184,881,000 | 259 |
| Issued or guaranteed by U.S. | $184,881,000 | 258 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,288,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $24,288,000 | 621 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $312,650,000 | 120 |
| Available-for-sale securities (fair market value) | $288,025,000 | 452 |
| Total debt securities | $600,675,000 | 267 |
| 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 | $612,336,000 | 272 |
| U.S. Government securities | $346,460,000 | 323 |
| U.S. Treasury securities | $45,579,000 | 158 |
| U.S. Government agency obligations | $300,881,000 | 338 |
| Securities issued by states & political subdivisions | $262,471,000 | 119 |
| Other domestic debt securities | $3,405,000 | 1,043 |
| 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 | $3,405,000 | 813 |
| 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 | $554,128,000 | 152 |
| Mortgage-backed securities | $220,384,000 | 349 |
| Certificates of participation in pools of residential mortgages | $193,851,000 | 253 |
| Issued or guaranteed by U.S. | $193,851,000 | 252 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,533,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $26,533,000 | 593 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $306,642,000 | 129 |
| Available-for-sale securities (fair market value) | $305,694,000 | 429 |
| Total debt securities | $612,336,000 | 265 |
| 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 | $621,465,000 | 263 |
| U.S. Government securities | $348,628,000 | 315 |
| U.S. Treasury securities | $45,588,000 | 157 |
| U.S. Government agency obligations | $303,040,000 | 331 |
| Securities issued by states & political subdivisions | $269,417,000 | 110 |
| Other domestic debt securities | $3,420,000 | 1,040 |
| 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 | $3,420,000 | 801 |
| 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 | $530,192,000 | 149 |
| Mortgage-backed securities | $222,424,000 | 341 |
| Certificates of participation in pools of residential mortgages | $192,723,000 | 249 |
| Issued or guaranteed by U.S. | $192,723,000 | 248 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $29,701,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $29,701,000 | 540 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $315,232,000 | 124 |
| Available-for-sale securities (fair market value) | $306,233,000 | 425 |
| Total debt securities | $621,465,000 | 257 |
| 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 | $612,621,000 | 263 |
| U.S. Government securities | $343,627,000 | 318 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $343,627,000 | 301 |
| Securities issued by states & political subdivisions | $264,583,000 | 107 |
| Other domestic debt securities | $4,411,000 | 934 |
| 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 | $4,411,000 | 707 |
| 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 | $546,374,000 | 141 |
| Mortgage-backed securities | $210,971,000 | 354 |
| Certificates of participation in pools of residential mortgages | $175,807,000 | 257 |
| Issued or guaranteed by U.S. | $175,807,000 | 256 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $35,164,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $35,164,000 | 499 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $310,567,000 | 119 |
| Available-for-sale securities (fair market value) | $302,054,000 | 427 |
| Total debt securities | $612,621,000 | 254 |
| 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 | $639,737,000 | 255 |
| U.S. Government securities | $364,118,000 | 307 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $364,118,000 | 295 |
| Securities issued by states & political subdivisions | $269,952,000 | 108 |
| Other domestic debt securities | $5,667,000 | 819 |
| 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 | $5,667,000 | 603 |
| 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 | $545,484,000 | 143 |
| Mortgage-backed securities | $227,496,000 | 331 |
| Certificates of participation in pools of residential mortgages | $187,886,000 | 248 |
| Issued or guaranteed by U.S. | $187,886,000 | 247 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $39,610,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $39,610,000 | 477 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $316,232,000 | 121 |
| Available-for-sale securities (fair market value) | $323,505,000 | 404 |
| Total debt securities | $639,737,000 | 249 |
| 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 | $638,956,000 | 257 |
| U.S. Government securities | $373,416,000 | 302 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $373,416,000 | 291 |
| Securities issued by states & political subdivisions | $254,314,000 | 108 |
| Other domestic debt securities | $11,226,000 | 570 |
| 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 | $11,226,000 | 405 |
| 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 | $574,522,000 | 136 |
| Mortgage-backed securities | $237,086,000 | 327 |
| Certificates of participation in pools of residential mortgages | $193,079,000 | 240 |
| Issued or guaranteed by U.S. | $193,079,000 | 239 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $44,007,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $44,007,000 | 450 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $293,073,000 | 127 |
| Available-for-sale securities (fair market value) | $345,883,000 | 381 |
| Total debt securities | $638,956,000 | 251 |
| 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 | $655,878,000 | 250 |
| U.S. Government securities | $384,551,000 | 290 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $384,551,000 | 281 |
| Securities issued by states & political subdivisions | $258,121,000 | 103 |
| Other domestic debt securities | $13,206,000 | 504 |
| 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 | $13,206,000 | 358 |
| 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 | $564,264,000 | 139 |
| Mortgage-backed securities | $249,851,000 | 315 |
| Certificates of participation in pools of residential mortgages | $201,889,000 | 220 |
| Issued or guaranteed by U.S. | $201,889,000 | 219 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $47,962,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $47,962,000 | 427 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $297,723,000 | 125 |
| Available-for-sale securities (fair market value) | $358,155,000 | 366 |
| Total debt securities | $655,878,000 | 245 |
| 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 | $644,667,000 | 257 |
| U.S. Government securities | $375,415,000 | 299 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $375,415,000 | 285 |
| Securities issued by states & political subdivisions | $253,967,000 | 105 |
| Other domestic debt securities | $15,285,000 | 467 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,285,000 | 321 |
| 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 | $593,573,000 | 131 |
| Mortgage-backed securities | $235,110,000 | 336 |
| Certificates of participation in pools of residential mortgages | $183,062,000 | 250 |
| Issued or guaranteed by U.S. | $183,062,000 | 249 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $52,048,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $52,048,000 | 411 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $294,406,000 | 127 |
| Available-for-sale securities (fair market value) | $350,261,000 | 375 |
| Total debt securities | $644,667,000 | 250 |
| 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 | $642,708,000 | 253 |
| U.S. Government securities | $368,969,000 | 304 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $368,969,000 | 290 |
| Securities issued by states & political subdivisions | $258,435,000 | 99 |
| Other domestic debt securities | $15,304,000 | 469 |
| 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 | $15,304,000 | 324 |
| 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 | $539,463,000 | 143 |
| Mortgage-backed securities | $234,171,000 | 338 |
| Certificates of participation in pools of residential mortgages | $178,151,000 | 253 |
| Issued or guaranteed by U.S. | $178,151,000 | 252 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $56,020,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $56,020,000 | 393 |
| 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) | $300,113,000 | 124 |
| Available-for-sale securities (fair market value) | $342,595,000 | 385 |
| Total debt securities | $642,708,000 | 248 |
| 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 | $623,065,000 | 258 |
| U.S. Government securities | $358,009,000 | 315 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $358,009,000 | 301 |
| Securities issued by states & political subdivisions | $249,691,000 | 96 |
| Other domestic debt securities | $15,365,000 | 469 |
| 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 | $15,365,000 | 325 |
