Home > Atlantic Union Bank > Securities
Atlantic Union Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,066,887,000 | 112 |
| U.S. Government securities | $1,431,282,000 | 143 |
| U.S. Treasury securities | $61,311,000 | 388 |
| U.S. Government agency obligations | $1,369,971,000 | 131 |
| Securities issued by states & political subdivisions | $1,174,796,000 | 32 |
| Other domestic debt securities | $460,971,000 | 96 |
| Privately issued residential mortgage-backed securities | $125,452,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,456,000 | 217 |
| Structured financial products - Total | $93,477,000 | 101 |
| Other domestic debt securities - All other | $140,305,000 | 73 |
| 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 | $2,125,644,000 | 88 |
| Mortgage-backed securities | $1,582,659,000 | 110 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $695,391,000 | 112 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $452,189,000 | 98 |
| Privately issued | $125,452,000 | 51 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $47,065,000 | 174 |
| Other commercial mortgage-backed securities | $262,562,000 | 82 |
| Held to maturity securities (book value) | $837,539,000 | 103 |
| Available-for-sale securities (fair market value) | $2,229,510,000 | 109 |
| Total debt securities | $3,067,049,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $87,073,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $198,918,000 | 29 |
| 2023-09-30 | Rank | |
| Total securities | $2,926,470,000 | 113 |
| U.S. Government securities | $1,347,457,000 | 150 |
| U.S. Treasury securities | $59,568,000 | 417 |
| U.S. Government agency obligations | $1,287,889,000 | 137 |
| Securities issued by states & political subdivisions | $1,118,021,000 | 35 |
| Other domestic debt securities | $461,154,000 | 97 |
| Privately issued residential mortgage-backed securities | $119,389,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,070,000 | 193 |
| Structured financial products - Total | $97,933,000 | 100 |
| Other domestic debt securities - All other | $135,350,000 | 78 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,013,893,000 | 91 |
| Mortgage-backed securities | $1,499,420,000 | 115 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $666,095,000 | 123 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $426,735,000 | 100 |
| Privately issued | $119,389,000 | 52 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,193,000 | 208 |
| Other commercial mortgage-backed securities | $251,008,000 | 86 |
| Held to maturity securities (book value) | $843,432,000 | 105 |
| Available-for-sale securities (fair market value) | $2,083,200,000 | 114 |
| Total debt securities | $2,926,631,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $115,884,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $272,476,000 | 32 |
| 2023-06-30 | Rank | |
| Total securities | $3,030,353,000 | 112 |
| U.S. Government securities | $1,455,425,000 | 147 |
| U.S. Treasury securities | $56,860,000 | 437 |
| U.S. Government agency obligations | $1,398,565,000 | 138 |
| Securities issued by states & political subdivisions | $1,214,786,000 | 30 |
| Other domestic debt securities | $360,304,000 | 116 |
| Privately issued residential mortgage-backed securities | $110,746,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,213,000 | 183 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $132,215,000 | 77 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,150,639,000 | 86 |
| Mortgage-backed securities | $1,606,273,000 | 111 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $746,209,000 | 106 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $433,345,000 | 99 |
| Privately issued | $110,746,000 | 58 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $47,985,000 | 165 |
| Other commercial mortgage-backed securities | $267,988,000 | 79 |
| Held to maturity securities (book value) | $849,771,000 | 103 |
| Available-for-sale securities (fair market value) | $2,180,744,000 | 113 |
| Total debt securities | $3,030,516,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $83,528,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $227,821,000 | 30 |
| 2023-03-31 | Rank | |
| Total securities | $3,106,103,000 | 115 |
| U.S. Government securities | $1,504,695,000 | 147 |
| U.S. Treasury securities | $57,906,000 | 456 |
| U.S. Government agency obligations | $1,446,789,000 | 130 |
| Securities issued by states & political subdivisions | $1,226,025,000 | 34 |
| Other domestic debt securities | $375,562,000 | 118 |
| Privately issued residential mortgage-backed securities | $113,852,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,270,000 | 172 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $139,769,000 | 77 |
| 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 | $2,210,493,000 | 80 |
| Mortgage-backed securities | $1,659,960,000 | 116 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $774,214,000 | 111 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $455,255,000 | 97 |
| Privately issued | $113,852,000 | 59 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $50,644,000 | 172 |
| Other commercial mortgage-backed securities | $265,995,000 | 85 |
| Held to maturity securities (book value) | $855,598,000 | 109 |
| Available-for-sale securities (fair market value) | $2,250,684,000 | 117 |
| Total debt securities | $3,106,282,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $66,718,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $191,401,000 | 30 |
| 2022-12-31 | Rank | |
| Total securities | $3,587,886,000 | 109 |
| U.S. Government securities | $1,621,581,000 | 145 |
| U.S. Treasury securities | $56,606,000 | 502 |
| U.S. Government agency obligations | $1,564,975,000 | 125 |
| Securities issued by states & political subdivisions | $1,513,579,000 | 33 |
| Other domestic debt securities | $452,882,000 | 105 |
| Privately issued residential mortgage-backed securities | $112,439,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,494,000 | 168 |
| Structured financial products - Total | $68,915,000 | 104 |
| Other domestic debt securities - All other | $144,130,000 | 81 |
| 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 | $1,604,194,000 | 86 |
| Mortgage-backed securities | $1,780,294,000 | 116 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $809,066,000 | 113 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $509,865,000 | 95 |
| Privately issued | $112,439,000 | 60 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $53,348,000 | 165 |
| Other commercial mortgage-backed securities | $295,576,000 | 81 |
| Held to maturity securities (book value) | $847,890,000 | 113 |
| Available-for-sale securities (fair market value) | $2,740,152,000 | 110 |
| Total debt securities | $3,588,044,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $73,890,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $225,912,000 | 31 |
| 2022-09-30 | Rank | |
| Total securities | $3,557,019,000 | 112 |
| U.S. Government securities | $1,627,205,000 | 149 |
| U.S. Treasury securities | $56,073,000 | 508 |
| U.S. Government agency obligations | $1,571,132,000 | 129 |
| Securities issued by states & political subdivisions | $1,489,016,000 | 35 |
| Other domestic debt securities | $440,942,000 | 102 |
| Privately issued residential mortgage-backed securities | $112,478,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,597,000 | 193 |
| Structured financial products - Total | $69,093,000 | 87 |
| Other domestic debt securities - All other | $146,399,000 | 81 |
| 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 | $1,374,850,000 | 90 |
| Mortgage-backed securities | $1,774,732,000 | 120 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $808,371,000 | 117 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $516,212,000 | 98 |
| Privately issued | $112,478,000 | 65 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $53,890,000 | 168 |
| Other commercial mortgage-backed securities | $283,781,000 | 91 |
| Held to maturity securities (book value) | $841,493,000 | 114 |
| Available-for-sale securities (fair market value) | $2,715,670,000 | 109 |
| Total debt securities | $3,557,164,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $72,443,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $241,787,000 | 35 |
| 2022-06-30 | Rank | |
| Total securities | $3,730,521,000 | 109 |
| U.S. Government securities | $1,844,870,000 | 142 |
| U.S. Treasury securities | $58,817,000 | 485 |
| U.S. Government agency obligations | $1,786,053,000 | 126 |
| Securities issued by states & political subdivisions | $1,515,640,000 | 35 |
| Other domestic debt securities | $370,155,000 | 106 |
| Privately issued residential mortgage-backed securities | $91,389,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,012,000 | 182 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $160,880,000 | 78 |
| 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 | $1,346,830,000 | 96 |
| Mortgage-backed securities | $1,969,216,000 | 113 |
| Certificates of participation in pools of residential mortgages | $882,942,000 | 115 |
| Issued or guaranteed by U.S. | $882,942,000 | 114 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $657,034,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $565,645,000 | 95 |
| Privately issued | $91,389,000 | 73 |
| Commercial mortgage-backed securities | $429,240,000 | 115 |
| Commercial mortgage pass-through securities | $59,255,000 | 162 |
| Other commercial mortgage-backed securities | $369,985,000 | 86 |
| Held to maturity securities (book value) | $780,893,000 | 109 |
| Available-for-sale securities (fair market value) | $2,949,772,000 | 106 |
| Total debt securities | $3,730,666,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $34,592,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $146,819,000 | 34 |
| 2022-03-31 | Rank | |
| Total securities | $3,948,506,000 | 107 |
| U.S. Government securities | $2,002,381,000 | 138 |
| U.S. Treasury securities | $60,702,000 | 414 |
| U.S. Government agency obligations | $1,941,679,000 | 122 |
| Securities issued by states & political subdivisions | $1,572,711,000 | 33 |
| Other domestic debt securities | $373,531,000 | 101 |
| Privately issued residential mortgage-backed securities | $83,469,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,738,000 | 175 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $165,185,000 | 74 |
| 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 | $1,375,097,000 | 92 |
| Mortgage-backed securities | $2,121,467,000 | 110 |
| Certificates of participation in pools of residential mortgages | $959,669,000 | 113 |
| Issued or guaranteed by U.S. | $959,669,000 | 111 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $696,086,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $612,617,000 | 92 |
| Privately issued | $83,469,000 | 75 |
| Commercial mortgage-backed securities | $465,712,000 | 108 |
| Commercial mortgage pass-through securities | $71,807,000 | 146 |
| Other commercial mortgage-backed securities | $393,905,000 | 83 |
| Held to maturity securities (book value) | $756,989,000 | 98 |
| Available-for-sale securities (fair market value) | $3,191,634,000 | 105 |
| Total debt securities | $3,948,622,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $22,917,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $91,244,000 | 38 |
| 2021-12-31 | Rank | |
| Total securities | $4,108,010,000 | 105 |
| U.S. Government securities | $2,127,822,000 | 133 |
| U.S. Treasury securities | $64,474,000 | 278 |
| U.S. Government agency obligations | $2,063,348,000 | 122 |
| Securities issued by states & political subdivisions | $1,629,384,000 | 32 |
| Other domestic debt securities | $350,921,000 | 105 |
| Privately issued residential mortgage-backed securities | $90,739,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,195,000 | 169 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $132,182,000 | 93 |
| 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 | $1,388,668,000 | 93 |
| Mortgage-backed securities | $2,248,913,000 | 111 |
| Certificates of participation in pools of residential mortgages | $1,016,706,000 | 109 |
| Issued or guaranteed by U.S. | $1,016,706,000 | 108 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $756,526,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $665,787,000 | 91 |
| Privately issued | $90,739,000 | 62 |
| Commercial mortgage-backed securities | $475,681,000 | 107 |
| Commercial mortgage pass-through securities | $79,116,000 | 136 |
| Other commercial mortgage-backed securities | $396,565,000 | 81 |
| Held to maturity securities (book value) | $628,117,000 | 96 |
| Available-for-sale securities (fair market value) | $3,480,010,000 | 106 |
| Total debt securities | $4,108,128,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $71,618,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $48,383,000 | 39 |
| 2021-09-30 | Rank | |
| Total securities | $3,729,263,000 | 117 |
| U.S. Government securities | $1,883,721,000 | 140 |
| U.S. Treasury securities | $64,955,000 | 219 |
| U.S. Government agency obligations | $1,818,766,000 | 128 |
| Securities issued by states & political subdivisions | $1,527,156,000 | 33 |
| Other domestic debt securities | $318,503,000 | 103 |
| Privately issued residential mortgage-backed securities | $74,118,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,220,000 | 161 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $124,808,000 | 90 |
| 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 | $1,306,742,000 | 93 |
| Mortgage-backed securities | $1,975,741,000 | 120 |
| Certificates of participation in pools of residential mortgages | $824,338,000 | 120 |
| Issued or guaranteed by U.S. | $824,338,000 | 119 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $706,135,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $632,017,000 | 91 |
| Privately issued | $74,118,000 | 63 |
| Commercial mortgage-backed securities | $445,268,000 | 106 |
| Commercial mortgage pass-through securities | $71,134,000 | 141 |
| Other commercial mortgage-backed securities | $374,134,000 | 89 |
| Held to maturity securities (book value) | $535,840,000 | 98 |
| Available-for-sale securities (fair market value) | $3,193,540,000 | 111 |
| Total debt securities | $3,729,380,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $88,173,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $51,317,000 | 41 |
| 2021-06-30 | Rank | |
| Total securities | $3,413,213,000 | 119 |
| U.S. Government securities | $1,614,990,000 | 147 |
| U.S. Treasury securities | $65,305,000 | 178 |
| U.S. Government agency obligations | $1,549,685,000 | 133 |
