Home > The Canandaigua National Bank and Trust Company > Securities
The Canandaigua National Bank and Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $990,895,000 | 248 |
| U.S. Government securities | $880,204,000 | 202 |
| U.S. Treasury securities | $6,832,000 | 1,642 |
| U.S. Government agency obligations | $873,372,000 | 188 |
| Securities issued by states & political subdivisions | $97,786,000 | 449 |
| Other domestic debt securities | $5,125,000 | 1,333 |
| Privately issued residential mortgage-backed securities | $145,000 | 593 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $4,980,000 | 967 |
| 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 | $810,449,000 | 178 |
| Mortgage-backed securities | $482,311,000 | 243 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $482,166,000 | 155 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $145,000 | 443 |
| 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) | $478,997,000 | 141 |
| Available-for-sale securities (fair market value) | $504,118,000 | 349 |
| Total debt securities | $983,116,000 | 245 |
| Structured notes | ||
| Amortized cost | $46,999,000 | 36 |
| Fair value | $43,885,000 | 35 |
| Trading account assets | $21,500,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $0 | 4,483 |
| U.S. Government securities | $0 | 4,403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,565,090,000 | 62 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $136 | 693 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $11,550,000 | 588 |
| Foreign debt securities | $34,017,000 | 38 |
| Equity securities | $14 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,380 | 3,796 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,000 | 194 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $54 | 2,725 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $179 | 1,568 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $288,725,000 | 31 |
| 2023-03-31 | Rank | |
| Total securities | $1,069,214,000 | 251 |
| U.S. Government securities | $916,909,000 | 210 |
| U.S. Treasury securities | $6,741,000 | 1,790 |
| U.S. Government agency obligations | $910,168,000 | 185 |
| Securities issued by states & political subdivisions | $138,896,000 | 323 |
| Other domestic debt securities | $5,613,000 | 1,340 |
| Privately issued residential mortgage-backed securities | $154,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $5,459,000 | 965 |
| 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 | $760,732,000 | 178 |
| Mortgage-backed securities | $514,868,000 | 242 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $514,714,000 | 162 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $154,000 | 449 |
| 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) | $515,703,000 | 145 |
| Available-for-sale securities (fair market value) | $545,715,000 | 350 |
| Total debt securities | $1,061,418,000 | 248 |
| Structured notes | ||
| Amortized cost | $51,999,000 | 36 |
| Fair value | $48,200,000 | 36 |
| Trading account assets | $20,493,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $1,077,550,000 | 256 |
| U.S. Government securities | $921,820,000 | 217 |
| U.S. Treasury securities | $6,677,000 | 1,842 |
| U.S. Government agency obligations | $915,143,000 | 192 |
| Securities issued by states & political subdivisions | $142,440,000 | 332 |
| Other domestic debt securities | $5,617,000 | 1,360 |
| Privately issued residential mortgage-backed securities | $157,000 | 620 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $5,460,000 | 976 |
| 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 | $384,665,000 | 254 |
| Mortgage-backed securities | $526,148,000 | 245 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $525,991,000 | 167 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $157,000 | 450 |
| 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) | $526,830,000 | 151 |
| Available-for-sale securities (fair market value) | $543,047,000 | 357 |
| Total debt securities | $1,069,878,000 | 255 |
| Structured notes | ||
| Amortized cost | $51,999,000 | 39 |
| Fair value | $47,533,000 | 39 |
| Trading account assets | $25,007,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $1,036,186,000 | 264 |
| U.S. Government securities | $874,962,000 | 226 |
| U.S. Treasury securities | $6,665,000 | 1,867 |
| U.S. Government agency obligations | $868,297,000 | 200 |
| Securities issued by states & political subdivisions | $147,918,000 | 317 |
| Other domestic debt securities | $5,650,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $160,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,490,000 | 968 |
| 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 | $374,523,000 | 243 |
| Mortgage-backed securities | $515,021,000 | 249 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $514,861,000 | 169 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $160,000 | 456 |
| 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) | $515,704,000 | 150 |
| Available-for-sale securities (fair market value) | $512,826,000 | 366 |
| Total debt securities | $1,028,530,000 | 263 |
| Structured notes | ||
| Amortized cost | $46,999,000 | 40 |
| Fair value | $42,140,000 | 41 |
| Trading account assets | $26,573,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $1,060,954,000 | 259 |
| U.S. Government securities | $894,755,000 | 231 |
| U.S. Treasury securities | $6,820,000 | 1,825 |
| U.S. Government agency obligations | $887,935,000 | 207 |
| Securities issued by states & political subdivisions | $152,305,000 | 320 |
| Other domestic debt securities | $5,900,000 | 1,242 |
| Privately issued residential mortgage-backed securities | $200,000 | 614 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,700,000 | 966 |
| 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 | $444,410,000 | 208 |
| Mortgage-backed securities | $520,149,000 | 256 |
| Certificates of participation in pools of residential mortgages | $519,949,000 | 171 |
| Issued or guaranteed by U.S. | $519,949,000 | 171 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $200,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $200,000 | 453 |
| 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) | $520,956,000 | 143 |
| Available-for-sale securities (fair market value) | $532,004,000 | 373 |
| Total debt securities | $1,052,961,000 | 260 |
| Structured notes | ||
| Amortized cost | $46,999,000 | 38 |
| Fair value | $44,252,000 | 38 |
| Trading account assets | $15,232,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $974,892,000 | 280 |
| U.S. Government securities | $778,060,000 | 256 |
| U.S. Treasury securities | $6,892,000 | 1,622 |
| U.S. Government agency obligations | $771,168,000 | 224 |
| Securities issued by states & political subdivisions | $182,495,000 | 265 |
| Other domestic debt securities | $6,063,000 | 1,203 |
| Privately issued residential mortgage-backed securities | $213,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,850,000 | 930 |
| 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 | $589,881,000 | 168 |
| Mortgage-backed securities | $442,227,000 | 295 |
| Certificates of participation in pools of residential mortgages | $442,014,000 | 196 |
| Issued or guaranteed by U.S. | $442,014,000 | 195 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $213,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $213,000 | 433 |
| 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) | $443,542,000 | 141 |
| Available-for-sale securities (fair market value) | $523,076,000 | 389 |
| Total debt securities | $966,618,000 | 279 |
| Structured notes | ||
| Amortized cost | $26,999,000 | 68 |
| Fair value | $25,165,000 | 68 |
| Trading account assets | $11,586,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $822,945,000 | 313 |
| U.S. Government securities | $623,816,000 | 280 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $623,816,000 | 261 |
| Securities issued by states & political subdivisions | $184,129,000 | 275 |
| Other domestic debt securities | $6,323,000 | 1,170 |
| Privately issued residential mortgage-backed securities | $218,000 | 564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,105,000 | 864 |
| 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 | $440,248,000 | 206 |
| Mortgage-backed securities | $304,281,000 | 395 |
| Certificates of participation in pools of residential mortgages | $304,063,000 | 262 |
| Issued or guaranteed by U.S. | $304,063,000 | 262 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $218,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $218,000 | 389 |
| 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) | $2,027,000 | 1,202 |
| Available-for-sale securities (fair market value) | $812,241,000 | 278 |
| Total debt securities | $814,268,000 | 312 |
| Structured notes | ||
| Amortized cost | $20,999,000 | 74 |
| Fair value | $20,409,000 | 75 |
| Trading account assets | $12,331,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $723,729,000 | 334 |
| U.S. Government securities | $530,354,000 | 308 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $530,354,000 | 290 |
| Securities issued by states & political subdivisions | $178,383,000 | 277 |
| Other domestic debt securities | $6,224,000 | 1,122 |
| Privately issued residential mortgage-backed securities | $224,000 | 537 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,000,000 | 822 |
| 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 | $459,888,000 | 198 |
| Mortgage-backed securities | $224,317,000 | 459 |
| Certificates of participation in pools of residential mortgages | $224,093,000 | 303 |
| Issued or guaranteed by U.S. | $224,093,000 | 303 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $224,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $224,000 | 373 |
| 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) | $2,525,000 | 1,130 |
| Available-for-sale securities (fair market value) | $712,436,000 | 298 |
| Total debt securities | $714,961,000 | 333 |
| Structured notes | ||
| Amortized cost | $20,999,000 | 67 |
| Fair value | $20,573,000 | 68 |
| Trading account assets | $14,604,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $648,402,000 | 341 |
| U.S. Government securities | $455,901,000 | 316 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $455,901,000 | 300 |
| Securities issued by states & political subdivisions | $177,472,000 | 268 |
| Other domestic debt securities | $6,228,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $228,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $6,000,000 | 782 |
| 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 | $414,363,000 | 211 |
| Mortgage-backed securities | $160,487,000 | 561 |
| Certificates of participation in pools of residential mortgages | $160,259,000 | 363 |
| Issued or guaranteed by U.S. | $160,259,000 | 359 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $228,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $228,000 | 364 |
| 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) | $3,267,000 | 1,040 |
| Available-for-sale securities (fair market value) | $636,334,000 | 308 |
| Total debt securities | $639,600,000 | 339 |
| Structured notes | ||
| Amortized cost | $17,999,000 | 60 |
| Fair value | $17,601,000 | 60 |
| Trading account assets | $16,446,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $590,290,000 | 348 |
| U.S. Government securities | $291,600,000 | 417 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $291,600,000 | 396 |
| Securities issued by states & political subdivisions | $178,980,000 | 249 |
| Other domestic debt securities | $110,917,000 | 191 |
| Privately issued residential mortgage-backed securities | $104,917,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $6,000,000 | 715 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $449,834,000 | 196 |
| Mortgage-backed securities | $115,439,000 | 684 |
| Certificates of participation in pools of residential mortgages | $115,197,000 | 449 |
| Issued or guaranteed by U.S. | $10,522,000 | 2,098 |
| Privately issued | $104,675,000 | 11 |
| Collaterized mortgage obligations | $242,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $242,000 | 354 |
| 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) | $4,173,000 | 939 |
| Available-for-sale securities (fair market value) | $577,324,000 | 313 |
| Total debt securities | $581,497,000 | 346 |
| Structured notes | ||
| Amortized cost | $14,999,000 | 50 |
| Fair value | $14,484,000 | 51 |
| Trading account assets | $16,777,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $399,938,000 | 431 |
| U.S. Government securities | $209,432,000 | 475 |
| U.S. Treasury securities | $1,004,000 | 980 |
| U.S. Government agency obligations | $208,428,000 | 458 |
| Securities issued by states & political subdivisions | $175,327,000 | 243 |
| Other domestic debt securities | $6,247,000 | 980 |
| Privately issued residential mortgage-backed securities | $247,000 | 528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $6,000,000 | 676 |
| 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 | $307,570,000 | 246 |