| 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 | $515,856,000 | 150 |
| Mortgage-backed securities | $228,592,000 | 347 |
| Certificates of participation in pools of residential mortgages | $168,782,000 | 270 |
| Issued or guaranteed by U.S. | $168,782,000 | 268 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $59,810,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $59,810,000 | 379 |
| 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) | $282,354,000 | 127 |
| Available-for-sale securities (fair market value) | $340,711,000 | 386 |
| Total debt securities | $623,065,000 | 252 |
| 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 | $600,358,000 | 261 |
| U.S. Government securities | $333,735,000 | 335 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $333,735,000 | 321 |
| Securities issued by states & political subdivisions | $251,285,000 | 94 |
| Other domestic debt securities | $15,338,000 | 473 |
| 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 | $15,338,000 | 323 |
| 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 | $499,774,000 | 150 |
| Mortgage-backed securities | $215,138,000 | 370 |
| Certificates of participation in pools of residential mortgages | $151,007,000 | 299 |
| Issued or guaranteed by U.S. | $151,007,000 | 297 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $64,131,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $64,131,000 | 368 |
| 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) | $280,479,000 | 125 |
| Available-for-sale securities (fair market value) | $319,879,000 | 413 |
| Total debt securities | $600,358,000 | 255 |
| 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 | $606,072,000 | 257 |
| U.S. Government securities | $336,423,000 | 331 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $336,423,000 | 322 |
| Securities issued by states & political subdivisions | $254,282,000 | 92 |
| Other domestic debt securities | $15,367,000 | 475 |
| 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 | $15,367,000 | 325 |
| 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 | $514,209,000 | 144 |
| Mortgage-backed securities | $218,278,000 | 362 |
| Certificates of participation in pools of residential mortgages | $148,468,000 | 301 |
| Issued or guaranteed by U.S. | $148,468,000 | 299 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $69,810,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $69,810,000 | 346 |
| 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) | $276,803,000 | 123 |
| Available-for-sale securities (fair market value) | $329,269,000 | 396 |
| Total debt securities | $606,072,000 | 250 |
| 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 | $595,435,000 | 261 |
| U.S. Government securities | $319,188,000 | 354 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $319,188,000 | 341 |
| Securities issued by states & political subdivisions | $260,797,000 | 90 |
| Other domestic debt securities | $15,450,000 | 478 |
| 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 | $15,450,000 | 324 |
| 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 | $477,138,000 | 149 |
| Mortgage-backed securities | $243,943,000 | 342 |
| Certificates of participation in pools of residential mortgages | $163,691,000 | 282 |
| Issued or guaranteed by U.S. | $163,691,000 | 280 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $80,252,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $80,252,000 | 322 |
| 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) | $277,007,000 | 121 |
| Available-for-sale securities (fair market value) | $318,428,000 | 414 |
| Total debt securities | $595,435,000 | 254 |
| 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 | $670,050,000 | 235 |
| U.S. Government securities | $357,036,000 | 316 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $357,036,000 | 308 |
| Securities issued by states & political subdivisions | $297,562,000 | 72 |
| Other domestic debt securities | $15,452,000 | 500 |
| 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 | $15,452,000 | 336 |
| 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 | $593,738,000 | 138 |
| Mortgage-backed securities | $256,770,000 | 325 |
| Certificates of participation in pools of residential mortgages | $171,922,000 | 279 |
| Issued or guaranteed by U.S. | $171,922,000 | 277 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $84,848,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $84,848,000 | 308 |
| 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) | $296,253,000 | 109 |
| Available-for-sale securities (fair market value) | $373,797,000 | 359 |
| Total debt securities | $670,050,000 | 229 |
| 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 | $673,573,000 | 234 |
| U.S. Government securities | $351,610,000 | 313 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $351,610,000 | 304 |
| Securities issued by states & political subdivisions | $306,532,000 | 70 |
| Other domestic debt securities | $15,431,000 | 515 |
| 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 | $15,431,000 | 343 |
| 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 | $494,835,000 | 147 |
| Mortgage-backed securities | $240,064,000 | 338 |
| Certificates of participation in pools of residential mortgages | $160,743,000 | 289 |
| Issued or guaranteed by U.S. | $160,743,000 | 288 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $79,321,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $79,321,000 | 316 |
| 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) | $277,187,000 | 117 |
| Available-for-sale securities (fair market value) | $396,386,000 | 340 |
| Total debt securities | $673,573,000 | 226 |
| 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 | $673,110,000 | 230 |
| U.S. Government securities | $344,370,000 | 315 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $344,370,000 | 304 |
| Securities issued by states & political subdivisions | $308,653,000 | 68 |
| Other domestic debt securities | $20,087,000 | 454 |
| Privately issued residential mortgage-backed securities | $4,650,000 | 257 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $15,437,000 | 349 |
| 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 | $541,102,000 | 135 |
| Mortgage-backed securities | $225,183,000 | 363 |
| Certificates of participation in pools of residential mortgages | $151,145,000 | 296 |
| Issued or guaranteed by U.S. | $151,145,000 | 294 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $74,038,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $69,388,000 | 343 |
| Privately issued | $4,650,000 | 245 |
| 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) | $250,557,000 | 122 |
| Available-for-sale securities (fair market value) | $422,553,000 | 311 |
| Total debt securities | $673,110,000 | 225 |
| 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 | $658,590,000 | 234 |
| U.S. Government securities | $332,180,000 | 321 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $332,180,000 | 312 |
| Securities issued by states & political subdivisions | $311,052,000 | 69 |
| Other domestic debt securities | $15,358,000 | 535 |
| 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 | $15,358,000 | 350 |
| 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 | $476,591,000 | 147 |
| Mortgage-backed securities | $208,943,000 | 384 |
| Certificates of participation in pools of residential mortgages | $142,708,000 | 316 |
| Issued or guaranteed by U.S. | $142,708,000 | 315 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $66,235,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $66,235,000 | 360 |
| 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) | $224,786,000 | 116 |
| Available-for-sale securities (fair market value) | $433,804,000 | 306 |
| Total debt securities | $658,590,000 | 228 |
| 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 | $646,444,000 | 238 |
| U.S. Government securities | $347,666,000 | 318 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $347,666,000 | 309 |
| Securities issued by states & political subdivisions | $287,463,000 | 71 |
| Other domestic debt securities | $11,315,000 | 656 |
| 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 | $11,315,000 | 430 |
| 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 | $548,963,000 | 132 |
| Mortgage-backed securities | $233,545,000 | 363 |
| Certificates of participation in pools of residential mortgages | $159,130,000 | 297 |
| Issued or guaranteed by U.S. | $159,130,000 | 295 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $74,415,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $74,415,000 | 346 |
| 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) | $226,505,000 | 108 |
| Available-for-sale securities (fair market value) | $419,939,000 | 318 |
| Total debt securities | $646,444,000 | 231 |
| 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 | $636,991,000 | 243 |