| Securities issued by states & political subdivisions | $1,476,322,000 | 33 |
| Other domestic debt securities | $322,018,000 | 96 |
| Privately issued residential mortgage-backed securities | $73,884,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,440,000 | 141 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $123,445,000 | 93 |
| 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 | $1,171,633,000 | 100 |
| Mortgage-backed securities | $1,704,857,000 | 126 |
| Certificates of participation in pools of residential mortgages | $601,592,000 | 147 |
| Issued or guaranteed by U.S. | $601,592,000 | 145 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $677,369,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $603,485,000 | 93 |
| Privately issued | $73,884,000 | 53 |
| Commercial mortgage-backed securities | $425,896,000 | 108 |
| Commercial mortgage pass-through securities | $82,311,000 | 124 |
| Other commercial mortgage-backed securities | $343,585,000 | 92 |
| Held to maturity securities (book value) | $541,557,000 | 85 |
| Available-for-sale securities (fair market value) | $2,871,773,000 | 116 |
| Total debt securities | $3,413,330,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $101,016,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $53,591,000 | 42 |
| 2021-03-31 | Rank | |
| Total securities | $3,238,994,000 | 118 |
| U.S. Government securities | $1,496,949,000 | 143 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,496,949,000 | 132 |
| Securities issued by states & political subdivisions | $1,434,849,000 | 32 |
| Other domestic debt securities | $307,313,000 | 92 |
| Privately issued residential mortgage-backed securities | $101,045,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,170,000 | 113 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $106,438,000 | 94 |
| 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 | $1,133,513,000 | 97 |
| Mortgage-backed securities | $1,642,300,000 | 122 |
| Certificates of participation in pools of residential mortgages | $525,620,000 | 148 |
| Issued or guaranteed by U.S. | $525,620,000 | 148 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $726,582,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $625,537,000 | 88 |
| Privately issued | $101,045,000 | 39 |
| Commercial mortgage-backed securities | $390,098,000 | 109 |
| Commercial mortgage pass-through securities | $87,174,000 | 121 |
| Other commercial mortgage-backed securities | $302,924,000 | 90 |
| Held to maturity securities (book value) | $543,692,000 | 81 |
| Available-for-sale securities (fair market value) | $2,695,419,000 | 114 |
| Total debt securities | $3,239,111,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $104,586,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $104,586,000 | 32 |
| 2020-12-31 | Rank | |
| Total securities | $3,083,645,000 | 116 |
| U.S. Government securities | $1,400,875,000 | 146 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,400,875,000 | 136 |
| Securities issued by states & political subdivisions | $1,374,210,000 | 35 |
| Other domestic debt securities | $308,677,000 | 88 |
| Privately issued residential mortgage-backed securities | $106,205,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,230,000 | 107 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $106,848,000 | 86 |
| 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 | $1,154,003,000 | 99 |
| Mortgage-backed securities | $1,542,329,000 | 121 |
| Certificates of participation in pools of residential mortgages | $474,311,000 | 150 |
| Issued or guaranteed by U.S. | $474,311,000 | 148 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $674,001,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $567,796,000 | 92 |
| Privately issued | $106,205,000 | 35 |
| Commercial mortgage-backed securities | $394,017,000 | 104 |
| Commercial mortgage pass-through securities | $96,707,000 | 108 |
| Other commercial mortgage-backed securities | $297,310,000 | 89 |
| Held to maturity securities (book value) | $544,968,000 | 73 |
| Available-for-sale securities (fair market value) | $2,538,794,000 | 112 |
| Total debt securities | $3,083,764,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $161,193,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $161,193,000 | 25 |
| 2020-09-30 | Rank | |
| Total securities | $2,988,380,000 | 110 |
| U.S. Government securities | $1,374,728,000 | 139 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,374,728,000 | 131 |
| Securities issued by states & political subdivisions | $1,335,326,000 | 32 |
| Other domestic debt securities | $278,443,000 | 91 |
| Privately issued residential mortgage-backed securities | $99,095,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,479,000 | 98 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $102,439,000 | 85 |
| 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 | $1,160,414,000 | 97 |
| Mortgage-backed securities | $1,487,654,000 | 120 |
| Certificates of participation in pools of residential mortgages | $420,792,000 | 153 |
| Issued or guaranteed by U.S. | $420,792,000 | 150 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $672,374,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $573,279,000 | 88 |
| Privately issued | $99,095,000 | 36 |
| Commercial mortgage-backed securities | $394,488,000 | 98 |
| Commercial mortgage pass-through securities | $100,446,000 | 99 |
| Other commercial mortgage-backed securities | $294,042,000 | 85 |
| Held to maturity securities (book value) | $546,779,000 | 70 |
| Available-for-sale securities (fair market value) | $2,441,718,000 | 112 |
| Total debt securities | $2,988,498,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $185,266,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $185,266,000 | 25 |
| 2020-06-30 | Rank | |
| Total securities | $2,563,626,000 | 123 |
| U.S. Government securities | $1,258,052,000 | 144 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,258,052,000 | 131 |
| Securities issued by states & political subdivisions | $1,078,831,000 | 35 |
| Other domestic debt securities | $226,860,000 | 99 |
| Privately issued residential mortgage-backed securities | $75,195,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,622,000 | 91 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $82,728,000 | 99 |
| 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 | $1,128,067,000 | 96 |
| Mortgage-backed securities | $1,336,135,000 | 118 |
| Certificates of participation in pools of residential mortgages | $330,785,000 | 171 |
| Issued or guaranteed by U.S. | $330,785,000 | 169 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $623,209,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $548,014,000 | 93 |
| Privately issued | $75,195,000 | 44 |
| Commercial mortgage-backed securities | $382,141,000 | 95 |
| Commercial mortgage pass-through securities | $102,351,000 | 96 |
| Other commercial mortgage-backed securities | $279,790,000 | 85 |
| Held to maturity securities (book value) | $547,678,000 | 70 |
| Available-for-sale securities (fair market value) | $2,016,065,000 | 124 |
| Total debt securities | $2,563,741,000 | 122 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 139 |
| Fair value | $2,413,000 | 140 |
| Trading account assets | $192,706,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $192,706,000 | 26 |
| 2020-03-31 | Rank | |
| Total securities | $2,521,991,000 | 118 |
| U.S. Government securities | $1,248,988,000 | 143 |
| U.S. Treasury securities | $2,504,000 | 822 |
| U.S. Government agency obligations | $1,246,484,000 | 131 |
| Securities issued by states & political subdivisions | $1,090,361,000 | 33 |
| Other domestic debt securities | $182,759,000 | 119 |
| Privately issued residential mortgage-backed securities | $51,118,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,879,000 | 87 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $77,089,000 | 94 |
| 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 | $1,030,866,000 | 105 |
| Mortgage-backed securities | $1,290,020,000 | 121 |
| Certificates of participation in pools of residential mortgages | $301,558,000 | 178 |
| Issued or guaranteed by U.S. | $301,558,000 | 177 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $615,153,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $564,035,000 | 89 |
| Privately issued | $51,118,000 | 51 |
| Commercial mortgage-backed securities | $373,309,000 | 96 |
| Commercial mortgage pass-through securities | $110,285,000 | 88 |
| Other commercial mortgage-backed securities | $263,024,000 | 89 |
| Held to maturity securities (book value) | $552,294,000 | 73 |
| Available-for-sale securities (fair market value) | $1,969,814,000 | 122 |
| Total debt securities | $2,522,109,000 | 117 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 174 |
| Fair value | $2,565,000 | 171 |
| Trading account assets | $173,658,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $173,658,000 | 33 |
| 2019-12-31 | Rank | |
| Total securities | $2,497,512,000 | 116 |
| U.S. Government securities | $1,313,379,000 | 135 |
| U.S. Treasury securities | $4,498,000 | 701 |
| U.S. Government agency obligations | $1,308,881,000 | 126 |
| Securities issued by states & political subdivisions | $992,239,000 | 31 |
| Other domestic debt securities | $191,894,000 | 110 |
| Privately issued residential mortgage-backed securities | $44,773,000 | 73 |
| Commercial mortgage-backed securities - Total | $11,162,000 | 86 |
| Asset backed securities | $48,725,000 | 81 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $87,234,000 | 84 |
| 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 | $1,019,120,000 | 95 |
| Mortgage-backed securities | $1,345,181,000 | 120 |
| Certificates of participation in pools of residential mortgages | $287,845,000 | 183 |
| Issued or guaranteed by U.S. | $287,845,000 | 183 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $625,093,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $580,320,000 | 90 |
| Privately issued | $44,773,000 | 56 |
| Commercial mortgage-backed securities | $432,243,000 | 86 |
| Commercial mortgage pass-through securities | $142,863,000 | 72 |
| Other commercial mortgage-backed securities | $289,380,000 | 76 |
| Held to maturity securities (book value) | $555,144,000 | 74 |
| Available-for-sale securities (fair market value) | $1,942,368,000 | 121 |
| Total debt securities | $2,497,510,000 | 114 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 65 |
| Fair value | $12,568,000 | 65 |
| Trading account assets | $53,819,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $53,819,000 | 32 |
| 2019-09-30 | Rank | |
| Total securities | $2,472,371,000 | 113 |
| U.S. Government securities | $1,324,739,000 | 136 |
| U.S. Treasury securities | $4,490,000 | 716 |
| U.S. Government agency obligations | $1,320,249,000 | 128 |
| Securities issued by states & political subdivisions | $983,262,000 | 30 |
| Other domestic debt securities | $164,370,000 | 117 |
| Privately issued residential mortgage-backed securities | $29,345,000 | 91 |
| Commercial mortgage-backed securities - Total | $11,771,000 | 88 |
| Asset backed securities | $47,847,000 | 83 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $75,407,000 | 88 |
| 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 | $1,032,351,000 | 92 |
| Mortgage-backed securities | $1,341,268,000 | 121 |
| Certificates of participation in pools of residential mortgages | $285,646,000 | 174 |
| Issued or guaranteed by U.S. | $285,646,000 | 173 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $615,042,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $585,697,000 | 91 |
| Privately issued | $29,345,000 | 66 |
| Commercial mortgage-backed securities | $440,580,000 | 81 |
| Commercial mortgage pass-through securities | $145,286,000 | 69 |
| Other commercial mortgage-backed securities | $295,294,000 | 73 |
| Held to maturity securities (book value) | $556,579,000 | 79 |
| Available-for-sale securities (fair market value) | $1,915,792,000 | 118 |
| Total debt securities | $2,472,370,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $74,190,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,190,000 | 34 |
| 2019-06-30 | Rank | |
| Total securities | $2,554,448,000 | 104 |
| U.S. Government securities | $1,342,903,000 | 136 |
| U.S. Treasury securities | $4,480,000 | 722 |
| U.S. Government agency obligations | $1,338,423,000 | 126 |
| Securities issued by states & political subdivisions | $1,055,416,000 | 27 |
| Other domestic debt securities | $156,129,000 | 115 |
| Privately issued residential mortgage-backed securities | $29,332,000 | 74 |
| Commercial mortgage-backed securities - Total | $12,527,000 | 83 |
| Asset backed securities | $49,352,000 | 80 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $64,918,000 | 100 |
| 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 | $1,020,725,000 | 95 |
| Mortgage-backed securities | $1,359,061,000 | 116 |
| Certificates of participation in pools of residential mortgages | $298,455,000 | 174 |
| Issued or guaranteed by U.S. | $298,455,000 | 173 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $627,092,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $597,760,000 | 90 |
| Privately issued | $29,332,000 | 65 |
| Commercial mortgage-backed securities | $433,514,000 | 72 |
| Commercial mortgage pass-through securities | $136,681,000 | 65 |
| Other commercial mortgage-backed securities | $296,833,000 | 68 |
| Held to maturity securities (book value) | $558,503,000 | 81 |
| Available-for-sale securities (fair market value) | $1,995,945,000 | 115 |
| Total debt securities | $2,554,447,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $48,872,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $48,872,000 | 37 |
| 2019-03-31 | Rank | |
| Total securities | $2,664,903,000 | 107 |
| U.S. Government securities | $1,455,354,000 | 132 |
| U.S. Treasury securities | $4,456,000 | 735 |
| U.S. Government agency obligations | $1,450,898,000 | 119 |
| Securities issued by states & political subdivisions | $1,078,212,000 | 29 |
| Other domestic debt securities | $131,337,000 | 122 |
| Privately issued residential mortgage-backed securities | $13,660,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $51,317,000 | 74 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $66,360,000 | 95 |
| 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 | $1,044,987,000 | 93 |
| Mortgage-backed securities | $1,443,083,000 | 106 |
| Certificates of participation in pools of residential mortgages | $316,976,000 | 165 |
| Issued or guaranteed by U.S. | $316,976,000 | 165 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $602,710,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $589,050,000 | 89 |
