Home > North Dallas Bank & Trust Co. > Securities
North Dallas Bank & Trust Co., Securities
| 2023-12-31 | Rank | |
| Total securities | $426,338,000 | 494 |
| U.S. Government securities | $398,568,000 | 359 |
| U.S. Treasury securities | $296,784,000 | 109 |
| U.S. Government agency obligations | $101,784,000 | 966 |
| Securities issued by states & political subdivisions | $27,770,000 | 1,459 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| 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 | $187,224,000 | 539 |
| Mortgage-backed securities | $5,354,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,354,000 | 2,519 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $208,555,000 | 242 |
| Available-for-sale securities (fair market value) | $217,783,000 | 761 |
| Total debt securities | $426,338,000 | 486 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $427,206,000 | 486 |
| U.S. Government securities | $399,342,000 | 359 |
| U.S. Treasury securities | $299,885,000 | 114 |
| U.S. Government agency obligations | $99,457,000 | 969 |
| Securities issued by states & political subdivisions | $27,864,000 | 1,420 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $0 | 1,872 |
| 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 | $159,869,000 | 590 |
| Mortgage-backed securities | $5,473,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,473,000 | 2,504 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $213,962,000 | 242 |
| Available-for-sale securities (fair market value) | $213,244,000 | 757 |
| Total debt securities | $427,208,000 | 477 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $473,044,000 | 450 |
| U.S. Government securities | $442,016,000 | 330 |
| U.S. Treasury securities | $342,031,000 | 99 |
| U.S. Government agency obligations | $99,985,000 | 1,004 |
| Securities issued by states & political subdivisions | $31,028,000 | 1,368 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $0 | 1,891 |
| 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 | $159,957,000 | 593 |
| Mortgage-backed securities | $5,903,000 | 2,951 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,903,000 | 2,498 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $226,359,000 | 227 |
| Available-for-sale securities (fair market value) | $246,685,000 | 689 |
| Total debt securities | $473,044,000 | 442 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $490,594,000 | 465 |
| U.S. Government securities | $459,387,000 | 345 |
| U.S. Treasury securities | $358,998,000 | 100 |
| U.S. Government agency obligations | $100,389,000 | 1,008 |
| Securities issued by states & political subdivisions | $31,207,000 | 1,405 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| 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 | $107,738,000 | 767 |
| Mortgage-backed securities | $6,227,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,227,000 | 2,507 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $246,700,000 | 224 |
| Available-for-sale securities (fair market value) | $243,894,000 | 727 |
| Total debt securities | $490,594,000 | 457 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $509,912,000 | 458 |
| U.S. Government securities | $477,501,000 | 335 |
| U.S. Treasury securities | $377,559,000 | 104 |
| U.S. Government agency obligations | $99,942,000 | 1,014 |
| Securities issued by states & political subdivisions | $32,411,000 | 1,403 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| 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 | $59,571,000 | 1,122 |
| Mortgage-backed securities | $7,011,000 | 2,948 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,011,000 | 2,448 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $267,754,000 | 225 |
| Available-for-sale securities (fair market value) | $242,158,000 | 745 |
| Total debt securities | $509,912,000 | 449 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $578,577,000 | 419 |
| U.S. Government securities | $545,963,000 | 309 |
| U.S. Treasury securities | $445,779,000 | 95 |
| U.S. Government agency obligations | $100,184,000 | 1,015 |
| Securities issued by states & political subdivisions | $32,614,000 | 1,393 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| 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 | $54,035,000 | 1,129 |
| Mortgage-backed securities | $7,502,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,502,000 | 2,416 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $283,033,000 | 214 |
| Available-for-sale securities (fair market value) | $295,544,000 | 640 |
| Total debt securities | $578,577,000 | 412 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $593,053,000 | 413 |
| U.S. Government securities | $560,052,000 | 310 |
| U.S. Treasury securities | $457,036,000 | 90 |
| U.S. Government agency obligations | $103,016,000 | 1,013 |
| Securities issued by states & political subdivisions | $33,001,000 | 1,436 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| 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 | $30,009,000 | 1,664 |
| Mortgage-backed securities | $8,190,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $8,190,000 | 2,442 |
| Issued or guaranteed by U.S. | $8,190,000 | 2,376 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $288,647,000 | 204 |
| Available-for-sale securities (fair market value) | $304,406,000 | 647 |
| Total debt securities | $593,052,000 | 407 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $605,440,000 | 403 |
| U.S. Government securities | $572,171,000 | 302 |
| U.S. Treasury securities | $463,162,000 | 83 |
| U.S. Government agency obligations | $109,009,000 | 977 |
| Securities issued by states & political subdivisions | $33,269,000 | 1,449 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| 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 | $35,150,000 | 1,466 |
| Mortgage-backed securities | $8,853,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $8,853,000 | 2,384 |
| Issued or guaranteed by U.S. | $8,853,000 | 2,326 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $285,281,000 | 192 |
| Available-for-sale securities (fair market value) | $320,159,000 | 625 |
| Total debt securities | $605,441,000 | 397 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $604,581,000 | 391 |
| U.S. Government securities | $572,408,000 | 295 |
| U.S. Treasury securities | $461,657,000 | 67 |
| U.S. Government agency obligations | $110,751,000 | 948 |
| Securities issued by states & political subdivisions | $32,173,000 | 1,549 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| 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 | $35,412,000 | 1,455 |
| Mortgage-backed securities | $9,532,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $9,532,000 | 2,327 |
| Issued or guaranteed by U.S. | $9,532,000 | 2,262 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $281,918,000 | 152 |
| Available-for-sale securities (fair market value) | $322,663,000 | 619 |
| Total debt securities | $604,581,000 | 386 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $600,371,000 | 389 |
| U.S. Government securities | $577,760,000 | 286 |
| U.S. Treasury securities | $469,157,000 | 60 |
| U.S. Government agency obligations | $108,603,000 | 940 |
| Securities issued by states & political subdivisions | $22,611,000 | 1,885 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| 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 | $35,547,000 | 1,406 |
| Mortgage-backed securities | $10,412,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $10,412,000 | 2,258 |
| Issued or guaranteed by U.S. | $10,412,000 | 2,203 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $286,061,000 | 134 |
| Available-for-sale securities (fair market value) | $314,310,000 | 591 |
| Total debt securities | $600,371,000 | 384 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $586,196,000 | 375 |
| U.S. Government securities | $563,248,000 | 276 |
| U.S. Treasury securities | $463,975,000 | 55 |
| U.S. Government agency obligations | $99,273,000 | 972 |
| Securities issued by states & political subdivisions | $22,948,000 | 1,846 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| 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 | $41,598,000 | 1,281 |
| Mortgage-backed securities | $11,469,000 | 2,655 |
| Certificates of participation in pools of residential mortgages | $11,469,000 | 2,146 |
| Issued or guaranteed by U.S. | $11,469,000 | 2,089 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $281,194,000 | 125 |
| Available-for-sale securities (fair market value) | $305,002,000 | 595 |
| Total debt securities | $586,196,000 | 368 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $533,014,000 | 380 |
| U.S. Government securities | $513,140,000 | 276 |
| U.S. Treasury securities | $416,488,000 | 54 |
| U.S. Government agency obligations | $96,652,000 | 924 |
| Securities issued by states & political subdivisions | $19,874,000 | 1,944 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,675,000 | 1,218 |
| Mortgage-backed securities | $13,163,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | $13,163,000 | 1,943 |
| Issued or guaranteed by U.S. | $13,163,000 | 1,887 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $272,468,000 | 121 |
| Available-for-sale securities (fair market value) | $260,546,000 | 624 |
| Total debt securities | $533,014,000 | 373 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $485,376,000 | 375 |
| U.S. Government securities | $463,927,000 | 274 |
| U.S. Treasury securities | $390,239,000 | 54 |
| U.S. Government agency obligations | $73,688,000 | 1,046 |
| Securities issued by states & political subdivisions | $21,449,000 | 1,824 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,804,000 | 1,026 |
| Mortgage-backed securities | $14,685,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $14,685,000 | 1,749 |
| Issued or guaranteed by U.S. | $14,685,000 | 1,705 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $246,578,000 | 116 |
| Available-for-sale securities (fair market value) | $238,798,000 | 623 |
| Total debt securities | $485,375,000 | 371 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $479,984,000 | 348 |
| U.S. Government securities | $469,476,000 | 260 |
| U.S. Treasury securities | $398,999,000 | 54 |
| U.S. Government agency obligations | $70,477,000 | 1,036 |
| Securities issued by states & political subdivisions | $10,508,000 | 2,434 |
| Other domestic debt securities | $0 | 2,116 |
| 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 | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,898,000 | 996 |
| Mortgage-backed securities | $15,807,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $15,807,000 | 1,651 |
| Issued or guaranteed by U.S. | $15,807,000 | 1,608 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $228,847,000 | 118 |
| Available-for-sale securities (fair market value) | $251,137,000 | 562 |
| Total debt securities | $479,984,000 | 343 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $491,296,000 | 339 |
| U.S. Government securities | $486,600,000 | 256 |
| U.S. Treasury securities | $424,545,000 | 56 |
| U.S. Government agency obligations | $62,055,000 | 1,139 |
| Securities issued by states & political subdivisions | $4,696,000 | 3,101 |
| Other domestic debt securities | $0 | 2,060 |
| 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 | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,431,000 | 1,004 |
| Mortgage-backed securities | $17,460,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $17,460,000 | 1,524 |
| Issued or guaranteed by U.S. | $17,460,000 | 1,482 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $231,867,000 | 118 |
| Available-for-sale securities (fair market value) | $259,429,000 | 515 |
| Total debt securities | $491,296,000 | 334 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $486,914,000 | 334 |
| U.S. Government securities | $483,726,000 | 253 |
| U.S. Treasury securities | $435,253,000 | 49 |
| U.S. Government agency obligations | $48,473,000 | 1,378 |
| Securities issued by states & political subdivisions | $3,188,000 | 3,311 |
| Other domestic debt securities | $0 | 1,998 |
| 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 | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,627,000 | 951 |
| Mortgage-backed securities | $18,431,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $18,431,000 | 1,481 |
| Issued or guaranteed by U.S. | $18,431,000 | 1,439 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $217,737,000 | 117 |
| Available-for-sale securities (fair market value) | $269,177,000 | 490 |
| Total debt securities | $486,915,000 | 330 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $494,772,000 | 327 |
| U.S. Government securities | $489,708,000 | 254 |
| U.S. Treasury securities | $460,308,000 | 50 |
| U.S. Government agency obligations | $29,400,000 | 1,963 |
| Securities issued by states & political subdivisions | $5,064,000 | 2,980 |
| Other domestic debt securities | $0 | 1,972 |
| 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 | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,268,000 | 936 |
| Mortgage-backed securities | $19,442,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $19,442,000 | 1,364 |
| Issued or guaranteed by U.S. | $19,442,000 | 1,329 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $233,368,000 | 113 |
| Available-for-sale securities (fair market value) | $261,404,000 | 485 |
| Total debt securities | $494,772,000 | 320 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $500,383,000 | 323 |
| U.S. Government securities | $495,303,000 | 253 |
| U.S. Treasury securities | $459,301,000 | 52 |
| U.S. Government agency obligations | $36,002,000 | 1,756 |
| Securities issued by states & political subdivisions | $5,080,000 | 3,007 |
| Other domestic debt securities | $0 | 2,026 |
| 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 | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,232,000 | 830 |
| Mortgage-backed securities | $21,014,000 | 1,881 |
| Certificates of participation in pools of residential mortgages | $21,014,000 | 1,250 |
| Issued or guaranteed by U.S. | $21,014,000 | 1,216 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $233,643,000 | 124 |
| Available-for-sale securities (fair market value) | $266,740,000 | 469 |
| Total debt securities | $500,383,000 | 318 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $521,512,000 | 311 |
| U.S. Government securities | $515,666,000 | 256 |
| U.S. Treasury securities | $458,302,000 | 51 |
| U.S. Government agency obligations | $57,364,000 | 1,244 |
| Securities issued by states & political subdivisions | $5,846,000 | 2,942 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,238,000 | 781 |
| Mortgage-backed securities | $22,339,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $22,339,000 | 1,184 |
| Issued or guaranteed by U.S. | $22,339,000 | 1,170 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $238,678,000 | 126 |
| Available-for-sale securities (fair market value) | $282,834,000 | 436 |
| Total debt securities | $521,512,000 | 307 |
| 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 | $488,815,000 | 329 |
| U.S. Government securities | $482,964,000 | 263 |
| U.S. Treasury securities | $454,661,000 | 54 |
| U.S. Government agency obligations | $28,303,000 | 2,087 |
| Securities issued by states & political subdivisions | $5,851,000 | 2,988 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,129,000 | 791 |
| Mortgage-backed securities | $23,303,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $23,303,000 | 1,164 |
| Issued or guaranteed by U.S. | $23,303,000 | 1,150 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $228,658,000 | 130 |
| Available-for-sale securities (fair market value) | $260,157,000 | 476 |
| Total debt securities | $488,815,000 | 324 |
| 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 | $491,088,000 | 327 |
| U.S. Government securities | $478,024,000 | 265 |
| U.S. Treasury securities | $443,508,000 | 53 |
| U.S. Government agency obligations | $34,516,000 | 1,856 |
| Securities issued by states & political subdivisions | $13,064,000 | 2,182 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,960,000 | 862 |
| Mortgage-backed securities | $24,521,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $24,521,000 | 1,137 |
| Issued or guaranteed by U.S. | $24,521,000 | 1,129 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $226,869,000 | 141 |
| Available-for-sale securities (fair market value) | $264,219,000 | 469 |
| Total debt securities | $491,088,000 | 322 |
| 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 | $500,578,000 | 322 |
| U.S. Government securities | $487,499,000 | 259 |
| U.S. Treasury securities | $452,029,000 | 51 |
| U.S. Government agency obligations | $35,470,000 | 1,843 |
| Securities issued by states & political subdivisions | $13,079,000 | 2,203 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,388,000 | 808 |
| Mortgage-backed securities | $25,481,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $25,481,000 | 1,121 |
| Issued or guaranteed by U.S. | $25,481,000 | 1,115 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $236,899,000 | 138 |
| Available-for-sale securities (fair market value) | $263,679,000 | 476 |
| Total debt securities | $500,578,000 | 318 |
| 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 | $493,986,000 | 323 |
| U.S. Government securities | $480,587,000 | 261 |
| U.S. Treasury securities | $443,911,000 | 51 |
| U.S. Government agency obligations | $36,676,000 | 1,778 |
| Securities issued by states & political subdivisions | $13,399,000 | 2,222 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,422,000 | 842 |
| Mortgage-backed securities | $26,677,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $26,677,000 | 1,113 |
| Issued or guaranteed by U.S. | $26,677,000 | 1,081 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $237,947,000 | 138 |