| U.S. Government securities | $373,292,000 | 290 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $373,292,000 | 282 |
| Securities issued by states & political subdivisions | $256,622,000 | 76 |
| Other domestic debt securities | $7,077,000 | 845 |
| 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 | $7,077,000 | 572 |
| 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 | $459,004,000 | 159 |
| Mortgage-backed securities | $266,873,000 | 315 |
| Certificates of participation in pools of residential mortgages | $186,000,000 | 247 |
| Issued or guaranteed by U.S. | $186,000,000 | 245 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $80,873,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $80,873,000 | 337 |
| 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) | $214,039,000 | 114 |
| Available-for-sale securities (fair market value) | $422,952,000 | 309 |
| Total debt securities | $636,991,000 | 237 |
| 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 | $598,160,000 | 257 |
| U.S. Government securities | $364,083,000 | 307 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $364,083,000 | 300 |
| Securities issued by states & political subdivisions | $233,095,000 | 82 |
| Other domestic debt securities | $982,000 | 2,089 |
| 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 | $982,000 | 1,595 |
| 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 | $481,331,000 | 149 |
| Mortgage-backed securities | $313,697,000 | 293 |
| Certificates of participation in pools of residential mortgages | $217,242,000 | 230 |
| Issued or guaranteed by U.S. | $217,242,000 | 229 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $96,455,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $96,455,000 | 310 |
| 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) | $218,742,000 | 106 |
| Available-for-sale securities (fair market value) | $379,418,000 | 357 |
| Total debt securities | $598,160,000 | 250 |
| 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 | $612,633,000 | 255 |
| U.S. Government securities | $382,340,000 | 303 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $382,340,000 | 296 |
| Securities issued by states & political subdivisions | $229,304,000 | 79 |
| Other domestic debt securities | $989,000 | 2,082 |
| 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 | $989,000 | 1,578 |
| 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 | $414,658,000 | 178 |
| Mortgage-backed securities | $334,687,000 | 282 |
| Certificates of participation in pools of residential mortgages | $229,198,000 | 221 |
| Issued or guaranteed by U.S. | $229,198,000 | 220 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $105,489,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $105,489,000 | 304 |
| 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) | $225,872,000 | 100 |
| Available-for-sale securities (fair market value) | $386,761,000 | 354 |
| Total debt securities | $612,633,000 | 248 |
| 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 | $593,840,000 | 268 |
| U.S. Government securities | $400,097,000 | 299 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $400,097,000 | 291 |
| Securities issued by states & political subdivisions | $192,752,000 | 97 |
| Other domestic debt securities | $991,000 | 2,058 |
| 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 | $991,000 | 1,578 |
| 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 | $480,789,000 | 158 |
| Mortgage-backed securities | $337,442,000 | 281 |
| Certificates of participation in pools of residential mortgages | $224,143,000 | 229 |
| Issued or guaranteed by U.S. | $224,143,000 | 228 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $113,299,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $113,299,000 | 304 |
| 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) | $177,752,000 | 130 |
| Available-for-sale securities (fair market value) | $416,088,000 | 338 |
| Total debt securities | $593,840,000 | 261 |
| 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 | $639,732,000 | 247 |
| U.S. Government securities | $453,765,000 | 252 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $453,765,000 | 247 |
| Securities issued by states & political subdivisions | $184,774,000 | 101 |
| Other domestic debt securities | $1,193,000 | 1,870 |
| 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 | $1,193,000 | 1,349 |
| 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 | $402,897,000 | 163 |
| Mortgage-backed securities | $346,377,000 | 268 |
| Certificates of participation in pools of residential mortgages | $214,408,000 | 226 |
| Issued or guaranteed by U.S. | $214,408,000 | 224 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $131,969,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $131,969,000 | 260 |
| 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) | $143,247,000 | 157 |
| Available-for-sale securities (fair market value) | $496,485,000 | 280 |
| Total debt securities | $639,732,000 | 244 |
| 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 | $556,154,000 | 269 |
| U.S. Government securities | $370,713,000 | 299 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $370,713,000 | 290 |
| Securities issued by states & political subdivisions | $183,930,000 | 95 |
| Other domestic debt securities | $1,511,000 | 1,747 |
| 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 | $317,000 | 239 |
| Other domestic debt securities - All other | $1,194,000 | 1,332 |
| 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 | $452,400,000 | 141 |
| Mortgage-backed securities | $328,304,000 | 264 |
| Certificates of participation in pools of residential mortgages | $207,551,000 | 225 |
| Issued or guaranteed by U.S. | $207,551,000 | 222 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $120,753,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $120,753,000 | 265 |
| 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) | $141,710,000 | 149 |
| Available-for-sale securities (fair market value) | $414,444,000 | 311 |
| Total debt securities | $556,154,000 | 266 |
| 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 | $587,349,000 | 258 |
| U.S. Government securities | $369,455,000 | 299 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $369,455,000 | 291 |
| Securities issued by states & political subdivisions | $216,381,000 | 77 |
| Other domestic debt securities | $1,513,000 | 1,692 |
| 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 | $317,000 | 253 |
| Other domestic debt securities - All other | $1,196,000 | 1,246 |
| 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 | $394,181,000 | 164 |
| Mortgage-backed securities | $324,916,000 | 267 |
| Certificates of participation in pools of residential mortgages | $182,357,000 | 253 |
| Issued or guaranteed by U.S. | $182,357,000 | 251 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $142,559,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $142,559,000 | 218 |
| 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) | $133,646,000 | 159 |
| Available-for-sale securities (fair market value) | $453,703,000 | 286 |
| Total debt securities | $587,349,000 | 256 |
| 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 | $622,158,000 | 243 |
| U.S. Government securities | $387,800,000 | 277 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $387,800,000 | 269 |
| Securities issued by states & political subdivisions | $232,837,000 | 70 |
| Other domestic debt securities | $1,521,000 | 1,741 |
| 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 | $308,000 | 247 |
| Other domestic debt securities - All other | $1,213,000 | 1,275 |
| 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 | $470,842,000 | 147 |
| Mortgage-backed securities | $293,495,000 | 287 |
| Certificates of participation in pools of residential mortgages | $161,690,000 | 287 |
| Issued or guaranteed by U.S. | $161,690,000 | 286 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $131,805,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $131,805,000 | 231 |
| 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) | $142,525,000 | 153 |
| Available-for-sale securities (fair market value) | $479,633,000 | 272 |
| Total debt securities | $622,158,000 | 239 |
| 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 | $615,885,000 | 239 |
| U.S. Government securities | $375,316,000 | 275 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $375,316,000 | 264 |
| Securities issued by states & political subdivisions | $239,119,000 | 69 |
| Other domestic debt securities | $1,450,000 | 1,885 |
| 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 | $283,000 | 252 |
| Other domestic debt securities - All other | $1,167,000 | 1,284 |
| 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 | $397,752,000 | 157 |
| Mortgage-backed securities | $285,979,000 | 289 |
| Certificates of participation in pools of residential mortgages | $138,045,000 | 314 |