| Privately issued | $13,660,000 | 89 |
| Commercial mortgage-backed securities | $523,397,000 | 60 |
| Commercial mortgage pass-through securities | $139,144,000 | 62 |
| Other commercial mortgage-backed securities | $384,253,000 | 54 |
| Held to maturity securities (book value) | $559,380,000 | 83 |
| Available-for-sale securities (fair market value) | $2,105,523,000 | 107 |
| Total debt securities | $2,664,904,000 | 105 |
| Structured notes | ||
| Amortized cost | $1,944,000 | 470 |
| Fair value | $1,937,000 | 461 |
| Trading account assets | $24,624,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,624,000 | 51 |
| 2018-12-31 | Rank | |
| Total securities | $2,261,671,000 | 119 |
| U.S. Government securities | $1,189,929,000 | 146 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,189,929,000 | 134 |
| Securities issued by states & political subdivisions | $958,798,000 | 35 |
| Other domestic debt securities | $109,596,000 | 132 |
| Privately issued residential mortgage-backed securities | $11,767,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $43,831,000 | 76 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $53,998,000 | 112 |
| 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 | $640,863,000 | 129 |
| Mortgage-backed securities | $1,184,036,000 | 126 |
| Certificates of participation in pools of residential mortgages | $306,079,000 | 163 |
| Issued or guaranteed by U.S. | $306,079,000 | 163 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $522,819,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $511,052,000 | 100 |
| Privately issued | $11,767,000 | 100 |
| Commercial mortgage-backed securities | $355,138,000 | 77 |
| Commercial mortgage pass-through securities | $113,983,000 | 69 |
| Other commercial mortgage-backed securities | $241,155,000 | 71 |
| Held to maturity securities (book value) | $492,272,000 | 88 |
| Available-for-sale securities (fair market value) | $1,766,051,000 | 124 |
| Total debt securities | $2,258,326,000 | 118 |
| Structured notes | ||
| Amortized cost | $2,112,000 | 413 |
| Fair value | $2,088,000 | 413 |
| Trading account assets | $19,180,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,180,000 | 56 |
| 2018-09-30 | Rank | |
| Total securities | $2,140,453,000 | 121 |
| U.S. Government securities | $1,197,744,000 | 142 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,197,744,000 | 131 |
| Securities issued by states & political subdivisions | $796,827,000 | 40 |
| Other domestic debt securities | $112,640,000 | 128 |
| Privately issued residential mortgage-backed securities | $6,830,000 | 135 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $54,683,000 | 67 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $51,127,000 | 121 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,419,000 | 129 |
| Mortgage-backed securities | $1,187,420,000 | 121 |
| Certificates of participation in pools of residential mortgages | $326,132,000 | 157 |
| Issued or guaranteed by U.S. | $326,132,000 | 156 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $494,705,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $487,875,000 | 94 |
| Privately issued | $6,830,000 | 122 |
| Commercial mortgage-backed securities | $366,583,000 | 75 |
| Commercial mortgage pass-through securities | $116,970,000 | 67 |
| Other commercial mortgage-backed securities | $249,613,000 | 66 |
| Held to maturity securities (book value) | $235,333,000 | 140 |
| Available-for-sale securities (fair market value) | $1,871,878,000 | 114 |
| Total debt securities | $2,107,211,000 | 120 |
| Structured notes | ||
| Amortized cost | $2,274,000 | 405 |
| Fair value | $2,247,000 | 402 |
| Trading account assets | $27,411,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,469,000 | 55 |
| 2018-06-30 | Rank | |
| Total securities | $1,628,294,000 | 136 |
| U.S. Government securities | $902,353,000 | 174 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $902,353,000 | 159 |
| Securities issued by states & political subdivisions | $574,124,000 | 55 |
| Other domestic debt securities | $117,594,000 | 126 |
| Privately issued residential mortgage-backed securities | $6,955,000 | 236 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $56,075,000 | 64 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $54,564,000 | 116 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $34,223,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $674,078,000 | 121 |
| Mortgage-backed securities | $891,645,000 | 147 |
| Certificates of participation in pools of residential mortgages | $301,302,000 | 167 |
| Issued or guaranteed by U.S. | $301,302,000 | 166 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $305,462,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $298,507,000 | 131 |
| Privately issued | $6,955,000 | 122 |
| Commercial mortgage-backed securities | $284,881,000 | 87 |
| Commercial mortgage pass-through securities | $99,334,000 | 69 |
| Other commercial mortgage-backed securities | $185,547,000 | 79 |
| Held to maturity securities (book value) | $47,604,000 | 380 |
| Available-for-sale securities (fair market value) | $1,580,690,000 | 128 |
| Total debt securities | $1,594,069,000 | 138 |
| Structured notes | ||
| Amortized cost | $2,419,000 | 401 |
| Fair value | $2,393,000 | 397 |
| Trading account assets | $23,525,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,306,000 | 54 |
| 2018-03-31 | Rank | |
| Total securities | $1,447,143,000 | 150 |
| U.S. Government securities | $775,043,000 | 184 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $775,043,000 | 175 |
| Securities issued by states & political subdivisions | $561,187,000 | 55 |
| Other domestic debt securities | $104,694,000 | 133 |
| Privately issued residential mortgage-backed securities | $2,569,000 | 203 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $47,033,000 | 70 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $55,092,000 | 117 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,219,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $586,012,000 | 143 |
| Mortgage-backed securities | $756,981,000 | 160 |
| Certificates of participation in pools of residential mortgages | $315,397,000 | 167 |
| Issued or guaranteed by U.S. | $315,397,000 | 165 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $203,211,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $200,642,000 | 161 |
| Privately issued | $2,569,000 | 191 |
| Commercial mortgage-backed securities | $238,373,000 | 94 |
| Commercial mortgage pass-through securities | $84,884,000 | 65 |
| Other commercial mortgage-backed securities | $153,489,000 | 86 |
| Held to maturity securities (book value) | $198,733,000 | 160 |
| Available-for-sale securities (fair market value) | $1,248,410,000 | 146 |
| Total debt securities | $1,440,924,000 | 148 |
| Structured notes | ||
| Amortized cost | $2,538,000 | 371 |
| Fair value | $2,518,000 | 370 |
| Trading account assets | $19,477,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $19,477,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $21,072,000 | 53 |
| 2017-12-31 | Rank | |
| Total securities | $1,169,563,000 | 166 |
| U.S. Government securities | $570,183,000 | 217 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $570,183,000 | 208 |
| Securities issued by states & political subdivisions | $499,199,000 | 63 |
| Other domestic debt securities | $94,820,000 | 137 |
| Privately issued residential mortgage-backed securities | $2,665,000 | 195 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $47,745,000 | 67 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $44,410,000 | 139 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,361,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $534,032,000 | 156 |
| Mortgage-backed securities | $551,523,000 | 190 |
| Certificates of participation in pools of residential mortgages | $227,538,000 | 211 |
| Issued or guaranteed by U.S. | $227,538,000 | 209 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $157,041,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $154,376,000 | 191 |
| Privately issued | $2,665,000 | 185 |
| Commercial mortgage-backed securities | $166,944,000 | 112 |
| Commercial mortgage pass-through securities | $75,536,000 | 76 |
| Other commercial mortgage-backed securities | $91,408,000 | 111 |
| Held to maturity securities (book value) | $199,639,000 | 159 |
| Available-for-sale securities (fair market value) | $969,924,000 | 163 |
| Total debt securities | $1,164,201,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $2,997,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $2,997,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $9,431,000 | 63 |
| 2017-09-30 | Rank | |
| Total securities | $1,163,873,000 | 170 |
| U.S. Government securities | $568,854,000 | 224 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $568,854,000 | 215 |
| Securities issued by states & political subdivisions | $494,638,000 | 61 |
| Other domestic debt securities | $95,835,000 | 135 |
| Privately issued residential mortgage-backed securities | $2,801,000 | 193 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $48,418,000 | 64 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $44,616,000 | 143 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,546,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $535,098,000 | 150 |
| Mortgage-backed securities | $549,704,000 | 192 |
| Certificates of participation in pools of residential mortgages | $243,500,000 | 197 |
| Issued or guaranteed by U.S. | $243,500,000 | 195 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $145,819,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $143,018,000 | 196 |
| Privately issued | $2,801,000 | 184 |
| Commercial mortgage-backed securities | $160,385,000 | 107 |
| Commercial mortgage pass-through securities | $78,755,000 | 77 |
| Other commercial mortgage-backed securities | $81,630,000 | 115 |
| Held to maturity securities (book value) | $204,802,000 | 155 |
| Available-for-sale securities (fair market value) | $959,071,000 | 164 |
| Total debt securities | $1,159,327,000 | 168 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $4,424,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $4,424,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $12,882,000 | 55 |
| 2017-06-30 | Rank | |
| Total securities | $1,156,882,000 | 170 |
| U.S. Government securities | $574,375,000 | 223 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $574,375,000 | 216 |
| Securities issued by states & political subdivisions | $481,697,000 | 64 |
| Other domestic debt securities | $96,268,000 | 133 |
| Privately issued residential mortgage-backed securities | $10,286,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $49,121,000 | 61 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $36,861,000 | 170 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,542,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $542,776,000 | 147 |
| Mortgage-backed securities | $562,038,000 | 191 |
| Certificates of participation in pools of residential mortgages | $260,499,000 | 190 |
| Issued or guaranteed by U.S. | $260,499,000 | 188 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $148,177,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $137,891,000 | 198 |
| Privately issued | $10,286,000 | 114 |
| Commercial mortgage-backed securities | $153,362,000 | 108 |
| Commercial mortgage pass-through securities | $79,530,000 | 74 |
| Other commercial mortgage-backed securities | $73,832,000 | 114 |
| Held to maturity securities (book value) | $205,630,000 | 158 |
| Available-for-sale securities (fair market value) | $951,252,000 | 166 |
| Total debt securities | $1,152,340,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $4,205,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $4,205,000 | 78 |
| Revaluation losses on off-balance sheet contracts | $13,134,000 | 57 |
| 2017-03-31 | Rank | |
| Total securities | $1,147,251,000 | 170 |
| U.S. Government securities | $566,946,000 | 227 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $566,946,000 | 218 |
| Securities issued by states & political subdivisions | $478,885,000 | 64 |
| Other domestic debt securities | $96,898,000 | 134 |
| Privately issued residential mortgage-backed securities | $10,244,000 | 125 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $49,952,000 | 65 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $36,702,000 | 177 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,522,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $535,004,000 | 157 |
| Mortgage-backed securities | $559,599,000 | 189 |
| Certificates of participation in pools of residential mortgages | $286,829,000 | 177 |
| Issued or guaranteed by U.S. | $286,829,000 | 175 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $138,320,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $128,076,000 | 213 |
| Privately issued | $10,244,000 | 119 |
| Commercial mortgage-backed securities | $134,450,000 | 112 |
| Commercial mortgage pass-through securities | $73,855,000 | 77 |
| Other commercial mortgage-backed securities | $60,595,000 | 125 |
| Held to maturity securities (book value) | $203,478,000 | 157 |
| Available-for-sale securities (fair market value) | $943,773,000 | 164 |
| Total debt securities | $1,142,728,000 | 169 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $2,613,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $2,613,000 | 82 |
| Revaluation losses on off-balance sheet contracts | $10,208,000 | 61 |
| 2016-12-31 | Rank | |
| Total securities | $1,139,004,000 | 166 |
| U.S. Government securities | $553,024,000 | 223 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $553,024,000 | 217 |
| Securities issued by states & political subdivisions | $474,938,000 | 63 |
| Other domestic debt securities | $106,519,000 | 133 |
| Privately issued residential mortgage-backed securities | $10,043,000 | 131 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $49,718,000 | 64 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $46,758,000 | 145 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,523,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $539,208,000 | 147 |
| Mortgage-backed securities | $545,329,000 | 191 |
| Certificates of participation in pools of residential mortgages | $295,460,000 | 170 |
| Issued or guaranteed by U.S. | $295,460,000 | 167 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $115,608,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $105,565,000 | 240 |
| Privately issued | $10,043,000 | 126 |
| Commercial mortgage-backed securities | $134,261,000 | 111 |