| Available-for-sale securities (fair market value) | $256,039,000 | 484 |
| Total debt securities | $493,986,000 | 318 |
| 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 | $496,877,000 | 329 |
| U.S. Government securities | $483,272,000 | 258 |
| U.S. Treasury securities | $445,504,000 | 49 |
| U.S. Government agency obligations | $37,768,000 | 1,792 |
| Securities issued by states & political subdivisions | $13,605,000 | 2,238 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,668,000 | 793 |
| Mortgage-backed securities | $27,769,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $27,769,000 | 1,110 |
| Issued or guaranteed by U.S. | $27,769,000 | 1,108 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $232,661,000 | 140 |
| Available-for-sale securities (fair market value) | $264,216,000 | 482 |
| Total debt securities | $496,877,000 | 322 |
| 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 | $496,800,000 | 329 |
| U.S. Government securities | $473,090,000 | 257 |
| U.S. Treasury securities | $433,783,000 | 50 |
| U.S. Government agency obligations | $39,307,000 | 1,753 |
| Securities issued by states & political subdivisions | $23,710,000 | 1,592 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,758,000 | 760 |
| Mortgage-backed securities | $29,308,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $29,308,000 | 1,098 |
| Issued or guaranteed by U.S. | $29,308,000 | 1,098 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $227,147,000 | 146 |
| Available-for-sale securities (fair market value) | $269,653,000 | 476 |
| Total debt securities | $496,800,000 | 322 |
| 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 | $466,993,000 | 344 |
| U.S. Government securities | $443,130,000 | 267 |
| U.S. Treasury securities | $406,573,000 | 51 |
| U.S. Government agency obligations | $36,557,000 | 1,864 |
| Securities issued by states & political subdivisions | $23,863,000 | 1,619 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,895,000 | 748 |
| Mortgage-backed securities | $26,558,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $26,558,000 | 1,186 |
| Issued or guaranteed by U.S. | $26,558,000 | 1,184 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $222,817,000 | 148 |
| Available-for-sale securities (fair market value) | $244,176,000 | 517 |
| Total debt securities | $466,993,000 | 336 |
| 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 | $474,826,000 | 344 |
| U.S. Government securities | $449,895,000 | 265 |
| U.S. Treasury securities | $411,800,000 | 51 |
| U.S. Government agency obligations | $38,095,000 | 1,837 |
| Securities issued by states & political subdivisions | $24,931,000 | 1,571 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,823,000 | 720 |
| Mortgage-backed securities | $28,096,000 | 1,609 |
| Certificates of participation in pools of residential mortgages | $28,096,000 | 1,164 |
| Issued or guaranteed by U.S. | $28,096,000 | 1,163 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $238,041,000 | 141 |
| Available-for-sale securities (fair market value) | $236,785,000 | 542 |
| Total debt securities | $474,826,000 | 338 |
| 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 | $480,932,000 | 337 |
| U.S. Government securities | $455,978,000 | 265 |
| U.S. Treasury securities | $416,351,000 | 51 |
| U.S. Government agency obligations | $39,627,000 | 1,826 |
| Securities issued by states & political subdivisions | $24,954,000 | 1,586 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,809,000 | 733 |
| Mortgage-backed securities | $29,628,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $29,628,000 | 1,155 |
| Issued or guaranteed by U.S. | $29,628,000 | 1,154 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $243,450,000 | 140 |
| Available-for-sale securities (fair market value) | $237,482,000 | 549 |
| Total debt securities | $480,932,000 | 331 |
| 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 | $481,941,000 | 333 |
| U.S. Government securities | $452,995,000 | 260 |
| U.S. Treasury securities | $416,647,000 | 50 |
| U.S. Government agency obligations | $36,348,000 | 1,922 |
| Securities issued by states & political subdivisions | $28,946,000 | 1,385 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,276,000 | 775 |
| Mortgage-backed securities | $26,349,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | $26,349,000 | 1,264 |
| Issued or guaranteed by U.S. | $26,349,000 | 1,263 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $239,281,000 | 141 |
| Available-for-sale securities (fair market value) | $242,660,000 | 543 |
| Total debt securities | $481,941,000 | 330 |
| 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 | $467,477,000 | 327 |
| U.S. Government securities | $438,284,000 | 255 |
| U.S. Treasury securities | $399,433,000 | 48 |
| U.S. Government agency obligations | $38,851,000 | 1,824 |
| Securities issued by states & political subdivisions | $29,193,000 | 1,372 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,550,000 | 775 |
| Mortgage-backed securities | $28,853,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $28,853,000 | 1,186 |
| Issued or guaranteed by U.S. | $28,853,000 | 1,185 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $229,633,000 | 139 |
| Available-for-sale securities (fair market value) | $237,844,000 | 550 |
| Total debt securities | $467,477,000 | 323 |
| 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 | $439,749,000 | 352 |
| U.S. Government securities | $409,619,000 | 273 |
| U.S. Treasury securities | $378,563,000 | 46 |
| U.S. Government agency obligations | $31,056,000 | 2,204 |
| Securities issued by states & political subdivisions | $30,130,000 | 1,335 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,441,000 | 834 |
| Mortgage-backed securities | $31,056,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | $31,056,000 | 1,139 |
| Issued or guaranteed by U.S. | $31,056,000 | 1,135 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $199,220,000 | 157 |
| Available-for-sale securities (fair market value) | $240,529,000 | 543 |
| Total debt securities | $439,749,000 | 345 |
| 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 | $451,022,000 | 339 |
| U.S. Government securities | $420,832,000 | 269 |
| U.S. Treasury securities | $387,917,000 | 46 |
| U.S. Government agency obligations | $32,915,000 | 2,187 |
| Securities issued by states & political subdivisions | $30,190,000 | 1,308 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,168,000 | 808 |
| Mortgage-backed securities | $32,915,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $32,915,000 | 1,084 |
| Issued or guaranteed by U.S. | $32,915,000 | 1,083 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $204,453,000 | 154 |
| Available-for-sale securities (fair market value) | $246,569,000 | 539 |
| Total debt securities | $451,022,000 | 334 |
| 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 | $470,032,000 | 330 |
| U.S. Government securities | $436,421,000 | 264 |
| U.S. Treasury securities | $401,666,000 | 45 |
| U.S. Government agency obligations | $34,755,000 | 2,140 |
| Securities issued by states & political subdivisions | $33,611,000 | 1,180 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,785,000 | 808 |
| Mortgage-backed securities | $34,755,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $34,755,000 | 1,052 |
| Issued or guaranteed by U.S. | $34,755,000 | 1,050 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $209,811,000 | 153 |
| Available-for-sale securities (fair market value) | $260,221,000 | 509 |
| Total debt securities | $470,032,000 | 325 |
| 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 | $439,414,000 | 353 |
| U.S. Government securities | $409,101,000 | 277 |
| U.S. Treasury securities | $372,122,000 | 46 |
| U.S. Government agency obligations | $36,979,000 | 2,072 |
| Securities issued by states & political subdivisions | $30,313,000 | 1,303 |
| Other domestic debt securities | $0 | 2,283 |
| 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 | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,908,000 | 806 |
| Mortgage-backed securities | $36,979,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $36,979,000 | 991 |
| Issued or guaranteed by U.S. | $36,979,000 | 991 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $199,807,000 | 160 |
| Available-for-sale securities (fair market value) | $239,607,000 | 543 |
| Total debt securities | $439,414,000 | 344 |
| 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 | $450,902,000 | 344 |
| U.S. Government securities | $420,626,000 | 269 |
| U.S. Treasury securities | $371,400,000 | 42 |
| U.S. Government agency obligations | $49,226,000 | 1,715 |
| Securities issued by states & political subdivisions | $30,276,000 | 1,288 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,843,000 | 775 |
| Mortgage-backed securities | $39,226,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $39,226,000 | 988 |
| Issued or guaranteed by U.S. | $39,226,000 | 987 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $224,744,000 | 144 |
| Available-for-sale securities (fair market value) | $226,158,000 | 580 |
| Total debt securities | $450,902,000 | 337 |
| 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 | $463,550,000 | 333 |
| U.S. Government securities | $434,144,000 | 266 |
| U.S. Treasury securities | $372,098,000 | 42 |
| U.S. Government agency obligations | $62,046,000 | 1,434 |
| Securities issued by states & political subdivisions | $29,406,000 | 1,314 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,876,000 | 881 |
| Mortgage-backed securities | $42,051,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $42,051,000 | 949 |
| Issued or guaranteed by U.S. | $42,051,000 | 949 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $245,171,000 | 140 |
| Available-for-sale securities (fair market value) | $218,379,000 | 604 |
| Total debt securities | $463,550,000 | 325 |
| 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 | $453,694,000 | 341 |
| U.S. Government securities | $425,810,000 | 269 |
| U.S. Treasury securities | $381,940,000 | 44 |
| U.S. Government agency obligations | $43,870,000 | 1,946 |
| Securities issued by states & political subdivisions | $27,884,000 | 1,361 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,016,000 | 848 |
| Mortgage-backed securities | $43,870,000 | 1,352 |
| Certificates of participation in pools of residential mortgages | $43,870,000 | 928 |
| Issued or guaranteed by U.S. | $43,870,000 | 926 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $250,931,000 | 137 |
| Available-for-sale securities (fair market value) | $202,763,000 | 639 |
| Total debt securities | $453,694,000 | 332 |
| 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 | $465,995,000 | 334 |
| U.S. Government securities | $438,099,000 | 260 |
| U.S. Treasury securities | $392,502,000 | 42 |
| U.S. Government agency obligations | $45,597,000 | 1,914 |
| Securities issued by states & political subdivisions | $27,896,000 | 1,370 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,075,000 | 846 |
| Mortgage-backed securities | $45,597,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $45,597,000 | 913 |
| Issued or guaranteed by U.S. | $45,597,000 | 913 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $256,323,000 | 131 |
| Available-for-sale securities (fair market value) | $209,672,000 | 613 |
| Total debt securities | $465,995,000 | 327 |
| 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 | $467,739,000 | 329 |
| U.S. Government securities | $439,123,000 | 262 |
| U.S. Treasury securities | $393,378,000 | 36 |
| U.S. Government agency obligations | $45,745,000 | 1,944 |
| Securities issued by states & political subdivisions | $28,616,000 | 1,352 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,135,000 | 869 |
| Mortgage-backed securities | $45,745,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $45,745,000 | 926 |
| Issued or guaranteed by U.S. | $45,745,000 | 925 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $269,014,000 | 125 |
| Available-for-sale securities (fair market value) | $198,725,000 | 658 |
| Total debt securities | $467,739,000 | 319 |
| 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 | $475,802,000 | 318 |
| U.S. Government securities | $447,032,000 | 254 |
| U.S. Treasury securities | $399,229,000 | 33 |
| U.S. Government agency obligations | $47,803,000 | 1,904 |
| Securities issued by states & political subdivisions | $28,770,000 | 1,334 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,061,000 | 862 |
| Mortgage-backed securities | $47,803,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $47,803,000 | 903 |
| Issued or guaranteed by U.S. | $47,803,000 | 902 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $264,350,000 | 122 |
| Available-for-sale securities (fair market value) | $211,452,000 | 626 |
| Total debt securities | $475,802,000 | 312 |
| 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 | $455,062,000 | 338 |
| U.S. Government securities | $423,676,000 | 265 |
| U.S. Treasury securities | $384,869,000 | 28 |
| U.S. Government agency obligations | $38,807,000 | 2,236 |
| Securities issued by states & political subdivisions | $31,386,000 | 1,236 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,340,000 | 959 |
| Mortgage-backed securities | $38,807,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $38,807,000 | 1,061 |
| Issued or guaranteed by U.S. | $38,807,000 | 1,060 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $249,996,000 | 126 |
| Available-for-sale securities (fair market value) | $205,066,000 | 647 |
| Total debt securities | $455,062,000 | 333 |
| 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 | $482,626,000 | 317 |
| U.S. Government securities | $451,219,000 | 249 |
| U.S. Treasury securities | $410,616,000 | 25 |
| U.S. Government agency obligations | $40,603,000 | 2,175 |
| Securities issued by states & political subdivisions | $31,407,000 | 1,233 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,411,000 | 941 |
| Mortgage-backed securities | $40,603,000 | 1,496 |
| Certificates of participation in pools of residential mortgages | $40,603,000 | 1,022 |
| Issued or guaranteed by U.S. | $40,603,000 | 1,021 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $260,208,000 | 118 |
| Available-for-sale securities (fair market value) | $222,418,000 | 616 |
| Total debt securities | $482,626,000 | 310 |
| 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 | $476,496,000 | 322 |
| U.S. Government securities | $449,349,000 | 252 |
| U.S. Treasury securities | $405,923,000 | 25 |
| U.S. Government agency obligations | $43,426,000 | 2,039 |
| Securities issued by states & political subdivisions | $27,147,000 | 1,394 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,724,000 | 919 |
| Mortgage-backed securities | $43,426,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $43,426,000 | 969 |
| Issued or guaranteed by U.S. | $43,426,000 | 966 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $257,692,000 | 105 |
| Available-for-sale securities (fair market value) | $218,804,000 | 635 |
| Total debt securities | $476,496,000 | 316 |
| 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 | $465,058,000 | 333 |
| U.S. Government securities | $449,742,000 | 255 |
| U.S. Treasury securities | $402,294,000 | 29 |
| U.S. Government agency obligations | $47,448,000 | 1,925 |
| Securities issued by states & political subdivisions | $15,316,000 | 2,232 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,029,000 | 930 |
| Mortgage-backed securities | $47,448,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $47,448,000 | 914 |
| Issued or guaranteed by U.S. | $47,448,000 | 914 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $240,516,000 | 102 |
| Available-for-sale securities (fair market value) | $224,542,000 | 626 |
| Total debt securities | $465,058,000 | 325 |
| 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 | $465,567,000 | 328 |
| U.S. Government securities | $449,304,000 | 251 |
| U.S. Treasury securities | $397,265,000 | 29 |
| U.S. Government agency obligations | $52,039,000 | 1,750 |
| Securities issued by states & political subdivisions | $16,263,000 | 2,118 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,152,000 | 921 |
| Mortgage-backed securities | $52,039,000 | 1,256 |
| Certificates of participation in pools of residential mortgages | $52,039,000 | 827 |
| Issued or guaranteed by U.S. | $52,039,000 | 826 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $224,544,000 | 109 |
| Available-for-sale securities (fair market value) | $241,023,000 | 567 |
| Total debt securities | $465,567,000 | 323 |
| 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 | $467,229,000 | 333 |
| U.S. Government securities | $450,914,000 | 255 |
| U.S. Treasury securities | $393,193,000 | 27 |
| U.S. Government agency obligations | $57,721,000 | 1,655 |
| Securities issued by states & political subdivisions | $16,315,000 | 2,073 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,264,000 | 864 |
| Mortgage-backed securities | $57,721,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $57,721,000 | 788 |
| Issued or guaranteed by U.S. | $57,721,000 | 788 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $214,785,000 | 108 |
| Available-for-sale securities (fair market value) | $252,444,000 | 549 |
| Total debt securities | $467,229,000 | 328 |
| 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 | $462,787,000 | 337 |
| U.S. Government securities | $444,340,000 | 265 |
| U.S. Treasury securities | $382,144,000 | 28 |
| U.S. Government agency obligations | $62,196,000 | 1,582 |
| Securities issued by states & political subdivisions | $18,447,000 | 1,827 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,364,000 | 871 |
| Mortgage-backed securities | $62,196,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $62,196,000 | 751 |
| Issued or guaranteed by U.S. | $62,196,000 | 751 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $209,184,000 | 111 |
| Available-for-sale securities (fair market value) | $253,603,000 | 555 |
| Total debt securities | $462,787,000 | 329 |
| 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 | $477,029,000 | 335 |
| U.S. Government securities | $461,239,000 | 262 |
| U.S. Treasury securities | $396,606,000 | 28 |
| U.S. Government agency obligations | $64,633,000 | 1,559 |
| Securities issued by states & political subdivisions | $15,790,000 | 1,997 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,283,000 | 886 |
| Mortgage-backed securities | $64,633,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | $64,633,000 | 737 |
| Issued or guaranteed by U.S. | $64,633,000 | 737 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $223,256,000 | 104 |
| Available-for-sale securities (fair market value) | $253,773,000 | 558 |
| Total debt securities | $477,029,000 | 325 |
| 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 | $472,112,000 | 326 |
| U.S. Government securities | $453,160,000 | 253 |
| U.S. Treasury securities | $396,663,000 | 28 |
| U.S. Government agency obligations | $56,497,000 | 1,677 |
| Securities issued by states & political subdivisions | $18,952,000 | 1,685 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,200,000 | 814 |
| Mortgage-backed securities | $56,497,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | $56,497,000 | 790 |
| Issued or guaranteed by U.S. | $56,497,000 | 786 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $238,797,000 | 94 |
| Available-for-sale securities (fair market value) | $233,315,000 | 576 |
| Total debt securities | $472,112,000 | 319 |
| 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 | $453,749,000 | 329 |
| U.S. Government securities | $426,884,000 | 261 |
| U.S. Treasury securities | $410,287,000 | 26 |
| U.S. Government agency obligations | $16,597,000 | 3,880 |
| Securities issued by states & political subdivisions | $16,859,000 | 1,800 |
| Other domestic debt securities | $10,006,000 | 717 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $10,006,000 | 430 |
| 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 | $68,058,000 | 794 |
| Mortgage-backed securities | $16,597,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $16,597,000 | 1,986 |
| Issued or guaranteed by U.S. | $16,597,000 | 1,981 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $261,647,000 | 92 |
| Available-for-sale securities (fair market value) | $192,102,000 | 679 |
| Total debt securities | $453,749,000 | 318 |
| 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 | $451,686,000 | 327 |
| U.S. Government securities | $426,964,000 | 259 |
| U.S. Treasury securities | $418,883,000 | 27 |
| U.S. Government agency obligations | $8,081,000 | 5,270 |
| Securities issued by states & political subdivisions | $14,707,000 | 1,956 |
| Other domestic debt securities | $10,015,000 | 700 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $10,015,000 | 385 |
| 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 | $67,625,000 | 805 |
| Mortgage-backed securities | $8,081,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $8,081,000 | 2,897 |
| Issued or guaranteed by U.S. | $8,081,000 | 2,890 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $278,167,000 | 91 |
| Available-for-sale securities (fair market value) | $173,519,000 | 741 |
| Total debt securities | $451,686,000 | 318 |
| 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 | $471,877,000 | 316 |
| U.S. Government securities | $451,141,000 | 249 |
| U.S. Treasury securities | $442,415,000 | 25 |
| U.S. Government agency obligations | $8,726,000 | 5,134 |
| Securities issued by states & political subdivisions | $10,713,000 | 2,384 |
| Other domestic debt securities | $10,023,000 | 718 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $10,023,000 | 381 |
| 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 | $67,476,000 | 810 |
| Mortgage-backed securities | $8,726,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $8,726,000 | 2,756 |
| Issued or guaranteed by U.S. | $8,726,000 | 2,750 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $293,298,000 | 83 |
| Available-for-sale securities (fair market value) | $178,579,000 | 719 |
| Total debt securities | $471,877,000 | 308 |
| 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 | $475,490,000 | 298 |
| U.S. Government securities | $451,712,000 | 238 |
| U.S. Treasury securities | $442,673,000 | 24 |
| U.S. Government agency obligations | $9,039,000 | 4,921 |
| Securities issued by states & political subdivisions | $13,747,000 | 1,979 |
| Other domestic debt securities | $10,031,000 | 751 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $10,031,000 | 371 |
| 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 | $73,024,000 | 740 |
| Mortgage-backed securities | $9,039,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $9,039,000 | 2,583 |
| Issued or guaranteed by U.S. | $9,039,000 | 2,577 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $310,991,000 | 74 |
| Available-for-sale securities (fair market value) | $164,499,000 | 752 |
| Total debt securities | $475,490,000 | 291 |
| 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 | $442,523,000 | 305 |
| U.S. Government securities | $418,641,000 | 240 |
| U.S. Treasury securities | $408,995,000 | 28 |
| U.S. Government agency obligations | $9,646,000 | 4,788 |
| Securities issued by states & political subdivisions | $13,842,000 | 1,882 |
| Other domestic debt securities | $10,040,000 | 770 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $10,040,000 | 361 |
| 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 | $78,166,000 | 699 |
| Mortgage-backed securities | $9,646,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $9,646,000 | 2,470 |
| Issued or guaranteed by U.S. | $9,646,000 | 2,465 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $301,380,000 | 68 |
| Available-for-sale securities (fair market value) | $141,143,000 | 840 |
| Total debt securities | $442,523,000 | 300 |
| 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 | $433,264,000 | 306 |
| U.S. Government securities | $408,401,000 | 242 |
| U.S. Treasury securities | $398,184,000 | 26 |
| U.S. Government agency obligations | $10,217,000 | 4,766 |
| Securities issued by states & political subdivisions | $14,816,000 | 1,705 |
| Other domestic debt securities | $10,047,000 | 785 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $10,047,000 | 348 |
| 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 | $73,105,000 | 748 |
| Mortgage-backed securities | $10,217,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $10,217,000 | 2,404 |
| Issued or guaranteed by U.S. | $10,217,000 | 2,396 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $301,521,000 | 71 |
| Available-for-sale securities (fair market value) | $131,743,000 | 878 |
| Total debt securities | $433,264,000 | 300 |
| 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 | $443,312,000 | 304 |
| U.S. Government securities | $418,386,000 | 236 |
| U.S. Treasury securities | $407,653,000 | 24 |
| U.S. Government agency obligations | $10,733,000 | 4,736 |
| Securities issued by states & political subdivisions | $14,871,000 | 1,684 |
| Other domestic debt securities | $10,055,000 | 808 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $10,055,000 | 353 |
| 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 | $71,693,000 | 790 |
| Mortgage-backed securities | $10,733,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $10,733,000 | 2,426 |
| Issued or guaranteed by U.S. | $10,733,000 | 2,420 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $301,450,000 | 71 |
| Available-for-sale securities (fair market value) | $141,862,000 | 815 |
| Total debt securities | $443,312,000 | 294 |
| 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 | $440,800,000 | 302 |
| U.S. Government securities | $413,352,000 | 234 |
| U.S. Treasury securities | $402,077,000 | 22 |
| U.S. Government agency obligations | $11,275,000 | 4,636 |
| Securities issued by states & political subdivisions | $17,384,000 | 1,458 |
| Other domestic debt securities | $10,064,000 | 836 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $10,064,000 | 349 |
| 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 | $76,686,000 | 738 |
| Mortgage-backed securities | $11,275,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $11,275,000 | 2,427 |
| Issued or guaranteed by U.S. | $11,275,000 | 2,420 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $316,392,000 | 71 |
| Available-for-sale securities (fair market value) | $124,408,000 | 899 |
| Total debt securities | $440,800,000 | 295 |
| 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 | $441,234,000 | 311 |
| U.S. Government securities | $413,717,000 | 232 |
| U.S. Treasury securities | $402,063,000 | 23 |
| U.S. Government agency obligations | $11,654,000 | 4,583 |