| Issued or guaranteed by U.S. | $138,045,000 | 311 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $147,934,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $147,934,000 | 212 |
| 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) | $155,244,000 | 136 |
| Available-for-sale securities (fair market value) | $460,641,000 | 272 |
| Total debt securities | $615,885,000 | 237 |
| 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 | $580,003,000 | 237 |
| U.S. Government securities | $361,590,000 | 268 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $361,590,000 | 261 |
| Securities issued by states & political subdivisions | $216,919,000 | 75 |
| Other domestic debt securities | $1,494,000 | 1,908 |
| 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 | $327,000 | 271 |
| Other domestic debt securities - All other | $1,167,000 | 1,282 |
| 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 | $438,288,000 | 143 |
| Mortgage-backed securities | $206,821,000 | 340 |
| Certificates of participation in pools of residential mortgages | $69,395,000 | 545 |
| Issued or guaranteed by U.S. | $69,395,000 | 539 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $137,426,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $137,426,000 | 222 |
| 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) | $153,566,000 | 129 |
| Available-for-sale securities (fair market value) | $426,437,000 | 274 |
| Total debt securities | $580,003,000 | 234 |
| 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 | $557,434,000 | 243 |
| U.S. Government securities | $385,316,000 | 254 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $385,316,000 | 245 |
| Securities issued by states & political subdivisions | $170,632,000 | 84 |
| Other domestic debt securities | $1,486,000 | 1,906 |
| 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 | $314,000 | 282 |
| Other domestic debt securities - All other | $1,172,000 | 1,247 |
| 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 | $337,833,000 | 179 |
| Mortgage-backed securities | $235,361,000 | 304 |
| Certificates of participation in pools of residential mortgages | $75,194,000 | 502 |
| Issued or guaranteed by U.S. | $75,194,000 | 497 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $160,167,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $160,167,000 | 180 |
| 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) | $153,684,000 | 134 |
| Available-for-sale securities (fair market value) | $403,750,000 | 289 |
| Total debt securities | $557,434,000 | 240 |
| 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 | $544,573,000 | 241 |
| U.S. Government securities | $362,765,000 | 271 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $362,765,000 | 262 |
| Securities issued by states & political subdivisions | $180,330,000 | 83 |
| Other domestic debt securities | $1,478,000 | 1,966 |
| 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 | $302,000 | 286 |
| Other domestic debt securities - All other | $1,176,000 | 1,266 |
| 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 | $413,471,000 | 151 |
| Mortgage-backed securities | $253,286,000 | 290 |
| Certificates of participation in pools of residential mortgages | $78,503,000 | 500 |
| Issued or guaranteed by U.S. | $78,503,000 | 497 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $174,783,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $174,783,000 | 163 |
| 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) | $164,029,000 | 118 |
| Available-for-sale securities (fair market value) | $380,544,000 | 303 |
| Total debt securities | $544,573,000 | 237 |
| 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 | $556,346,000 | 239 |
| U.S. Government securities | $374,353,000 | 254 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $374,353,000 | 243 |
| Securities issued by states & political subdivisions | $180,512,000 | 83 |
| Other domestic debt securities | $1,481,000 | 2,016 |
| 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 | $305,000 | 292 |
| Other domestic debt securities - All other | $1,176,000 | 1,301 |
| 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 | $399,157,000 | 162 |
| Mortgage-backed securities | $264,080,000 | 285 |
| Certificates of participation in pools of residential mortgages | $82,635,000 | 494 |
| Issued or guaranteed by U.S. | $82,635,000 | 491 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $181,445,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $181,445,000 | 153 |
| 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) | $164,384,000 | 116 |
| Available-for-sale securities (fair market value) | $391,962,000 | 295 |
| Total debt securities | $556,346,000 | 234 |
| 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 | $521,601,000 | 258 |
| U.S. Government securities | $345,824,000 | 268 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $345,824,000 | 257 |
| Securities issued by states & political subdivisions | $174,306,000 | 88 |
| Other domestic debt securities | $1,471,000 | 2,143 |
| 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 | $293,000 | 305 |
| Other domestic debt securities - All other | $1,178,000 | 1,387 |
| 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 | $382,142,000 | 171 |
| Mortgage-backed securities | $220,301,000 | 340 |
| Certificates of participation in pools of residential mortgages | $80,263,000 | 523 |
| Issued or guaranteed by U.S. | $80,263,000 | 518 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $140,038,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $140,038,000 | 177 |
| 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) | $157,832,000 | 130 |
| Available-for-sale securities (fair market value) | $363,769,000 | 316 |
| Total debt securities | $521,601,000 | 245 |
| 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 | $487,660,000 | 279 |
| U.S. Government securities | $318,647,000 | 297 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $318,647,000 | 285 |
| Securities issued by states & political subdivisions | $163,028,000 | 92 |
| Other domestic debt securities | $5,985,000 | 1,205 |
| 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 | $299,000 | 342 |
| Other domestic debt securities - All other | $5,686,000 | 598 |
| 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 | $302,426,000 | 217 |
| Mortgage-backed securities | $208,852,000 | 359 |
| Certificates of participation in pools of residential mortgages | $59,569,000 | 704 |
| Issued or guaranteed by U.S. | $59,569,000 | 694 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $149,283,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $149,283,000 | 163 |
| 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) | $153,689,000 | 133 |
| Available-for-sale securities (fair market value) | $333,971,000 | 347 |
| Total debt securities | $487,260,000 | 264 |
| 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 | $434,168,000 | 314 |
| U.S. Government securities | $275,291,000 | 342 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $275,291,000 | 332 |
| Securities issued by states & political subdivisions | $153,144,000 | 92 |
| Other domestic debt securities | $5,733,000 | 1,158 |
| 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 | $5,733,000 | 596 |
| 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 | $319,444,000 | 210 |
| Mortgage-backed securities | $230,475,000 | 340 |
| Certificates of participation in pools of residential mortgages | $65,713,000 | 656 |
| Issued or guaranteed by U.S. | $65,713,000 | 647 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $164,762,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $164,762,000 | 153 |
| 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) | $140,236,000 | 148 |
| Available-for-sale securities (fair market value) | $293,932,000 | 381 |
| Total debt securities | $433,768,000 | 303 |
| 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 | $423,393,000 | 310 |
| U.S. Government securities | $267,874,000 | 338 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $267,874,000 | 329 |
| Securities issued by states & political subdivisions | $147,894,000 | 94 |
| Other domestic debt securities | $7,625,000 | 984 |
| 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 | $7,625,000 | 475 |
| 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 | $297,947,000 | 226 |
| Mortgage-backed securities | $257,869,000 | 296 |
| Certificates of participation in pools of residential mortgages | $83,209,000 | 523 |
| Issued or guaranteed by U.S. | $83,209,000 | 519 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $174,660,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $174,660,000 | 131 |
| 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) | $132,968,000 | 155 |
| Available-for-sale securities (fair market value) | $290,425,000 | 375 |