| Commercial mortgage pass-through securities | $73,727,000 | 76 |
| Other commercial mortgage-backed securities | $60,534,000 | 118 |
| Held to maturity securities (book value) | $201,526,000 | 159 |
| Available-for-sale securities (fair market value) | $937,478,000 | 163 |
| Total debt securities | $1,134,482,000 | 164 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 135 |
| Fair value | $9,912,000 | 137 |
| Trading account assets | $2,653,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $2,653,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $10,503,000 | 61 |
| 2016-09-30 | Rank | |
| Total securities | $1,147,038,000 | 163 |
| U.S. Government securities | $554,627,000 | 214 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $554,627,000 | 207 |
| Securities issued by states & political subdivisions | $477,354,000 | 60 |
| Other domestic debt securities | $110,424,000 | 131 |
| Privately issued residential mortgage-backed securities | $10,741,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $50,689,000 | 65 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $48,994,000 | 138 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $4,633,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,850,000 | 145 |
| Mortgage-backed securities | $551,338,000 | 188 |
| Certificates of participation in pools of residential mortgages | $308,661,000 | 159 |
| Issued or guaranteed by U.S. | $308,661,000 | 156 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $97,768,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $87,027,000 | 275 |
| Privately issued | $10,741,000 | 125 |
| Commercial mortgage-backed securities | $144,909,000 | 103 |
| Commercial mortgage pass-through securities | $81,976,000 | 62 |
| Other commercial mortgage-backed securities | $62,933,000 | 111 |
| Held to maturity securities (book value) | $200,839,000 | 152 |
| Available-for-sale securities (fair market value) | $946,199,000 | 155 |
| Total debt securities | $1,142,405,000 | 162 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 135 |
| Fair value | $10,059,000 | 136 |
| Trading account assets | $12,561,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $12,561,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $31,166,000 | 52 |
| 2016-06-30 | Rank | |
| Total securities | $1,143,795,000 | 163 |
| U.S. Government securities | $563,966,000 | 213 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $563,966,000 | 207 |
| Securities issued by states & political subdivisions | $472,855,000 | 61 |
| Other domestic debt securities | $62,058,000 | 182 |
| Privately issued residential mortgage-backed securities | $10,925,000 | 132 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $51,133,000 | 65 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $40,367,000 | 38 |
| Equity securities | $4,549,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $532,830,000 | 147 |
| Mortgage-backed securities | $565,889,000 | 184 |
| Certificates of participation in pools of residential mortgages | $328,220,000 | 154 |
| Issued or guaranteed by U.S. | $328,220,000 | 152 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $98,027,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $87,102,000 | 277 |
| Privately issued | $10,925,000 | 123 |
| Commercial mortgage-backed securities | $139,642,000 | 100 |
| Commercial mortgage pass-through securities | $76,939,000 | 63 |
| Other commercial mortgage-backed securities | $62,703,000 | 102 |
| Held to maturity securities (book value) | $202,917,000 | 156 |
| Available-for-sale securities (fair market value) | $940,878,000 | 158 |
| Total debt securities | $1,139,245,000 | 161 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 78 |
| Fair value | $20,213,000 | 78 |
| Trading account assets | $12,330,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $12,330,000 | 76 |
| Revaluation losses on off-balance sheet contracts | $31,932,000 | 55 |
| 2016-03-31 | Rank | |
| Total securities | $1,137,068,000 | 165 |
| U.S. Government securities | $577,597,000 | 212 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $577,597,000 | 207 |
| Securities issued by states & political subdivisions | $467,495,000 | 57 |
| Other domestic debt securities | $87,649,000 | 147 |
| Privately issued residential mortgage-backed securities | $11,016,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $51,462,000 | 63 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $25,171,000 | 229 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,327,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $532,594,000 | 149 |
| Mortgage-backed securities | $579,578,000 | 182 |
| Certificates of participation in pools of residential mortgages | $348,023,000 | 145 |
| Issued or guaranteed by U.S. | $348,023,000 | 144 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $98,088,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $87,072,000 | 284 |
| Privately issued | $11,016,000 | 123 |
| Commercial mortgage-backed securities | $133,467,000 | 98 |
| Commercial mortgage pass-through securities | $71,214,000 | 63 |
| Other commercial mortgage-backed securities | $62,253,000 | 100 |
| Held to maturity securities (book value) | $204,444,000 | 155 |
| Available-for-sale securities (fair market value) | $932,624,000 | 162 |
| Total debt securities | $1,132,741,000 | 162 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 170 |
| Fair value | $10,145,000 | 168 |
| Trading account assets | $7,540,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $7,540,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $23,028,000 | 54 |
| 2015-12-31 | Rank | |
| Total securities | $1,101,881,000 | 163 |
| U.S. Government securities | $552,182,000 | 218 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $552,182,000 | 212 |
| Securities issued by states & political subdivisions | $473,453,000 | 54 |
| Other domestic debt securities | $71,968,000 | 167 |
| Privately issued residential mortgage-backed securities | $8,133,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $51,924,000 | 64 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $11,911,000 | 384 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,278,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $540,425,000 | 146 |
| Mortgage-backed securities | $556,303,000 | 180 |
| Certificates of participation in pools of residential mortgages | $369,537,000 | 138 |
| Issued or guaranteed by U.S. | $369,537,000 | 136 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $98,402,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $90,269,000 | 280 |
| Privately issued | $8,133,000 | 142 |
| Commercial mortgage-backed securities | $88,364,000 | 107 |
| Commercial mortgage pass-through securities | $53,329,000 | 66 |
| Other commercial mortgage-backed securities | $35,035,000 | 120 |
| Held to maturity securities (book value) | $205,374,000 | 158 |
| Available-for-sale securities (fair market value) | $896,507,000 | 159 |
| Total debt securities | $1,097,603,000 | 162 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 205 |
| Fair value | $10,000,000 | 208 |
| Trading account assets | $4,331,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $4,331,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $13,003,000 | 58 |
| 2015-09-30 | Rank | |
| Total securities | $1,081,153,000 | 164 |
| U.S. Government securities | $555,920,000 | 215 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $555,920,000 | 210 |
| Securities issued by states & political subdivisions | $449,256,000 | 60 |
| Other domestic debt securities | $72,462,000 | 169 |
| Privately issued residential mortgage-backed securities | $8,195,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $52,354,000 | 64 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $11,913,000 | 385 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $3,515,000 | 303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,500,000 | 151 |
| Mortgage-backed securities | $555,912,000 | 182 |
| Certificates of participation in pools of residential mortgages | $410,245,000 | 127 |
| Issued or guaranteed by U.S. | $410,245,000 | 126 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $87,254,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $79,059,000 | 302 |
| Privately issued | $8,195,000 | 138 |
| Commercial mortgage-backed securities | $58,413,000 | 132 |
| Commercial mortgage pass-through securities | $45,648,000 | 73 |
| Other commercial mortgage-backed securities | $12,765,000 | 192 |
| Held to maturity securities (book value) | $199,363,000 | 161 |
| Available-for-sale securities (fair market value) | $881,790,000 | 161 |
| Total debt securities | $1,077,638,000 | 162 |
| Structured notes | ||
| Amortized cost | $10,978,000 | 237 |
| Fair value | $10,985,000 | 234 |
| Trading account assets | $5,317,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $5,317,000 | 84 |
| Revaluation losses on off-balance sheet contracts | $14,856,000 | 60 |
| 2015-06-30 | Rank | |
| Total securities | $1,082,525,000 | 163 |
| U.S. Government securities | $555,191,000 | 214 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $555,191,000 | 210 |
| Securities issued by states & political subdivisions | $448,713,000 | 58 |
| Other domestic debt securities | $75,154,000 | 165 |
| Privately issued residential mortgage-backed securities | $8,259,000 | 146 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $53,763,000 | 61 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $13,132,000 | 353 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,467,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,243,000 | 152 |
| Mortgage-backed securities | $555,254,000 | 177 |
| Certificates of participation in pools of residential mortgages | $431,678,000 | 125 |
| Issued or guaranteed by U.S. | $431,678,000 | 124 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $85,527,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $77,268,000 | 317 |
| Privately issued | $8,259,000 | 139 |
| Commercial mortgage-backed securities | $38,049,000 | 155 |
| Commercial mortgage pass-through securities | $30,786,000 | 88 |
| Other commercial mortgage-backed securities | $7,263,000 | 249 |
| Held to maturity securities (book value) | $201,072,000 | 163 |
| Available-for-sale securities (fair market value) | $881,453,000 | 157 |
| Total debt securities | $1,079,058,000 | 162 |
| Structured notes | ||
| Amortized cost | $11,057,000 | 269 |
| Fair value | $10,970,000 | 269 |
| Trading account assets | $3,219,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $3,219,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $7,200,000 | 66 |
| 2015-03-31 | Rank | |
| Total securities | $1,082,754,000 | 159 |
| U.S. Government securities | $548,828,000 | 219 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $548,828,000 | 216 |
| Securities issued by states & political subdivisions | $452,438,000 | 56 |
| Other domestic debt securities | $78,142,000 | 160 |
| Privately issued residential mortgage-backed securities | $10,419,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $52,055,000 | 59 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $15,668,000 | 317 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,346,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,214,000 | 182 |
| Mortgage-backed securities | $550,881,000 | 182 |
| Certificates of participation in pools of residential mortgages | $450,730,000 | 124 |
| Issued or guaranteed by U.S. | $450,730,000 | 123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $81,087,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $70,668,000 | 342 |
| Privately issued | $10,419,000 | 122 |
| Commercial mortgage-backed securities | $19,064,000 | 233 |
| Commercial mortgage pass-through securities | $19,064,000 | 119 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,082,754,000 | 138 |
| Total debt securities | $1,079,408,000 | 159 |
| Structured notes | ||
| Amortized cost | $11,140,000 | 309 |
| Fair value | $11,179,000 | 307 |
| Trading account assets | $4,532,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $4,532,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $4,498,000 | 84 |
| 2014-12-31 | Rank | |
| Total securities | $1,095,204,000 | 157 |
| U.S. Government securities | $567,658,000 | 213 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $567,658,000 | 210 |
| Securities issued by states & political subdivisions | $445,647,000 | 56 |
| Other domestic debt securities | $78,643,000 | 163 |
| Privately issued residential mortgage-backed securities | $10,430,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $52,534,000 | 54 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $15,679,000 | 319 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,256,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $396,995,000 | 182 |
| Mortgage-backed securities | $569,796,000 | 175 |
| Certificates of participation in pools of residential mortgages | $484,850,000 | 118 |
| Issued or guaranteed by U.S. | $484,850,000 | 117 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $70,969,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $60,539,000 | 382 |
| Privately issued | $10,430,000 | 122 |
| Commercial mortgage-backed securities | $13,977,000 | 270 |
| Commercial mortgage pass-through securities | $13,977,000 | 152 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,095,204,000 | 133 |
| Total debt securities | $1,091,948,000 | 157 |
| Structured notes | ||
| Amortized cost | $11,214,000 | 306 |
| Fair value | $11,231,000 | 302 |
| Trading account assets | $2,544,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,088,730,000 | 156 |
| U.S. Government securities | $570,628,000 | 205 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $570,628,000 | 200 |
| Securities issued by states & political subdivisions | $435,657,000 | 55 |
| Other domestic debt securities | $78,893,000 | 153 |
| Privately issued residential mortgage-backed securities | $10,540,000 | 135 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $52,885,000 | 55 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $15,468,000 | 321 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,552,000 | 308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,142,000 | 186 |
| Mortgage-backed securities | $579,867,000 | 172 |
| Certificates of participation in pools of residential mortgages | $491,005,000 | 111 |
| Issued or guaranteed by U.S. | $491,005,000 | 110 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $74,945,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $64,405,000 | 373 |
| Privately issued | $10,540,000 | 128 |
| Commercial mortgage-backed securities | $13,917,000 | 264 |