| Securities issued by states & political subdivisions | $17,445,000 | 1,440 |
| Other domestic debt securities | $10,072,000 | 893 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $10,072,000 | 374 |
| 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 | $82,177,000 | 694 |
| Mortgage-backed securities | $11,654,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $11,654,000 | 2,454 |
| Issued or guaranteed by U.S. | $11,654,000 | 2,444 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $321,467,000 | 75 |
| Available-for-sale securities (fair market value) | $119,767,000 | 924 |
| Total debt securities | $441,234,000 | 301 |
| 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 | $427,732,000 | 316 |
| U.S. Government securities | $398,748,000 | 229 |
| U.S. Treasury securities | $386,567,000 | 20 |
| U.S. Government agency obligations | $12,181,000 | 4,494 |
| Securities issued by states & political subdivisions | $18,904,000 | 1,266 |
| Other domestic debt securities | $10,080,000 | 905 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $10,080,000 | 386 |
| 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 | $80,954,000 | 695 |
| Mortgage-backed securities | $12,181,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $12,181,000 | 2,433 |
| Issued or guaranteed by U.S. | $12,181,000 | 2,424 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $307,038,000 | 78 |
| Available-for-sale securities (fair market value) | $120,694,000 | 908 |
| Total debt securities | $427,732,000 | 302 |
| 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 | $382,465,000 | 352 |
| U.S. Government securities | $353,487,000 | 274 |
| U.S. Treasury securities | $340,405,000 | 17 |
| U.S. Government agency obligations | $13,082,000 | 4,435 |
| Securities issued by states & political subdivisions | $18,891,000 | 1,204 |
| Other domestic debt securities | $10,087,000 | 866 |
| 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 | $10,087,000 | 381 |
| 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 | $83,159,000 | 705 |
| Mortgage-backed securities | $13,082,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $13,082,000 | 2,373 |
| Issued or guaranteed by U.S. | $13,082,000 | 2,362 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $301,294,000 | 76 |
| Available-for-sale securities (fair market value) | $81,171,000 | 1,322 |
| Total debt securities | $382,465,000 | 344 |
| 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 | $442,732,000 | 298 |
| U.S. Government securities | $413,892,000 | 231 |
| U.S. Treasury securities | $400,682,000 | 15 |
| U.S. Government agency obligations | $13,210,000 | 4,452 |
| Securities issued by states & political subdivisions | $18,745,000 | 1,179 |
| Other domestic debt securities | $10,095,000 | 824 |
| 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 | $10,095,000 | 376 |
| 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 | $83,261,000 | 710 |
| Mortgage-backed securities | $13,210,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $13,210,000 | 2,340 |
| Issued or guaranteed by U.S. | $13,210,000 | 2,329 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $316,363,000 | 72 |
| Available-for-sale securities (fair market value) | $126,369,000 | 830 |
| Total debt securities | $442,732,000 | 290 |
| 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 | $480,015,000 | 266 |
| U.S. Government securities | $461,333,000 | 199 |
| U.S. Treasury securities | $460,130,000 | 11 |
| U.S. Government agency obligations | $1,203,000 | 7,428 |
| Securities issued by states & political subdivisions | $18,682,000 | 1,153 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,283,000 | 692 |
| Mortgage-backed securities | $1,203,000 | 5,469 |
| Certificates of participation in pools of residential mortgages | $1,203,000 | 5,053 |
| Issued or guaranteed by U.S. | $1,203,000 | 5,039 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $325,219,000 | 64 |
| Available-for-sale securities (fair market value) | $154,796,000 | 643 |
| Total debt securities | $480,015,000 | 263 |
| 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 | $431,468,000 | 297 |
| U.S. Government securities | $415,771,000 | 212 |
| U.S. Treasury securities | $414,505,000 | 12 |
| U.S. Government agency obligations | $1,266,000 | 7,478 |
| Securities issued by states & political subdivisions | $15,697,000 | 1,418 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,153,000 | 669 |
| Mortgage-backed securities | $1,266,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $1,266,000 | 5,021 |
| Issued or guaranteed by U.S. | $1,266,000 | 5,002 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $320,283,000 | 65 |
| Available-for-sale securities (fair market value) | $111,185,000 | 946 |
| Total debt securities | $431,468,000 | 290 |
| 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 | $429,134,000 | 309 |
| U.S. Government securities | $417,239,000 | 221 |
| U.S. Treasury securities | $415,842,000 | 12 |
| U.S. Government agency obligations | $1,397,000 | 7,490 |
| Securities issued by states & political subdivisions | $11,895,000 | 1,815 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,413,000 | 657 |
| Mortgage-backed securities | $1,397,000 | 5,356 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 4,911 |
| Issued or guaranteed by U.S. | $1,397,000 | 4,889 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $294,522,000 | 66 |
| Available-for-sale securities (fair market value) | $134,612,000 | 781 |
| Total debt securities | $429,134,000 | 296 |
| 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 | $466,318,000 | 278 |
| U.S. Government securities | $454,804,000 | 207 |
| U.S. Treasury securities | $453,363,000 | 14 |
| U.S. Government agency obligations | $1,441,000 | 7,569 |
| Securities issued by states & political subdivisions | $11,514,000 | 1,837 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,908,000 | 624 |
| Mortgage-backed securities | $1,441,000 | 5,126 |
| Certificates of participation in pools of residential mortgages | $1,441,000 | 4,670 |
| Issued or guaranteed by U.S. | $1,441,000 | 4,651 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $314,691,000 | 71 |
| Available-for-sale securities (fair market value) | $151,627,000 | 665 |
| Total debt securities | $466,318,000 | 268 |
| 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 | $476,770,000 | 275 |
| U.S. Government securities | $473,394,000 | 205 |
| U.S. Treasury securities | $471,886,000 | 15 |
| U.S. Government agency obligations | $1,508,000 | 7,600 |
| Securities issued by states & political subdivisions | $3,376,000 | 3,622 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,259,000 | 442 |
| Mortgage-backed securities | $1,508,000 | 4,982 |
| Certificates of participation in pools of residential mortgages | $1,508,000 | 4,493 |
| Issued or guaranteed by U.S. | $1,508,000 | 4,479 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $331,456,000 | 69 |
| Available-for-sale securities (fair market value) | $145,314,000 | 688 |
| Total debt securities | $476,770,000 | 265 |
| 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 | $457,655,000 | 294 |
| U.S. Government securities | $456,192,000 | 219 |
| U.S. Treasury securities | $454,646,000 | 14 |
| U.S. Government agency obligations | $1,546,000 | 7,635 |
| Securities issued by states & political subdivisions | $1,463,000 | 4,585 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,590,000 | 452 |
| Mortgage-backed securities | $1,546,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $1,546,000 | 4,446 |
| Issued or guaranteed by U.S. | $1,546,000 | 4,432 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $324,324,000 | 72 |
| Available-for-sale securities (fair market value) | $133,331,000 | 759 |
| Total debt securities | $457,655,000 | 284 |
| 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 | $447,732,000 | 306 |
| U.S. Government securities | $446,866,000 | 225 |
| U.S. Treasury securities | $445,266,000 | 17 |
| U.S. Government agency obligations | $1,600,000 | 7,651 |
| Securities issued by states & political subdivisions | $866,000 | 5,069 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,538,000 | 435 |
| Mortgage-backed securities | $1,600,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $1,600,000 | 4,410 |
| Issued or guaranteed by U.S. | $1,600,000 | 4,393 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $318,953,000 | 79 |
| Available-for-sale securities (fair market value) | $128,779,000 | 787 |
| Total debt securities | $447,732,000 | 297 |
| 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 | $443,669,000 | 305 |
| U.S. Government securities | $443,669,000 | 232 |
| U.S. Treasury securities | $442,018,000 | 17 |
| U.S. Government agency obligations | $1,651,000 | 7,683 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,258,000 | 418 |
| Mortgage-backed securities | $1,651,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $1,651,000 | 4,371 |
| Issued or guaranteed by U.S. | $1,651,000 | 4,356 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $321,163,000 | 73 |
| Available-for-sale securities (fair market value) | $122,506,000 | 857 |
| Total debt securities | $443,669,000 | 293 |
| 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 | $473,276,000 | 292 |
| U.S. Government securities | $473,276,000 | 221 |
| U.S. Treasury securities | $471,524,000 | 15 |
| U.S. Government agency obligations | $1,752,000 | 7,723 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,066,000 | 462 |
| Mortgage-backed securities | $1,752,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $1,752,000 | 4,331 |
| Issued or guaranteed by U.S. | $1,752,000 | 4,308 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $331,171,000 | 73 |
| Available-for-sale securities (fair market value) | $142,105,000 | 738 |
| Total debt securities | $473,276,000 | 284 |
| 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 | $483,139,000 | 290 |
| U.S. Government securities | $483,139,000 | 220 |
| U.S. Treasury securities | $481,402,000 | 14 |
| U.S. Government agency obligations | $1,737,000 | 7,775 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,916,000 | 477 |
| Mortgage-backed securities | $1,737,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $1,737,000 | 4,344 |
| Issued or guaranteed by U.S. | $1,737,000 | 4,327 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $342,479,000 | 73 |
| Available-for-sale securities (fair market value) | $140,660,000 | 742 |
| Total debt securities | $483,139,000 | 283 |
| 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 | $487,598,000 | 295 |
| U.S. Government securities | $487,598,000 | 230 |
| U.S. Treasury securities | $480,808,000 | 18 |
| U.S. Government agency obligations | $6,790,000 | 6,263 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,403,000 | 497 |
| Mortgage-backed securities | $1,790,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $1,790,000 | 4,341 |
| Issued or guaranteed by U.S. | $1,790,000 | 4,325 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $354,895,000 | 73 |
| Available-for-sale securities (fair market value) | $132,703,000 | 786 |
| Total debt securities | $487,598,000 | 287 |
| 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 | $488,631,000 | 307 |
| U.S. Government securities | $488,631,000 | 238 |
| U.S. Treasury securities | $471,786,000 | 19 |
| U.S. Government agency obligations | $16,845,000 | 4,115 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,862,000 | 524 |
| Mortgage-backed securities | $1,807,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $1,807,000 | 4,355 |
| Issued or guaranteed by U.S. | $1,807,000 | 4,336 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $354,488,000 | 79 |
| Available-for-sale securities (fair market value) | $134,143,000 | 785 |
| Total debt securities | $488,631,000 | 300 |
| 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 | $488,585,000 | 305 |
| U.S. Government securities | $488,585,000 | 236 |
| U.S. Treasury securities | $471,629,000 | 19 |
| U.S. Government agency obligations | $16,956,000 | 4,072 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,849,000 | 520 |
| Mortgage-backed securities | $1,842,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $1,842,000 | 4,380 |
| Issued or guaranteed by U.S. | $1,842,000 | 4,365 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $340,594,000 | 79 |
| Available-for-sale securities (fair market value) | $147,991,000 | 718 |
| Total debt securities | $488,585,000 | 297 |
| 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 | $479,466,000 | 307 |
| U.S. Government securities | $479,466,000 | 236 |
| U.S. Treasury securities | $462,186,000 | 19 |
| U.S. Government agency obligations | $17,280,000 | 4,063 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,388,000 | 558 |
| Mortgage-backed securities | $2,091,000 | 4,885 |
| Certificates of participation in pools of residential mortgages | $2,091,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,091,000 | 4,298 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $321,512,000 | 82 |
| Available-for-sale securities (fair market value) | $157,954,000 | 668 |
| Total debt securities | $479,466,000 | 296 |
| 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 | $504,537,000 | 305 |
| U.S. Government securities | $504,537,000 | 237 |
| U.S. Treasury securities | $487,171,000 | 15 |
| U.S. Government agency obligations | $17,366,000 | 4,105 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,478,000 | 564 |
| Mortgage-backed securities | $2,102,000 | 4,960 |
| Certificates of participation in pools of residential mortgages | $2,102,000 | 4,374 |
| Issued or guaranteed by U.S. | $2,102,000 | 4,362 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $357,251,000 | 74 |
| Available-for-sale securities (fair market value) | $147,286,000 | 720 |
| Total debt securities | $504,537,000 | 295 |
| 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 | $506,402,000 | 306 |
| U.S. Government securities | $506,402,000 | 236 |
| U.S. Treasury securities | $484,862,000 | 19 |
| U.S. Government agency obligations | $21,540,000 | 3,561 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,514,000 | 580 |
| Mortgage-backed securities | $1,202,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $1,202,000 | 4,968 |
| Issued or guaranteed by U.S. | $1,202,000 | 4,955 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $358,305,000 | 74 |
| Available-for-sale securities (fair market value) | $148,097,000 | 736 |
| Total debt securities | $506,402,000 | 293 |
| 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 | $469,896,000 | 327 |
| U.S. Government securities | $469,249,000 | 250 |
| U.S. Treasury securities | $442,621,000 | 21 |
| U.S. Government agency obligations | $26,628,000 | 3,000 |
| Securities issued by states & political subdivisions | $647,000 | 5,506 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,886,000 | 756 |
| Mortgage-backed securities | $1,215,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $1,215,000 | 4,978 |
| Issued or guaranteed by U.S. | $1,215,000 | 4,968 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $337,128,000 | 76 |
| Available-for-sale securities (fair market value) | $132,768,000 | 821 |
| Total debt securities | $469,896,000 | 315 |
| 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 | $473,252,000 | 331 |
| U.S. Government securities | $472,421,000 | 261 |
| U.S. Treasury securities | $438,987,000 | 23 |
| U.S. Government agency obligations | $33,434,000 | 2,522 |
| Securities issued by states & political subdivisions | $831,000 | 5,343 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,303,000 | 680 |
| Mortgage-backed securities | $448,000 | 6,218 |
| Certificates of participation in pools of residential mortgages | $448,000 | 5,759 |
| Issued or guaranteed by U.S. | $448,000 | 5,746 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $347,398,000 | 76 |
| Available-for-sale securities (fair market value) | $125,854,000 | 871 |
| Total debt securities | $473,252,000 | 320 |
| 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 | $458,357,000 | 335 |
| U.S. Government securities | $457,526,000 | 263 |
| U.S. Treasury securities | $415,931,000 | 20 |
| U.S. Government agency obligations | $41,595,000 | 2,112 |
| Securities issued by states & political subdivisions | $831,000 | 5,357 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,203,000 | 671 |
| Mortgage-backed securities | $539,000 | 6,149 |
| Certificates of participation in pools of residential mortgages | $539,000 | 5,670 |
| Issued or guaranteed by U.S. | $539,000 | 5,653 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $331,789,000 | 74 |
| Available-for-sale securities (fair market value) | $126,568,000 | 869 |
| Total debt securities | $458,357,000 | 330 |
| 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 | $475,474,000 | 335 |
| U.S. Government securities | $473,643,000 | 261 |
| U.S. Treasury securities | $424,907,000 | 21 |
| U.S. Government agency obligations | $48,736,000 | 1,877 |
| Securities issued by states & political subdivisions | $831,000 | 5,402 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,000,000 | 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 | $70,738,000 | 651 |
| Mortgage-backed securities | $612,000 | 6,100 |
| Certificates of participation in pools of residential mortgages | $612,000 | 5,631 |
| Issued or guaranteed by U.S. | $612,000 | 5,611 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $344,679,000 | 66 |
| Available-for-sale securities (fair market value) | $130,795,000 | 883 |
| Total debt securities | $474,474,000 | 325 |
| 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 | $440,662,000 | 347 |
| U.S. Government securities | $438,831,000 | 282 |
| U.S. Treasury securities | $356,464,000 | 21 |
| U.S. Government agency obligations | $82,367,000 | 1,155 |
| Securities issued by states & political subdivisions | $831,000 | 5,435 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,000,000 | 1,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,452,000 | 636 |
| Mortgage-backed securities | $855,000 | 5,930 |
| Certificates of participation in pools of residential mortgages | $855,000 | 5,428 |
| Issued or guaranteed by U.S. | $855,000 | 5,403 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $364,063,000 | 61 |
| Available-for-sale securities (fair market value) | $76,599,000 | 1,461 |
| Total debt securities | $439,662,000 | 337 |
| 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 | $445,177,000 | 336 |
| U.S. Government securities | $437,346,000 | 280 |
| U.S. Treasury securities | $323,496,000 | 22 |
| U.S. Government agency obligations | $113,850,000 | 814 |
| Securities issued by states & political subdivisions | $831,000 | 5,415 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,000,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,367,000 | 594 |
| Mortgage-backed securities | $1,344,000 | 5,678 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 5,076 |
| Issued or guaranteed by U.S. | $1,344,000 | 5,058 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $370,465,000 | 63 |
| Available-for-sale securities (fair market value) | $74,712,000 | 1,438 |
| Total debt securities | $438,177,000 | 335 |
| 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 | $432,378,000 | 344 |
| U.S. Government securities | $417,528,000 | 285 |
| U.S. Treasury securities | $304,572,000 | 27 |
| U.S. Government agency obligations | $112,956,000 | 807 |
| Securities issued by states & political subdivisions | $850,000 | 5,350 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $14,000,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,635,000 | 581 |
| Mortgage-backed securities | $1,492,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $1,492,000 | 4,974 |
| Issued or guaranteed by U.S. | $1,492,000 | 4,959 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $350,393,000 | 74 |
| Available-for-sale securities (fair market value) | $81,985,000 | 1,301 |
| Total debt securities | $418,378,000 | 345 |
| 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 | $419,176,000 | 339 |
| U.S. Government securities | $404,326,000 | 283 |
| U.S. Treasury securities | $281,756,000 | 30 |
| U.S. Government agency obligations | $122,570,000 | 721 |
| Securities issued by states & political subdivisions | $850,000 | 5,351 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $14,000,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,052,000 | 588 |
| Mortgage-backed securities | $1,117,000 | 5,825 |
| Certificates of participation in pools of residential mortgages | $1,117,000 | 5,248 |
| Issued or guaranteed by U.S. | $1,117,000 | 5,229 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $337,397,000 | 76 |
| Available-for-sale securities (fair market value) | $81,779,000 | 1,265 |
| Total debt securities | $405,176,000 | 337 |
| 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 | $364,530,000 | 354 |
| U.S. Government securities | $347,680,000 | 290 |
| U.S. Treasury securities | $199,284,000 | 39 |
| U.S. Government agency obligations | $148,396,000 | 556 |
| Securities issued by states & political subdivisions | $850,000 | 5,422 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $16,000,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,179,000 | 500 |
| Mortgage-backed securities | $1,559,000 | 5,531 |
| Certificates of participation in pools of residential mortgages | $1,559,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,559,000 | 4,778 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $245,051,000 | 89 |
| Available-for-sale securities (fair market value) | $119,479,000 | 803 |
| Total debt securities | $348,530,000 | 352 |
| 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 | $322,292,000 | 386 |
| U.S. Government securities | $306,290,000 | 306 |
| U.S. Treasury securities | $160,592,000 | 55 |
| U.S. Government agency obligations | $145,698,000 | 544 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $16,002,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,133,000 | 610 |
| Mortgage-backed securities | $1,405,000 | 5,191 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,405,000 | 4,402 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $229,658,000 | 126 |
| Available-for-sale securities (fair market value) | $92,634,000 | 944 |
| Total debt securities | $306,290,000 | 383 |
| 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 | $282,627,000 | 460 |
| U.S. Government securities | $282,625,000 | 363 |
| U.S. Treasury securities | $144,310,000 | 72 |
| U.S. Government agency obligations | $138,315,000 | 587 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,969,000 | 761 |
| Mortgage-backed securities | $366,000 | 6,663 |
| Certificates of participation in pools of residential mortgages | $366,000 | 6,001 |
| Issued or guaranteed by U.S. | $366,000 | 5,988 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $255,930,000 | 119 |
| Available-for-sale securities (fair market value) | $26,697,000 | 3,105 |
| Total debt securities | $282,625,000 | 441 |
| 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 | $293,852,000 | 453 |
| U.S. Government securities | $293,851,000 | 371 |
| U.S. Treasury securities | $184,369,000 | 87 |
| U.S. Government agency obligations | $109,482,000 | 719 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,000 | 8,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,929,000 | 1,181 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $268,109,000 | 119 |
| Available-for-sale securities (fair market value) | $25,743,000 | 3,155 |
| Total debt securities | $293,851,000 | 439 |
| 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 | $211,740,000 | 586 |
| U.S. Government securities | $202,739,000 | 509 |
| U.S. Treasury securities | $172,010,000 | 126 |
| U.S. Government agency obligations | $30,729,000 | 2,253 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $9,001,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,387,000 | 2,019 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $180,407,000 | 209 |
| Available-for-sale securities (fair market value) | $31,333,000 | 2,522 |
| Total debt securities | $202,739,000 | 586 |
| 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 | $198,887,000 | 643 |
| U.S. Government securities | $198,886,000 | 549 |
| U.S. Treasury securities | $179,538,000 | 138 |
| U.S. Government agency obligations | $19,348,000 | 3,434 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,000 | 8,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,199,000 | 2,495 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $172,597,000 | 237 |
| Available-for-sale securities (fair market value) | $26,290,000 | 3,059 |
| Total debt securities | $198,886,000 | 630 |
| 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 | $198,000,000 | 676 |
| U.S. Government securities | $195,499,000 | 574 |
| U.S. Treasury securities | $195,499,000 | 148 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,501,000 | 1,223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,733,000 | 3,555 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $172,343,000 | 249 |
| Available-for-sale securities (fair market value) | $25,657,000 | 3,235 |
| Total debt securities | $195,499,000 | 670 |
| 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 | $190,821,000 | 719 |
| U.S. Government securities | $188,617,000 | 616 |
| U.S. Treasury securities | $188,617,000 | 206 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $203,000 | 8,656 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,001,000 | 1,296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,499,000 | 3,668 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $161,872,000 | 502 |
| Available-for-sale securities (fair market value) | $28,949,000 | 1,992 |
| Total debt securities | $188,820,000 | 714 |
| 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 | $195,380,000 | 738 |
| U.S. Government securities | $189,174,000 | 639 |
| U.S. Treasury securities | $189,174,000 | 231 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $205,000 | 8,832 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $6,001,000 | 623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,877,000 | 4,696 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $189,379,000 | 735 |
| 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 | $199,111,000 | 690 |
| U.S. Government securities | $193,602,000 | 589 |
| U.S. Treasury securities | $193,602,000 | 199 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $508,000 | 7,686 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $5,001,000 | 632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,100,000 | 4,438 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $194,110,000 | 691 |
| 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 |