| Total debt securities | $422,993,000 | 302 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| 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 | $446,350,000 | 287 |
| U.S. Government securities | $292,249,000 | 303 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $292,249,000 | 299 |
| Securities issued by states & political subdivisions | $146,630,000 | 89 |
| Other domestic debt securities | $7,471,000 | 962 |
| 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 | $7,471,000 | 465 |
| 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 | $320,023,000 | 205 |
| Mortgage-backed securities | $277,381,000 | 275 |
| Certificates of participation in pools of residential mortgages | $98,204,000 | 449 |
| Issued or guaranteed by U.S. | $98,204,000 | 444 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $179,177,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $179,177,000 | 125 |
| 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) | $130,431,000 | 154 |
| Available-for-sale securities (fair market value) | $315,919,000 | 337 |
| Total debt securities | $445,550,000 | 280 |
| 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 | $448,223,000 | 286 |
| U.S. Government securities | $305,347,000 | 287 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $305,347,000 | 280 |
| Securities issued by states & political subdivisions | $133,204,000 | 111 |
| Other domestic debt securities | $9,672,000 | 877 |
| 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 | $9,672,000 | 452 |
| 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 | $280,858,000 | 239 |
| Mortgage-backed securities | $290,430,000 | 264 |
| Certificates of participation in pools of residential mortgages | $102,287,000 | 437 |
| Issued or guaranteed by U.S. | $102,287,000 | 432 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $188,143,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $188,143,000 | 127 |
| 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) | $110,549,000 | 172 |
| Available-for-sale securities (fair market value) | $337,674,000 | 323 |
| Total debt securities | $448,223,000 | 281 |
| 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 | $428,515,000 | 310 |
| U.S. Government securities | $279,319,000 | 312 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $279,319,000 | 303 |
| Securities issued by states & political subdivisions | $137,509,000 | 108 |
| Other domestic debt securities | $11,687,000 | 775 |
| 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 | $11,687,000 | 389 |
| 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 | $298,607,000 | 223 |
| Mortgage-backed securities | $259,229,000 | 288 |
| Certificates of participation in pools of residential mortgages | $105,853,000 | 406 |
| Issued or guaranteed by U.S. | $105,853,000 | 399 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $153,376,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $153,376,000 | 153 |
| 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) | $112,485,000 | 159 |
| Available-for-sale securities (fair market value) | $316,030,000 | 356 |
| Total debt securities | $428,515,000 | 298 |
| 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 | $419,541,000 | 312 |
| U.S. Government securities | $267,272,000 | 330 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $267,272,000 | 322 |
| Securities issued by states & political subdivisions | $137,438,000 | 109 |
| Other domestic debt securities | $14,831,000 | 619 |
| 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 | $14,831,000 | 315 |
| 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 | $282,757,000 | 235 |
| Mortgage-backed securities | $232,281,000 | 289 |
| Certificates of participation in pools of residential mortgages | $99,955,000 | 385 |
| Issued or guaranteed by U.S. | $99,955,000 | 381 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $132,326,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $132,326,000 | 165 |
| 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) | $116,871,000 | 162 |
| Available-for-sale securities (fair market value) | $302,670,000 | 360 |
| Total debt securities | $419,541,000 | 302 |
| 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 | $420,680,000 | 313 |
| U.S. Government securities | $262,115,000 | 349 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $262,115,000 | 341 |
| Securities issued by states & political subdivisions | $140,664,000 | 107 |
| Other domestic debt securities | $17,901,000 | 525 |
| 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 | $17,901,000 | 263 |
| 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 | $370,384,000 | 180 |
| Mortgage-backed securities | $217,395,000 | 296 |
| Certificates of participation in pools of residential mortgages | $102,247,000 | 361 |
| Issued or guaranteed by U.S. | $102,247,000 | 357 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $115,148,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $115,148,000 | 170 |
| 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) | $117,961,000 | 161 |
| Available-for-sale securities (fair market value) | $302,719,000 | 360 |
| Total debt securities | $420,680,000 | 301 |
| 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 | $413,798,000 | 324 |
| U.S. Government securities | $265,659,000 | 349 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $265,659,000 | 342 |
| Securities issued by states & political subdivisions | $134,385,000 | 108 |
| Other domestic debt securities | $13,754,000 | 593 |
| 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 | $13,754,000 | 303 |
| 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 | $372,426,000 | 185 |
| Mortgage-backed securities | $221,269,000 | 295 |
| Certificates of participation in pools of residential mortgages | $105,029,000 | 360 |
| Issued or guaranteed by U.S. | $105,029,000 | 354 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $116,240,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $116,240,000 | 175 |
| 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) | $113,942,000 | 176 |
| Available-for-sale securities (fair market value) | $299,856,000 | 356 |
| Total debt securities | $413,798,000 | 315 |
| 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 | $384,056,000 | 358 |
| U.S. Government securities | $240,780,000 | 385 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $240,780,000 | 376 |
| Securities issued by states & political subdivisions | $129,408,000 | 109 |
| Other domestic debt securities | $13,868,000 | 599 |
| 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 | $13,868,000 | 317 |
| 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 | $351,350,000 | 200 |
| Mortgage-backed securities | $191,359,000 | 329 |
| Certificates of participation in pools of residential mortgages | $71,695,000 | 471 |
| Issued or guaranteed by U.S. | $71,695,000 | 466 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $119,664,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $119,664,000 | 165 |
| 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) | $110,341,000 | 185 |
| Available-for-sale securities (fair market value) | $273,715,000 | 391 |
| Total debt securities | $384,056,000 | 344 |
| 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 | $392,140,000 | 344 |
| U.S. Government securities | $246,130,000 | 389 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $246,130,000 | 382 |
| Securities issued by states & political subdivisions | $131,101,000 | 106 |
| Other domestic debt securities | $14,909,000 | 559 |
| 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 | $14,909,000 | 299 |
| 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 | $349,362,000 | 203 |
| Mortgage-backed securities | $196,960,000 | 331 |
| Certificates of participation in pools of residential mortgages | $75,596,000 | 456 |
| Issued or guaranteed by U.S. | $75,596,000 | 451 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $121,364,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $121,364,000 | 174 |
| 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) | $111,471,000 | 182 |
| Available-for-sale securities (fair market value) | $280,669,000 | 386 |
| Total debt securities | $392,140,000 | 335 |
| 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 | $398,144,000 | 342 |
| U.S. Government securities | $267,912,000 | 370 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $267,912,000 | 362 |
| Securities issued by states & political subdivisions | $114,895,000 | 117 |
| Other domestic debt securities | $15,337,000 | 557 |
| 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 | $15,337,000 | 297 |
| 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 | $367,854,000 | 188 |
| Mortgage-backed securities | $213,901,000 | 312 |
| Certificates of participation in pools of residential mortgages | $80,752,000 | 452 |
| Issued or guaranteed by U.S. | $80,752,000 | 445 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $133,149,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $133,149,000 | 164 |