| Commercial mortgage pass-through securities | $13,917,000 | 151 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,088,730,000 | 133 |
| Total debt securities | $1,085,178,000 | 155 |
| Structured notes | ||
| Amortized cost | $11,310,000 | 348 |
| Fair value | $11,342,000 | 341 |
| Trading account assets | $708,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $2,151,000 | 84 |
| Revaluation losses on off-balance sheet contracts | $2,184,000 | 83 |
| 2014-06-30 | Rank | |
| Total securities | $1,084,373,000 | 159 |
| U.S. Government securities | $567,640,000 | 205 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $567,640,000 | 202 |
| Securities issued by states & political subdivisions | $432,897,000 | 56 |
| Other domestic debt securities | $79,230,000 | 160 |
| Privately issued residential mortgage-backed securities | $10,663,000 | 141 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $62,984,000 | 52 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $5,583,000 | 626 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,606,000 | 271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,849,000 | 193 |
| Mortgage-backed securities | $576,864,000 | 173 |
| Certificates of participation in pools of residential mortgages | $506,360,000 | 107 |
| Issued or guaranteed by U.S. | $506,360,000 | 106 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $51,600,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $40,937,000 | 523 |
| Privately issued | $10,663,000 | 134 |
| Commercial mortgage-backed securities | $18,904,000 | 216 |
| Commercial mortgage pass-through securities | $18,904,000 | 117 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,084,373,000 | 136 |
| Total debt securities | $1,079,767,000 | 158 |
| Structured notes | ||
| Amortized cost | $3,655,000 | 914 |
| Fair value | $3,697,000 | 901 |
| Trading account assets | $1,279,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $3,011,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $1,988,000 | 85 |
| 2014-03-31 | Rank | |
| Total securities | $729,341,000 | 217 |
| U.S. Government securities | $392,728,000 | 286 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $392,728,000 | 279 |
| Securities issued by states & political subdivisions | $266,172,000 | 84 |
| Other domestic debt securities | $65,900,000 | 188 |
| Privately issued residential mortgage-backed securities | $8,546,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $52,976,000 | 58 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,378,000 | 765 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,541,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,628,000 | 373 |
| Mortgage-backed securities | $399,744,000 | 234 |
| Certificates of participation in pools of residential mortgages | $358,176,000 | 143 |
| Issued or guaranteed by U.S. | $358,176,000 | 142 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $41,568,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $33,022,000 | 614 |
| Privately issued | $8,546,000 | 158 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $729,341,000 | 185 |
| Total debt securities | $724,800,000 | 214 |
| Structured notes | ||
| Amortized cost | $3,743,000 | 915 |
| Fair value | $3,787,000 | 889 |
| Trading account assets | $35,000 | 237 |
| Revaluation gains on off-balance sheet contracts | $35,000 | 136 |
| Revaluation losses on off-balance sheet contracts | $22,000 | 140 |
| 2013-12-31 | Rank | |
| Total securities | $676,556,000 | 232 |
| U.S. Government securities | $408,990,000 | 277 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $408,990,000 | 266 |
| Securities issued by states & political subdivisions | $254,830,000 | 88 |
| Other domestic debt securities | $9,427,000 | 707 |
| Privately issued residential mortgage-backed securities | $1,082,000 | 473 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,965,000 | 216 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,380,000 | 783 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,309,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,203,000 | 357 |
| Mortgage-backed securities | $408,444,000 | 227 |
| Certificates of participation in pools of residential mortgages | $371,413,000 | 134 |
| Issued or guaranteed by U.S. | $371,413,000 | 133 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $37,031,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $35,949,000 | 572 |
| Privately issued | $1,082,000 | 450 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $676,556,000 | 202 |
| Total debt securities | $673,247,000 | 227 |
| Structured notes | ||
| Amortized cost | $1,594,000 | 1,378 |
| Fair value | $1,628,000 | 1,363 |
| Trading account assets | $33,000 | 237 |
| Revaluation gains on off-balance sheet contracts | $33,000 | 140 |
| Revaluation losses on off-balance sheet contracts | $548,000 | 111 |
| 2013-09-30 | Rank | |
| Total securities | $588,654,000 | 262 |
| U.S. Government securities | $342,186,000 | 318 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $342,186,000 | 306 |
| Securities issued by states & political subdivisions | $237,241,000 | 91 |
| Other domestic debt securities | $5,537,000 | 967 |
| Privately issued residential mortgage-backed securities | $1,161,000 | 489 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,376,000 | 806 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,690,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,595,000 | 344 |
| Mortgage-backed securities | $341,585,000 | 254 |
| Certificates of participation in pools of residential mortgages | $305,148,000 | 156 |
| Issued or guaranteed by U.S. | $305,148,000 | 155 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $36,437,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $35,276,000 | 583 |
| Privately issued | $1,161,000 | 467 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $588,654,000 | 226 |
| Total debt securities | $584,964,000 | 256 |
| Structured notes | ||
| Amortized cost | $1,715,000 | 1,347 |
| Fair value | $1,762,000 | 1,321 |
| Trading account assets | $693,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $693,000 | 103 |
| Revaluation losses on off-balance sheet contracts | $21,000 | 136 |
| 2013-06-30 | Rank | |
| Total securities | $581,534,000 | 264 |
| U.S. Government securities | $335,749,000 | 318 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $335,749,000 | 310 |
| Securities issued by states & political subdivisions | $236,716,000 | 85 |
| Other domestic debt securities | $5,618,000 | 972 |
| Privately issued residential mortgage-backed securities | $1,250,000 | 488 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,368,000 | 815 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,451,000 | 338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,677,000 | 330 |
| Mortgage-backed securities | $335,020,000 | 257 |
| Certificates of participation in pools of residential mortgages | $297,696,000 | 154 |
| Issued or guaranteed by U.S. | $297,696,000 | 153 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $37,324,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $36,074,000 | 581 |
| Privately issued | $1,250,000 | 468 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $581,534,000 | 230 |
| Total debt securities | $578,083,000 | 259 |
| Structured notes | ||
| Amortized cost | $1,936,000 | 1,295 |
| Fair value | $1,979,000 | 1,187 |
| Trading account assets | $21,000 | 237 |
| Revaluation gains on off-balance sheet contracts | $21,000 | 128 |
| Revaluation losses on off-balance sheet contracts | $21,000 | 127 |
| 2013-03-31 | Rank | |
| Total securities | $582,413,000 | 269 |
| U.S. Government securities | $328,741,000 | 331 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $328,741,000 | 322 |
| Securities issued by states & political subdivisions | $243,797,000 | 81 |
| Other domestic debt securities | $6,773,000 | 884 |
| Privately issued residential mortgage-backed securities | $1,348,000 | 500 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,425,000 | 692 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,102,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,616,000 | 357 |
| Mortgage-backed securities | $327,807,000 | 266 |
| Certificates of participation in pools of residential mortgages | $296,810,000 | 162 |
| Issued or guaranteed by U.S. | $296,810,000 | 161 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $30,997,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $29,649,000 | 718 |
| Privately issued | $1,348,000 | 483 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $582,413,000 | 233 |
| Total debt securities | $579,311,000 | 262 |
| Structured notes | ||
| Amortized cost | $2,219,000 | 1,157 |
| Fair value | $2,282,000 | 1,146 |
| Trading account assets | $10,000 | 236 |
| Revaluation gains on off-balance sheet contracts | $10,000 | 124 |
| Revaluation losses on off-balance sheet contracts | $10,000 | 127 |
| 2012-12-31 | Rank | |
| Total securities | $584,586,000 | 256 |
| U.S. Government securities | $344,754,000 | 324 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $344,754,000 | 315 |
| Securities issued by states & political subdivisions | $229,777,000 | 84 |
| Other domestic debt securities | $7,215,000 | 836 |
| Privately issued residential mortgage-backed securities | $1,475,000 | 505 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,740,000 | 654 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,840,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,263,000 | 342 |
| Mortgage-backed securities | $343,636,000 | 260 |
| Certificates of participation in pools of residential mortgages | $302,109,000 | 158 |
| Issued or guaranteed by U.S. | $302,109,000 | 157 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $41,527,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $40,052,000 | 562 |
| Privately issued | $1,475,000 | 489 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $584,586,000 | 228 |
| Total debt securities | $581,746,000 | 253 |
| Structured notes | ||
| Amortized cost | $2,521,000 | 1,110 |
| Fair value | $2,593,000 | 1,107 |
| Trading account assets | $18,000 | 232 |
| Revaluation gains on off-balance sheet contracts | $18,000 | 120 |
| Revaluation losses on off-balance sheet contracts | $18,000 | 125 |
| 2012-09-30 | Rank | |
| Total securities | $621,271,000 | 244 |
| U.S. Government securities | $394,966,000 | 286 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $394,966,000 | 281 |
| Securities issued by states & political subdivisions | $214,360,000 | 90 |
| Other domestic debt securities | $9,258,000 | 759 |
| Privately issued residential mortgage-backed securities | $1,606,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $7,652,000 | 564 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,687,000 | 396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,755,000 | 310 |
| Mortgage-backed securities | $393,623,000 | 245 |
| Certificates of participation in pools of residential mortgages | $342,077,000 | 158 |
| Issued or guaranteed by U.S. | $342,077,000 | 157 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $51,546,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $49,940,000 | 508 |
| Privately issued | $1,606,000 | 505 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $621,271,000 | 217 |
| Total debt securities | $618,584,000 | 240 |
| Structured notes | ||
| Amortized cost | $2,860,000 | 1,129 |
| Fair value | $2,952,000 | 1,123 |
| Trading account assets | $39,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $39,000 | 116 |
| Revaluation losses on off-balance sheet contracts | $39,000 | 117 |
| 2012-06-30 | Rank | |
| Total securities | $626,752,000 | 250 |
| U.S. Government securities | $406,740,000 | 289 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $406,740,000 | 282 |
| Securities issued by states & political subdivisions | $207,778,000 | 92 |
| Other domestic debt securities | $9,399,000 | 767 |
| Privately issued residential mortgage-backed securities | $1,719,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $7,680,000 | 571 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,835,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,481,000 | 361 |
| Mortgage-backed securities | $405,134,000 | 243 |
| Certificates of participation in pools of residential mortgages | $344,123,000 | 157 |
| Issued or guaranteed by U.S. | $344,123,000 | 156 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $61,011,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $59,292,000 | 462 |
| Privately issued | $1,719,000 | 523 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $626,752,000 | 221 |
| Total debt securities | $623,916,000 | 245 |
| Structured notes | ||
| Amortized cost | $3,204,000 | 1,193 |
| Fair value | $3,330,000 | 1,174 |
| Trading account assets | $34,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $34,000 | 106 |
| Revaluation losses on off-balance sheet contracts | $34,000 | 115 |
| 2012-03-31 | Rank | |
| Total securities | $620,989,000 | 258 |
| U.S. Government securities | $405,193,000 | 296 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $405,193,000 | 288 |
| Securities issued by states & political subdivisions | $201,252,000 | 90 |
| Other domestic debt securities | $11,906,000 | 655 |
| Privately issued residential mortgage-backed securities | $1,844,000 | 560 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $10,062,000 | 477 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,638,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,232,000 | 380 |
| Mortgage-backed securities | $403,373,000 | 246 |
| Certificates of participation in pools of residential mortgages | $331,440,000 | 160 |
| Issued or guaranteed by U.S. | $331,440,000 | 159 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $71,933,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $70,089,000 | 426 |
| Privately issued | $1,844,000 | 540 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $620,989,000 | 226 |
| Total debt securities | $618,351,000 | 253 |
| Structured notes | ||
| Amortized cost | $3,533,000 | 1,283 |
| Fair value | $3,672,000 | 1,269 |
| Trading account assets | $44,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $44,000 | 108 |
| Revaluation losses on off-balance sheet contracts | $44,000 | 111 |
| 2011-12-31 | Rank | |
| Total securities | $619,410,000 | 256 |
| U.S. Government securities | $404,225,000 | 287 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $404,225,000 | 281 |
| Securities issued by states & political subdivisions | $200,197,000 | 86 |