| Mortgage-backed securities | $697,000 | 3,842 |
| Certificates of participation in pools of residential mortgages | $450,000 | 3,705 |
| Issued or guaranteed by U.S. | $450,000 | 3,629 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $247,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $247,000 | 348 |
| 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) | $3,190,000 | 1,004 |
| Available-for-sale securities (fair market value) | $387,816,000 | 399 |
| Total debt securities | $391,006,000 | 430 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $23,850,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $389,030,000 | 415 |
| U.S. Government securities | $202,283,000 | 466 |
| U.S. Treasury securities | $3,016,000 | 711 |
| U.S. Government agency obligations | $199,267,000 | 443 |
| Securities issued by states & political subdivisions | $177,514,000 | 217 |
| Other domestic debt securities | $259,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $259,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $342,105,000 | 221 |
| Mortgage-backed securities | $710,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $451,000 | 3,702 |
| Issued or guaranteed by U.S. | $451,000 | 3,626 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $259,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $259,000 | 332 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $7,337,000 | 764 |
| Available-for-sale securities (fair market value) | $372,719,000 | 387 |
| Total debt securities | $380,056,000 | 419 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $28,794,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $387,908,000 | 409 |
| U.S. Government securities | $200,605,000 | 464 |
| U.S. Treasury securities | $3,035,000 | 741 |
| U.S. Government agency obligations | $197,570,000 | 443 |
| Securities issued by states & political subdivisions | $178,064,000 | 201 |
| Other domestic debt securities | $265,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $265,000 | 501 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $316,712,000 | 244 |
| Mortgage-backed securities | $847,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $582,000 | 3,659 |
| Issued or guaranteed by U.S. | $582,000 | 3,574 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $265,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $265,000 | 317 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $9,855,000 | 674 |
| Available-for-sale securities (fair market value) | $369,079,000 | 379 |
| Total debt securities | $378,933,000 | 407 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $29,649,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $394,269,000 | 394 |
| U.S. Government securities | $207,674,000 | 459 |
| U.S. Treasury securities | $3,055,000 | 752 |
| U.S. Government agency obligations | $204,619,000 | 439 |
| Securities issued by states & political subdivisions | $177,309,000 | 178 |
| Other domestic debt securities | $269,000 | 1,837 |
| Privately issued residential mortgage-backed securities | $269,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,502,000 | 215 |
| Mortgage-backed securities | $852,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $583,000 | 3,681 |
| Issued or guaranteed by U.S. | $583,000 | 3,587 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $269,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $269,000 | 327 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $22,997,000 | 441 |
| Available-for-sale securities (fair market value) | $362,255,000 | 377 |
| Total debt securities | $385,260,000 | 393 |
| Structured notes | ||
| Amortized cost | $9,340,000 | 58 |
| Fair value | $9,635,000 | 55 |
| Trading account assets | $30,552,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $379,226,000 | 395 |
| U.S. Government securities | $191,369,000 | 494 |
| U.S. Treasury securities | $3,030,000 | 790 |
| U.S. Government agency obligations | $188,339,000 | 469 |
| Securities issued by states & political subdivisions | $178,836,000 | 163 |
| Other domestic debt securities | $278,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $278,000 | 487 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $333,284,000 | 209 |
| Mortgage-backed securities | $856,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $578,000 | 3,687 |
| Issued or guaranteed by U.S. | $578,000 | 3,601 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $278,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $278,000 | 317 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $24,333,000 | 457 |
| Available-for-sale securities (fair market value) | $346,150,000 | 382 |
| Total debt securities | $370,481,000 | 397 |
| Structured notes | ||
| Amortized cost | $37,923,000 | 20 |
| Fair value | $37,797,000 | 22 |
| Trading account assets | $10,743,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $394,801,000 | 375 |
| U.S. Government securities | $208,751,000 | 453 |
| U.S. Treasury securities | $3,032,000 | 810 |
| U.S. Government agency obligations | $205,719,000 | 433 |
| Securities issued by states & political subdivisions | $176,976,000 | 157 |
| Other domestic debt securities | $290,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $290,000 | 515 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,438,000 | 201 |
| Mortgage-backed securities | $873,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $583,000 | 3,712 |
| Issued or guaranteed by U.S. | $583,000 | 3,626 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $290,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $290,000 | 309 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $28,736,000 | 451 |
| Available-for-sale securities (fair market value) | $357,281,000 | 361 |
| Total debt securities | $386,017,000 | 373 |
| Structured notes | ||
| Amortized cost | $90,518,000 | 11 |
| Fair value | $90,422,000 | 11 |
| Trading account assets | $15,196,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $403,006,000 | 372 |
| U.S. Government securities | $212,113,000 | 457 |
| U.S. Treasury securities | $3,037,000 | 821 |
| U.S. Government agency obligations | $209,076,000 | 441 |
| Securities issued by states & political subdivisions | $181,493,000 | 151 |
| Other domestic debt securities | $311,000 | 1,815 |
| Privately issued residential mortgage-backed securities | $311,000 | 475 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,326,000 | 218 |
| Mortgage-backed securities | $894,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $583,000 | 3,730 |
| Issued or guaranteed by U.S. | $583,000 | 3,657 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $311,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $311,000 | 312 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $33,181,000 | 428 |
| Available-for-sale securities (fair market value) | $360,736,000 | 351 |
| Total debt securities | $393,917,000 | 371 |
| Structured notes | ||
| Amortized cost | $106,021,000 | 11 |
| Fair value | $105,812,000 | 11 |
| Trading account assets | $10,214,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,214,000 | 74 |
| 2019-03-31 | Rank | |
| Total securities | $413,042,000 | 369 |
| U.S. Government securities | $211,298,000 | 462 |
| U.S. Treasury securities | $3,019,000 | 845 |
| U.S. Government agency obligations | $208,279,000 | 445 |
| Securities issued by states & political subdivisions | $192,560,000 | 152 |
| Other domestic debt securities | $314,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $314,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,264,000 | 197 |
| Mortgage-backed securities | $890,000 | 3,910 |
| Certificates of participation in pools of residential mortgages | $576,000 | 3,767 |
| Issued or guaranteed by U.S. | $576,000 | 3,687 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $314,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $314,000 | 325 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $52,267,000 | 330 |
| Available-for-sale securities (fair market value) | $351,905,000 | 364 |
| Total debt securities | $404,170,000 | 365 |
| Structured notes | ||
| Amortized cost | $120,818,000 | 11 |
| Fair value | $119,863,000 | 11 |
| Trading account assets | $4,526,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,526,000 | 86 |
| 2018-12-31 | Rank | |
| Total securities | $406,690,000 | 374 |
| U.S. Government securities | $206,463,000 | 469 |
| U.S. Treasury securities | $2,011,000 | 971 |
| U.S. Government agency obligations | $204,452,000 | 452 |
| Securities issued by states & political subdivisions | $191,192,000 | 156 |
| Other domestic debt securities | $318,000 | 1,808 |
| Privately issued residential mortgage-backed securities | $318,000 | 457 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,255,000 | 245 |
| Mortgage-backed securities | $895,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $577,000 | 3,800 |
| Issued or guaranteed by U.S. | $577,000 | 3,734 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $318,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $318,000 | 325 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $55,276,000 | 339 |
| Available-for-sale securities (fair market value) | $342,697,000 | 380 |
| Total debt securities | $397,974,000 | 373 |
| Structured notes | ||
| Amortized cost | $128,289,000 | 11 |
| Fair value | $126,681,000 | 11 |
| Trading account assets | $4,306,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,306,000 | 79 |
| 2018-09-30 | Rank | |
| Total securities | $396,386,000 | 382 |
| U.S. Government securities | $202,156,000 | 481 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $202,156,000 | 447 |
| Securities issued by states & political subdivisions | $184,911,000 | 160 |
| Other domestic debt securities | $354,000 | 1,762 |
| Privately issued residential mortgage-backed securities | $354,000 | 398 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,965,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $282,950,000 | 243 |
| Mortgage-backed securities | $935,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $581,000 | 3,846 |
| Issued or guaranteed by U.S. | $581,000 | 3,820 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $354,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $354,000 | 322 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $56,745,000 | 346 |
| Available-for-sale securities (fair market value) | $339,641,000 | 380 |
| Total debt securities | $387,411,000 | 381 |
| Structured notes | ||
| Amortized cost | $128,289,000 | 11 |
| Fair value | $125,306,000 | 11 |
| Trading account assets | $5,052,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,052,000 | 84 |
| 2018-06-30 | Rank | |
| Total securities | $400,336,000 | 383 |
| U.S. Government securities | $77,006,000 | 1,071 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $77,006,000 | 1,019 |
| Securities issued by states & political subdivisions | $188,824,000 | 163 |
| Other domestic debt securities | $126,035,000 | 117 |
| Privately issued residential mortgage-backed securities | $385,000 | 633 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $125,650,000 | 28 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,471,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,367,000 | 235 |
| Mortgage-backed securities | $977,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $592,000 | 3,893 |
| Issued or guaranteed by U.S. | $592,000 | 3,731 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $385,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $385,000 | 325 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $65,061,000 | 308 |
| Available-for-sale securities (fair market value) | $335,275,000 | 385 |
| Total debt securities | $391,864,000 | 383 |
| Structured notes | ||
| Amortized cost | $128,289,000 | 10 |
| Fair value | $125,650,000 | 11 |
| Trading account assets | $3,471,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,471,000 | 90 |
| 2018-03-31 | Rank | |
| Total securities | $392,607,000 | 394 |
| U.S. Government securities | $194,773,000 | 495 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $194,773,000 | 465 |
| Securities issued by states & political subdivisions | $191,422,000 | 162 |
| Other domestic debt securities | $397,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $397,000 | 363 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,015,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,659,000 | 230 |
| Mortgage-backed securities | $994,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $597,000 | 3,938 |
| Issued or guaranteed by U.S. | $597,000 | 3,930 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $397,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $397,000 | 337 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $81,115,000 | 275 |
| Available-for-sale securities (fair market value) | $311,492,000 | 412 |
| Total debt securities | $386,592,000 | 389 |
| Structured notes | ||
| Amortized cost | $122,788,000 | 10 |
| Fair value | $120,474,000 | 10 |
| Trading account assets | $3,553,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $3,553,000 | 84 |
| Revaluation losses on off-balance sheet contracts | $3,553,000 | 87 |
| 2017-12-31 | Rank | |
| Total securities | $390,183,000 | 395 |
| U.S. Government securities | $191,228,000 | 506 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $191,228,000 | 477 |
| Securities issued by states & political subdivisions | $193,944,000 | 163 |
| Other domestic debt securities | $420,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $420,000 | 361 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,591,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,176,000 | 290 |
| Mortgage-backed securities | $1,024,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $604,000 | 3,979 |
| Issued or guaranteed by U.S. | $604,000 | 3,972 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $420,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $420,000 | 339 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $85,173,000 | 273 |
| Available-for-sale securities (fair market value) | $305,010,000 | 419 |
| Total debt securities | $385,591,000 | 391 |
| Structured notes | ||
| Amortized cost | $119,788,000 | 11 |
| Fair value | $118,262,000 | 11 |
| Trading account assets | $2,530,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $2,530,000 | 88 |
| Revaluation losses on off-balance sheet contracts | $2,530,000 | 89 |
| 2017-09-30 | Rank | |
| Total securities | $371,150,000 | 415 |
| U.S. Government securities | $182,893,000 | 527 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $182,893,000 | 493 |
| Securities issued by states & political subdivisions | $183,211,000 | 170 |
| Other domestic debt securities | $425,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $425,000 | 364 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,621,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,380,000 | 263 |
| Mortgage-backed securities | $1,043,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $618,000 | 4,015 |
| Issued or guaranteed by U.S. | $618,000 | 4,010 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $425,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $425,000 | 343 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $90,844,000 | 267 |
| Available-for-sale securities (fair market value) | $280,306,000 | 451 |
| Total debt securities | $366,529,000 | 410 |
| Structured notes | ||
| Amortized cost | $116,788,000 | 11 |
| Fair value | $115,655,000 | 11 |
| Trading account assets | $2,176,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $2,176,000 | 93 |
| Revaluation losses on off-balance sheet contracts | $2,176,000 | 93 |
| 2017-06-30 | Rank | |
| Total securities | $347,759,000 | 441 |
| U.S. Government securities | $163,940,000 | 578 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $163,940,000 | 548 |
| Securities issued by states & political subdivisions | $178,767,000 | 177 |
| Other domestic debt securities | $435,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $435,000 | 372 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,617,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,591,000 | 268 |
| Mortgage-backed securities | $1,059,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $624,000 | 4,050 |
| Issued or guaranteed by U.S. | $624,000 | 4,044 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $435,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $435,000 | 351 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $98,577,000 | 255 |
| Available-for-sale securities (fair market value) | $249,182,000 | 515 |
| Total debt securities | $343,143,000 | 438 |
| Structured notes | ||
| Amortized cost | $108,671,000 | 12 |
| Fair value | $107,565,000 | 12 |
| Trading account assets | $2,290,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $2,290,000 | 91 |
| Revaluation losses on off-balance sheet contracts | $2,290,000 | 91 |
| 2017-03-31 | Rank | |
| Total securities | $350,742,000 | 445 |
| U.S. Government securities | $156,887,000 | 611 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $156,887,000 | 577 |
| Securities issued by states & political subdivisions | $189,817,000 | 160 |
| Other domestic debt securities | $441,000 | 1,883 |
| Privately issued residential mortgage-backed securities | $441,000 | 402 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,597,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $303,475,000 | 242 |
| Mortgage-backed securities | $1,066,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $625,000 | 4,113 |
| Issued or guaranteed by U.S. | $625,000 | 4,109 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $441,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $441,000 | 382 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $120,831,000 | 234 |
| Available-for-sale securities (fair market value) | $229,911,000 | 564 |
| Total debt securities | $347,145,000 | 441 |
| Structured notes | ||
| Amortized cost | $106,011,000 | 14 |
| Fair value | $104,644,000 | 14 |
| Trading account assets | $2,467,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $2,467,000 | 84 |
| Revaluation losses on off-balance sheet contracts | $2,467,000 | 86 |
| 2016-12-31 | Rank | |
| Total securities | $326,180,000 | 464 |
| U.S. Government securities | $132,326,000 | 713 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $132,326,000 | 673 |
| Securities issued by states & political subdivisions | $189,804,000 | 156 |
| Other domestic debt securities | $453,000 | 1,894 |
| Privately issued residential mortgage-backed securities | $453,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $3,597,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,510,000 | 292 |
| Mortgage-backed securities | $1,084,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $631,000 | 4,143 |
| Issued or guaranteed by U.S. | $631,000 | 4,137 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $453,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $453,000 | 396 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $124,349,000 | 226 |
| Available-for-sale securities (fair market value) | $201,831,000 | 629 |
| Total debt securities | $322,581,000 | 465 |
| Structured notes | ||
| Amortized cost | $83,171,000 | 16 |
| Fair value | $81,660,000 | 17 |
| Trading account assets | $2,071,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $2,071,000 | 91 |
| Revaluation losses on off-balance sheet contracts | $2,071,000 | 89 |
| 2016-09-30 | Rank | |
| Total securities | $330,039,000 | 465 |
| U.S. Government securities | $136,921,000 | 681 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $136,921,000 | 654 |
| Securities issued by states & political subdivisions | $188,935,000 | 158 |
| Other domestic debt securities | $470,000 | 1,901 |
| Privately issued residential mortgage-backed securities | $470,000 | 422 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $3,713,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,194,000 | 295 |
| Mortgage-backed securities | $1,228,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $758,000 | 4,133 |
| Issued or guaranteed by U.S. | $758,000 | 4,130 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $470,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $470,000 | 401 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $130,936,000 | 220 |
| Available-for-sale securities (fair market value) | $199,103,000 | 639 |
| Total debt securities | $326,325,000 | 463 |
| Structured notes | ||
| Amortized cost | $89,121,000 | 15 |
| Fair value | $89,002,000 | 15 |
| 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 | $322,064,000 | 484 |
| U.S. Government securities | $128,853,000 | 729 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $128,853,000 | 698 |
| Securities issued by states & political subdivisions | $188,998,000 | 156 |
| Other domestic debt securities | $483,000 | 1,930 |
| Privately issued residential mortgage-backed securities | $483,000 | 436 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $3,730,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,096,000 | 309 |
| Mortgage-backed securities | $1,385,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $902,000 | 4,121 |
| Issued or guaranteed by U.S. | $902,000 | 4,116 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $483,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $483,000 | 411 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $137,614,000 | 216 |
| Available-for-sale securities (fair market value) | $184,450,000 | 695 |
| Total debt securities | $318,334,000 | 479 |
| Structured notes | ||
| Amortized cost | $80,716,000 | 20 |
| Fair value | $80,748,000 | 20 |
| 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 | $308,716,000 | 504 |
| U.S. Government securities | $123,810,000 | 765 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $123,810,000 | 732 |
| Securities issued by states & political subdivisions | $181,697,000 | 159 |
| Other domestic debt securities | $497,000 | 1,927 |
| Privately issued residential mortgage-backed securities | $497,000 | 430 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,712,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,309,000 | 299 |
| Mortgage-backed securities | $1,662,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 4,038 |
| Issued or guaranteed by U.S. | $1,165,000 | 4,033 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $497,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $497,000 | 409 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $160,832,000 | 187 |
| Available-for-sale securities (fair market value) | $147,884,000 | 859 |
| Total debt securities | $306,003,000 | 500 |
| Structured notes | ||
| Amortized cost | $86,942,000 | 22 |
| Fair value | $86,997,000 | 22 |
| 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 | $311,916,000 | 498 |
| U.S. Government securities | $128,935,000 | 762 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $128,935,000 | 729 |
| Securities issued by states & political subdivisions | $179,789,000 | 159 |
| Other domestic debt securities | $517,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $517,000 | 422 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,675,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,885,000 | 348 |
| Mortgage-backed securities | $1,673,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $1,156,000 | 4,073 |
| Issued or guaranteed by U.S. | $1,156,000 | 4,069 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $517,000 | 2,823 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $517,000 | 403 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $165,592,000 | 187 |
| Available-for-sale securities (fair market value) | $146,324,000 | 869 |
| Total debt securities | $309,240,000 | 497 |
| Structured notes | ||
| Amortized cost | $109,268,000 | 16 |
| Fair value | $109,003,000 | 16 |
| 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 | $289,149,000 | 533 |
| U.S. Government securities | $109,597,000 | 880 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $109,597,000 | 841 |
| Securities issued by states & political subdivisions | $176,822,000 | 161 |
| Other domestic debt securities | $530,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $530,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,200,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,291,000 | 307 |
| Mortgage-backed securities | $1,962,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $1,432,000 | 4,026 |
| Issued or guaranteed by U.S. | $1,432,000 | 4,021 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $530,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $530,000 | 405 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $171,948,000 | 181 |
| Available-for-sale securities (fair market value) | $117,201,000 | 1,068 |
| Total debt securities | $286,943,000 | 530 |
| Structured notes | ||
| Amortized cost | $97,604,000 | 19 |
| Fair value | $97,700,000 | 20 |
| 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 | $296,316,000 | 525 |
| U.S. Government securities | $111,830,000 | 888 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $111,830,000 | 847 |
| Securities issued by states & political subdivisions | $181,748,000 | 145 |
| Other domestic debt securities | $558,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $558,000 | 434 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,180,000 | 389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,881,000 | 306 |
| Mortgage-backed securities | $2,185,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $1,627,000 | 4,053 |
| Issued or guaranteed by U.S. | $1,627,000 | 4,048 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $558,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $558,000 | 413 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $179,024,000 | 171 |
| Available-for-sale securities (fair market value) | $117,292,000 | 1,086 |
| Total debt securities | $294,136,000 | 524 |
| Structured notes | ||
| Amortized cost | $102,356,000 | 23 |
| Fair value | $101,808,000 | 23 |
| 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 | $285,027,000 | 543 |
| U.S. Government securities | $101,310,000 | 966 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $101,310,000 | 924 |
| Securities issued by states & political subdivisions | $180,945,000 | 139 |
| Other domestic debt securities | $564,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $564,000 | 470 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,208,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,486,000 | 307 |
| Mortgage-backed securities | $2,227,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $1,663,000 | 4,102 |
| Issued or guaranteed by U.S. | $1,663,000 | 4,095 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $564,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $564,000 | 446 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $173,820,000 | 177 |
| Available-for-sale securities (fair market value) | $111,207,000 | 1,146 |
| Total debt securities | $282,817,000 | 540 |
| Structured notes | ||
| Amortized cost | $91,189,000 | 31 |
| Fair value | $91,181,000 | 31 |
| 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 | $275,730,000 | 561 |
| U.S. Government securities | $88,138,000 | 1,112 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $88,138,000 | 1,055 |
| Securities issued by states & political subdivisions | $184,799,000 | 130 |
| Other domestic debt securities | $605,000 | 1,902 |
| Privately issued residential mortgage-backed securities | $605,000 | 464 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,188,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,905,000 | 361 |
| Mortgage-backed securities | $2,261,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 4,173 |
| Issued or guaranteed by U.S. | $1,656,000 | 4,166 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $605,000 | 2,969 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $605,000 | 438 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $181,559,000 | 171 |
| Available-for-sale securities (fair market value) | $94,171,000 | 1,356 |
| Total debt securities | $273,536,000 | 556 |
| Structured notes | ||
| Amortized cost | $79,312,000 | 34 |
| Fair value | $79,130,000 | 34 |
| 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 | $287,878,000 | 532 |
| U.S. Government securities | $107,379,000 | 930 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $107,379,000 | 894 |
| Securities issued by states & political subdivisions | $177,712,000 | 139 |
| Other domestic debt securities | $617,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $617,000 | 488 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,170,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,782,000 | 308 |
| Mortgage-backed securities | $2,374,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $1,757,000 | 4,238 |
| Issued or guaranteed by U.S. | $1,757,000 | 4,234 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $617,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $617,000 | 465 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $178,571,000 | 172 |
| Available-for-sale securities (fair market value) | $109,307,000 | 1,170 |
| Total debt securities | $285,708,000 | 528 |
| Structured notes | ||
| Amortized cost | $95,694,000 | 34 |
| Fair value | $95,247,000 | 35 |
| 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 | $285,671,000 | 541 |
| U.S. Government securities | $103,086,000 | 987 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $103,086,000 | 950 |
| Securities issued by states & political subdivisions | $179,766,000 | 138 |
| Other domestic debt securities | $643,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $643,000 | 488 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,176,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,140,000 | 336 |
| Mortgage-backed securities | $2,418,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $1,775,000 | 4,285 |
| Issued or guaranteed by U.S. | $1,775,000 | 4,282 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $643,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $643,000 | 467 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $172,191,000 | 177 |
| Available-for-sale securities (fair market value) | $113,480,000 | 1,148 |
| Total debt securities | $283,495,000 | 534 |
| Structured notes | ||
| Amortized cost | $91,546,000 | 37 |
| Fair value | $90,941,000 | 37 |
| 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 | $288,796,000 | 533 |
| U.S. Government securities | $93,916,000 | 1,091 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $93,916,000 | 1,043 |
| Securities issued by states & political subdivisions | $192,069,000 | 120 |
| Other domestic debt securities | $664,000 | 2,041 |
| Privately issued residential mortgage-backed securities | $664,000 | 512 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,147,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,992,000 | 293 |
| Mortgage-backed securities | $2,431,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $1,767,000 | 4,324 |
| Issued or guaranteed by U.S. | $1,767,000 | 4,320 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $664,000 | 3,061 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $664,000 | 489 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $174,647,000 | 170 |
| Available-for-sale securities (fair market value) | $114,149,000 | 1,151 |
| Total debt securities | $286,648,000 | 531 |
| Structured notes | ||
| Amortized cost | $83,378,000 | 41 |
| Fair value | $81,840,000 | 42 |
| 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 | $292,461,000 | 524 |
| U.S. Government securities | $92,717,000 | 1,090 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $92,717,000 | 1,042 |
| Securities issued by states & political subdivisions | $196,923,000 | 115 |
| Other domestic debt securities | $686,000 | 2,082 |
| Privately issued residential mortgage-backed securities | $686,000 | 540 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,135,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,696,000 | 337 |
| Mortgage-backed securities | $2,445,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $1,759,000 | 4,345 |
| Issued or guaranteed by U.S. | $1,759,000 | 4,339 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $686,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $686,000 | 514 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $179,803,000 | 162 |
| Available-for-sale securities (fair market value) | $112,658,000 | 1,155 |
| Total debt securities | $290,326,000 | 517 |
| Structured notes | ||
| Amortized cost | $82,664,000 | 42 |
| Fair value | $79,768,000 | 42 |
| 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 | $290,532,000 | 531 |
| U.S. Government securities | $84,173,000 | 1,193 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $84,173,000 | 1,147 |
| Securities issued by states & political subdivisions | $203,472,000 | 106 |
| Other domestic debt securities | $719,000 | 2,115 |
| Privately issued residential mortgage-backed securities | $719,000 | 564 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,168,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,112,000 | 298 |
| Mortgage-backed securities | $2,499,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $1,780,000 | 4,368 |
| Issued or guaranteed by U.S. | $1,780,000 | 4,361 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $719,000 | 3,054 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $719,000 | 539 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $182,039,000 | 150 |
| Available-for-sale securities (fair market value) | $108,493,000 | 1,223 |
| Total debt securities | $288,365,000 | 526 |
| Structured notes | ||
| Amortized cost | $77,972,000 | 42 |
| Fair value | $75,601,000 | 42 |
| 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 | $272,274,000 | 568 |
| U.S. Government securities | $69,273,000 | 1,425 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $69,273,000 | 1,383 |
| Securities issued by states & political subdivisions | $200,082,000 | 105 |
| Other domestic debt securities | $741,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $741,000 | 566 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,178,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,743,000 | 294 |
| Mortgage-backed securities | $2,509,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 4,341 |
| Issued or guaranteed by U.S. | $1,768,000 | 4,337 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $741,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $741,000 | 541 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $171,322,000 | 147 |
| Available-for-sale securities (fair market value) | $100,952,000 | 1,334 |
| Total debt securities | $270,098,000 | 565 |
| Structured notes | ||
| Amortized cost | $64,159,000 | 50 |
| Fair value | $62,192,000 | 50 |
| 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 | $285,742,000 | 549 |
| U.S. Government securities | $69,801,000 | 1,439 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $69,801,000 | 1,396 |
| Securities issued by states & political subdivisions | $212,931,000 | 96 |
| Other domestic debt securities | $759,000 | 2,138 |
| Privately issued residential mortgage-backed securities | $759,000 | 586 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,251,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,966,000 | 272 |
| Mortgage-backed securities | $2,589,000 | 4,585 |
| Certificates of participation in pools of residential mortgages | $1,830,000 | 4,356 |
| Issued or guaranteed by U.S. | $1,830,000 | 4,353 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $759,000 | 3,116 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $759,000 | 565 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $176,539,000 | 136 |
| Available-for-sale securities (fair market value) | $109,203,000 | 1,262 |
| Total debt securities | $283,490,000 | 544 |
| Structured notes | ||
| Amortized cost | $59,990,000 | 54 |
| Fair value | $59,896,000 | 55 |
| 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 | $276,978,000 | 545 |
| U.S. Government securities | $60,180,000 | 1,611 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $60,180,000 | 1,558 |
| Securities issued by states & political subdivisions | $213,751,000 | 92 |
| Other domestic debt securities | $780,000 | 2,137 |
| Privately issued residential mortgage-backed securities | $780,000 | 618 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,267,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,010,000 | 323 |
| Mortgage-backed securities | $2,621,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $1,841,000 | 4,386 |
| Issued or guaranteed by U.S. | $1,841,000 | 4,386 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $780,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $780,000 | 598 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $175,849,000 | 135 |
| Available-for-sale securities (fair market value) | $101,129,000 | 1,325 |
| Total debt securities | $274,711,000 | 544 |
| Structured notes | ||
| Amortized cost | $44,661,000 | 87 |
| Fair value | $44,551,000 | 86 |
| 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 | $277,478,000 | 558 |
| U.S. Government securities | $55,524,000 | 1,749 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $55,524,000 | 1,709 |
| Securities issued by states & political subdivisions | $218,853,000 | 87 |
| Other domestic debt securities | $808,000 | 2,185 |
| Privately issued residential mortgage-backed securities | $808,000 | 652 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,293,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,383,000 | 279 |
| Mortgage-backed securities | $2,722,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $1,914,000 | 4,488 |
| Issued or guaranteed by U.S. | $1,914,000 | 4,486 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $808,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $808,000 | 628 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $177,836,000 | 132 |
| Available-for-sale securities (fair market value) | $99,642,000 | 1,356 |
| Total debt securities | $275,185,000 | 556 |
| Structured notes | ||
| Amortized cost | $39,783,000 | 102 |
| Fair value | $39,785,000 | 101 |
| 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 | $266,523,000 | 588 |
| U.S. Government securities | $52,034,000 | 1,843 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $52,034,000 | 1,801 |
| Securities issued by states & political subdivisions | $211,396,000 | 89 |
| Other domestic debt securities | $818,000 | 2,177 |
| Privately issued residential mortgage-backed securities | $818,000 | 697 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,275,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,422,000 | 297 |
| Mortgage-backed securities | $2,735,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $1,917,000 | 4,513 |
| Issued or guaranteed by U.S. | $1,917,000 | 4,512 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $818,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $818,000 | 671 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $168,073,000 | 137 |
| Available-for-sale securities (fair market value) | $98,450,000 | 1,373 |
| Total debt securities | $264,248,000 | 579 |
| Structured notes | ||
| Amortized cost | $39,027,000 | 106 |
| Fair value | $39,022,000 | 105 |
| 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 | $271,223,000 | 588 |
| U.S. Government securities | $51,311,000 | 1,921 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $51,311,000 | 1,873 |
| Securities issued by states & political subdivisions | $217,828,000 | 77 |
| Other domestic debt securities | $828,000 | 2,146 |
| Privately issued residential mortgage-backed securities | $828,000 | 734 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,256,000 | 518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,392,000 | 282 |
| Mortgage-backed securities | $2,869,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $2,041,000 | 4,490 |
| Issued or guaranteed by U.S. | $2,041,000 | 4,487 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $828,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $828,000 | 711 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $165,464,000 | 137 |
| Available-for-sale securities (fair market value) | $105,759,000 | 1,303 |
| Total debt securities | $269,967,000 | 584 |
| Structured notes | ||
| Amortized cost | $37,250,000 | 138 |
| Fair value | $37,174,000 | 139 |
| 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 | $280,037,000 | 544 |
| U.S. Government securities | $57,132,000 | 1,696 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $57,132,000 | 1,655 |
| Securities issued by states & political subdivisions | $220,777,000 | 77 |
| Other domestic debt securities | $870,000 | 2,102 |
| Privately issued residential mortgage-backed securities | $870,000 | 808 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,258,000 | 501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,257,000 | 296 |
| Mortgage-backed securities | $2,924,000 | 4,673 |
| Certificates of participation in pools of residential mortgages | $2,054,000 | 4,425 |
| Issued or guaranteed by U.S. | $2,054,000 | 4,418 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $870,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $870,000 | 769 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $167,225,000 | 134 |
| Available-for-sale securities (fair market value) | $112,812,000 | 1,186 |
| Total debt securities | $278,779,000 | 539 |
| Structured notes | ||
| Amortized cost | $34,859,000 | 142 |
| Fair value | $34,923,000 | 141 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $268,751,000 | 553 |
| U.S. Government securities | $50,926,000 | 1,819 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $50,926,000 | 1,772 |
| Securities issued by states & political subdivisions | $215,682,000 | 77 |
| Other domestic debt securities | $878,000 | 2,089 |
| Privately issued residential mortgage-backed securities | $878,000 | 833 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,265,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,536,000 | 273 |
| Mortgage-backed securities | $2,932,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $2,054,000 | 4,376 |
| Issued or guaranteed by U.S. | $2,054,000 | 4,363 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $878,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $878,000 | 790 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $157,670,000 | 135 |
| Available-for-sale securities (fair market value) | $111,081,000 | 1,158 |
| Total debt securities | $267,486,000 | 549 |
| Structured notes | ||
| Amortized cost | $21,687,000 | 241 |
| Fair value | $21,698,000 | 243 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $266,914,000 | 555 |
| U.S. Government securities | $56,601,000 | 1,674 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $56,601,000 | 1,626 |
| Securities issued by states & political subdivisions | $208,190,000 | 82 |
| Other domestic debt securities | $890,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $890,000 | 851 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,233,000 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,540,000 | 295 |
| Mortgage-backed securities | $2,902,000 | 4,618 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 4,388 |
| Issued or guaranteed by U.S. | $2,012,000 | 4,378 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $890,000 | 3,133 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $890,000 | 808 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $150,254,000 | 140 |
| Available-for-sale securities (fair market value) | $116,660,000 | 1,102 |
| Total debt securities | $265,681,000 | 546 |
| Structured notes | ||
| Amortized cost | $41,828,000 | 138 |
| Fair value | $41,632,000 | 138 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $273,350,000 | 537 |
| U.S. Government securities | $53,964,000 | 1,748 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $53,964,000 | 1,693 |
| Securities issued by states & political subdivisions | $217,266,000 | 73 |
| Other domestic debt securities | $904,000 | 2,070 |
| Privately issued residential mortgage-backed securities | $904,000 | 880 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,216,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,717,000 | 273 |
| Mortgage-backed securities | $2,879,000 | 4,582 |
| Certificates of participation in pools of residential mortgages | $1,975,000 | 4,344 |
| Issued or guaranteed by U.S. | $1,975,000 | 4,334 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $904,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $904,000 | 840 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $160,221,000 | 133 |
| Available-for-sale securities (fair market value) | $113,129,000 | 1,128 |
| Total debt securities | $272,134,000 | 532 |
| Structured notes | ||
| Amortized cost | $37,727,000 | 160 |
| Fair value | $37,200,000 | 163 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $268,270,000 | 524 |
| U.S. Government securities | $50,214,000 | 1,757 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $50,214,000 | 1,696 |
| Securities issued by states & political subdivisions | $215,925,000 | 74 |
| Other domestic debt securities | $911,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $911,000 | 933 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,220,000 | 535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,846,000 | 321 |
| Mortgage-backed securities | $2,907,000 | 4,521 |
| Certificates of participation in pools of residential mortgages | $1,996,000 | 4,238 |
| Issued or guaranteed by U.S. | $1,996,000 | 4,232 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $911,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $911,000 | 890 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $155,881,000 | 135 |
| Available-for-sale securities (fair market value) | $112,389,000 | 1,088 |
| Total debt securities | $267,050,000 | 521 |
| Structured notes | ||
| Amortized cost | $33,721,000 | 163 |
| Fair value | $33,357,000 | 161 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $267,834,000 | 500 |
| U.S. Government securities | $49,312,000 | 1,755 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $49,312,000 | 1,691 |
| Securities issued by states & political subdivisions | $216,421,000 | 76 |
| Other domestic debt securities | $852,000 | 2,296 |
| Privately issued residential mortgage-backed securities | $852,000 | 1,027 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,249,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,413,000 | 259 |
| Mortgage-backed securities | $2,883,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $2,031,000 | 4,220 |
| Issued or guaranteed by U.S. | $2,031,000 | 4,213 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $852,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $852,000 | 980 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $154,394,000 | 128 |
| Available-for-sale securities (fair market value) | $113,440,000 | 1,042 |
| Total debt securities | $266,585,000 | 496 |
| Structured notes | ||
| Amortized cost | $35,012,000 | 146 |
| Fair value | $35,165,000 | 147 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $269,450,000 | 489 |
| U.S. Government securities | $49,452,000 | 1,773 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $49,452,000 | 1,713 |
| Securities issued by states & political subdivisions | $217,898,000 | 70 |
| Other domestic debt securities | $860,000 | 2,286 |
| Privately issued residential mortgage-backed securities | $860,000 | 1,062 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,240,000 | 599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,752,000 | 286 |
| Mortgage-backed securities | $2,880,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $2,020,000 | 4,282 |
| Issued or guaranteed by U.S. | $2,020,000 | 4,273 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $860,000 | 2,981 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $860,000 | 1,023 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $155,383,000 | 133 |
| Available-for-sale securities (fair market value) | $114,067,000 | 1,021 |
| Total debt securities | $268,210,000 | 483 |
| Structured notes | ||
| Amortized cost | $34,081,000 | 156 |
| Fair value | $34,283,000 | 157 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $273,939,000 | 482 |
| U.S. Government securities | $38,055,000 | 2,248 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $38,055,000 | 2,183 |
| Securities issued by states & political subdivisions | $233,837,000 | 67 |
| Other domestic debt securities | $829,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $829,000 | 1,115 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,218,000 | 596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,376,000 | 262 |
| Mortgage-backed securities | $2,800,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $1,971,000 | 4,427 |
| Issued or guaranteed by U.S. | $1,971,000 | 4,419 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $829,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $829,000 | 1,069 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $158,229,000 | 125 |
| Available-for-sale securities (fair market value) | $115,710,000 | 1,012 |
| Total debt securities | $272,721,000 | 475 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $274,945,000 | 471 |
| U.S. Government securities | $34,753,000 | 2,387 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,753,000 | 2,316 |
| Securities issued by states & political subdivisions | $238,229,000 | 62 |
| Other domestic debt securities | $755,000 | 2,462 |
| Privately issued residential mortgage-backed securities | $755,000 | 1,178 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,208,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,826,000 | 344 |
| Mortgage-backed securities | $2,712,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $1,957,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,957,000 | 4,514 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $755,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $755,000 | 1,129 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $159,183,000 | 121 |
| Available-for-sale securities (fair market value) | $115,762,000 | 980 |
| Total debt securities | $273,737,000 | 468 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $277,902,000 | 472 |
| U.S. Government securities | $35,685,000 | 2,317 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $35,685,000 | 2,254 |
| Securities issued by states & political subdivisions | $240,113,000 | 64 |
| Other domestic debt securities | $879,000 | 2,490 |
| Privately issued residential mortgage-backed securities | $696,000 | 1,263 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $183,000 | 2,122 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,225,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,609,000 | 273 |
| Mortgage-backed securities | $2,689,000 | 4,857 |
| Certificates of participation in pools of residential mortgages | $1,993,000 | 4,605 |
| Issued or guaranteed by U.S. | $1,993,000 | 4,596 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $696,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $696,000 | 1,207 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $160,295,000 | 128 |
| Available-for-sale securities (fair market value) | $117,607,000 | 943 |
| Total debt securities | $276,677,000 | 461 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $258,279,000 | 499 |
| U.S. Government securities | $20,755,000 | 3,390 |
| U.S. Treasury securities | $1,000,000 | 711 |
| U.S. Government agency obligations | $19,755,000 | 3,428 |
| Securities issued by states & political subdivisions | $235,418,000 | 65 |
| Other domestic debt securities | $899,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $716,000 | 1,284 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $183,000 | 2,216 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,207,000 | 715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,958,000 | 324 |
| Mortgage-backed securities | $727,000 | 5,676 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,120 |
| Issued or guaranteed by U.S. | $11,000 | 6,098 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $716,000 | 3,073 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $716,000 | 1,222 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $157,694,000 | 127 |
| Available-for-sale securities (fair market value) | $100,585,000 | 1,077 |
| Total debt securities | $257,072,000 | 485 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $256,971,000 | 499 |
| U.S. Government securities | $22,740,000 | 3,223 |
| U.S. Treasury securities | $3,000,000 | 419 |
| U.S. Government agency obligations | $19,740,000 | 3,489 |
| Securities issued by states & political subdivisions | $232,227,000 | 63 |
| Other domestic debt securities | $794,000 | 2,506 |
| Privately issued residential mortgage-backed securities | $610,000 | 1,337 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $184,000 | 2,341 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,210,000 | 712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,571,000 | 285 |
| Mortgage-backed securities | $622,000 | 5,806 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,173 |
| Issued or guaranteed by U.S. | $12,000 | 6,156 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $610,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $610,000 | 1,278 |
| 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) | $158,946,000 | 130 |
| Available-for-sale securities (fair market value) | $98,025,000 | 1,104 |
| Total debt securities | $255,761,000 | 489 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $255,678,000 | 486 |
| U.S. Government securities | $25,838,000 | 2,966 |
| U.S. Treasury securities | $4,999,000 | 283 |
| U.S. Government agency obligations | $20,839,000 | 3,384 |
| Securities issued by states & political subdivisions | $227,918,000 | 64 |
| Other domestic debt securities | $724,000 | 2,507 |
| Privately issued residential mortgage-backed securities | $540,000 | 1,300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $184,000 | 2,269 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,198,000 | 686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,030,000 | 343 |
| Mortgage-backed securities | $552,000 | 5,840 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,207 |
| Issued or guaranteed by U.S. | $12,000 | 6,186 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $540,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $540,000 | 1,243 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $161,738,000 | 123 |
| Available-for-sale securities (fair market value) | $93,940,000 | 1,132 |
| Total debt securities | $254,480,000 | 474 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $254,830,000 | 479 |
| U.S. Government securities | $33,556,000 | 2,367 |
| U.S. Treasury securities | $6,998,000 | 231 |
| U.S. Government agency obligations | $26,558,000 | 2,785 |
| Securities issued by states & political subdivisions | $220,252,000 | 68 |
| Other domestic debt securities | $427,000 | 2,754 |
| Privately issued residential mortgage-backed securities | $427,000 | 1,329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $595,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,491,000 | 350 |
| Mortgage-backed securities | $440,000 | 5,891 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,232 |
| Issued or guaranteed by U.S. | $13,000 | 6,211 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $427,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $427,000 | 1,270 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $161,336,000 | 126 |
| Available-for-sale securities (fair market value) | $93,494,000 | 1,098 |
| Total debt securities | $254,235,000 | 470 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $247,678,000 | 506 |
| U.S. Government securities | $40,647,000 | 2,037 |
| U.S. Treasury securities | $6,998,000 | 216 |
| U.S. Government agency obligations | $33,649,000 | 2,337 |
| Securities issued by states & political subdivisions | $206,042,000 | 71 |
| Other domestic debt securities | $395,000 | 2,759 |
| Privately issued residential mortgage-backed securities | $395,000 | 1,321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $594,000 | 1,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,754,000 | 352 |
| Mortgage-backed securities | $408,000 | 5,931 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,257 |
| Issued or guaranteed by U.S. | $13,000 | 6,230 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $395,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $395,000 | 1,256 |
| 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) | $154,575,000 | 126 |
| Available-for-sale securities (fair market value) | $93,103,000 | 1,126 |
| Total debt securities | $247,084,000 | 488 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $235,493,000 | 535 |
| U.S. Government securities | $32,862,000 | 2,430 |
| U.S. Treasury securities | $7,997,000 | 217 |
| U.S. Government agency obligations | $24,865,000 | 2,982 |
| Securities issued by states & political subdivisions | $201,666,000 | 73 |
| Other domestic debt securities | $365,000 | 2,713 |
| Privately issued residential mortgage-backed securities | $365,000 | 1,305 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $600,000 | 1,202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,719,000 | 307 |
| Mortgage-backed securities | $379,000 | 5,947 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,239 |
| Issued or guaranteed by U.S. | $14,000 | 6,208 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $365,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $365,000 | 1,238 |
| 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) | $156,707,000 | 114 |
| Available-for-sale securities (fair market value) | $78,786,000 | 1,314 |
| Total debt securities | $234,893,000 | 516 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $258,059,000 | 480 |
| U.S. Government securities | $72,263,000 | 1,154 |
| U.S. Treasury securities | $9,996,000 | 201 |
| U.S. Government agency obligations | $62,267,000 | 1,332 |
| Securities issued by states & political subdivisions | $184,863,000 | 75 |
| Other domestic debt securities | $333,000 | 2,578 |
| Privately issued residential mortgage-backed securities | $333,000 | 1,220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $600,000 | 1,161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,651,000 | 350 |
| Mortgage-backed securities | $348,000 | 5,861 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,167 |
| Issued or guaranteed by U.S. | $15,000 | 6,146 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $333,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $333,000 | 1,161 |
| 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) | $155,411,000 | 123 |
| Available-for-sale securities (fair market value) | $102,648,000 | 1,026 |
| Total debt securities | $257,459,000 | 467 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $253,576,000 | 489 |
| U.S. Government securities | $76,796,000 | 1,118 |
| U.S. Treasury securities | $9,994,000 | 213 |
| U.S. Government agency obligations | $66,802,000 | 1,254 |
| Securities issued by states & political subdivisions | $176,455,000 | 83 |
| Other domestic debt securities | $325,000 | 2,539 |
| Privately issued residential mortgage-backed securities | $325,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,529,000 | 301 |
| Mortgage-backed securities | $341,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,119 |
| Issued or guaranteed by U.S. | $16,000 | 6,096 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $325,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $325,000 | 1,130 |
| 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) | $148,817,000 | 129 |
| Available-for-sale securities (fair market value) | $104,759,000 | 1,013 |
| Total debt securities | $253,576,000 | 478 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $238,595,000 | 517 |
| U.S. Government securities | $69,862,000 | 1,243 |
| U.S. Treasury securities | $8,994,000 | 263 |
| U.S. Government agency obligations | $60,868,000 | 1,371 |
| Securities issued by states & political subdivisions | $168,400,000 | 86 |
| Other domestic debt securities | $333,000 | 2,483 |
| Privately issued residential mortgage-backed securities | $333,000 | 1,144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,929,000 | 294 |
| Mortgage-backed securities | $349,000 | 5,814 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,145 |
| Issued or guaranteed by U.S. | $16,000 | 6,124 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $333,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $333,000 | 1,079 |
| 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) | $139,265,000 | 146 |
| Available-for-sale securities (fair market value) | $99,330,000 | 1,057 |
| Total debt securities | $238,595,000 | 507 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $237,497,000 | 523 |
| U.S. Government securities | $77,247,000 | 1,128 |
| U.S. Treasury securities | $10,986,000 | 251 |
| U.S. Government agency obligations | $66,261,000 | 1,271 |
| Securities issued by states & political subdivisions | $159,952,000 | 89 |
| Other domestic debt securities | $298,000 | 2,540 |
| Privately issued residential mortgage-backed securities | $298,000 | 1,124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,850,000 | 277 |
| Mortgage-backed securities | $314,000 | 5,851 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,178 |
| Issued or guaranteed by U.S. | $16,000 | 6,155 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $298,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $298,000 | 1,052 |
| 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) | $138,043,000 | 150 |
| Available-for-sale securities (fair market value) | $99,454,000 | 1,056 |
| Total debt securities | $237,497,000 | 513 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $234,452,000 | 534 |
| U.S. Government securities | $77,891,000 | 1,148 |
| U.S. Treasury securities | $11,949,000 | 246 |
| U.S. Government agency obligations | $65,942,000 | 1,311 |
| Securities issued by states & political subdivisions | $156,186,000 | 91 |
| Other domestic debt securities | $275,000 | 2,586 |
| Privately issued residential mortgage-backed securities | $275,000 | 1,109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $100,000 | 175 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,635,000 | 281 |
| Mortgage-backed securities | $292,000 | 5,899 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,192 |
| Issued or guaranteed by U.S. | $17,000 | 6,167 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $275,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $275,000 | 1,045 |
| 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) | $138,029,000 | 152 |
| Available-for-sale securities (fair market value) | $96,423,000 | 1,101 |
| Total debt securities | $234,452,000 | 518 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $224,551,000 | 578 |
| U.S. Government securities | $69,289,000 | 1,298 |
| U.S. Treasury securities | $6,994,000 | 361 |
| U.S. Government agency obligations | $62,295,000 | 1,401 |
| Securities issued by states & political subdivisions | $154,892,000 | 91 |
| Other domestic debt securities | $370,000 | 2,542 |
| Privately issued residential mortgage-backed securities | $270,000 | 1,096 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,218 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,522,000 | 291 |
| Mortgage-backed securities | $286,000 | 5,927 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,250 |
| Issued or guaranteed by U.S. | $16,000 | 6,223 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $270,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $270,000 | 1,021 |
| 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) | $126,918,000 | 170 |
| Available-for-sale securities (fair market value) | $97,633,000 | 1,091 |
| Total debt securities | $224,551,000 | 560 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $217,514,000 | 599 |
| U.S. Government securities | $71,308,000 | 1,273 |
| U.S. Treasury securities | $6,992,000 | 386 |
| U.S. Government agency obligations | $64,316,000 | 1,361 |
| Securities issued by states & political subdivisions | $145,857,000 | 95 |
| Other domestic debt securities | $249,000 | 2,727 |
| Privately issued residential mortgage-backed securities | $249,000 | 1,092 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $100,000 | 180 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,788,000 | 359 |
| Mortgage-backed securities | $265,000 | 5,992 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,302 |
| Issued or guaranteed by U.S. | $16,000 | 6,279 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $249,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $249,000 | 1,017 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,925,000 | 173 |
| Available-for-sale securities (fair market value) | $95,589,000 | 1,107 |
| Total debt securities | $217,514,000 | 584 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $211,246,000 | 621 |
| U.S. Government securities | $62,430,000 | 1,475 |
| U.S. Treasury securities | $5,992,000 | 471 |
| U.S. Government agency obligations | $56,438,000 | 1,557 |
| Securities issued by states & political subdivisions | $148,351,000 | 94 |
| Other domestic debt securities | $265,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $265,000 | 1,069 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $200,000 | 164 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,667,000 | 309 |
| Mortgage-backed securities | $285,000 | 6,005 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,298 |
| Issued or guaranteed by U.S. | $20,000 | 6,277 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $265,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $265,000 | 996 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,867,000 | 175 |
| Available-for-sale securities (fair market value) | $89,379,000 | 1,192 |
| Total debt securities | $211,247,000 | 605 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $209,054,000 | 627 |
| U.S. Government securities | $57,000,000 | 1,598 |
| U.S. Treasury securities | $3,995,000 | 638 |
| U.S. Government agency obligations | $53,005,000 | 1,665 |
| Securities issued by states & political subdivisions | $151,620,000 | 94 |
| Other domestic debt securities | $434,000 | 2,660 |
| Privately issued residential mortgage-backed securities | $234,000 | 1,051 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,412 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,836,000 | 329 |
| Mortgage-backed securities | $253,000 | 6,113 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,368 |
| Issued or guaranteed by U.S. | $19,000 | 6,348 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $234,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $234,000 | 971 |
| 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) | $122,330,000 | 175 |
| Available-for-sale securities (fair market value) | $86,724,000 | 1,205 |
| Total debt securities | $209,054,000 | 610 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $206,715,000 | 626 |
| U.S. Government securities | $55,310,000 | 1,613 |
| U.S. Treasury securities | $3,993,000 | 617 |
| U.S. Government agency obligations | $51,317,000 | 1,674 |
| Securities issued by states & political subdivisions | $150,968,000 | 89 |
| Other domestic debt securities | $237,000 | 2,962 |
| Privately issued residential mortgage-backed securities | $237,000 | 1,037 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $200,000 | 163 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,589,000 | 355 |
| Mortgage-backed securities | $259,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,381 |
| Issued or guaranteed by U.S. | $22,000 | 6,364 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $237,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $237,000 | 957 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,823,000 | 181 |
| Available-for-sale securities (fair market value) | $84,892,000 | 1,228 |
| Total debt securities | $206,715,000 | 608 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $208,308,000 | 623 |
| U.S. Government securities | $57,984,000 | 1,567 |
| U.S. Treasury securities | $3,992,000 | 638 |
| U.S. Government agency obligations | $53,992,000 | 1,605 |
| Securities issued by states & political subdivisions | $149,882,000 | 87 |
| Other domestic debt securities | $242,000 | 3,015 |
| Privately issued residential mortgage-backed securities | $242,000 | 1,013 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $200,000 | 164 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,446,000 | 316 |
| Mortgage-backed securities | $265,000 | 6,180 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,425 |
| Issued or guaranteed by U.S. | $23,000 | 6,406 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $242,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $242,000 | 928 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,551,000 | 184 |
| Available-for-sale securities (fair market value) | $86,757,000 | 1,211 |
| Total debt securities | $208,308,000 | 602 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $206,565,000 | 640 |
| U.S. Government securities | $55,248,000 | 1,683 |
| U.S. Treasury securities | $3,993,000 | 707 |
| U.S. Government agency obligations | $51,255,000 | 1,731 |
| Securities issued by states & political subdivisions | $150,873,000 | 88 |
| Other domestic debt securities | $244,000 | 3,061 |
| Privately issued residential mortgage-backed securities | $244,000 | 986 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $200,000 | 169 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,940,000 | 297 |
| Mortgage-backed securities | $267,000 | 6,242 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,509 |
| Issued or guaranteed by U.S. | $23,000 | 6,491 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $244,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $244,000 | 909 |
| 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) | $122,525,000 | 180 |
| Available-for-sale securities (fair market value) | $84,040,000 | 1,272 |
| Total debt securities | $206,565,000 | 620 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $194,732,000 | 678 |
| U.S. Government securities | $48,997,000 | 1,877 |
| U.S. Treasury securities | $4,000,000 | 726 |
| U.S. Government agency obligations | $44,997,000 | 1,954 |
| Securities issued by states & political subdivisions | $144,838,000 | 90 |
| Other domestic debt securities | $697,000 | 2,560 |
| Privately issued residential mortgage-backed securities | $197,000 | 998 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,350 |
| Foreign debt securities | $200,000 | 166 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,934,000 | 327 |
| Mortgage-backed securities | $220,000 | 6,361 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,557 |
| Issued or guaranteed by U.S. | $23,000 | 6,545 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $197,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $197,000 | 921 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $116,688,000 | 194 |
| Available-for-sale securities (fair market value) | $78,044,000 | 1,380 |
| Total debt securities | $194,732,000 | 658 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $195,042,000 | 684 |
| U.S. Government securities | $49,334,000 | 1,839 |
| U.S. Treasury securities | $6,999,000 | 475 |
| U.S. Government agency obligations | $42,335,000 | 2,022 |
| Securities issued by states & political subdivisions | $144,810,000 | 91 |
| Other domestic debt securities | $698,000 | 2,583 |
| Privately issued residential mortgage-backed securities | $199,000 | 950 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 2,452 |
| Foreign debt securities | $200,000 | 170 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,107,000 | 324 |
| Mortgage-backed securities | $232,000 | 6,401 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,528 |
| Issued or guaranteed by U.S. | $33,000 | 6,515 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $199,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $199,000 | 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) | $120,194,000 | 182 |
| Available-for-sale securities (fair market value) | $74,848,000 | 1,418 |
| Total debt securities | $195,042,000 | 665 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $191,455,000 | 699 |
| U.S. Government securities | $51,354,000 | 1,796 |
| U.S. Treasury securities | $9,997,000 | 393 |
| U.S. Government agency obligations | $41,357,000 | 2,111 |
| Securities issued by states & political subdivisions | $139,191,000 | 94 |
| Other domestic debt securities | $710,000 | 2,675 |
| Privately issued residential mortgage-backed securities | $211,000 | 935 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 2,557 |
| Foreign debt securities | $200,000 | 172 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,470,000 | 338 |
| Mortgage-backed securities | $244,000 | 6,454 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,611 |
| Issued or guaranteed by U.S. | $33,000 | 6,599 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $211,000 | 3,390 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $211,000 | 867 |
| 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) | $119,099,000 | 183 |
| Available-for-sale securities (fair market value) | $72,356,000 | 1,478 |
| Total debt securities | $191,455,000 | 683 |
| 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 | $187,874,000 | 715 |
| U.S. Government securities | $51,534,000 | 1,790 |
| U.S. Treasury securities | $12,995,000 | 314 |
| U.S. Government agency obligations | $38,539,000 | 2,235 |
| Securities issued by states & political subdivisions | $135,504,000 | 95 |
| Other domestic debt securities | $636,000 | 2,827 |
| Privately issued residential mortgage-backed securities | $138,000 | 1,052 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 2,643 |
| Foreign debt securities | $200,000 | 179 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,225,000 | 327 |
| Mortgage-backed securities | $174,000 | 6,590 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,603 |
| Issued or guaranteed by U.S. | $36,000 | 6,587 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $138,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $138,000 | 966 |
| 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) | $119,425,000 | 183 |
| Available-for-sale securities (fair market value) | $68,449,000 | 1,577 |
| Total debt securities | $187,874,000 | 697 |
| 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 | $177,137,000 | 762 |
| U.S. Government securities | $44,832,000 | 2,085 |
| U.S. Treasury securities | $15,993,000 | 292 |
| U.S. Government agency obligations | $28,839,000 | 2,890 |
| Securities issued by states & political subdivisions | $131,457,000 | 101 |
| Other domestic debt securities | $648,000 | 2,865 |
| Privately issued residential mortgage-backed securities | $150,000 | 905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 2,800 |
| Foreign debt securities | $200,000 | 190 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,022,000 | 362 |
| Mortgage-backed securities | $188,000 | 6,607 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,646 |
| Issued or guaranteed by U.S. | $38,000 | 6,625 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $150,000 | 3,607 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $150,000 | 789 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,200,000 | 181 |
| Available-for-sale securities (fair market value) | $55,937,000 | 1,916 |
| Total debt securities | $177,137,000 | 742 |
| 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 | $169,490,000 | 794 |
| U.S. Government securities | $43,258,000 | 2,105 |
| U.S. Treasury securities | $18,990,000 | 268 |
| U.S. Government agency obligations | $24,268,000 | 3,200 |
| Securities issued by states & political subdivisions | $125,384,000 | 107 |
| Other domestic debt securities | $648,000 | 2,994 |
| Privately issued residential mortgage-backed securities | $151,000 | 974 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $497,000 | 2,906 |
| Foreign debt securities | $200,000 | 197 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,578,000 | 352 |
| Mortgage-backed securities | $194,000 | 6,642 |
| Certificates of participation in pools of residential mortgages | $43,000 | 6,665 |
| Issued or guaranteed by U.S. | $43,000 | 6,642 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $151,000 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $151,000 | 852 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,716,000 | 184 |
| Available-for-sale securities (fair market value) | $47,774,000 | 2,168 |
| Total debt securities | $169,490,000 | 771 |
| 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 | $159,349,000 | 832 |
| U.S. Government securities | $38,252,000 | 2,249 |
| U.S. Treasury securities | $21,987,000 | 230 |
| U.S. Government agency obligations | $16,265,000 | 4,084 |
| Securities issued by states & political subdivisions | $120,162,000 | 111 |
| Other domestic debt securities | $735,000 | 3,014 |
| Privately issued residential mortgage-backed securities | $239,000 | 952 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $496,000 | 2,952 |
| Foreign debt securities | $200,000 | 195 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,484,000 | 376 |
| Mortgage-backed securities | $286,000 | 6,552 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,673 |
| Issued or guaranteed by U.S. | $47,000 | 6,654 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $239,000 | 3,754 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $239,000 | 841 |
| 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) | $120,740,000 | 184 |
| Available-for-sale securities (fair market value) | $38,609,000 | 2,547 |
| Total debt securities | $159,349,000 | 799 |
| 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 | $153,120,000 | 842 |
| U.S. Government securities | $39,132,000 | 2,200 |
| U.S. Treasury securities | $22,985,000 | 233 |
| U.S. Government agency obligations | $16,147,000 | 4,142 |
| Securities issued by states & political subdivisions | $113,053,000 | 109 |
| Other domestic debt securities | $735,000 | 3,039 |
| Privately issued residential mortgage-backed securities | $239,000 | 990 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $496,000 | 2,976 |
| Foreign debt securities | $200,000 | 188 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,319,000 | 351 |
| Mortgage-backed securities | $290,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,673 |
| Issued or guaranteed by U.S. | $51,000 | 6,654 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $239,000 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $239,000 | 881 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $115,126,000 | 194 |
| Available-for-sale securities (fair market value) | $37,994,000 | 2,527 |
| Total debt securities | $153,120,000 | 811 |
| 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 | $154,938,000 | 819 |
| U.S. Government securities | $39,112,000 | 2,183 |
| U.S. Treasury securities | $22,986,000 | 242 |
| U.S. Government agency obligations | $16,126,000 | 4,094 |
| Securities issued by states & political subdivisions | $114,901,000 | 107 |
| Other domestic debt securities | $725,000 | 3,055 |
| Privately issued residential mortgage-backed securities | $230,000 | 1,030 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $495,000 | 2,998 |
| Foreign debt securities | $200,000 | 191 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,840,000 | 355 |
| Mortgage-backed securities | $286,000 | 6,600 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,648 |
| Issued or guaranteed by U.S. | $56,000 | 6,628 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $230,000 | 3,911 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $230,000 | 927 |
| 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) | $117,028,000 | 179 |
| Available-for-sale securities (fair market value) | $37,910,000 | 2,495 |
| Total debt securities | $154,938,000 | 787 |
| 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 | $118,890,000 | 964 |
| U.S. Government securities | $55,533,000 | 1,461 |
| U.S. Treasury securities | $53,953,000 | 131 |
| U.S. Government agency obligations | $1,580,000 | 8,473 |
| Securities issued by states & political subdivisions | $61,917,000 | 205 |
| Other domestic debt securities | $899,000 | 3,041 |
| Privately issued residential mortgage-backed securities | $406,000 | 1,019 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $493,000 | 2,969 |
| Foreign debt securities | $100,000 | 228 |
| Equity securities | $441,000 | 1,659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,805,000 | 391 |
| Mortgage-backed securities | $483,000 | 6,372 |
| Certificates of participation in pools of residential mortgages | $77,000 | 6,583 |
| Issued or guaranteed by U.S. | $77,000 | 6,560 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $406,000 | 3,849 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $406,000 | 921 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $118,449,000 | 177 |
| Available-for-sale securities (fair market value) | $441,000 | 8,428 |
| Total debt securities | $118,449,000 | 936 |
| 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 | $84,653,000 | 1,333 |
| U.S. Government securities | $37,070,000 | 2,161 |
| U.S. Treasury securities | $34,442,000 | 216 |
| U.S. Government agency obligations | $2,628,000 | 8,426 |
| Securities issued by states & political subdivisions | $42,062,000 | 312 |
| Other domestic debt securities | $1,361,000 | 2,251 |
| Privately issued residential mortgage-backed securities | $376,000 | 974 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $985,000 | 2,211 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,160,000 | 978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,524,000 | 638 |
| Mortgage-backed securities | $497,000 | 6,114 |
| Certificates of participation in pools of residential mortgages | $121,000 | 6,309 |
| Issued or guaranteed by U.S. | $121,000 | 6,289 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $376,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $376,000 | 850 |
| 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) | $80,493,000 | 326 |
| Available-for-sale securities (fair market value) | $4,160,000 | 7,499 |
| Total debt securities | $80,493,000 | 1,324 |
| 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 | $79,235,000 | 1,449 |
| U.S. Government securities | $27,001,000 | 3,031 |
| U.S. Treasury securities | $26,865,000 | 365 |
| U.S. Government agency obligations | $136,000 | 9,695 |
| Securities issued by states & political subdivisions | $46,061,000 | 286 |
| Other domestic debt securities | $2,273,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $294,000 | 1,051 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,979,000 | 1,535 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $3,900,000 | 991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,243,000 | 574 |
| Mortgage-backed securities | $430,000 | 6,563 |
| Certificates of participation in pools of residential mortgages | $136,000 | 6,592 |
| Issued or guaranteed by U.S. | $136,000 | 6,573 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $294,000 | 3,830 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $294,000 | 921 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,335,000 | 366 |
| Available-for-sale securities (fair market value) | $3,900,000 | 7,793 |
| Total debt securities | $75,335,000 | 1,453 |
| 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 | $76,279,000 | 1,547 |
| U.S. Government securities | $30,099,000 | 2,807 |
| U.S. Treasury securities | $29,936,000 | 463 |
| U.S. Government agency obligations | $163,000 | 9,797 |
| Securities issued by states & political subdivisions | $39,253,000 | 318 |
| Other domestic debt securities | $3,127,000 | 1,389 |
| Privately issued residential mortgage-backed securities | $145,000 | 1,153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,982,000 | 1,162 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,800,000 | 1,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,432,000 | 546 |
| Mortgage-backed securities | $308,000 | 6,999 |
| Certificates of participation in pools of residential mortgages | $163,000 | 6,765 |
| Issued or guaranteed by U.S. | $163,000 | 6,745 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $145,000 | 4,390 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $145,000 | 986 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,479,000 | 392 |
| Available-for-sale securities (fair market value) | $3,800,000 | 7,802 |
| Total debt securities | $72,479,000 | 1,561 |
| 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 | $74,315,000 | 1,550 |
| U.S. Government securities | $31,615,000 | 2,804 |
| U.S. Treasury securities | $30,413,000 | 609 |
| U.S. Government agency obligations | $1,202,000 | 9,570 |
| Securities issued by states & political subdivisions | $34,274,000 | 329 |
| Other domestic debt securities | $5,099,000 | 831 |
| Privately issued residential mortgage-backed securities | $132,000 | 1,172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,967,000 | 660 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $3,327,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,533,000 | 555 |
| Mortgage-backed securities | $334,000 | 7,288 |
| Certificates of participation in pools of residential mortgages | $202,000 | 6,910 |
| Issued or guaranteed by U.S. | $202,000 | 6,888 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $132,000 | 4,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $132,000 | 957 |
| 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) | $70,988,000 | 495 |
| Available-for-sale securities (fair market value) | $3,327,000 | 8,168 |
| Total debt securities | $70,988,000 | 1,557 |
| 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 | $71,586,000 | 1,694 |
| U.S. Government securities | $30,898,000 | 3,113 |
| U.S. Treasury securities | $29,671,000 | 796 |
| U.S. Government agency obligations | $1,227,000 | 10,008 |
| Securities issued by states & political subdivisions | $30,320,000 | 374 |
| Other domestic debt securities | $8,464,000 | 642 |
| Privately issued residential mortgage-backed securities | $98,000 | 1,560 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,366,000 | 438 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,904,000 | 1,531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,745,000 | 604 |
| Mortgage-backed securities | $325,000 | 7,866 |
| Certificates of participation in pools of residential mortgages | $227,000 | 7,386 |
| Issued or guaranteed by U.S. | $227,000 | 7,368 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $98,000 | 5,254 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $98,000 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,682,000 | 569 |
| Available-for-sale securities (fair market value) | $1,904,000 | 9,079 |
| Total debt securities | $69,682,000 | 1,676 |
| 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 | $71,575,000 | 1,773 |
| U.S. Government securities | $32,214,000 | 3,149 |
| U.S. Treasury securities | $29,928,000 | 944 |
| U.S. Government agency obligations | $2,286,000 | 9,515 |
| Securities issued by states & political subdivisions | $27,160,000 | 422 |
| Other domestic debt securities | $10,696,000 | 660 |
| Privately issued residential mortgage-backed securities | $51,000 | 2,142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,645,000 | 468 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,505,000 | 1,711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,458,000 | 639 |
| Mortgage-backed securities | $310,000 | 8,388 |
| Certificates of participation in pools of residential mortgages | $259,000 | 7,659 |
| Issued or guaranteed by U.S. | $259,000 | 7,628 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $51,000 | 5,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $51,000 | 1,822 |
| 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) | $70,070,000 | 602 |
| Available-for-sale securities (fair market value) | $1,505,000 | 9,664 |
| Total debt securities | $70,070,000 | 1,747 |
| 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 | $72,234,000 | 1,820 |
| U.S. Government securities | $28,255,000 | 3,664 |
| U.S. Treasury securities | $25,939,000 | 1,352 |
| U.S. Government agency obligations | $2,316,000 | 9,637 |
| Securities issued by states & political subdivisions | $30,825,000 | 355 |
| Other domestic debt securities | $11,687,000 | 677 |
| 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 | $11,687,000 | 469 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,467,000 | 1,610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,264,000 | 664 |
| Mortgage-backed securities | $283,000 | 9,014 |
| Certificates of participation in pools of residential mortgages | $283,000 | 8,040 |
| Issued or guaranteed by U.S. | $283,000 | 8,015 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,767,000 | 1,069 |
| Available-for-sale securities (fair market value) | $1,467,000 | 9,293 |
| Total debt securities | $70,767,000 | 1,802 |
| 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 | $74,657,000 | 1,862 |
| U.S. Government securities | $26,574,000 | 4,022 |
| U.S. Treasury securities | $24,688,000 | 1,527 |
| U.S. Government agency obligations | $1,886,000 | 10,370 |
| Securities issued by states & political subdivisions | $34,564,000 | 312 |
| Other domestic debt securities | $12,004,000 | 766 |
| 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 | $12,004,000 | 546 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,515,000 | 1,684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,557,000 | 620 |
| Mortgage-backed securities | $348,000 | 9,563 |
| Certificates of participation in pools of residential mortgages | $348,000 | 8,519 |
| Issued or guaranteed by U.S. | $348,000 | 8,462 |
| 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 | $73,142,000 | 1,834 |
| 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 | $71,220,000 | 1,894 |
| U.S. Government securities | $27,152,000 | 3,932 |
| U.S. Treasury securities | $26,202,000 | 1,429 |
| U.S. Government agency obligations | $950,000 | 11,670 |
| Securities issued by states & political subdivisions | $32,233,000 | 310 |
| Other domestic debt securities | $10,560,000 | 1,007 |
| 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 | $10,560,000 | 679 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,275,000 | 1,642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,936,000 | 608 |
| Mortgage-backed securities | $407,000 | 9,979 |
| Certificates of participation in pools of residential mortgages | $407,000 | 8,837 |
| Issued or guaranteed by U.S. | $407,000 | 8,774 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $69,945,000 | 1,871 |
| 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 |