| 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) | $94,580,000 | 224 |
| Available-for-sale securities (fair market value) | $303,564,000 | 372 |
| Total debt securities | $398,144,000 | 332 |
| 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 | $401,914,000 | 349 |
| U.S. Government securities | $269,774,000 | 370 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $269,774,000 | 358 |
| Securities issued by states & political subdivisions | $116,862,000 | 117 |
| Other domestic debt securities | $15,278,000 | 565 |
| 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 | $15,278,000 | 304 |
| 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 | $337,641,000 | 206 |
| Mortgage-backed securities | $216,366,000 | 308 |
| Certificates of participation in pools of residential mortgages | $83,986,000 | 447 |
| Issued or guaranteed by U.S. | $83,986,000 | 443 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $132,380,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $132,380,000 | 167 |
| 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) | $103,404,000 | 205 |
| Available-for-sale securities (fair market value) | $298,510,000 | 385 |
| Total debt securities | $401,914,000 | 337 |
| 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 | $396,521,000 | 356 |
| U.S. Government securities | $256,998,000 | 395 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $256,998,000 | 382 |
| Securities issued by states & political subdivisions | $124,226,000 | 110 |
| Other domestic debt securities | $15,297,000 | 572 |
| 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 | $15,297,000 | 318 |
| 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 | $324,221,000 | 212 |
| Mortgage-backed securities | $198,619,000 | 343 |
| Certificates of participation in pools of residential mortgages | $84,044,000 | 453 |
| Issued or guaranteed by U.S. | $84,044,000 | 448 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $114,575,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $114,575,000 | 184 |
| 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) | $113,978,000 | 188 |
| Available-for-sale securities (fair market value) | $282,543,000 | 405 |
| Total debt securities | $396,521,000 | 345 |
| 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 | $408,914,000 | 355 |
| U.S. Government securities | $265,408,000 | 397 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $265,408,000 | 378 |
| Securities issued by states & political subdivisions | $128,297,000 | 106 |
| Other domestic debt securities | $15,191,000 | 587 |
| 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 | $15,191,000 | 329 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $18,000 | 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 | $332,038,000 | 216 |
| Mortgage-backed securities | $206,868,000 | 334 |
| Certificates of participation in pools of residential mortgages | $89,739,000 | 448 |
| Issued or guaranteed by U.S. | $89,739,000 | 442 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $117,129,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $117,129,000 | 184 |
| 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) | $121,091,000 | 178 |
| Available-for-sale securities (fair market value) | $287,823,000 | 403 |
| Total debt securities | $408,896,000 | 345 |
| 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 | $395,335,000 | 359 |
| U.S. Government securities | $258,668,000 | 404 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $258,668,000 | 388 |
| Securities issued by states & political subdivisions | $121,281,000 | 110 |
| Other domestic debt securities | $15,379,000 | 583 |
| 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 | $15,379,000 | 340 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,000 | 2,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $324,424,000 | 210 |
| Mortgage-backed securities | $200,071,000 | 353 |
| Certificates of participation in pools of residential mortgages | $91,305,000 | 447 |
| Issued or guaranteed by U.S. | $91,305,000 | 442 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $108,766,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $108,766,000 | 192 |
| 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) | $115,791,000 | 191 |
| Available-for-sale securities (fair market value) | $279,544,000 | 415 |
| Total debt securities | $395,328,000 | 348 |
| 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 | $404,476,000 | 354 |
| U.S. Government securities | $273,939,000 | 384 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $273,939,000 | 369 |
| Securities issued by states & political subdivisions | $114,998,000 | 112 |
| Other domestic debt securities | $15,532,000 | 596 |
| 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 | $15,532,000 | 352 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,000 | 2,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,266,000 | 201 |
| Mortgage-backed securities | $214,929,000 | 342 |
| Certificates of participation in pools of residential mortgages | $103,723,000 | 424 |
| Issued or guaranteed by U.S. | $103,723,000 | 417 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $111,206,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $111,206,000 | 195 |
| 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) | $109,446,000 | 204 |
| Available-for-sale securities (fair market value) | $295,030,000 | 394 |
| Total debt securities | $404,469,000 | 344 |
| 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 | $425,491,000 | 343 |
| U.S. Government securities | $285,413,000 | 369 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $285,413,000 | 354 |
| Securities issued by states & political subdivisions | $124,593,000 | 104 |
| Other domestic debt securities | $15,479,000 | 603 |
| 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 | $15,479,000 | 361 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $6,000 | 2,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $322,651,000 | 204 |
| Mortgage-backed securities | $226,751,000 | 331 |
| Certificates of participation in pools of residential mortgages | $106,644,000 | 419 |
| Issued or guaranteed by U.S. | $106,644,000 | 415 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $120,107,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $120,107,000 | 193 |
| 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) | $116,324,000 | 193 |
| Available-for-sale securities (fair market value) | $309,167,000 | 384 |
| Total debt securities | $425,485,000 | 335 |
| 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 | $412,886,000 | 359 |
| U.S. Government securities | $280,839,000 | 380 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $280,839,000 | 365 |
| Securities issued by states & political subdivisions | $116,193,000 | 111 |
| Other domestic debt securities | $15,848,000 | 616 |
| 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 | $15,848,000 | 376 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $6,000 | 2,122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,358,000 | 209 |
| Mortgage-backed securities | $226,467,000 | 339 |
| Certificates of participation in pools of residential mortgages | $104,735,000 | 431 |
| Issued or guaranteed by U.S. | $104,735,000 | 429 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $121,732,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $121,732,000 | 196 |
| 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) | $111,082,000 | 206 |
| Available-for-sale securities (fair market value) | $301,804,000 | 400 |
| Total debt securities | $412,880,000 | 349 |
| 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 | $412,855,000 | 358 |
| U.S. Government securities | $277,597,000 | 387 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $277,597,000 | 367 |
| Securities issued by states & political subdivisions | $119,187,000 | 110 |
| Other domestic debt securities | $15,941,000 | 612 |
| 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 | $15,941,000 | 382 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $130,000 | 1,836 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $320,691,000 | 207 |
| Mortgage-backed securities | $233,188,000 | 334 |
| Certificates of participation in pools of residential mortgages | $116,174,000 | 400 |
| Issued or guaranteed by U.S. | $116,174,000 | 399 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $117,014,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $117,014,000 | 201 |
| 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) | $112,220,000 | 192 |
| Available-for-sale securities (fair market value) | $300,635,000 | 402 |
| Total debt securities | $412,725,000 | 352 |
| 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 | $430,032,000 | 349 |
| U.S. Government securities | $293,868,000 | 376 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $293,868,000 | 355 |