| Other domestic debt securities | $12,239,000 | 645 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 604 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $10,239,000 | 440 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,749,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,251,000 | 345 |
| Mortgage-backed securities | $402,143,000 | 236 |
| Certificates of participation in pools of residential mortgages | $319,818,000 | 160 |
| Issued or guaranteed by U.S. | $319,818,000 | 160 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $82,325,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $80,325,000 | 366 |
| Privately issued | $2,000,000 | 577 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $619,410,000 | 223 |
| Total debt securities | $616,661,000 | 253 |
| Structured notes | ||
| Amortized cost | $3,873,000 | 1,218 |
| Fair value | $4,094,000 | 1,135 |
| Trading account assets | $66,000 | 189 |
| Revaluation gains on off-balance sheet contracts | $66,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $66,000 | 89 |
| 2011-09-30 | Rank | |
| Total securities | $573,455,000 | 260 |
| U.S. Government securities | $364,149,000 | 303 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $364,149,000 | 296 |
| Securities issued by states & political subdivisions | $192,310,000 | 88 |
| Other domestic debt securities | $14,289,000 | 588 |
| Privately issued residential mortgage-backed securities | $2,232,000 | 613 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $12,057,000 | 371 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,707,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,180,000 | 340 |
| Mortgage-backed securities | $361,859,000 | 249 |
| Certificates of participation in pools of residential mortgages | $267,455,000 | 180 |
| Issued or guaranteed by U.S. | $267,455,000 | 179 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $94,404,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $92,172,000 | 329 |
| Privately issued | $2,232,000 | 579 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $573,455,000 | 230 |
| Total debt securities | $570,748,000 | 259 |
| Structured notes | ||
| Amortized cost | $4,274,000 | 1,159 |
| Fair value | $4,538,000 | 1,112 |
| 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 | $556,085,000 | 266 |
| U.S. Government securities | $350,753,000 | 312 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $350,753,000 | 301 |
| Securities issued by states & political subdivisions | $188,682,000 | 92 |
| Other domestic debt securities | $13,747,000 | 583 |
| Privately issued residential mortgage-backed securities | $1,014,000 | 821 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $12,733,000 | 335 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,903,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,120,000 | 330 |
| Mortgage-backed securities | $346,978,000 | 251 |
| Certificates of participation in pools of residential mortgages | $241,360,000 | 193 |
| Issued or guaranteed by U.S. | $241,360,000 | 190 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $105,618,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $104,604,000 | 289 |
| Privately issued | $1,014,000 | 778 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $556,085,000 | 237 |
| Total debt securities | $553,182,000 | 264 |
| Structured notes | ||
| Amortized cost | $4,542,000 | 1,255 |
| Fair value | $4,811,000 | 1,220 |
| 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 | $544,534,000 | 274 |
| U.S. Government securities | $344,908,000 | 310 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $344,908,000 | 299 |
| Securities issued by states & political subdivisions | $183,446,000 | 88 |
| Other domestic debt securities | $15,910,000 | 545 |
| Privately issued residential mortgage-backed securities | $1,173,000 | 821 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $14,737,000 | 305 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $270,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,155,000 | 352 |
| Mortgage-backed securities | $341,191,000 | 253 |
| Certificates of participation in pools of residential mortgages | $229,249,000 | 199 |
| Issued or guaranteed by U.S. | $229,249,000 | 197 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $111,942,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $110,769,000 | 256 |
| Privately issued | $1,173,000 | 780 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $544,534,000 | 243 |
| Total debt securities | $544,265,000 | 270 |
| Structured notes | ||
| Amortized cost | $4,751,000 | 1,281 |
| Fair value | $4,917,000 | 1,255 |
| 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 | $533,571,000 | 273 |
| U.S. Government securities | $341,502,000 | 305 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $341,502,000 | 290 |
| Securities issued by states & political subdivisions | $176,332,000 | 92 |
| Other domestic debt securities | $15,694,000 | 579 |
| Privately issued residential mortgage-backed securities | $1,483,000 | 800 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $14,211,000 | 299 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $43,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,970,000 | 333 |
| Mortgage-backed securities | $337,630,000 | 247 |
| Certificates of participation in pools of residential mortgages | $214,038,000 | 200 |
| Issued or guaranteed by U.S. | $214,038,000 | 199 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $123,592,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $122,109,000 | 244 |
| Privately issued | $1,483,000 | 763 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $533,571,000 | 241 |
| Total debt securities | $533,528,000 | 267 |
| Structured notes | ||
| Amortized cost | $5,178,000 | 1,090 |
| Fair value | $5,355,000 | 1,066 |
| 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 | $408,192,000 | 328 |
| U.S. Government securities | $268,046,000 | 360 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $268,046,000 | 349 |
| Securities issued by states & political subdivisions | $130,857,000 | 124 |
| Other domestic debt securities | $9,229,000 | 831 |
| Privately issued residential mortgage-backed securities | $796,000 | 1,040 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $8,433,000 | 419 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $60,000 | 1,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,763,000 | 415 |
| Mortgage-backed securities | $262,859,000 | 288 |
| Certificates of participation in pools of residential mortgages | $152,148,000 | 265 |
| Issued or guaranteed by U.S. | $152,148,000 | 261 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $110,711,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $109,915,000 | 255 |
| Privately issued | $796,000 | 994 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $408,192,000 | 290 |
| Total debt securities | $408,132,000 | 323 |
| Structured notes | ||
| Amortized cost | $5,812,000 | 998 |
| Fair value | $5,983,000 | 985 |
| 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 | $388,381,000 | 336 |
| U.S. Government securities | $263,135,000 | 367 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $263,135,000 | 353 |
| Securities issued by states & political subdivisions | $117,556,000 | 136 |
| Other domestic debt securities | $7,615,000 | 908 |
| Privately issued residential mortgage-backed securities | $918,000 | 1,042 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $6,697,000 | 469 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $75,000 | 1,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,655,000 | 400 |
| Mortgage-backed securities | $257,573,000 | 282 |
| Certificates of participation in pools of residential mortgages | $153,206,000 | 260 |
| Issued or guaranteed by U.S. | $153,206,000 | 257 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $104,367,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $103,449,000 | 259 |
| Privately issued | $918,000 | 1,005 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $388,381,000 | 297 |
| Total debt securities | $388,306,000 | 332 |
| Structured notes | ||
| Amortized cost | $6,208,000 | 994 |
| Fair value | $6,480,000 | 981 |
| 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 | $361,538,000 | 364 |
| U.S. Government securities | $259,712,000 | 371 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $259,712,000 | 358 |
| Securities issued by states & political subdivisions | $94,633,000 | 179 |
| Other domestic debt securities | $7,046,000 | 989 |
| Privately issued residential mortgage-backed securities | $1,049,000 | 1,052 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $5,997,000 | 524 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $147,000 | 1,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,856,000 | 426 |
| Mortgage-backed securities | $254,199,000 | 288 |
| Certificates of participation in pools of residential mortgages | $143,605,000 | 304 |
| Issued or guaranteed by U.S. | $143,605,000 | 299 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $110,594,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $109,545,000 | 239 |
| Privately issued | $1,049,000 | 1,011 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $361,538,000 | 318 |
| Total debt securities | $361,391,000 | 360 |
| Structured notes | ||
| Amortized cost | $6,486,000 | 784 |
| Fair value | $6,562,000 | 772 |
| 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 | $215,034,000 | 594 |
| U.S. Government securities | $190,344,000 | 492 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $190,344,000 | 475 |
| Securities issued by states & political subdivisions | $10,485,000 | 2,170 |
| Other domestic debt securities | $13,035,000 | 699 |
| Privately issued residential mortgage-backed securities | $11,849,000 | 433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,186,000 | 1,298 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,170,000 | 624 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $190,435,000 | 375 |
| Certificates of participation in pools of residential mortgages | $96,270,000 | 444 |
| Issued or guaranteed by U.S. | $96,270,000 | 441 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $94,165,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $82,316,000 | 281 |
| Privately issued | $11,849,000 | 415 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,487,000 | 717 |
| Available-for-sale securities (fair market value) | $194,547,000 | 583 |
| Total debt securities | $213,864,000 | 589 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $226,890,000 | 567 |
| U.S. Government securities | $201,244,000 | 460 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $201,244,000 | 441 |
| Securities issued by states & political subdivisions | $10,613,000 | 2,163 |
| Other domestic debt securities | $13,744,000 | 734 |
| Privately issued residential mortgage-backed securities | $12,569,000 | 452 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,175,000 | 1,388 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,289,000 | 652 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $201,639,000 | 369 |
| Certificates of participation in pools of residential mortgages | $103,681,000 | 432 |
| Issued or guaranteed by U.S. | $103,681,000 | 429 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $97,958,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $85,389,000 | 263 |
| Privately issued | $12,569,000 | 432 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,248,000 | 721 |
| Available-for-sale securities (fair market value) | $205,642,000 | 543 |
| Total debt securities | $225,601,000 | 555 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $226,357,000 | 561 |
| U.S. Government securities | $201,438,000 | 446 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $201,438,000 | 429 |
| Securities issued by states & political subdivisions | $10,138,000 | 2,185 |
| Other domestic debt securities | $13,893,000 | 746 |
| Privately issued residential mortgage-backed securities | $12,725,000 | 456 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,168,000 | 1,425 |
| Foreign debt securities | NA | NA |
| Equity securities | $888,000 | 811 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $201,740,000 | 375 |
| Certificates of participation in pools of residential mortgages | $111,518,000 | 418 |
| Issued or guaranteed by U.S. | $111,518,000 | 412 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $90,222,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $77,497,000 | 263 |
| Privately issued | $12,725,000 | 438 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,495,000 | 690 |
| Available-for-sale securities (fair market value) | $203,862,000 | 536 |
| Total debt securities | $225,469,000 | 549 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $191,827,000 | 648 |
| U.S. Government securities | $171,297,000 | 519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $171,297,000 | 504 |
| Securities issued by states & political subdivisions | $5,531,000 | 3,009 |
| Other domestic debt securities | $14,160,000 | 705 |
| Privately issued residential mortgage-backed securities | $13,005,000 | 458 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,155,000 | 1,458 |
| Foreign debt securities | NA | NA |
| Equity securities | $839,000 | 825 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $169,221,000 | 442 |
| Certificates of participation in pools of residential mortgages | $90,008,000 | 499 |
| Issued or guaranteed by U.S. | $90,008,000 | 492 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $79,213,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $66,208,000 | 288 |
| Privately issued | $13,005,000 | 437 |
| 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) | $26,229,000 | 616 |
| Available-for-sale securities (fair market value) | $165,598,000 | 642 |
| Total debt securities | $190,988,000 | 635 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $171,064,000 | 712 |
| U.S. Government securities | $151,686,000 | 586 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $151,686,000 | 576 |
| Securities issued by states & political subdivisions | $3,721,000 | 3,512 |
| Other domestic debt securities | $14,849,000 | 651 |
| Privately issued residential mortgage-backed securities | $13,689,000 | 431 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,160,000 | 1,423 |
| Foreign debt securities | NA | NA |
| Equity securities | $808,000 | 812 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $150,219,000 | 465 |
| Certificates of participation in pools of residential mortgages | $90,368,000 | 490 |
| Issued or guaranteed by U.S. | $90,368,000 | 485 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $59,851,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $46,162,000 | 359 |
