Home > Westfield Bank > Securities
Westfield Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $360,681,000 | 577 |
| U.S. Government securities | $353,388,000 | 402 |
| U.S. Treasury securities | $9,995,000 | 1,363 |
| U.S. Government agency obligations | $343,393,000 | 369 |
| Securities issued by states & political subdivisions | $135,000 | 3,744 |
| Other domestic debt securities | $6,962,000 | 1,199 |
| 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 | $6,962,000 | 804 |
| 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 | $221,380,000 | 477 |
| Mortgage-backed securities | $331,367,000 | 315 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $330,433,000 | 203 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $934,000 | 2,188 |
| 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) | $223,370,000 | 234 |
| Available-for-sale securities (fair market value) | $137,115,000 | 1,186 |
| Total debt securities | $360,486,000 | 568 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $5,239,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,239,000 | 108 |
| 2023-09-30 | Rank | |
| Total securities | $355,729,000 | 581 |
| U.S. Government securities | $348,755,000 | 411 |
| U.S. Treasury securities | $9,993,000 | 1,416 |
| U.S. Government agency obligations | $338,762,000 | 374 |
| Securities issued by states & political subdivisions | $133,000 | 3,789 |
| Other domestic debt securities | $6,841,000 | 1,202 |
| 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 | $6,841,000 | 811 |
| 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 | $221,340,000 | 472 |
| Mortgage-backed securities | $327,599,000 | 314 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $326,657,000 | 203 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,159 |
| 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) | $225,020,000 | 234 |
| Available-for-sale securities (fair market value) | $130,709,000 | 1,213 |
| Total debt securities | $355,728,000 | 571 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $7,087,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,087,000 | 107 |
| 2023-06-30 | Rank | |
| Total securities | $364,381,000 | 586 |
| U.S. Government securities | $356,949,000 | 405 |
| U.S. Treasury securities | $9,991,000 | 1,438 |
| U.S. Government agency obligations | $346,958,000 | 376 |
| Securities issued by states & political subdivisions | $269,000 | 3,788 |
| Other domestic debt securities | $7,163,000 | 1,193 |
| 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 | $7,163,000 | 798 |
| 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 | $228,466,000 | 446 |
| Mortgage-backed securities | $335,218,000 | 314 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $334,227,000 | 201 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,142 |
| 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) | $222,900,000 | 231 |
| Available-for-sale securities (fair market value) | $141,481,000 | 1,174 |
| Total debt securities | $364,381,000 | 575 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $5,825,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,825,000 | 107 |
| 2023-03-31 | Rank | |
| Total securities | $379,678,000 | 591 |
| U.S. Government securities | $365,600,000 | 423 |
| U.S. Treasury securities | $9,989,000 | 1,504 |
| U.S. Government agency obligations | $355,611,000 | 360 |
| Securities issued by states & political subdivisions | $270,000 | 3,840 |
| Other domestic debt securities | $7,499,000 | 1,219 |
| 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 | $7,499,000 | 815 |
| 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 | $233,472,000 | 417 |
| Mortgage-backed securities | $343,740,000 | 330 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $342,710,000 | 207 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 2,161 |
| 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) | $226,996,000 | 238 |
| Available-for-sale securities (fair market value) | $146,373,000 | 1,195 |
| Total debt securities | $373,369,000 | 586 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $5,344,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,344,000 | 102 |
| 2022-12-31 | Rank | |
| Total securities | $383,402,000 | 596 |
| U.S. Government securities | $369,402,000 | 414 |
| U.S. Treasury securities | $9,987,000 | 1,550 |
| U.S. Government agency obligations | $359,415,000 | 352 |
| Securities issued by states & political subdivisions | $270,000 | 3,872 |
| Other domestic debt securities | $7,493,000 | 1,241 |
| 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 | $7,493,000 | 827 |
| 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 | $60,607,000 | 1,107 |
| Mortgage-backed securities | $347,847,000 | 328 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $346,786,000 | 211 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,061,000 | 2,174 |
| 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) | $230,168,000 | 242 |
| Available-for-sale securities (fair market value) | $146,997,000 | 1,207 |
| Total debt securities | $377,165,000 | 591 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $6,343,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,343,000 | 106 |
| 2022-09-30 | Rank | |
| Total securities | $394,383,000 | 582 |
| U.S. Government securities | $375,190,000 | 414 |
| U.S. Treasury securities | $9,985,000 | 1,579 |
| U.S. Government agency obligations | $365,205,000 | 353 |
| Securities issued by states & political subdivisions | $268,000 | 3,919 |
| Other domestic debt securities | $7,645,000 | 1,186 |
| 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 | $7,645,000 | 806 |
| 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 | $61,571,000 | 1,020 |
| Mortgage-backed securities | $353,765,000 | 333 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $352,636,000 | 213 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,129,000 | 2,162 |
| 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) | $234,387,000 | 240 |
| Available-for-sale securities (fair market value) | $148,716,000 | 1,206 |
| Total debt securities | $383,104,000 | 591 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $6,476,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,476,000 | 108 |
| 2022-06-30 | Rank | |
| Total securities | $406,181,000 | 591 |
| U.S. Government securities | $388,389,000 | 416 |
| U.S. Treasury securities | $9,983,000 | 1,557 |
| U.S. Government agency obligations | $378,406,000 | 358 |
| Securities issued by states & political subdivisions | $405,000 | 3,920 |
| Other domestic debt securities | $5,934,000 | 1,237 |
| 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 | $5,934,000 | 942 |
| 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 | $65,986,000 | 962 |
| Mortgage-backed securities | $366,011,000 | 336 |
| Certificates of participation in pools of residential mortgages | $364,682,000 | 217 |
| Issued or guaranteed by U.S. | $364,682,000 | 216 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,329,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $1,329,000 | 2,139 |
| 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) | $233,803,000 | 230 |
| Available-for-sale securities (fair market value) | $160,925,000 | 1,162 |
| Total debt securities | $394,729,000 | 586 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $4,616,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,616,000 | 105 |
| 2022-03-31 | Rank | |
| Total securities | $423,128,000 | 560 |
| U.S. Government securities | $408,083,000 | 392 |
| U.S. Treasury securities | $9,981,000 | 1,379 |
| U.S. Government agency obligations | $398,102,000 | 347 |
| Securities issued by states & political subdivisions | $406,000 | 3,935 |
| Other domestic debt securities | $2,996,000 | 1,525 |
| 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 | $2,996,000 | 1,224 |
| 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 | $70,878,000 | 870 |
| Mortgage-backed securities | $384,956,000 | 325 |
| Certificates of participation in pools of residential mortgages | $383,324,000 | 217 |
| Issued or guaranteed by U.S. | $383,324,000 | 217 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,632,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $1,632,000 | 2,065 |
| 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) | $237,575,000 | 210 |
| Available-for-sale securities (fair market value) | $173,910,000 | 1,089 |
| Total debt securities | $411,485,000 | 567 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $2,812,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,812,000 | 112 |
| 2021-12-31 | Rank | |
| Total securities | $428,520,000 | 525 |
| U.S. Government securities | $413,106,000 | 372 |
| U.S. Treasury securities | $9,979,000 | 1,030 |
| U.S. Government agency obligations | $403,127,000 | 346 |
| Securities issued by states & political subdivisions | $406,000 | 3,966 |
| Other domestic debt securities | $3,112,000 | 1,458 |
| 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 | $3,112,000 | 1,139 |
| 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 | $63,550,000 | 960 |
| Mortgage-backed securities | $388,901,000 | 325 |
| Certificates of participation in pools of residential mortgages | $386,883,000 | 216 |
| Issued or guaranteed by U.S. | $386,883,000 | 215 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,018,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,018,000 | 1,972 |
| 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) | $222,272,000 | 166 |
| Available-for-sale securities (fair market value) | $194,352,000 | 974 |
| Total debt securities | $416,624,000 | 536 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $1,692,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,692,000 | 112 |
| 2021-09-30 | Rank | |
| Total securities | $374,403,000 | 566 |
| U.S. Government securities | $358,930,000 | 398 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $358,930,000 | 373 |
| Securities issued by states & political subdivisions | $406,000 | 4,015 |
| Other domestic debt securities | $3,097,000 | 1,413 |
| 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 | $3,097,000 | 1,088 |
| 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 | $62,929,000 | 939 |
| Mortgage-backed securities | $344,710,000 | 351 |
| Certificates of participation in pools of residential mortgages | $342,038,000 | 230 |
| Issued or guaranteed by U.S. | $342,038,000 | 229 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,672,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $2,672,000 | 1,866 |
| 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) | $154,403,000 | 188 |
| Available-for-sale securities (fair market value) | $208,030,000 | 861 |
| Total debt securities | $362,433,000 | 572 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $1,775,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,775,000 | 113 |
| 2021-06-30 | Rank | |
| Total securities | $350,885,000 | 579 |
| U.S. Government securities | $335,406,000 | 403 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $335,406,000 | 380 |
| Securities issued by states & political subdivisions | $406,000 | 4,032 |
| Other domestic debt securities | $3,137,000 | 1,374 |
| 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 | $3,137,000 | 1,025 |
| 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 | $63,297,000 | 934 |
| Mortgage-backed securities | $321,163,000 | 359 |
| Certificates of participation in pools of residential mortgages | $317,650,000 | 232 |
| Issued or guaranteed by U.S. | $317,650,000 | 232 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,513,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $3,513,000 | 1,697 |
| 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) | $107,783,000 | 215 |
| Available-for-sale securities (fair market value) | $231,166,000 | 754 |
| Total debt securities | $338,949,000 | 590 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $1,818,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,818,000 | 117 |
| 2021-03-31 | Rank | |
| Total securities | $271,320,000 | 664 |
| U.S. Government securities | $255,914,000 | 454 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $255,914,000 | 431 |
| Securities issued by states & political subdivisions | $406,000 | 4,049 |
| Other domestic debt securities | $3,094,000 | 1,333 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,094,000 | 977 |
| 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 | $65,979,000 | 871 |
| Mortgage-backed securities | $241,953,000 | 397 |
| Certificates of participation in pools of residential mortgages | $236,916,000 | 260 |
| Issued or guaranteed by U.S. | $236,916,000 | 259 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,037,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $5,037,000 | 1,455 |
| 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) | $63,960,000 | 271 |
| Available-for-sale securities (fair market value) | $195,454,000 | 794 |
| Total debt securities | $259,414,000 | 676 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $2,061,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,061,000 | 114 |
| 2020-12-31 | Rank | |