| Securities issued by states & political subdivisions | $118,233,000 | 104 |
| Other domestic debt securities | $17,801,000 | 586 |
| 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 | $17,801,000 | 365 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $130,000 | 1,878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,774,000 | 212 |
| Mortgage-backed securities | $249,909,000 | 320 |
| Certificates of participation in pools of residential mortgages | $128,722,000 | 373 |
| Issued or guaranteed by U.S. | $128,722,000 | 370 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $121,187,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $121,187,000 | 199 |
| 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) | $111,010,000 | 195 |
| Available-for-sale securities (fair market value) | $319,022,000 | 386 |
| Total debt securities | $429,902,000 | 340 |
| 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 | $403,122,000 | 363 |
| U.S. Government securities | $272,430,000 | 402 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $272,430,000 | 379 |
| Securities issued by states & political subdivisions | $117,695,000 | 110 |
| Other domestic debt securities | $12,868,000 | 760 |
| 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 | $12,868,000 | 519 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $129,000 | 1,917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,273,000 | 214 |
| Mortgage-backed securities | $242,301,000 | 339 |
| Certificates of participation in pools of residential mortgages | $115,795,000 | 415 |
| Issued or guaranteed by U.S. | $115,795,000 | 412 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $126,506,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $126,506,000 | 206 |
| 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) | $109,579,000 | 195 |
| Available-for-sale securities (fair market value) | $293,543,000 | 428 |
| Total debt securities | $402,993,000 | 349 |
| 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 | $433,048,000 | 357 |
| U.S. Government securities | $302,924,000 | 386 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $302,924,000 | 362 |
| Securities issued by states & political subdivisions | $117,254,000 | 109 |
| Other domestic debt securities | $12,741,000 | 742 |
| 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 | $12,741,000 | 550 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $129,000 | 1,951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,659,000 | 199 |
| Mortgage-backed securities | $251,351,000 | 334 |
| Certificates of participation in pools of residential mortgages | $123,829,000 | 402 |
| Issued or guaranteed by U.S. | $123,829,000 | 399 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $127,522,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $127,522,000 | 219 |
| 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) | $108,749,000 | 200 |
| Available-for-sale securities (fair market value) | $324,299,000 | 398 |
| Total debt securities | $432,919,000 | 344 |
| 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 | $406,727,000 | 372 |
| U.S. Government securities | $275,307,000 | 418 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $275,307,000 | 403 |
| Securities issued by states & political subdivisions | $118,689,000 | 112 |
| Other domestic debt securities | $12,603,000 | 762 |
| 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 | $12,603,000 | 578 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $128,000 | 2,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,820,000 | 216 |
| Mortgage-backed securities | $248,341,000 | 330 |
| Certificates of participation in pools of residential mortgages | $131,830,000 | 385 |
| Issued or guaranteed by U.S. | $131,830,000 | 376 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $116,511,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $116,511,000 | 230 |
| 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) | $109,422,000 | 199 |
| Available-for-sale securities (fair market value) | $297,305,000 | 430 |
| Total debt securities | $406,599,000 | 363 |
| 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 | $398,631,000 | 369 |
| U.S. Government securities | $274,630,000 | 415 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $274,630,000 | 401 |
| Securities issued by states & political subdivisions | $110,900,000 | 121 |
| Other domestic debt securities | $12,973,000 | 780 |
| 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 | $12,973,000 | 582 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $128,000 | 2,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,523,000 | 220 |
| Mortgage-backed securities | $247,386,000 | 338 |
| Certificates of participation in pools of residential mortgages | $159,278,000 | 318 |
| Issued or guaranteed by U.S. | $159,278,000 | 313 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $88,108,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $88,108,000 | 299 |
| 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) | $98,006,000 | 217 |
| Available-for-sale securities (fair market value) | $300,625,000 | 416 |
| Total debt securities | $398,503,000 | 359 |
| 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 | $399,487,000 | 368 |
| U.S. Government securities | $294,108,000 | 388 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $294,108,000 | 373 |
| Securities issued by states & political subdivisions | $92,433,000 | 131 |
| Other domestic debt securities | $12,818,000 | 788 |
| 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 | $12,818,000 | 577 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $128,000 | 2,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,426,000 | 208 |
| Mortgage-backed securities | $287,034,000 | 310 |
| Certificates of participation in pools of residential mortgages | $165,710,000 | 301 |
| Issued or guaranteed by U.S. | $165,710,000 | 296 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $121,324,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $121,324,000 | 243 |
| 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) | $78,901,000 | 271 |
| Available-for-sale securities (fair market value) | $320,586,000 | 389 |
| Total debt securities | $399,359,000 | 360 |
| 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 | $391,291,000 | 360 |
| U.S. Government securities | $287,624,000 | 374 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $287,624,000 | 359 |
| Securities issued by states & political subdivisions | $90,817,000 | 134 |
| Other domestic debt securities | $12,722,000 | 798 |
| 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 | $12,722,000 | 597 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $128,000 | 2,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,353,000 | 189 |
| Mortgage-backed securities | $228,306,000 | 337 |
| Certificates of participation in pools of residential mortgages | $133,866,000 | 334 |
| Issued or guaranteed by U.S. | $133,866,000 | 330 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $94,440,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $94,440,000 | 262 |
| 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) | $77,464,000 | 278 |
| Available-for-sale securities (fair market value) | $313,827,000 | 374 |
| Total debt securities | $391,163,000 | 346 |
| 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 | $317,236,000 | 386 |
| U.S. Government securities | $218,513,000 | 416 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $218,513,000 | 398 |
| Securities issued by states & political subdivisions | $83,493,000 | 139 |
| Other domestic debt securities | $15,100,000 | 718 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,100,000 | 530 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $130,000 | 1,962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,911,000 | 185 |
| Mortgage-backed securities | $213,287,000 | 323 |
| Certificates of participation in pools of residential mortgages | $137,789,000 | 280 |
| Issued or guaranteed by U.S. | $137,789,000 | 275 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $75,498,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $75,498,000 | 315 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,956,000 | 267 |
| Available-for-sale securities (fair market value) | $239,280,000 | 437 |
| Total debt securities | $317,106,000 | 375 |
| 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 | $288,753,000 | 425 |
| U.S. Government securities | $205,501,000 | 429 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $205,501,000 | 415 |
| Securities issued by states & political subdivisions | $61,884,000 | 191 |
| Other domestic debt securities | $15,796,000 | 617 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,796,000 | 490 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $5,572,000 | 795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,512,000 | 204 |
| Mortgage-backed securities | $178,539,000 | 337 |