| Privately issued | $13,689,000 | 414 |
| 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) | $27,129,000 | 594 |
| Available-for-sale securities (fair market value) | $143,935,000 | 723 |
| Total debt securities | $170,256,000 | 704 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $174,720,000 | 680 |
| U.S. Government securities | $152,875,000 | 554 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $152,875,000 | 543 |
| Securities issued by states & political subdivisions | $3,730,000 | 3,480 |
| Other domestic debt securities | $17,208,000 | 589 |
| Privately issued residential mortgage-backed securities | $15,850,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,358,000 | 1,320 |
| Foreign debt securities | NA | NA |
| Equity securities | $907,000 | 785 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $144,761,000 | 460 |
| Certificates of participation in pools of residential mortgages | $91,680,000 | 467 |
| Issued or guaranteed by U.S. | $91,680,000 | 463 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $53,081,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $37,231,000 | 398 |
| Privately issued | $15,850,000 | 378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,217,000 | 464 |
| Available-for-sale securities (fair market value) | $138,503,000 | 727 |
| Total debt securities | $173,813,000 | 670 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $183,293,000 | 654 |
| U.S. Government securities | $157,621,000 | 543 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $157,621,000 | 531 |
| Securities issued by states & political subdivisions | $3,747,000 | 3,488 |
| Other domestic debt securities | $18,187,000 | 589 |
| Privately issued residential mortgage-backed securities | $16,747,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,440,000 | 1,369 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,738,000 | 567 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $150,252,000 | 449 |
| Certificates of participation in pools of residential mortgages | $95,037,000 | 454 |
| Issued or guaranteed by U.S. | $95,037,000 | 449 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $55,215,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $38,468,000 | 379 |
| Privately issued | $16,747,000 | 368 |
| 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) | $36,628,000 | 455 |
| Available-for-sale securities (fair market value) | $146,665,000 | 705 |
| Total debt securities | $179,555,000 | 648 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $179,603,000 | 664 |
| U.S. Government securities | $152,173,000 | 552 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $152,173,000 | 544 |
| Securities issued by states & political subdivisions | $3,970,000 | 3,442 |
| Other domestic debt securities | $19,599,000 | 548 |
| Privately issued residential mortgage-backed securities | $18,161,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,438,000 | 1,326 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,861,000 | 611 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $138,453,000 | 459 |
| Certificates of participation in pools of residential mortgages | $90,222,000 | 454 |
| Issued or guaranteed by U.S. | $90,222,000 | 448 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $48,231,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $30,070,000 | 444 |
| Privately issued | $18,161,000 | 344 |
| 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) | $37,305,000 | 436 |
| Available-for-sale securities (fair market value) | $142,298,000 | 730 |
| Total debt securities | $175,742,000 | 657 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $212,045,000 | 584 |
| U.S. Government securities | $183,396,000 | 472 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $183,396,000 | 460 |
| Securities issued by states & political subdivisions | $3,461,000 | 3,598 |
| Other domestic debt securities | $21,175,000 | 494 |
| Privately issued residential mortgage-backed securities | $18,955,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,220,000 | 1,012 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,013,000 | 547 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $109,835,000 | 520 |
| Certificates of participation in pools of residential mortgages | $60,263,000 | 569 |
| Issued or guaranteed by U.S. | $60,263,000 | 562 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $49,572,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $30,617,000 | 421 |
| Privately issued | $18,955,000 | 303 |
| 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) | $62,896,000 | 288 |
| Available-for-sale securities (fair market value) | $149,149,000 | 682 |
| Total debt securities | $208,032,000 | 575 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $216,054,000 | 583 |
| U.S. Government securities | $186,333,000 | 477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $186,333,000 | 465 |
| Securities issued by states & political subdivisions | $3,459,000 | 3,599 |
| Other domestic debt securities | $21,583,000 | 464 |
| Privately issued residential mortgage-backed securities | $19,320,000 | 309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,263,000 | 977 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,679,000 | 491 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $113,361,000 | 489 |
| Certificates of participation in pools of residential mortgages | $62,519,000 | 531 |
| Issued or guaranteed by U.S. | $62,519,000 | 524 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $50,842,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $31,522,000 | 407 |
| Privately issued | $19,320,000 | 289 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,528,000 | 295 |
| Available-for-sale securities (fair market value) | $152,526,000 | 661 |
| Total debt securities | $211,375,000 | 576 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $221,560,000 | 567 |
| U.S. Government securities | $189,634,000 | 467 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $189,634,000 | 453 |
| Securities issued by states & political subdivisions | $3,457,000 | 3,598 |
| Other domestic debt securities | $23,857,000 | 426 |
| Privately issued residential mortgage-backed securities | $19,705,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,152,000 | 685 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,612,000 | 494 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $117,544,000 | 484 |
| Certificates of participation in pools of residential mortgages | $65,439,000 | 517 |
| Issued or guaranteed by U.S. | $65,439,000 | 508 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $52,105,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $32,400,000 | 401 |
| Privately issued | $19,705,000 | 280 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $64,815,000 | 293 |
| Available-for-sale securities (fair market value) | $156,745,000 | 634 |
| Total debt securities | $216,948,000 | 558 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $229,278,000 | 545 |
| U.S. Government securities | $195,633,000 | 464 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $195,633,000 | 448 |
| Securities issued by states & political subdivisions | $3,455,000 | 3,619 |
| Other domestic debt securities | $25,143,000 | 426 |
| Privately issued residential mortgage-backed securities | $20,989,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,154,000 | 707 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,047,000 | 470 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $124,276,000 | 465 |
| Certificates of participation in pools of residential mortgages | $68,462,000 | 500 |
| Issued or guaranteed by U.S. | $68,462,000 | 491 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $55,814,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $34,825,000 | 390 |
| Privately issued | $20,989,000 | 261 |
| 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) | $65,368,000 | 301 |
| Available-for-sale securities (fair market value) | $163,910,000 | 614 |
| Total debt securities | $224,231,000 | 540 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $234,523,000 | 533 |
| U.S. Government securities | $199,834,000 | 463 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $199,834,000 | 448 |
| Securities issued by states & political subdivisions | $3,453,000 | 3,631 |
| Other domestic debt securities | $26,349,000 | 407 |
| Privately issued residential mortgage-backed securities | $21,887,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,462,000 | 699 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,887,000 | 484 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $129,398,000 | 459 |
| Certificates of participation in pools of residential mortgages | $71,308,000 | 490 |
| Issued or guaranteed by U.S. | $71,308,000 | 485 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $58,090,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $36,203,000 | 394 |
| Privately issued | $21,887,000 | 253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,859,000 | 310 |
| Available-for-sale securities (fair market value) | $168,664,000 | 613 |
| Total debt securities | $229,636,000 | 527 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $240,481,000 | 537 |
| U.S. Government securities | $204,810,000 | 461 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $204,810,000 | 445 |
| Securities issued by states & political subdivisions | $3,452,000 | 3,590 |
| Other domestic debt securities | $27,462,000 | 407 |
| Privately issued residential mortgage-backed securities | $22,460,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,002,000 | 655 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,757,000 | 488 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $134,771,000 | 451 |
| Certificates of participation in pools of residential mortgages | $74,327,000 | 488 |
| Issued or guaranteed by U.S. | $74,327,000 | 482 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $60,444,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $37,984,000 | 382 |
| Privately issued | $22,460,000 | 251 |
| 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) | $67,179,000 | 317 |
| Available-for-sale securities (fair market value) | $173,302,000 | 606 |
| Total debt securities | $235,724,000 | 530 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $245,399,000 | 533 |
| U.S. Government securities | $208,673,000 | 463 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $208,673,000 | 449 |
| Securities issued by states & political subdivisions | $3,449,000 | 3,601 |
| Other domestic debt securities | $28,878,000 | 392 |
| Privately issued residential mortgage-backed securities | $22,748,000 | 263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,130,000 | 599 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,399,000 | 516 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $148,867,000 | 427 |
| Certificates of participation in pools of residential mortgages | $78,454,000 | 472 |
| Issued or guaranteed by U.S. | $78,454,000 | 466 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $70,413,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $47,665,000 | 312 |
| Privately issued | $22,748,000 | 250 |
| 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) | $67,851,000 | 321 |
| Available-for-sale securities (fair market value) | $177,548,000 | 596 |
| Total debt securities | $241,000,000 | 528 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $249,586,000 | 529 |
| U.S. Government securities | $211,347,000 | 474 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $211,347,000 | 454 |
| Securities issued by states & political subdivisions | $3,449,000 | 3,613 |
| Other domestic debt securities | $29,963,000 | 388 |
| Privately issued residential mortgage-backed securities | $23,829,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,134,000 | 608 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,827,000 | 492 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $152,264,000 | 423 |
| Certificates of participation in pools of residential mortgages | $77,743,000 | 475 |
| Issued or guaranteed by U.S. | $77,743,000 | 469 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $74,521,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $50,692,000 | 301 |
| Privately issued | $23,829,000 | 244 |
| 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) | $68,606,000 | 324 |
| Available-for-sale securities (fair market value) | $180,980,000 | 602 |
| Total debt securities | $244,759,000 | 525 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $243,985,000 | 551 |
| U.S. Government securities | $205,121,000 | 494 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $205,121,000 | 473 |
| Securities issued by states & political subdivisions | $3,449,000 | 3,646 |
| Other domestic debt securities | $30,888,000 | 392 |
| Privately issued residential mortgage-backed securities | $24,749,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,139,000 | 633 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,527,000 | 521 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $146,755,000 | 436 |
| Certificates of participation in pools of residential mortgages | $79,161,000 | 478 |
| Issued or guaranteed by U.S. | $79,161,000 | 470 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $67,594,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $42,845,000 | 331 |
| Privately issued | $24,749,000 | 241 |
| 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) | $69,194,000 | 331 |
| Available-for-sale securities (fair market value) | $174,791,000 | 616 |
| Total debt securities | $239,458,000 | 543 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $253,877,000 | 528 |
| U.S. Government securities | $213,903,000 | 481 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $213,903,000 | 458 |
| Securities issued by states & political subdivisions | $3,250,000 | 3,715 |
| Other domestic debt securities | $32,601,000 | 380 |
| Privately issued residential mortgage-backed securities | $26,453,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,148,000 | 644 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,123,000 | 561 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $156,641,000 | 424 |
| Certificates of participation in pools of residential mortgages | $83,422,000 | 472 |
| Issued or guaranteed by U.S. | $83,422,000 | 464 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $73,219,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $46,766,000 | 321 |
| Privately issued | $26,453,000 | 232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,035,000 | 364 |