| Total securities | $213,848,000 | 740 |
| U.S. Government securities | $198,399,000 | 496 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $198,399,000 | 478 |
| Securities issued by states & political subdivisions | $406,000 | 4,060 |
| Other domestic debt securities | $3,075,000 | 1,281 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $3,075,000 | 933 |
| 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 | $74,345,000 | 772 |
| Mortgage-backed securities | $183,624,000 | 440 |
| Certificates of participation in pools of residential mortgages | $175,952,000 | 282 |
| Issued or guaranteed by U.S. | $175,952,000 | 281 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,672,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $7,672,000 | 1,208 |
| 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) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $201,880,000 | 720 |
| Total debt securities | $201,880,000 | 776 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $1,554,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,554,000 | 118 |
| 2020-09-30 | Rank | |
| Total securities | $198,534,000 | 740 |
| U.S. Government securities | $187,912,000 | 498 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $187,912,000 | 469 |
| Securities issued by states & political subdivisions | $687,000 | 3,958 |
| Other domestic debt securities | $2,970,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,970,000 | 925 |
| 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 | $71,650,000 | 783 |
| Mortgage-backed securities | $182,962,000 | 423 |
| Certificates of participation in pools of residential mortgages | $170,380,000 | 279 |
| Issued or guaranteed by U.S. | $170,380,000 | 278 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,327,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $12,327,000 | 986 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $255,000 | 1,870 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $255,000 | 1,272 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $191,569,000 | 701 |
| Total debt securities | $191,570,000 | 752 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $2,143,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,143,000 | 114 |
| 2020-06-30 | Rank | |
| Total securities | $231,450,000 | 642 |
| U.S. Government securities | $213,798,000 | 447 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $213,798,000 | 420 |
| Securities issued by states & political subdivisions | $2,841,000 | 3,435 |
| Other domestic debt securities | $7,870,000 | 813 |
| 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 | $7,870,000 | 548 |
| 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 | $79,271,000 | 737 |
| Mortgage-backed securities | $213,798,000 | 384 |
| Certificates of participation in pools of residential mortgages | $189,512,000 | 256 |
| Issued or guaranteed by U.S. | $189,512,000 | 254 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $22,542,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $22,542,000 | 701 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,744,000 | 1,430 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,744,000 | 929 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $224,509,000 | 597 |
| Total debt securities | $224,509,000 | 645 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $1,966,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,966,000 | 117 |
| 2020-03-31 | Rank | |
| Total securities | $221,993,000 | 639 |
| U.S. Government securities | $204,964,000 | 464 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $204,964,000 | 436 |
| Securities issued by states & political subdivisions | $2,811,000 | 3,390 |
| Other domestic debt securities | $7,343,000 | 808 |
| 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 | $7,343,000 | 523 |
| 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 | $84,560,000 | 656 |
| Mortgage-backed securities | $204,964,000 | 395 |
| Certificates of participation in pools of residential mortgages | $177,104,000 | 276 |
| Issued or guaranteed by U.S. | $177,104,000 | 270 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $25,394,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $25,394,000 | 655 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,466,000 | 1,279 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,466,000 | 818 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $215,118,000 | 596 |
| Total debt securities | $215,118,000 | 646 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $1,858,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,858,000 | 114 |
| 2019-12-31 | Rank | |
| Total securities | $234,445,000 | 595 |
| U.S. Government securities | $217,029,000 | 445 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $217,029,000 | 420 |
| Securities issued by states & political subdivisions | $2,813,000 | 3,388 |
| Other domestic debt securities | $7,866,000 | 729 |
| 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 | $7,866,000 | 477 |
| 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 | $56,174,000 | 879 |
| Mortgage-backed securities | $197,015,000 | 393 |
| Certificates of participation in pools of residential mortgages | $169,822,000 | 271 |
| Issued or guaranteed by U.S. | $169,822,000 | 265 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $24,218,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $24,218,000 | 688 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,975,000 | 1,174 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,975,000 | 738 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $227,708,000 | 551 |
| Total debt securities | $227,708,000 | 600 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $149,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $149,000 | 119 |
| 2019-09-30 | Rank | |
| Total securities | $237,984,000 | 586 |
| U.S. Government securities | $220,608,000 | 439 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $220,608,000 | 415 |
| Securities issued by states & political subdivisions | $2,821,000 | 3,417 |
| Other domestic debt securities | $7,829,000 | 738 |
| 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 | $7,829,000 | 479 |
| 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 | $60,075,000 | 845 |
| Mortgage-backed securities | $200,481,000 | 382 |
| Certificates of participation in pools of residential mortgages | $173,217,000 | 251 |
| Issued or guaranteed by U.S. | $173,217,000 | 249 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $23,976,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $23,976,000 | 689 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,288,000 | 1,125 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $3,288,000 | 687 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $231,258,000 | 532 |
| Total debt securities | $231,258,000 | 586 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $100,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $100,000 | 121 |
| 2019-06-30 | Rank | |
| Total securities | $241,638,000 | 583 |
| U.S. Government securities | $217,697,000 | 446 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $217,697,000 | 426 |
| Securities issued by states & political subdivisions | $2,789,000 | 3,463 |
| Other domestic debt securities | $14,513,000 | 507 |
| 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 | $14,513,000 | 329 |
| 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 | $60,408,000 | 841 |
| Mortgage-backed securities | $192,652,000 | 384 |
| Certificates of participation in pools of residential mortgages | $157,965,000 | 277 |
| Issued or guaranteed by U.S. | $157,965,000 | 277 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $25,444,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $25,444,000 | 638 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $9,243,000 | 716 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $9,243,000 | 437 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $234,999,000 | 531 |
| Total debt securities | $234,999,000 | 591 |
| 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 | $251,396,000 | 556 |
| U.S. Government securities | $216,215,000 | 452 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $216,215,000 | 432 |
| Securities issued by states & political subdivisions | $2,992,000 | 3,495 |
| Other domestic debt securities | $25,671,000 | 348 |
| 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 | $25,671,000 | 208 |
| 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 | $61,370,000 | 845 |
| Mortgage-backed securities | $191,576,000 | 380 |
| Certificates of participation in pools of residential mortgages | $155,496,000 | 284 |
| Issued or guaranteed by U.S. | $155,496,000 | 284 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $26,837,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $26,837,000 | 599 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $9,243,000 | 670 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $9,243,000 | 392 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $244,878,000 | 503 |
| Total debt securities | $244,879,000 | 567 |
| 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 | $260,156,000 | 544 |
| U.S. Government securities | $202,637,000 | 476 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $202,637,000 | 455 |
| Securities issued by states & political subdivisions | $2,944,000 | 3,563 |
| Other domestic debt securities | $48,167,000 | 226 |
| 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 | $48,167,000 | 126 |
| 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 | $64,374,000 | 820 |
| Mortgage-backed securities | $178,690,000 | 404 |
| Certificates of participation in pools of residential mortgages | $147,005,000 | 298 |
| Issued or guaranteed by U.S. | $147,005,000 | 296 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,251,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $22,251,000 | 677 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $9,434,000 | 645 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $9,434,000 | 383 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $253,748,000 | 490 |
| Total debt securities | $253,748,000 | 548 |
| 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 | $259,303,000 | 545 |
| U.S. Government securities | $201,690,000 | 482 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $201,690,000 | 449 |
| Securities issued by states & political subdivisions | $2,912,000 | 3,610 |
| Other domestic debt securities | $48,382,000 | 224 |
| 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 | $48,382,000 | 130 |
| 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 | $77,179,000 | 694 |
| Mortgage-backed securities | $178,378,000 | 400 |
| Certificates of participation in pools of residential mortgages | $146,257,000 | 298 |
| Issued or guaranteed by U.S. | $146,257,000 | 297 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,728,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $22,728,000 | 657 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $9,393,000 | 638 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $9,393,000 | 374 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $252,984,000 | 486 |
| Total debt securities | $252,985,000 | 547 |
| 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 | $266,013,000 | 536 |
| U.S. Government securities | $208,412,000 | 464 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $208,412,000 | 436 |
| Securities issued by states & political subdivisions | $2,941,000 | 3,661 |
| Other domestic debt securities | $48,336,000 | 235 |
| 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 | $48,336,000 | 131 |
| 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 | $81,075,000 | 679 |
| Mortgage-backed securities | $184,731,000 | 387 |
| Certificates of participation in pools of residential mortgages | $151,101,000 | 301 |
| Issued or guaranteed by U.S. | $151,101,000 | 300 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $24,056,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $24,056,000 | 632 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $9,574,000 | 619 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $9,574,000 | 360 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $259,689,000 | 476 |
| Total debt securities | $259,688,000 | 539 |
| 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 | $273,290,000 | 531 |
| U.S. Government securities | $208,996,000 | 467 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $208,996,000 | 439 |
| Securities issued by states & political subdivisions | $3,187,000 | 3,646 |
| Other domestic debt securities | $54,780,000 | 201 |
| 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 | $54,780,000 | 118 |
| 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 | $83,851,000 | 683 |
| Mortgage-backed securities | $185,155,000 | 396 |
| Certificates of participation in pools of residential mortgages | $155,835,000 | 299 |
| Issued or guaranteed by U.S. | $155,835,000 | 298 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $23,278,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $23,278,000 | 640 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $6,042,000 | 672 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $6,042,000 | 440 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $266,963,000 | 475 |
| Total debt securities | $266,962,000 | 536 |
| 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 | $288,416,000 | 510 |
| U.S. Government securities | $222,636,000 | 448 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $222,636,000 | 426 |
| Securities issued by states & political subdivisions | $3,239,000 | 3,710 |
| Other domestic debt securities | $56,144,000 | 196 |
| 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 | $56,144,000 | 110 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,397,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,344,000 | 742 |
| Mortgage-backed securities | $198,255,000 | 375 |
| Certificates of participation in pools of residential mortgages | $167,346,000 | 283 |
| Issued or guaranteed by U.S. | $167,346,000 | 282 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $24,737,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $24,737,000 | 618 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $6,172,000 | 656 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $6,172,000 | 419 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $288,416,000 | 448 |
| Total debt securities | $282,018,000 | 515 |
| 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 | $297,919,000 | 498 |
| U.S. Government securities | $231,735,000 | 428 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $231,735,000 | 414 |
| Securities issued by states & political subdivisions | $3,225,000 | 3,768 |
| Other domestic debt securities | $56,553,000 | 196 |
| 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 | $56,553,000 | 115 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,406,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,495,000 | 729 |
| Mortgage-backed securities | $207,282,000 | 362 |
| Certificates of participation in pools of residential mortgages | $174,564,000 | 272 |
| Issued or guaranteed by U.S. | $174,564,000 | 271 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $26,453,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $26,453,000 | 591 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $6,265,000 | 641 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $6,265,000 | 405 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $297,919,000 | 428 |
| Total debt securities | $291,512,000 | 504 |
| 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 | $303,395,000 | 497 |
| U.S. Government securities | $243,551,000 | 420 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $243,551,000 | 404 |
| Securities issued by states & political subdivisions | $3,482,000 | 3,738 |
| Other domestic debt securities | $49,990,000 | 206 |
| 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 | $49,990,000 | 131 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $6,372,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,275,000 | 674 |
| Mortgage-backed securities | $219,122,000 | 354 |
| Certificates of participation in pools of residential mortgages | $184,739,000 | 260 |
| Issued or guaranteed by U.S. | $184,739,000 | 259 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,069,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $28,069,000 | 565 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $6,314,000 | 622 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $6,314,000 | 390 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $303,395,000 | 433 |
| Total debt securities | $297,023,000 | 505 |
| 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 | $305,680,000 | 500 |
| U.S. Government securities | $245,340,000 | 420 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $245,340,000 | 402 |
| Securities issued by states & political subdivisions | $3,685,000 | 3,740 |
| Other domestic debt securities | $50,334,000 | 211 |
| 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 | $50,334,000 | 132 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $6,321,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,759,000 | 702 |
| Mortgage-backed securities | $221,136,000 | 347 |
| Certificates of participation in pools of residential mortgages | $185,244,000 | 262 |
| Issued or guaranteed by U.S. | $185,244,000 | 261 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $29,470,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $29,470,000 | 550 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $6,422,000 | 613 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $6,422,000 | 377 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $305,680,000 | 430 |
| Total debt securities | $299,359,000 | 502 |
| 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 | $300,115,000 | 504 |
| U.S. Government securities | $239,494,000 | 421 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $239,494,000 | 398 |
| Securities issued by states & political subdivisions | $4,008,000 | 3,709 |
| Other domestic debt securities | $50,317,000 | 205 |
| 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 | $50,317,000 | 127 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $6,296,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,289,000 | 620 |
| Mortgage-backed securities | $197,486,000 | 371 |
| Certificates of participation in pools of residential mortgages | $159,788,000 | 286 |
| Issued or guaranteed by U.S. | $159,788,000 | 285 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $31,213,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $31,213,000 | 531 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $6,485,000 | 589 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $6,485,000 | 369 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $300,115,000 | 437 |
| Total debt securities | $293,819,000 | 508 |
| 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 | $293,878,000 | 520 |
| U.S. Government securities | $229,400,000 | 430 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $229,400,000 | 409 |
| Securities issued by states & political subdivisions | $4,318,000 | 3,668 |
| Other domestic debt securities | $53,744,000 | 203 |
| 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 | $53,744,000 | 125 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $6,416,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,196,000 | 324 |
| Mortgage-backed securities | $204,250,000 | 370 |
| Certificates of participation in pools of residential mortgages | $162,388,000 | 273 |
| Issued or guaranteed by U.S. | $162,388,000 | 272 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $34,737,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $34,737,000 | 506 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $7,125,000 | 529 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $7,125,000 | 335 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $293,878,000 | 440 |
| Total debt securities | $287,462,000 | 524 |
| 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 | $294,888,000 | 516 |
| U.S. Government securities | $230,482,000 | 433 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $230,482,000 | 413 |
| Securities issued by states & political subdivisions | $4,361,000 | 3,682 |
| Other domestic debt securities | $53,638,000 | 208 |
| 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 | $53,638,000 | 128 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $6,407,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,872,000 | 319 |
| Mortgage-backed securities | $208,310,000 | 360 |
| Certificates of participation in pools of residential mortgages | $163,795,000 | 275 |
| Issued or guaranteed by U.S. | $163,795,000 | 274 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $37,318,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $37,318,000 | 497 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $7,197,000 | 510 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $7,197,000 | 316 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $294,888,000 | 438 |
| Total debt securities | $288,481,000 | 517 |
| 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 | $300,603,000 | 515 |
| U.S. Government securities | $238,111,000 | 437 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $238,111,000 | 417 |
| Securities issued by states & political subdivisions | $2,958,000 | 3,974 |
| Other domestic debt securities | $53,188,000 | 207 |
| 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 | $53,188,000 | 126 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,346,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,895,000 | 320 |
| Mortgage-backed securities | $213,443,000 | 363 |
| Certificates of participation in pools of residential mortgages | $166,354,000 | 276 |
| Issued or guaranteed by U.S. | $166,354,000 | 274 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $39,329,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $39,329,000 | 493 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $7,760,000 | 476 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $7,760,000 | 294 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $300,603,000 | 438 |
| Total debt securities | $294,257,000 | 517 |
| 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 | $419,216,000 | 380 |
| U.S. Government securities | $358,218,000 | 314 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $358,218,000 | 299 |
| Securities issued by states & political subdivisions | $9,646,000 | 2,847 |
| Other domestic debt securities | $45,105,000 | 230 |
| 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 | $45,105,000 | 148 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,247,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,270,000 | 243 |
| Mortgage-backed securities | $324,121,000 | 262 |
| Certificates of participation in pools of residential mortgages | $241,424,000 | 193 |
| Issued or guaranteed by U.S. | $241,424,000 | 192 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $75,043,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $75,043,000 | 319 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $7,654,000 | 449 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $7,654,000 | 272 |
| Held to maturity securities (book value) | $238,219,000 | 144 |
| Available-for-sale securities (fair market value) | $180,997,000 | 715 |
| Total debt securities | $412,968,000 | 381 |
| 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 | $438,607,000 | 355 |
| U.S. Government securities | $373,722,000 | 301 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $373,722,000 | 286 |
| Securities issued by states & political subdivisions | $13,097,000 | 2,470 |
| Other domestic debt securities | $45,511,000 | 224 |
| 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 | $45,511,000 | 148 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $6,277,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,821,000 | 237 |
| Mortgage-backed securities | $336,261,000 | 255 |
| Certificates of participation in pools of residential mortgages | $247,804,000 | 184 |
| Issued or guaranteed by U.S. | $247,804,000 | 183 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $78,391,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $78,391,000 | 303 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $10,066,000 | 372 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $10,066,000 | 218 |
| Held to maturity securities (book value) | $248,757,000 | 141 |
| Available-for-sale securities (fair market value) | $189,850,000 | 683 |
| Total debt securities | $432,330,000 | 352 |
| 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 | $499,736,000 | 310 |
| U.S. Government securities | $419,351,000 | 271 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $419,351,000 | 261 |
| Securities issued by states & political subdivisions | $19,253,000 | 1,891 |
| Other domestic debt securities | $54,921,000 | 200 |
| 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 | $54,921,000 | 122 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $6,211,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,011,000 | 214 |
| Mortgage-backed securities | $376,454,000 | 240 |
| Certificates of participation in pools of residential mortgages | $267,175,000 | 176 |
| Issued or guaranteed by U.S. | $267,175,000 | 175 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $96,443,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $96,443,000 | 270 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $12,836,000 | 297 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $12,836,000 | 176 |
| Held to maturity securities (book value) | $256,303,000 | 133 |
| Available-for-sale securities (fair market value) | $243,433,000 | 544 |
| Total debt securities | $493,525,000 | 307 |
| 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 | $498,761,000 | 313 |
| U.S. Government securities | $423,904,000 | 272 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $423,904,000 | 262 |
| Securities issued by states & political subdivisions | $20,122,000 | 1,808 |
| Other domestic debt securities | $48,489,000 | 219 |
| 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 | $48,489,000 | 138 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $6,246,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,382,000 | 215 |
| Mortgage-backed securities | $376,320,000 | 242 |
| Certificates of participation in pools of residential mortgages | $277,086,000 | 173 |
| Issued or guaranteed by U.S. | $277,086,000 | 172 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $80,467,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $80,467,000 | 310 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $18,767,000 | 235 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $18,767,000 | 145 |
| Held to maturity securities (book value) | $266,718,000 | 132 |
| Available-for-sale securities (fair market value) | $232,043,000 | 564 |
| Total debt securities | $492,515,000 | 308 |
| 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 | $492,291,000 | 308 |
| U.S. Government securities | $410,822,000 | 277 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $410,822,000 | 265 |
| Securities issued by states & political subdivisions | $24,319,000 | 1,554 |
| Other domestic debt securities | $50,974,000 | 208 |
| 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 | $50,974,000 | 134 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,176,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,566,000 | 209 |
| Mortgage-backed securities | $343,366,000 | 260 |
| Certificates of participation in pools of residential mortgages | $248,881,000 | 184 |
| Issued or guaranteed by U.S. | $248,881,000 | 183 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $83,800,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $83,800,000 | 302 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $10,685,000 | 312 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $10,685,000 | 180 |
| Held to maturity securities (book value) | $278,080,000 | 126 |
| Available-for-sale securities (fair market value) | $214,211,000 | 600 |
| Total debt securities | $486,115,000 | 306 |
| 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 | $494,772,000 | 307 |
| U.S. Government securities | $410,974,000 | 276 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $410,974,000 | 266 |
| Securities issued by states & political subdivisions | $24,448,000 | 1,551 |
| Other domestic debt securities | $53,252,000 | 195 |
| 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 | $53,252,000 | 132 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $6,098,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,220,000 | 204 |
| Mortgage-backed securities | $348,367,000 | 259 |
| Certificates of participation in pools of residential mortgages | $246,435,000 | 184 |
| Issued or guaranteed by U.S. | $246,435,000 | 183 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $91,204,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $91,204,000 | 294 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $10,728,000 | 308 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $10,728,000 | 172 |
| Held to maturity securities (book value) | $283,684,000 | 119 |
| Available-for-sale securities (fair market value) | $211,088,000 | 608 |
| Total debt securities | $488,673,000 | 303 |
| 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 | $479,391,000 | 316 |
| U.S. Government securities | $392,107,000 | 292 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $392,107,000 | 284 |
| Securities issued by states & political subdivisions | $24,502,000 | 1,556 |
| Other domestic debt securities | $56,702,000 | 199 |
| 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 | $56,702,000 | 126 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $6,080,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $324,023,000 | 221 |
| Mortgage-backed securities | $338,309,000 | 261 |
| Certificates of participation in pools of residential mortgages | $239,277,000 | 196 |
| Issued or guaranteed by U.S. | $239,277,000 | 195 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $88,248,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $88,248,000 | 303 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $10,784,000 | 301 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $10,784,000 | 168 |
| Held to maturity securities (book value) | $288,199,000 | 113 |
| Available-for-sale securities (fair market value) | $191,192,000 | 685 |
| Total debt securities | $473,310,000 | 315 |
| 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 | $524,292,000 | 287 |
| U.S. Government securities | $437,104,000 | 259 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $437,104,000 | 253 |
| Securities issued by states & political subdivisions | $24,494,000 | 1,548 |
| Other domestic debt securities | $56,715,000 | 204 |
| 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 | $56,715,000 | 128 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $5,979,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $332,577,000 | 221 |
| Mortgage-backed securities | $383,186,000 | 240 |
| Certificates of participation in pools of residential mortgages | $243,806,000 | 194 |
| Issued or guaranteed by U.S. | $243,806,000 | 193 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $100,397,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $100,397,000 | 277 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $38,983,000 | 133 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $38,983,000 | 87 |
| Held to maturity securities (book value) | $292,019,000 | 112 |
| Available-for-sale securities (fair market value) | $232,273,000 | 573 |
| Total debt securities | $518,313,000 | 281 |
| 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 | $536,618,000 | 279 |
| U.S. Government securities | $449,495,000 | 248 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $449,495,000 | 240 |
| Securities issued by states & political subdivisions | $26,248,000 | 1,462 |
| Other domestic debt securities | $54,955,000 | 222 |
| 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 | $54,955,000 | 134 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $5,920,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $326,493,000 | 217 |
| Mortgage-backed securities | $395,390,000 | 231 |
| Certificates of participation in pools of residential mortgages | $242,637,000 | 191 |
| Issued or guaranteed by U.S. | $242,637,000 | 190 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $101,445,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $101,445,000 | 272 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $51,308,000 | 111 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $51,308,000 | 80 |
| Held to maturity securities (book value) | $295,013,000 | 108 |
| Available-for-sale securities (fair market value) | $241,605,000 | 556 |
| Total debt securities | $530,698,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $540,328,000 | 284 |
| U.S. Government securities | $451,293,000 | 248 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $451,293,000 | 243 |
| Securities issued by states & political subdivisions | $28,660,000 | 1,342 |
| Other domestic debt securities | $54,430,000 | 226 |
| 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 | $54,430,000 | 141 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $5,945,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,613,000 | 231 |
| Mortgage-backed securities | $398,298,000 | 227 |
| Certificates of participation in pools of residential mortgages | $255,088,000 | 180 |
| Issued or guaranteed by U.S. | $255,088,000 | 179 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $80,008,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $80,008,000 | 310 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $63,202,000 | 94 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $63,202,000 | 67 |
| Held to maturity securities (book value) | $298,988,000 | 103 |
| Available-for-sale securities (fair market value) | $241,340,000 | 559 |
| Total debt securities | $534,381,000 | 281 |
| 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 | $589,482,000 | 260 |
| U.S. Government securities | $499,832,000 | 229 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $499,832,000 | 225 |
| Securities issued by states & political subdivisions | $29,650,000 | 1,284 |
| Other domestic debt securities | $54,090,000 | 228 |
| 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 | $54,090,000 | 144 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,910,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $342,238,000 | 201 |
| Mortgage-backed securities | $437,292,000 | 215 |
| Certificates of participation in pools of residential mortgages | $266,872,000 | 170 |
| Issued or guaranteed by U.S. | $266,872,000 | 169 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $100,718,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $100,718,000 | 277 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $69,702,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $69,702,000 | 62 |
| Held to maturity securities (book value) | $173,982,000 | 144 |
| Available-for-sale securities (fair market value) | $415,500,000 | 321 |
| Total debt securities | $583,572,000 | 255 |
| 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 | $614,602,000 | 253 |
| U.S. Government securities | $521,473,000 | 222 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $521,473,000 | 218 |
| Securities issued by states & political subdivisions | $33,427,000 | 1,131 |
| Other domestic debt securities | $53,658,000 | 229 |
| 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 | $53,658,000 | 144 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,044,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,114,000 | 190 |
| Mortgage-backed securities | $468,927,000 | 206 |
| Certificates of participation in pools of residential mortgages | $282,539,000 | 170 |
| Issued or guaranteed by U.S. | $282,539,000 | 168 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $114,071,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $114,071,000 | 261 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $72,317,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $72,317,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $614,602,000 | 224 |
| Total debt securities | $608,559,000 | 250 |
| 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 | $618,735,000 | 248 |
| U.S. Government securities | $520,818,000 | 219 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $520,818,000 | 216 |
| Securities issued by states & political subdivisions | $39,534,000 | 922 |
| Other domestic debt securities | $52,337,000 | 231 |
| 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 | $52,337,000 | 132 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $6,046,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,083,000 | 188 |
| Mortgage-backed securities | $458,758,000 | 206 |
| Certificates of participation in pools of residential mortgages | $253,999,000 | 187 |
| Issued or guaranteed by U.S. | $253,999,000 | 185 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $132,605,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $132,605,000 | 244 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $72,154,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $72,154,000 | 52 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $618,735,000 | 221 |
| Total debt securities | $612,690,000 | 244 |
| 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 | $647,747,000 | 238 |
| U.S. Government securities | $546,841,000 | 215 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $546,841,000 | 213 |
| Securities issued by states & political subdivisions | $41,093,000 | 858 |
| Other domestic debt securities | $53,741,000 | 231 |
| 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 | $53,741,000 | 131 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,072,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,892,000 | 178 |
| Mortgage-backed securities | $515,127,000 | 190 |
| Certificates of participation in pools of residential mortgages | $299,979,000 | 173 |
| Issued or guaranteed by U.S. | $299,979,000 | 172 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $142,690,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $142,690,000 | 241 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $72,458,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $72,458,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $647,747,000 | 208 |
| Total debt securities | $641,675,000 | 236 |
| 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 | $637,181,000 | 247 |
| U.S. Government securities | $543,670,000 | 216 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $543,670,000 | 213 |
| Securities issued by states & political subdivisions | $40,415,000 | 853 |
| Other domestic debt securities | $47,073,000 | 258 |
| 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 | $47,073,000 | 147 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $6,023,000 | 216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,276,000 | 183 |
| Mortgage-backed securities | $509,539,000 | 191 |
| Certificates of participation in pools of residential mortgages | $288,848,000 | 183 |
| Issued or guaranteed by U.S. | $288,848,000 | 182 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $148,891,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $148,891,000 | 236 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $71,800,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $71,800,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $637,181,000 | 219 |
| Total debt securities | $631,157,000 | 242 |
| 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 | $643,220,000 | 245 |
| U.S. Government securities | $580,288,000 | 205 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $580,288,000 | 203 |
| Securities issued by states & political subdivisions | $43,820,000 | 740 |
| Other domestic debt securities | $13,202,000 | 606 |
| 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 | $13,202,000 | 386 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $5,910,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,958,000 | 183 |
| Mortgage-backed securities | $546,614,000 | 180 |
| Certificates of participation in pools of residential mortgages | $287,093,000 | 182 |
| Issued or guaranteed by U.S. | $287,093,000 | 181 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $189,362,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $189,362,000 | 214 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $70,159,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $70,159,000 | 41 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $643,220,000 | 214 |
| Total debt securities | $637,310,000 | 243 |
| Structured notes | ||
| Amortized cost | $2,503,000 | 1,521 |
| Fair value | $2,500,000 | 1,541 |
| 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 | $617,169,000 | 257 |
| U.S. Government securities | $563,854,000 | 206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $563,854,000 | 204 |
| Securities issued by states & political subdivisions | $43,925,000 | 718 |
| Other domestic debt securities | $3,508,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $1,567,000 | 666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,941,000 | 1,147 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,882,000 | 203 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $540,669,000 | 174 |
| Certificates of participation in pools of residential mortgages | $303,789,000 | 170 |
| Issued or guaranteed by U.S. | $303,789,000 | 170 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $236,880,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $235,313,000 | 162 |
| Privately issued | $1,567,000 | 635 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,940,000 | 1,811 |
| Available-for-sale securities (fair market value) | $615,229,000 | 224 |
| Total debt securities | $611,287,000 | 254 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $627,583,000 | 239 |
| U.S. Government securities | $574,993,000 | 196 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $574,993,000 | 191 |
| Securities issued by states & political subdivisions | $43,698,000 | 672 |
| Other domestic debt securities | $3,319,000 | 1,287 |
| Privately issued residential mortgage-backed securities | $1,678,000 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,641,000 | 1,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,573,000 | 222 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $548,038,000 | 169 |
| Certificates of participation in pools of residential mortgages | $331,107,000 | 151 |
| Issued or guaranteed by U.S. | $331,107,000 | 150 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $216,931,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $215,253,000 | 173 |
| Privately issued | $1,678,000 | 649 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,641,000 | 1,913 |
| Available-for-sale securities (fair market value) | $625,942,000 | 211 |
| Total debt securities | $622,010,000 | 238 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $607,159,000 | 254 |
| U.S. Government securities | $555,810,000 | 208 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $555,810,000 | 201 |
| Securities issued by states & political subdivisions | $42,427,000 | 636 |
| Other domestic debt securities | $3,508,000 | 1,202 |
| Privately issued residential mortgage-backed securities | $1,867,000 | 671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,641,000 | 1,109 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,414,000 | 232 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $530,065,000 | 175 |
| Certificates of participation in pools of residential mortgages | $264,481,000 | 180 |
| Issued or guaranteed by U.S. | $264,481,000 | 179 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $265,584,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $263,717,000 | 140 |
| Privately issued | $1,867,000 | 634 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,643,000 | 1,934 |
| Available-for-sale securities (fair market value) | $605,516,000 | 223 |
| Total debt securities | $601,745,000 | 252 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $623,109,000 | 242 |
| U.S. Government securities | $567,778,000 | 204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $567,778,000 | 197 |
| Securities issued by states & political subdivisions | $41,299,000 | 641 |
| Other domestic debt securities | $8,721,000 | 774 |
| Privately issued residential mortgage-backed securities | $7,080,000 | 416 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,641,000 | 1,129 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,311,000 | 235 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $548,770,000 | 167 |
| Certificates of participation in pools of residential mortgages | $259,926,000 | 181 |
| Issued or guaranteed by U.S. | $259,926,000 | 180 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $288,844,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $281,764,000 | 132 |
| Privately issued | $7,080,000 | 401 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,005 |
| Available-for-sale securities (fair market value) | $623,107,000 | 214 |
| Total debt securities | $617,798,000 | 241 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $639,594,000 | 229 |
| U.S. Government securities | $583,936,000 | 191 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $583,936,000 | 184 |
| Securities issued by states & political subdivisions | $41,120,000 | 618 |
| Other domestic debt securities | $7,578,000 | 901 |
| Privately issued residential mortgage-backed securities | $7,578,000 | 428 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,960,000 | 195 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $573,650,000 | 153 |
| Certificates of participation in pools of residential mortgages | $259,689,000 | 175 |
| Issued or guaranteed by U.S. | $259,689,000 | 174 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $313,961,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $306,383,000 | 115 |
| Privately issued | $7,578,000 | 409 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $639,594,000 | 201 |
| Total debt securities | $632,634,000 | 231 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $669,937,000 | 207 |
| U.S. Government securities | $614,944,000 | 176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $614,944,000 | 168 |
| Securities issued by states & political subdivisions | $38,895,000 | 651 |
| Other domestic debt securities | $9,289,000 | 827 |
| Privately issued residential mortgage-backed securities | $8,963,000 | 419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $326,000 | 1,855 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,809,000 | 205 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $613,314,000 | 141 |
| Certificates of participation in pools of residential mortgages | $262,695,000 | 166 |
| Issued or guaranteed by U.S. | $262,695,000 | 165 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $350,619,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $341,656,000 | 95 |
| Privately issued | $8,963,000 | 402 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $319,000 | 2,602 |
| Available-for-sale securities (fair market value) | $669,618,000 | 182 |
| Total debt securities | $663,128,000 | 206 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $665,478,000 | 204 |
| U.S. Government securities | $611,876,000 | 175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $611,876,000 | 170 |
| Securities issued by states & political subdivisions | $36,798,000 | 649 |
| Other domestic debt securities | $10,063,000 | 782 |
| Privately issued residential mortgage-backed securities | $9,733,000 | 442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $330,000 | 1,796 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,741,000 | 209 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $585,308,000 | 146 |
| Certificates of participation in pools of residential mortgages | $296,825,000 | 150 |
| Issued or guaranteed by U.S. | $296,825,000 | 149 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $288,483,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $278,750,000 | 109 |
| Privately issued | $9,733,000 | 424 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $298,333,000 | 72 |
| Available-for-sale securities (fair market value) | $367,145,000 | 311 |
| Total debt securities | $658,737,000 | 205 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $639,654,000 | 209 |
| U.S. Government securities | $585,518,000 | 181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $585,518,000 | 174 |
| Securities issued by states & political subdivisions | $36,785,000 | 628 |
| Other domestic debt securities | $10,728,000 | 763 |
| Privately issued residential mortgage-backed securities | $10,394,000 | 450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $334,000 | 1,817 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,623,000 | 209 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $555,034,000 | 154 |
| Certificates of participation in pools of residential mortgages | $373,098,000 | 127 |
| Issued or guaranteed by U.S. | $373,098,000 | 125 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $181,936,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $171,542,000 | 167 |
| Privately issued | $10,394,000 | 430 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $282,272,000 | 75 |
| Available-for-sale securities (fair market value) | $357,382,000 | 325 |
| Total debt securities | $633,031,000 | 211 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $604,422,000 | 223 |
| U.S. Government securities | $549,530,000 | 186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $549,530,000 | 176 |
| Securities issued by states & political subdivisions | $34,547,000 | 671 |
| Other domestic debt securities | $13,797,000 | 675 |
| Privately issued residential mortgage-backed securities | $13,459,000 | 398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $338,000 | 1,868 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,548,000 | 225 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $517,407,000 | 165 |
| Certificates of participation in pools of residential mortgages | $417,222,000 | 121 |
| Issued or guaranteed by U.S. | $417,222,000 | 120 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $100,185,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $86,726,000 | 274 |
| Privately issued | $13,459,000 | 382 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $293,431,000 | 79 |
| Available-for-sale securities (fair market value) | $310,991,000 | 367 |
| Total debt securities | $597,874,000 | 221 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $602,475,000 | 222 |
| U.S. Government securities | $532,952,000 | 190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $532,952,000 | 184 |
| Securities issued by states & political subdivisions | $34,626,000 | 674 |
| Other domestic debt securities | $28,332,000 | 449 |
| Privately issued residential mortgage-backed securities | $27,990,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $342,000 | 1,950 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,565,000 | 260 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $514,985,000 | 171 |
| Certificates of participation in pools of residential mortgages | $426,261,000 | 124 |
| Issued or guaranteed by U.S. | $426,261,000 | 122 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $88,724,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $60,734,000 | 336 |
| Privately issued | $27,990,000 | 264 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $297,433,000 | 80 |
| Available-for-sale securities (fair market value) | $305,042,000 | 373 |
| Total debt securities | $595,910,000 | 217 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $560,622,000 | 239 |
| U.S. Government securities | $484,018,000 | 196 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $484,018,000 | 192 |
| Securities issued by states & political subdivisions | $34,499,000 | 646 |
| Other domestic debt securities | $35,833,000 | 410 |
| Privately issued residential mortgage-backed securities | $35,487,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $346,000 | 2,016 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,272,000 | 302 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $468,665,000 | 184 |
| Certificates of participation in pools of residential mortgages | $406,992,000 | 134 |
| Issued or guaranteed by U.S. | $406,992,000 | 131 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $61,673,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $26,186,000 | 574 |
| Privately issued | $35,487,000 | 232 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $298,419,000 | 79 |
| Available-for-sale securities (fair market value) | $262,203,000 | 426 |
| Total debt securities | $554,350,000 | 235 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $521,397,000 | 267 |
| U.S. Government securities | $443,234,000 | 219 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $443,234,000 | 213 |
| Securities issued by states & political subdivisions | $34,502,000 | 601 |
| Other domestic debt securities | $37,461,000 | 375 |
| Privately issued residential mortgage-backed securities | $37,089,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $372,000 | 2,095 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,200,000 | 305 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $429,509,000 | 205 |
| Certificates of participation in pools of residential mortgages | $392,420,000 | 145 |
| Issued or guaranteed by U.S. | $392,420,000 | 141 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $37,089,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $37,089,000 | 242 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $268,350,000 | 85 |
| Available-for-sale securities (fair market value) | $253,047,000 | 433 |
| Total debt securities | $515,197,000 | 259 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $475,826,000 | 276 |
| U.S. Government securities | $398,106,000 | 241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $398,106,000 | 235 |
| Securities issued by states & political subdivisions | $34,485,000 | 582 |
| Other domestic debt securities | $37,108,000 | 359 |
| Privately issued residential mortgage-backed securities | $36,736,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $372,000 | 2,052 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,127,000 | 287 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $378,639,000 | 218 |
| Certificates of participation in pools of residential mortgages | $341,903,000 | 161 |
| Issued or guaranteed by U.S. | $341,903,000 | 156 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $36,736,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $36,736,000 | 237 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $231,186,000 | 93 |
| Available-for-sale securities (fair market value) | $244,640,000 | 432 |
| Total debt securities | $469,699,000 | 272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $445,535,000 | 288 |
| U.S. Government securities | $362,720,000 | 250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $362,720,000 | 245 |
| Securities issued by states & political subdivisions | $33,217,000 | 590 |
| Other domestic debt securities | $43,419,000 | 338 |
| Privately issued residential mortgage-backed securities | $43,047,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $372,000 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,179,000 | 287 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $346,513,000 | 235 |
| Certificates of participation in pools of residential mortgages | $303,454,000 | 161 |
| Issued or guaranteed by U.S. | $303,454,000 | 154 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $43,059,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,267 |
| Privately issued | $43,047,000 | 225 |
| 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) | $235,404,000 | 90 |
| Available-for-sale securities (fair market value) | $210,131,000 | 485 |
| Total debt securities | $439,356,000 | 286 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $480,521,000 | 273 |
| U.S. Government securities | $394,758,000 | 226 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $394,758,000 | 222 |
| Securities issued by states & political subdivisions | $32,182,000 | 643 |
| Other domestic debt securities | $46,822,000 | 333 |
| Privately issued residential mortgage-backed securities | $46,450,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $372,000 | 2,050 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,759,000 | 377 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $378,750,000 | 216 |
| Certificates of participation in pools of residential mortgages | $332,243,000 | 152 |
| Issued or guaranteed by U.S. | $332,243,000 | 145 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $46,507,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,206 |
| Privately issued | $46,450,000 | 216 |
| 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) | $239,411,000 | 86 |
| Available-for-sale securities (fair market value) | $241,110,000 | 447 |
| Total debt securities | $473,762,000 | 273 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $495,379,000 | 270 |
| U.S. Government securities | $412,470,000 | 224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $412,470,000 | 221 |
| Securities issued by states & political subdivisions | $32,238,000 | 638 |
| Other domestic debt securities | $43,805,000 | 341 |
| Privately issued residential mortgage-backed securities | $43,408,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $397,000 | 1,986 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,866,000 | 411 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $380,978,000 | 213 |
| Certificates of participation in pools of residential mortgages | $337,445,000 | 150 |
| Issued or guaranteed by U.S. | $337,445,000 | 142 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $43,533,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 3,082 |
| Privately issued | $43,408,000 | 216 |
| 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) | $256,133,000 | 77 |
| Available-for-sale securities (fair market value) | $239,246,000 | 455 |
| Total debt securities | $488,513,000 | 265 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $466,901,000 | 276 |
| U.S. Government securities | $387,091,000 | 239 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $387,091,000 | 231 |
| Securities issued by states & political subdivisions | $31,140,000 | 637 |
| Other domestic debt securities | $41,831,000 | 345 |
| Privately issued residential mortgage-backed securities | $41,434,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $397,000 | 1,863 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,839,000 | 387 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $341,477,000 | 225 |
| Certificates of participation in pools of residential mortgages | $299,845,000 | 157 |
| Issued or guaranteed by U.S. | $299,845,000 | 150 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $41,632,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 2,958 |
| Privately issued | $41,434,000 | 219 |
| 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) | $260,166,000 | 83 |
| Available-for-sale securities (fair market value) | $206,735,000 | 512 |
| Total debt securities | $460,062,000 | 272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $467,717,000 | 282 |
| U.S. Government securities | $394,444,000 | 238 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $394,444,000 | 231 |
| Securities issued by states & political subdivisions | $31,139,000 | 631 |
| Other domestic debt securities | $35,084,000 | 360 |
| Privately issued residential mortgage-backed securities | $34,687,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $397,000 | 1,837 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,050,000 | 368 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $337,259,000 | 222 |
| Certificates of participation in pools of residential mortgages | $302,343,000 | 152 |
| Issued or guaranteed by U.S. | $302,343,000 | 144 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $34,916,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 2,885 |
| Privately issued | $34,687,000 | 222 |
| 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) | $266,651,000 | 86 |
| Available-for-sale securities (fair market value) | $201,066,000 | 525 |
| Total debt securities | $460,667,000 | 274 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $433,562,000 | 309 |
| U.S. Government securities | $359,511,000 | 265 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $359,511,000 | 254 |
| Securities issued by states & political subdivisions | $31,131,000 | 616 |
| Other domestic debt securities | $35,967,000 | 351 |
| Privately issued residential mortgage-backed securities | $35,570,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $397,000 | 1,804 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,953,000 | 362 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $298,609,000 | 236 |
| Certificates of participation in pools of residential mortgages | $262,763,000 | 171 |
| Issued or guaranteed by U.S. | $262,763,000 | 163 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $35,846,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 2,819 |
| Privately issued | $35,570,000 | 216 |
| 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) | $246,557,000 | 92 |
| Available-for-sale securities (fair market value) | $187,005,000 | 548 |
| Total debt securities | $426,609,000 | 306 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $438,471,000 | 313 |
| U.S. Government securities | $358,553,000 | 274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $358,553,000 | 263 |
| Securities issued by states & political subdivisions | $30,284,000 | 633 |
| Other domestic debt securities | $37,442,000 | 340 |
| Privately issued residential mortgage-backed securities | $37,021,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $421,000 | 1,828 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,192,000 | 239 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $298,916,000 | 243 |
| Certificates of participation in pools of residential mortgages | $261,571,000 | 178 |
| Issued or guaranteed by U.S. | $261,571,000 | 169 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $37,345,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 2,754 |
| Privately issued | $37,021,000 | 204 |
| 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) | $262,055,000 | 92 |
| Available-for-sale securities (fair market value) | $176,416,000 | 578 |
| Total debt securities | $426,279,000 | 311 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $412,173,000 | 328 |
| U.S. Government securities | $344,614,000 | 286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $344,614,000 | 276 |
| Securities issued by states & political subdivisions | $28,321,000 | 677 |
| Other domestic debt securities | $27,229,000 | 398 |
| Privately issued residential mortgage-backed securities | $26,808,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $421,000 | 1,878 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,009,000 | 241 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $289,636,000 | 250 |
| Certificates of participation in pools of residential mortgages | $262,439,000 | 178 |
| Issued or guaranteed by U.S. | $262,439,000 | 170 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $27,197,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,701 |
| Privately issued | $26,808,000 | 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) | $238,530,000 | 99 |
| Available-for-sale securities (fair market value) | $173,643,000 | 590 |
| Total debt securities | $400,164,000 | 329 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $376,640,000 | 362 |
| U.S. Government securities | $341,520,000 | 294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $341,520,000 | 280 |
| Securities issued by states & political subdivisions | $27,751,000 | 692 |
| Other domestic debt securities | $421,000 | 2,498 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $421,000 | 1,923 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,948,000 | 369 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $263,682,000 | 270 |
| Certificates of participation in pools of residential mortgages | $255,454,000 | 186 |
| Issued or guaranteed by U.S. | $255,454,000 | 179 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,228,000 | 1,133 |
| CMOs issued by government agencies or sponsored agencies | $8,228,000 | 947 |
| 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) | $228,224,000 | 103 |
| Available-for-sale securities (fair market value) | $148,416,000 | 712 |
| Total debt securities | $369,692,000 | 357 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $363,699,000 | 379 |
| U.S. Government securities | $329,731,000 | 305 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $329,731,000 | 290 |
| Securities issued by states & political subdivisions | $27,759,000 | 662 |
| Other domestic debt securities | $421,000 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $421,000 | 1,960 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,788,000 | 412 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $255,207,000 | 283 |
| Certificates of participation in pools of residential mortgages | $249,833,000 | 196 |
| Issued or guaranteed by U.S. | $249,833,000 | 188 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,374,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $5,374,000 | 1,214 |
| 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) | $224,533,000 | 107 |
| Available-for-sale securities (fair market value) | $139,166,000 | 747 |
| Total debt securities | $357,911,000 | 372 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $359,972,000 | 386 |
| U.S. Government securities | $320,821,000 | 325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $320,821,000 | 313 |
| Securities issued by states & political subdivisions | $27,767,000 | 659 |
| Other domestic debt securities | $446,000 | 2,569 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $446,000 | 2,036 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,938,000 | 266 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $253,325,000 | 283 |
| Certificates of participation in pools of residential mortgages | $252,645,000 | 201 |
| Issued or guaranteed by U.S. | $252,645,000 | 193 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $680,000 | 2,697 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 2,412 |
| 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) | $217,951,000 | 114 |
| Available-for-sale securities (fair market value) | $142,021,000 | 737 |
| Total debt securities | $349,034,000 | 389 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $345,593,000 | 411 |
| U.S. Government securities | $316,904,000 | 337 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $316,904,000 | 324 |
| Securities issued by states & political subdivisions | $19,401,000 | 1,018 |
| Other domestic debt securities | $447,000 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $447,000 | 2,143 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,841,000 | 323 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $251,235,000 | 292 |
| Certificates of participation in pools of residential mortgages | $245,722,000 | 209 |
| Issued or guaranteed by U.S. | $245,722,000 | 202 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,513,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $5,513,000 | 1,204 |
| 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) | $213,035,000 | 116 |
| Available-for-sale securities (fair market value) | $132,558,000 | 793 |
| Total debt securities | $336,752,000 | 411 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $335,434,000 | 423 |
| U.S. Government securities | $304,617,000 | 346 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $304,617,000 | 333 |
| Securities issued by states & political subdivisions | $19,409,000 | 1,025 |
| Other domestic debt securities | $448,000 | 2,705 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $448,000 | 2,222 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,960,000 | 282 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $247,587,000 | 298 |
| Certificates of participation in pools of residential mortgages | $246,627,000 | 210 |
| Issued or guaranteed by U.S. | $246,627,000 | 204 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $960,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 2,277 |
| 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) | $216,578,000 | 118 |
| Available-for-sale securities (fair market value) | $118,856,000 | 867 |
| Total debt securities | $324,474,000 | 423 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $313,265,000 | 438 |
| U.S. Government securities | $293,895,000 | 358 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $293,895,000 | 343 |
| Securities issued by states & political subdivisions | $7,016,000 | 2,491 |
| Other domestic debt securities | $1,449,000 | 1,932 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,449,000 | 1,511 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,905,000 | 283 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $239,716,000 | 308 |
| Certificates of participation in pools of residential mortgages | $238,558,000 | 217 |
| Issued or guaranteed by U.S. | $238,558,000 | 212 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,158,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $1,158,000 | 2,221 |
| 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) | $218,236,000 | 115 |
| Available-for-sale securities (fair market value) | $95,029,000 | 1,108 |
| Total debt securities | $302,360,000 | 447 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $314,512,000 | 439 |
| U.S. Government securities | $291,037,000 | 364 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $291,037,000 | 347 |
| Securities issued by states & political subdivisions | $7,022,000 | 2,482 |
| Other domestic debt securities | $4,346,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,471,000 | 995 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,107,000 | 259 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $239,998,000 | 314 |
| Certificates of participation in pools of residential mortgages | $238,576,000 | 225 |
| Issued or guaranteed by U.S. | $238,576,000 | 219 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,422,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $1,422,000 | 2,148 |
| 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) | $215,308,000 | 119 |
| Available-for-sale securities (fair market value) | $99,204,000 | 1,088 |
| Total debt securities | $302,405,000 | 447 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $309,415,000 | 461 |
| U.S. Government securities | $285,842,000 | 374 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $285,842,000 | 359 |
| Securities issued by states & political subdivisions | $7,027,000 | 2,500 |
| Other domestic debt securities | $4,558,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $160,000 | 1,016 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,466,000 | 1,026 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,988,000 | 277 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $240,792,000 | 325 |
| Certificates of participation in pools of residential mortgages | $237,937,000 | 230 |
| Issued or guaranteed by U.S. | $237,937,000 | 223 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,855,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $2,695,000 | 1,764 |
| Privately issued | $160,000 | 936 |
| 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) | $220,693,000 | 114 |
| Available-for-sale securities (fair market value) | $88,722,000 | 1,228 |
| Total debt securities | $297,427,000 | 459 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $310,036,000 | 460 |
| U.S. Government securities | $292,632,000 | 366 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $292,632,000 | 350 |
| Securities issued by states & political subdivisions | $5,767,000 | 2,834 |
| Other domestic debt securities | $6,521,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $180,000 | 959 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,321,000 | 818 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,116,000 | 559 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $238,404,000 | 329 |
| Certificates of participation in pools of residential mortgages | $235,172,000 | 229 |
| Issued or guaranteed by U.S. | $235,172,000 | 222 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,232,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $3,052,000 | 1,680 |
| Privately issued | $180,000 | 879 |
| 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) | $220,424,000 | 113 |
| Available-for-sale securities (fair market value) | $89,612,000 | 1,212 |
| Total debt securities | $304,920,000 | 452 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $305,650,000 | 472 |
| U.S. Government securities | $291,150,000 | 379 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $291,150,000 | 361 |
| Securities issued by states & political subdivisions | $3,877,000 | 3,461 |
| Other domestic debt securities | $5,157,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $212,000 | 934 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,059,000 | 202 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,886,000 | 1,039 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $5,466,000 | 565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,617,000 | 1,175 |
| Mortgage-backed securities | $240,899,000 | 327 |
| Certificates of participation in pools of residential mortgages | $237,125,000 | 232 |
| Issued or guaranteed by U.S. | $237,125,000 | 223 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,774,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $3,562,000 | 1,610 |
| Privately issued | $212,000 | 866 |
| 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) | $221,661,000 | 111 |
| Available-for-sale securities (fair market value) | $83,989,000 | 1,314 |
| Total debt securities | $300,184,000 | 465 |
| 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 | $299,482,000 | 492 |
| U.S. Government securities | $283,071,000 | 388 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $283,071,000 | 369 |
| Securities issued by states & political subdivisions | $996,000 | 5,169 |
| Other domestic debt securities | $5,283,000 | 1,239 |
| Privately issued residential mortgage-backed securities | $276,000 | 951 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,124,000 | 205 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,883,000 | 1,121 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $10,132,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,965,000 | 1,238 |
| Mortgage-backed securities | $235,341,000 | 351 |
| Certificates of participation in pools of residential mortgages | $230,955,000 | 240 |
| Issued or guaranteed by U.S. | $230,955,000 | 233 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,386,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $4,110,000 | 1,547 |
| Privately issued | $276,000 | 873 |
| 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) | $223,097,000 | 106 |
| Available-for-sale securities (fair market value) | $76,385,000 | 1,432 |
| Total debt securities | $289,350,000 | 491 |
| 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 | $327,003,000 | 453 |
| U.S. Government securities | $305,567,000 | 384 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $305,567,000 | 361 |
| Securities issued by states & political subdivisions | $996,000 | 5,223 |
| Other domestic debt securities | $6,451,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $724,000 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,774,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,953,000 | 1,204 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $13,989,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,204,000 | 1,226 |
| Mortgage-backed securities | $259,480,000 | 322 |
| Certificates of participation in pools of residential mortgages | $254,077,000 | 233 |
| Issued or guaranteed by U.S. | $254,077,000 | 227 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,403,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $4,679,000 | 1,549 |
| Privately issued | $724,000 | 590 |
| 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) | $230,189,000 | 99 |
| Available-for-sale securities (fair market value) | $96,814,000 | 1,203 |
| Total debt securities | $313,014,000 | 463 |
| 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 | $334,077,000 | 446 |
| U.S. Government securities | $299,545,000 | 390 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $299,545,000 | 371 |
| Securities issued by states & political subdivisions | $996,000 | 5,241 |
| Other domestic debt securities | $10,986,000 | 822 |
| Privately issued residential mortgage-backed securities | $1,083,000 | 622 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,941,000 | 188 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,962,000 | 821 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $22,550,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,896,000 | 1,264 |
| Mortgage-backed securities | $252,762,000 | 327 |
| Certificates of participation in pools of residential mortgages | $246,425,000 | 230 |
| Issued or guaranteed by U.S. | $246,425,000 | 223 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,337,000 | 1,444 |
| CMOs issued by government agencies or sponsored agencies | $5,254,000 | 1,468 |
| Privately issued | $1,083,000 | 552 |
| 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) | $214,407,000 | 107 |
| Available-for-sale securities (fair market value) | $119,670,000 | 952 |
| Total debt securities | $311,527,000 | 463 |
| 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 | $311,451,000 | 473 |
| U.S. Government securities | $273,701,000 | 417 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $273,701,000 | 403 |
| Securities issued by states & political subdivisions | $996,000 | 5,221 |
| Other domestic debt securities | $15,140,000 | 709 |
| Privately issued residential mortgage-backed securities | $2,157,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,014,000 | 187 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,969,000 | 647 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $21,614,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,895,000 | 1,866 |
| Mortgage-backed securities | $240,774,000 | 343 |
| Certificates of participation in pools of residential mortgages | $231,406,000 | 230 |
| Issued or guaranteed by U.S. | $231,406,000 | 224 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,368,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $7,211,000 | 1,363 |
| Privately issued | $2,157,000 | 458 |
| 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) | $196,708,000 | 115 |
| Available-for-sale securities (fair market value) | $114,743,000 | 970 |
| Total debt securities | $289,837,000 | 485 |
| 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 | $320,560,000 | 456 |
| U.S. Government securities | $290,297,000 | 396 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $290,297,000 | 381 |
| Securities issued by states & political subdivisions | $997,000 | 5,168 |
| Other domestic debt securities | $18,538,000 | 630 |
| Privately issued residential mortgage-backed securities | $3,831,000 | 441 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,192,000 | 183 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,515,000 | 588 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $10,728,000 | 396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,511,000 | 1,985 |
| Mortgage-backed securities | $243,201,000 | 347 |
| Certificates of participation in pools of residential mortgages | $232,327,000 | 225 |
| Issued or guaranteed by U.S. | $232,327,000 | 220 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $10,874,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $7,043,000 | 1,429 |
| Privately issued | $3,831,000 | 390 |
| 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) | $198,812,000 | 119 |
| Available-for-sale securities (fair market value) | $121,748,000 | 909 |
| Total debt securities | $309,832,000 | 453 |
| 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 | $325,285,000 | 419 |
| U.S. Government securities | $285,764,000 | 377 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $285,764,000 | 360 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $28,430,000 | 464 |
| Privately issued residential mortgage-backed securities | $10,555,000 | 286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,330,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,545,000 | 517 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $11,091,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,043,000 | 2,292 |
| Mortgage-backed securities | $232,936,000 | 332 |
| Certificates of participation in pools of residential mortgages | $215,746,000 | 226 |
| Issued or guaranteed by U.S. | $215,746,000 | 217 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $17,190,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $6,635,000 | 1,497 |
| Privately issued | $10,555,000 | 252 |
| 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) | $186,454,000 | 125 |
| Available-for-sale securities (fair market value) | $138,831,000 | 759 |
| Total debt securities | $314,194,000 | 416 |
| 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 | $255,216,000 | 471 |
| U.S. Government securities | $190,754,000 | 480 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $190,754,000 | 450 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $52,123,000 | 305 |
| Privately issued residential mortgage-backed securities | $21,217,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,821,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,085,000 | 328 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $12,339,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,002,000 | 2,807 |
| Mortgage-backed securities | $158,358,000 | 405 |
| Certificates of participation in pools of residential mortgages | $130,241,000 | 293 |
| Issued or guaranteed by U.S. | $130,241,000 | 289 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $28,117,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $6,900,000 | 1,474 |
| Privately issued | $21,217,000 | 210 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $117,002,000 | 179 |
| Available-for-sale securities (fair market value) | $138,214,000 | 696 |
| Total debt securities | $242,877,000 | 475 |
| 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 | $146,089,000 | 776 |
| U.S. Government securities | $83,739,000 | 979 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $83,739,000 | 913 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $49,112,000 | 287 |
| Privately issued residential mortgage-backed securities | $8,523,000 | 307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,589,000 | 234 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $13,238,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,021,000 | 2,638 |
| Mortgage-backed securities | $58,266,000 | 705 |
| Certificates of participation in pools of residential mortgages | $48,033,000 | 550 |
| Issued or guaranteed by U.S. | $48,033,000 | 546 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,233,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $1,710,000 | 2,279 |
| Privately issued | $8,523,000 | 271 |
| 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) | $41,795,000 | 614 |
| Available-for-sale securities (fair market value) | $104,294,000 | 830 |
| Total debt securities | $132,851,000 | 821 |
| 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 | $98,230,000 | 1,160 |
| U.S. Government securities | $58,196,000 | 1,453 |
| U.S. Treasury securities | $4,998,000 | 1,563 |
| U.S. Government agency obligations | $53,198,000 | 1,424 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $27,435,000 | 455 |
| 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 | $27,435,000 | 342 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $12,599,000 | 423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,036,000 | 2,947 |
| Mortgage-backed securities | $26,301,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $26,301,000 | 939 |
| Issued or guaranteed by U.S. | $26,301,000 | 929 |
| 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) | $44,755,000 | 622 |
| Available-for-sale securities (fair market value) | $53,475,000 | 1,619 |
| Total debt securities | $85,631,000 | 1,283 |
| 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 | $98,094,000 | 1,178 |
| U.S. Government securities | $70,605,000 | 1,254 |
| U.S. Treasury securities | $12,238,000 | 1,070 |
| U.S. Government agency obligations | $58,367,000 | 1,274 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $18,193,000 | 528 |
| 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 | $18,193,000 | 394 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $9,296,000 | 529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,060,000 | 2,591 |
| Mortgage-backed securities | $25,246,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | $25,246,000 | 1,036 |
| Issued or guaranteed by U.S. | $25,246,000 | 1,024 |
| 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) | $44,126,000 | 671 |
| Available-for-sale securities (fair market value) | $53,968,000 | 1,609 |
| Total debt securities | $88,798,000 | 1,267 |
| 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 | $102,022,000 | 1,131 |
| U.S. Government securities | $72,021,000 | 1,263 |
| U.S. Treasury securities | $13,240,000 | 1,393 |
| U.S. Government agency obligations | $58,781,000 | 1,229 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $23,271,000 | 329 |
| 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 | $23,271,000 | 209 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $6,730,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,000 | 7,613 |
| Mortgage-backed securities | $21,951,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $21,948,000 | 1,155 |
| Issued or guaranteed by U.S. | $21,948,000 | 1,141 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,000 | 5,112 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 4,804 |
| 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) | $45,955,000 | 765 |
| Available-for-sale securities (fair market value) | $56,067,000 | 1,415 |
| Total debt securities | $95,292,000 | 1,176 |
| 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 | $91,614,000 | 1,299 |
| U.S. Government securities | $58,118,000 | 1,673 |
| U.S. Treasury securities | $15,154,000 | 1,503 |
| U.S. Government agency obligations | $42,964,000 | 1,702 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $27,696,000 | 291 |
| 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 | $27,696,000 | 163 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $5,800,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,004,000 | 7,823 |
| Mortgage-backed securities | $28,054,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $27,881,000 | 1,041 |
| Issued or guaranteed by U.S. | $27,881,000 | 1,018 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $173,000 | 5,082 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 4,886 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,904,000 | 1,315 |
| Available-for-sale securities (fair market value) | $60,710,000 | 1,334 |
| Total debt securities | $85,826,000 | 1,353 |
| 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 | $126,597,000 | 990 |
| U.S. Government securities | $75,660,000 | 1,345 |
| U.S. Treasury securities | $32,227,000 | 871 |
| U.S. Government agency obligations | $43,433,000 | 1,636 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $43,001,000 | 261 |
| 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 | $43,001,000 | 147 |
| Foreign debt securities | $702,000 | 187 |
| Equity securities | $7,234,000 | 525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 8,548 |
| Mortgage-backed securities | $23,275,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $22,943,000 | 1,206 |
| Issued or guaranteed by U.S. | $22,943,000 | 1,184 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $332,000 | 5,186 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 4,984 |
| 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) | $64,603,000 | 651 |
| Available-for-sale securities (fair market value) | $61,994,000 | 1,361 |
| Total debt securities | $118,740,000 | 1,017 |
| 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 | $107,370,000 | 1,209 |
| U.S. Government securities | $68,907,000 | 1,545 |
| U.S. Treasury securities | $52,446,000 | 662 |
| U.S. Government agency obligations | $16,461,000 | 3,746 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $32,230,000 | 337 |
| 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 | $32,230,000 | 205 |
| Foreign debt securities | $897,000 | 201 |
| Equity securities | $5,336,000 | 607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 8,908 |
| Mortgage-backed securities | $10,387,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $9,905,000 | 2,254 |
| Issued or guaranteed by U.S. | $9,905,000 | 2,239 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $482,000 | 5,304 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 5,072 |
| 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) | $77,561,000 | 989 |
| Available-for-sale securities (fair market value) | $29,809,000 | 1,930 |
| Total debt securities | $102,660,000 | 1,232 |
| 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 | $113,764,000 | 1,216 |
| U.S. Government securities | $75,029,000 | 1,487 |
| U.S. Treasury securities | $60,231,000 | 624 |
| U.S. Government agency obligations | $14,798,000 | 4,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $31,269,000 | 417 |
| 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 | $31,269,000 | 255 |
| Foreign debt securities | $1,144,000 | 174 |
| Equity securities | $6,322,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 9,125 |
| Mortgage-backed securities | $9,693,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $9,693,000 | 2,530 |
| Issued or guaranteed by U.S. | $9,693,000 | 2,505 |
| 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 | $107,442,000 | 1,250 |
| 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 | $106,756,000 | 1,261 |
| U.S. Government securities | $76,058,000 | 1,434 |
| U.S. Treasury securities | $54,677,000 | 678 |
| U.S. Government agency obligations | $21,381,000 | 3,069 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $23,485,000 | 562 |
| 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 | $23,485,000 | 369 |
| Foreign debt securities | $801,000 | 210 |
| Equity securities | $6,412,000 | 499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 10,024 |
| Mortgage-backed securities | $15,374,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $5,879,000 | 3,613 |
| Issued or guaranteed by U.S. | $5,879,000 | 3,568 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $9,495,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $9,495,000 | 1,576 |
| 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 | $100,344,000 | 1,314 |
| 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 |