| Certificates of participation in pools of residential mortgages | $127,399,000 | 274 |
| Issued or guaranteed by U.S. | $127,399,000 | 267 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $51,140,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $51,140,000 | 331 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,580,000 | 408 |
| Available-for-sale securities (fair market value) | $225,173,000 | 422 |
| Total debt securities | $283,181,000 | 405 |
| 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 | $283,354,000 | 459 |
| U.S. Government securities | $212,012,000 | 472 |
| U.S. Treasury securities | $8,003,000 | 1,057 |
| U.S. Government agency obligations | $204,009,000 | 443 |
| Securities issued by states & political subdivisions | $55,371,000 | 227 |
| Other domestic debt securities | $10,405,000 | 808 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,405,000 | 648 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $5,566,000 | 775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,135,000 | 238 |
| Mortgage-backed securities | $176,260,000 | 362 |
| Certificates of participation in pools of residential mortgages | $107,137,000 | 330 |
| Issued or guaranteed by U.S. | $107,137,000 | 325 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $69,123,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $69,123,000 | 295 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,467,000 | 470 |
| Available-for-sale securities (fair market value) | $224,887,000 | 439 |
| Total debt securities | $277,788,000 | 448 |
| 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 | $329,399,000 | 414 |
| U.S. Government securities | $236,268,000 | 443 |
| U.S. Treasury securities | $8,227,000 | 1,539 |
| U.S. Government agency obligations | $228,041,000 | 402 |
| Securities issued by states & political subdivisions | $51,698,000 | 236 |
| Other domestic debt securities | $37,952,000 | 313 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,952,000 | 213 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,481,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,475,000 | 212 |
| Mortgage-backed securities | $204,791,000 | 346 |
| Certificates of participation in pools of residential mortgages | $136,674,000 | 305 |
| Issued or guaranteed by U.S. | $136,674,000 | 296 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $68,117,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $68,117,000 | 287 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $66,017,000 | 436 |
| Available-for-sale securities (fair market value) | $263,382,000 | 388 |
| Total debt securities | $325,918,000 | 409 |
| 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 | $258,734,000 | 500 |
| U.S. Government securities | $220,905,000 | 480 |
| U.S. Treasury securities | $35,237,000 | 531 |
| U.S. Government agency obligations | $185,668,000 | 470 |
| Securities issued by states & political subdivisions | $27,799,000 | 429 |
| Other domestic debt securities | $8,145,000 | 646 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,145,000 | 481 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,885,000 | 1,554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,847,000 | 251 |
| Mortgage-backed securities | $148,553,000 | 429 |
| Certificates of participation in pools of residential mortgages | $83,338,000 | 445 |
| Issued or guaranteed by U.S. | $83,338,000 | 442 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $65,215,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $65,215,000 | 300 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,082,000 | 792 |
| Available-for-sale securities (fair market value) | $214,652,000 | 426 |
| Total debt securities | $256,849,000 | 489 |
| 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 | $180,812,000 | 698 |
| U.S. Government securities | $150,108,000 | 691 |
| U.S. Treasury securities | $69,366,000 | 327 |
| U.S. Government agency obligations | $80,742,000 | 949 |
| Securities issued by states & political subdivisions | $19,765,000 | 639 |
| Other domestic debt securities | $9,184,000 | 607 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,184,000 | 416 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,755,000 | 1,631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,563,000 | 320 |
| Mortgage-backed securities | $62,898,000 | 791 |
| Certificates of participation in pools of residential mortgages | $21,197,000 | 1,271 |
| Issued or guaranteed by U.S. | $21,197,000 | 1,255 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $41,701,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $41,701,000 | 415 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,876,000 | 1,317 |
| Available-for-sale securities (fair market value) | $149,936,000 | 586 |
| Total debt securities | $179,057,000 | 686 |
| 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 | $166,668,000 | 787 |
| U.S. Government securities | $143,624,000 | 743 |
| U.S. Treasury securities | $72,808,000 | 372 |
| U.S. Government agency obligations | $70,816,000 | 1,064 |
| Securities issued by states & political subdivisions | $14,091,000 | 976 |
| Other domestic debt securities | $7,300,000 | 851 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,300,000 | 614 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,653,000 | 1,612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,764,000 | 403 |
| Mortgage-backed securities | $52,478,000 | 935 |
| Certificates of participation in pools of residential mortgages | $12,865,000 | 1,829 |
| Issued or guaranteed by U.S. | $12,865,000 | 1,814 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $39,613,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $39,613,000 | 477 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,921,000 | 2,650 |
| Available-for-sale securities (fair market value) | $152,747,000 | 596 |
| Total debt securities | $165,015,000 | 773 |
| 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 | $149,531,000 | 883 |
| U.S. Government securities | $129,702,000 | 839 |
| U.S. Treasury securities | $65,176,000 | 531 |
| U.S. Government agency obligations | $64,526,000 | 1,109 |
| Securities issued by states & political subdivisions | $12,245,000 | 1,175 |
| Other domestic debt securities | $6,031,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,031,000 | 764 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,553,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,269,000 | 390 |
| Mortgage-backed securities | $48,277,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $12,716,000 | 1,922 |
| Issued or guaranteed by U.S. | $12,716,000 | 1,899 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $35,561,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $35,561,000 | 573 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $108,010,000 | 705 |
| Available-for-sale securities (fair market value) | $41,521,000 | 1,378 |
| Total debt securities | $147,978,000 | 873 |
| 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 | $153,626,000 | 895 |
| U.S. Government securities | $146,341,000 | 783 |
| U.S. Treasury securities | $93,527,000 | 405 |
| U.S. Government agency obligations | $52,814,000 | 1,358 |
| Securities issued by states & political subdivisions | $4,648,000 | 3,183 |
| Other domestic debt securities | $1,000,000 | 3,348 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,570 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,637,000 | 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 | $112,898,000 | 364 |
| Mortgage-backed securities | $40,758,000 | 1,317 |
| Certificates of participation in pools of residential mortgages | $12,441,000 | 2,137 |
| Issued or guaranteed by U.S. | $12,441,000 | 2,108 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $28,317,000 | 789 |
| CMOs issued by government agencies or sponsored agencies | $28,317,000 | 738 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $151,989,000 | 880 |
| 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 | $126,119,000 | 1,071 |
| U.S. Government securities | $110,540,000 | 986 |
| U.S. Treasury securities | $85,802,000 | 443 |
| U.S. Government agency obligations | $24,738,000 | 2,696 |
| Securities issued by states & political subdivisions | $6,453,000 | 2,165 |
| Other domestic debt securities | $2,505,000 | 2,601 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,505,000 | 1,821 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $6,621,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,284,000 | 401 |
| Mortgage-backed securities | $12,348,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $6,340,000 | 3,440 |
| Issued or guaranteed by U.S. | $6,340,000 | 3,393 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,008,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $6,008,000 | 2,136 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $119,498,000 | 1,117 |
| 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 |