| Available-for-sale securities (fair market value) | $188,842,000 | 564 |
| Total debt securities | $249,754,000 | 525 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $266,070,000 | 513 |
| U.S. Government securities | $224,377,000 | 456 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,377,000 | 441 |
| Securities issued by states & political subdivisions | $3,250,000 | 3,690 |
| Other domestic debt securities | $34,344,000 | 368 |
| Privately issued residential mortgage-backed securities | $28,192,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,152,000 | 662 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,099,000 | 585 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $168,622,000 | 408 |
| Certificates of participation in pools of residential mortgages | $89,813,000 | 450 |
| Issued or guaranteed by U.S. | $89,813,000 | 440 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $78,809,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $50,617,000 | 316 |
| Privately issued | $28,192,000 | 229 |
| 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) | $65,920,000 | 362 |
| Available-for-sale securities (fair market value) | $200,150,000 | 536 |
| Total debt securities | $261,971,000 | 507 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $268,088,000 | 510 |
| U.S. Government securities | $228,194,000 | 462 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $228,194,000 | 442 |
| Securities issued by states & political subdivisions | $515,000 | 5,600 |
| Other domestic debt securities | $35,245,000 | 366 |
| Privately issued residential mortgage-backed securities | $29,094,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,151,000 | 707 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,134,000 | 596 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $175,926,000 | 407 |
| Certificates of participation in pools of residential mortgages | $53,625,000 | 688 |
| Issued or guaranteed by U.S. | $53,625,000 | 684 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $122,301,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $93,207,000 | 225 |
| Privately issued | $29,094,000 | 216 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $68,377,000 | 349 |
| Available-for-sale securities (fair market value) | $199,711,000 | 543 |
| Total debt securities | $263,954,000 | 507 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $293,514,000 | 478 |
| U.S. Government securities | $258,016,000 | 406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $258,016,000 | 388 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $31,326,000 | 409 |
| Privately issued residential mortgage-backed securities | $25,151,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,175,000 | 729 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,172,000 | 618 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $182,970,000 | 393 |
| Certificates of participation in pools of residential mortgages | $99,974,000 | 441 |
| Issued or guaranteed by U.S. | $99,974,000 | 437 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $82,996,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $57,845,000 | 306 |
| Privately issued | $25,151,000 | 230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $66,300,000 | 361 |
| Available-for-sale securities (fair market value) | $227,214,000 | 502 |
| Total debt securities | $289,342,000 | 470 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $311,278,000 | 457 |
| U.S. Government securities | $213,901,000 | 506 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $213,901,000 | 484 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $93,207,000 | 215 |
| Privately issued residential mortgage-backed securities | $87,054,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,153,000 | 759 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,170,000 | 637 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $175,720,000 | 415 |
| Certificates of participation in pools of residential mortgages | $88,666,000 | 497 |
| Issued or guaranteed by U.S. | $88,666,000 | 494 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $87,054,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $87,054,000 | 119 |
| 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) | $67,488,000 | 340 |
| Available-for-sale securities (fair market value) | $243,790,000 | 474 |
| Total debt securities | $307,108,000 | 451 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $325,152,000 | 449 |
| U.S. Government securities | $288,225,000 | 384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $288,225,000 | 364 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $32,823,000 | 392 |
| Privately issued residential mortgage-backed securities | $26,604,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,219,000 | 778 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,104,000 | 674 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $181,079,000 | 403 |
| Certificates of participation in pools of residential mortgages | $91,479,000 | 493 |
| Issued or guaranteed by U.S. | $91,479,000 | 490 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $89,600,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $62,996,000 | 300 |
| Privately issued | $26,604,000 | 202 |
| 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) | $73,717,000 | 317 |
| Available-for-sale securities (fair market value) | $251,435,000 | 472 |
| Total debt securities | $321,048,000 | 440 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $355,404,000 | 403 |
| U.S. Government securities | $318,936,000 | 350 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $318,936,000 | 328 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $36,468,000 | 378 |
| Privately issued residential mortgage-backed securities | $29,926,000 | 211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,542,000 | 810 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $197,879,000 | 392 |
| Certificates of participation in pools of residential mortgages | $91,042,000 | 510 |
| Issued or guaranteed by U.S. | $91,042,000 | 504 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $106,837,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $76,911,000 | 278 |
| Privately issued | $29,926,000 | 196 |
| 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) | $74,137,000 | 293 |
| Available-for-sale securities (fair market value) | $281,267,000 | 449 |
| Total debt securities | $355,404,000 | 392 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $389,229,000 | 387 |
| U.S. Government securities | $382,965,000 | 319 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $382,965,000 | 302 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $6,264,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,264,000 | 901 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $212,407,000 | 374 |
| Certificates of participation in pools of residential mortgages | $96,229,000 | 502 |
| Issued or guaranteed by U.S. | $96,229,000 | 496 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $116,178,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $116,178,000 | 236 |
| Privately issued | NA | NA |
| 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) | $75,968,000 | 291 |
| Available-for-sale securities (fair market value) | $313,261,000 | 411 |
| Total debt securities | $389,229,000 | 378 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $406,460,000 | 373 |
| U.S. Government securities | $397,739,000 | 304 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $397,739,000 | 291 |
| Securities issued by states & political subdivisions | $2,450,000 | 4,153 |
| Other domestic debt securities | $6,271,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,271,000 | 955 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $254,080,000 | 326 |
| Certificates of participation in pools of residential mortgages | $91,162,000 | 515 |
| Issued or guaranteed by U.S. | $91,162,000 | 510 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $162,918,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $162,918,000 | 191 |
| Privately issued | NA | NA |
| 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) | $100,817,000 | 212 |
| Available-for-sale securities (fair market value) | $305,643,000 | 421 |
| Total debt securities | $406,460,000 | 364 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $380,555,000 | 379 |
| U.S. Government securities | $369,376,000 | 321 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $369,376,000 | 311 |
| Securities issued by states & political subdivisions | $4,845,000 | 3,094 |
| Other domestic debt securities | $6,334,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,334,000 | 959 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $254,368,000 | 333 |
| Certificates of participation in pools of residential mortgages | $68,451,000 | 597 |
| Issued or guaranteed by U.S. | $68,451,000 | 594 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $185,917,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $185,917,000 | 186 |
| Privately issued | NA | NA |
| 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) | $90,762,000 | 233 |
| Available-for-sale securities (fair market value) | $289,793,000 | 428 |
| Total debt securities | $380,555,000 | 369 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $381,068,000 | 382 |
| U.S. Government securities | $369,871,000 | 318 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $369,871,000 | 309 |
| Securities issued by states & political subdivisions | $4,824,000 | 3,020 |
| Other domestic debt securities | $6,341,000 | 1,216 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,341,000 | 979 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 2,221 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $309,762,000 | 291 |
| Certificates of participation in pools of residential mortgages | $74,833,000 | 559 |
| Issued or guaranteed by U.S. | $74,833,000 | 555 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $234,929,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $234,929,000 | 157 |
| Privately issued | NA | NA |
| 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) | $67,569,000 | 303 |
| Available-for-sale securities (fair market value) | $313,499,000 | 397 |
| Total debt securities | $381,036,000 | 372 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $365,621,000 | 378 |
| U.S. Government securities | $354,358,000 | 311 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $354,358,000 | 297 |
| Securities issued by states & political subdivisions | $4,862,000 | 2,971 |
| Other domestic debt securities | $6,401,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,401,000 | 974 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $296,041,000 | 277 |
| Certificates of participation in pools of residential mortgages | $35,410,000 | 933 |
| Issued or guaranteed by U.S. | $35,410,000 | 929 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $260,631,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $260,631,000 | 130 |
| Privately issued | NA | NA |
| 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) | $40,492,000 | 501 |
| Available-for-sale securities (fair market value) | $325,129,000 | 358 |
| Total debt securities | $365,621,000 | 367 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $266,564,000 | 460 |
| U.S. Government securities | $226,573,000 | 406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $226,573,000 | 387 |
| Securities issued by states & political subdivisions | $4,950,000 | 2,883 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,041,000 | 127 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $179,368,000 | 371 |
| Certificates of participation in pools of residential mortgages | $393,000 | 5,857 |
| Issued or guaranteed by U.S. | $393,000 | 5,832 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $178,975,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $178,975,000 | 161 |
| Privately issued | NA | NA |
| 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) | $124,677,000 | 166 |
| Available-for-sale securities (fair market value) | $141,887,000 | 673 |
| Total debt securities | $231,523,000 | 503 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $244,170,000 | 489 |
| U.S. Government securities | $241,670,000 | 385 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $241,670,000 | 354 |
| Securities issued by states & political subdivisions | $2,500,000 | 4,023 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $158,670,000 | 356 |
| Certificates of participation in pools of residential mortgages | $496,000 | 5,434 |
| Issued or guaranteed by U.S. | $496,000 | 5,415 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $158,174,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $158,174,000 | 154 |
| Privately issued | NA | NA |
| 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) | $181,236,000 | 159 |
| Available-for-sale securities (fair market value) | $62,934,000 | 1,367 |
| Total debt securities | $244,170,000 | 465 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $248,409,000 | 509 |
| U.S. Government securities | $248,409,000 | 406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $248,409,000 | 371 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $165,409,000 | 379 |
| Certificates of participation in pools of residential mortgages | $389,000 | 5,960 |
| Issued or guaranteed by U.S. | $389,000 | 5,946 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $165,020,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $165,020,000 | 169 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $180,963,000 | 165 |
| Available-for-sale securities (fair market value) | $67,446,000 | 1,287 |
| Total debt securities | $248,409,000 | 494 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $215,243,000 | 575 |
| U.S. Government securities | $215,243,000 | 468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $215,243,000 | 422 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $130,668,000 | 458 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $130,668,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $130,668,000 | 199 |
| Privately issued | NA | NA |
| 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) | $144,364,000 | 211 |
| Available-for-sale securities (fair market value) | $70,879,000 | 1,235 |
| Total debt securities | $215,243,000 | 557 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $-300,000 | 10,944 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $300,000 | 7 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $-300,000 | 10,941 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $0 | 10,722 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |