| 2015-06-30 | Rank |
| Total securities | $886,647,000 | 190 |
| U.S. Government securities | $661,174,000 | 195 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $661,174,000 | 190 |
| Securities issued by states & political subdivisions | $43,768,000 | 888 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $66,620,000 | 34 |
| Equity securities | $115,085,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $262,272,000 | 274 |
| Mortgage-backed securities | $161,065,000 | 458 |
| Certificates of participation in pools of residential mortgages | $161,065,000 | 278 |
| Issued or guaranteed by U.S. | $161,065,000 | 277 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $271,453,000 | 129 |
| Available-for-sale securities (fair market value) | $615,194,000 | 231 |
| Total debt securities | $771,562,000 | 214 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $19,142,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $19,142,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $16,653,000 | 56 |
| 2015-03-31 | Rank |
| Total securities | $877,890,000 | 191 |
| U.S. Government securities | $610,583,000 | 202 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $610,583,000 | 199 |
| Securities issued by states & political subdivisions | $43,782,000 | 884 |
| Other domestic debt securities | $30,243,000 | 296 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $30,243,000 | 190 |
| Foreign debt securities | $66,809,000 | 31 |
| Equity securities | $126,473,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $261,270,000 | 279 |
| Mortgage-backed securities | $161,247,000 | 465 |
| Certificates of participation in pools of residential mortgages | $161,247,000 | 281 |
| Issued or guaranteed by U.S. | $161,247,000 | 279 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $271,838,000 | 129 |
| Available-for-sale securities (fair market value) | $606,052,000 | 229 |
| Total debt securities | $751,416,000 | 222 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $24,364,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $24,364,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $18,404,000 | 59 |
| 2014-12-31 | Rank |
| Total securities | $443,383,000 | 348 |
| U.S. Government securities | $156,322,000 | 662 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $156,322,000 | 628 |
| Securities issued by states & political subdivisions | $48,130,000 | 803 |
| Other domestic debt securities | $89,701,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $89,701,000 | 84 |
| Foreign debt securities | $66,994,000 | 30 |
| Equity securities | $82,236,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $186,597,000 | 382 |
| Mortgage-backed securities | $156,322,000 | 474 |
| Certificates of participation in pools of residential mortgages | $156,322,000 | 290 |
| Issued or guaranteed by U.S. | $156,322,000 | 289 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $271,446,000 | 130 |
| Available-for-sale securities (fair market value) | $171,937,000 | 755 |
| Total debt securities | $361,147,000 | 432 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $15,467,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $15,467,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $13,487,000 | 58 |
| 2014-09-30 | Rank |
| Total securities | $447,508,000 | 346 |
| U.S. Government securities | $147,773,000 | 714 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $147,773,000 | 677 |
| Securities issued by states & political subdivisions | $48,145,000 | 793 |
| Other domestic debt securities | $100,935,000 | 130 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $100,935,000 | 81 |
| Foreign debt securities | $67,175,000 | 31 |
| Equity securities | $83,480,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $217,663,000 | 325 |
| Mortgage-backed securities | $147,773,000 | 499 |
| Certificates of participation in pools of residential mortgages | $147,773,000 | 303 |
| Issued or guaranteed by U.S. | $147,773,000 | 301 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $263,093,000 | 129 |
| Available-for-sale securities (fair market value) | $184,415,000 | 708 |
| Total debt securities | $364,028,000 | 428 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $10,336,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $10,336,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $8,087,000 | 59 |
| 2014-06-30 | Rank |
| Total securities | $363,071,000 | 438 |
| U.S. Government securities | $136,139,000 | 762 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $136,139,000 | 729 |
| Securities issued by states & political subdivisions | $51,609,000 | 718 |
| Other domestic debt securities | $43,916,000 | 241 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $43,916,000 | 155 |
| Foreign debt securities | $67,354,000 | 31 |
| Equity securities | $64,053,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $186,637,000 | 377 |
| Mortgage-backed securities | $136,139,000 | 526 |
| Certificates of participation in pools of residential mortgages | $136,139,000 | 326 |
| Issued or guaranteed by U.S. | $136,139,000 | 324 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $255,102,000 | 131 |
| Available-for-sale securities (fair market value) | $107,969,000 | 1,212 |
| Total debt securities | $299,017,000 | 505 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $9,196,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $9,196,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $5,762,000 | 60 |
| 2014-03-31 | Rank |
| Total securities | $322,451,000 | 488 |
| U.S. Government securities | $103,971,000 | 984 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $103,971,000 | 945 |
| Securities issued by states & political subdivisions | $51,627,000 | 730 |
| Other domestic debt securities | $33,999,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $33,999,000 | 195 |
| Foreign debt securities | $67,529,000 | 32 |
| Equity securities | $65,325,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $95,883,000 | 663 |
| Mortgage-backed securities | $103,971,000 | 659 |
| Certificates of participation in pools of residential mortgages | $103,971,000 | 441 |
| Issued or guaranteed by U.S. | $103,971,000 | 440 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $223,127,000 | 141 |
| Available-for-sale securities (fair market value) | $99,324,000 | 1,329 |
| Total debt securities | $257,128,000 | 591 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $8,061,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $8,061,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $4,438,000 | 61 |
| 2013-12-31 | Rank |
| Total securities | $323,309,000 | 474 |
| U.S. Government securities | $96,359,000 | 1,049 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $96,359,000 | 1,006 |
| Securities issued by states & political subdivisions | $57,352,000 | 626 |
| Other domestic debt securities | $38,455,000 | 287 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $38,455,000 | 181 |
| Foreign debt securities | $67,702,000 | 33 |
| Equity securities | $63,441,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $95,785,000 | 661 |
| Mortgage-backed securities | $96,359,000 | 695 |
| Certificates of participation in pools of residential mortgages | $96,359,000 | 461 |
| Issued or guaranteed by U.S. | $96,359,000 | 461 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $221,413,000 | 139 |
| Available-for-sale securities (fair market value) | $101,896,000 | 1,289 |
| Total debt securities | $259,869,000 | 585 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $5,836,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $5,836,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $3,239,000 | 67 |
| 2013-09-30 | Rank |
| Total securities | $239,087,000 | 650 |
| U.S. Government securities | $99,333,000 | 1,028 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $99,333,000 | 988 |
| Securities issued by states & political subdivisions | $57,365,000 | 628 |
| Other domestic debt securities | $66,455,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $66,455,000 | 118 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $15,934,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,078,000 | 1,156 |
| Mortgage-backed securities | $99,333,000 | 677 |
| Certificates of participation in pools of residential mortgages | $99,333,000 | 447 |
| Issued or guaranteed by U.S. | $99,333,000 | 447 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $156,698,000 | 176 |
| Available-for-sale securities (fair market value) | $82,389,000 | 1,626 |
| Total debt securities | $223,154,000 | 680 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $5,628,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $5,628,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $3,431,000 | 71 |
| 2013-06-30 | Rank |
| Total securities | $224,730,000 | 691 |
| U.S. Government securities | $103,102,000 | 998 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $103,102,000 | 965 |
| Securities issued by states & political subdivisions | $58,007,000 | 612 |
| Other domestic debt securities | $49,866,000 | 242 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $49,866,000 | 153 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $13,755,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,424,000 | 1,294 |
| Mortgage-backed securities | $103,102,000 | 680 |
| Certificates of participation in pools of residential mortgages | $103,102,000 | 443 |
| Issued or guaranteed by U.S. | $103,102,000 | 442 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $161,109,000 | 159 |
| Available-for-sale securities (fair market value) | $63,621,000 | 2,027 |
| Total debt securities | $210,976,000 | 723 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $4,042,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $4,042,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $2,550,000 | 73 |
| 2013-03-31 | Rank |
| Total securities | $238,237,000 | 660 |
| U.S. Government securities | $94,666,000 | 1,087 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $94,666,000 | 1,046 |
| Securities issued by states & political subdivisions | $18,021,000 | 1,988 |
| Other domestic debt securities | $40,900,000 | 287 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $40,900,000 | 173 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $84,650,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,291,000 | 1,637 |
| Mortgage-backed securities | $94,666,000 | 742 |
| Certificates of participation in pools of residential mortgages | $94,666,000 | 486 |
| Issued or guaranteed by U.S. | $94,666,000 | 485 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $112,687,000 | 196 |
| Available-for-sale securities (fair market value) | $125,550,000 | 1,114 |
| Total debt securities | $153,586,000 | 1,002 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $1,015,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $1,015,000 | 96 |
| Revaluation losses on off-balance sheet contracts | $949,000 | 95 |
| 2012-12-31 | Rank |
| Total securities | $167,032,000 | 909 |
| U.S. Government securities | $96,549,000 | 1,039 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $96,549,000 | 992 |
| Securities issued by states & political subdivisions | $13,050,000 | 2,434 |
| Other domestic debt securities | $39,431,000 | 293 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $39,431,000 | 168 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $18,002,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,637,000 | 1,443 |
| Mortgage-backed securities | $96,549,000 | 716 |
| Certificates of participation in pools of residential mortgages | $96,549,000 | 471 |
| Issued or guaranteed by U.S. | $96,549,000 | 468 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $109,599,000 | 199 |
| Available-for-sale securities (fair market value) | $57,433,000 | 2,179 |
| Total debt securities | $149,030,000 | 1,008 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $468,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $468,000 | 101 |
| Revaluation losses on off-balance sheet contracts | $266,000 | 108 |
| 2012-09-30 | Rank |
| Total securities | $125,352,000 | 1,213 |
| U.S. Government securities | $56,996,000 | 1,715 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $56,996,000 | 1,674 |
| Securities issued by states & political subdivisions | $3,690,000 | 4,061 |
| Other domestic debt securities | $35,451,000 | 319 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $35,451,000 | 200 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $29,215,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,229,000 | 2,648 |
| Mortgage-backed securities | $56,996,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $56,996,000 | 797 |
| Issued or guaranteed by U.S. | $56,996,000 | 797 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $60,686,000 | 299 |
| Available-for-sale securities (fair market value) | $64,666,000 | 2,000 |
| Total debt securities | $96,137,000 | 1,515 |
| Structured notes |
| Amortized cost | $39,141,000 | 103 |
| Fair value | $39,109,000 | 102 |
| Trading account assets | $53,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $53,000 | 115 |
| Revaluation losses on off-balance sheet contracts | $50,000 | 116 |
| 2012-06-30 | Rank |
| Total securities | $128,712,000 | 1,193 |
| U.S. Government securities | $56,034,000 | 1,750 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $56,034,000 | 1,708 |
| Securities issued by states & political subdivisions | $335,000 | 5,434 |
| Other domestic debt securities | $25,869,000 | 384 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $25,869,000 | 236 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $46,474,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $64,548,000 | 914 |
| Mortgage-backed securities | $56,034,000 | 1,285 |
| Certificates of participation in pools of residential mortgages | $56,034,000 | 830 |
| Issued or guaranteed by U.S. | $56,034,000 | 829 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $56,369,000 | 318 |
| Available-for-sale securities (fair market value) | $72,343,000 | 1,807 |
| Total debt securities | $82,238,000 | 1,756 |
| Structured notes |
| Amortized cost | $26,204,000 | 187 |
| Fair value | $26,209,000 | 187 |
| Trading account assets | $76,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $76,000 | 104 |
| Revaluation losses on off-balance sheet contracts | $68,000 | 111 |
| 2012-03-31 | Rank |
| Total securities | $203,995,000 | 768 |
| U.S. Government securities | $138,416,000 | 809 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $138,416,000 | 777 |
| Securities issued by states & political subdivisions | $335,000 | 5,431 |
| Other domestic debt securities | $28,024,000 | 357 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $28,024,000 | 220 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $37,220,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $131,684,000 | 504 |
| Mortgage-backed securities | $49,289,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $49,289,000 | 925 |
| Issued or guaranteed by U.S. | $49,289,000 | 925 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $138,751,000 | 164 |
| Available-for-sale securities (fair market value) | $65,244,000 | 1,964 |
| Total debt securities | $166,774,000 | 915 |
| Structured notes |
| Amortized cost | $117,485,000 | 21 |
| Fair value | $116,907,000 | 21 |
| Trading account assets | $119,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $119,000 | 101 |
| Revaluation losses on off-balance sheet contracts | $119,000 | 103 |
| 2011-12-31 | Rank |
| Total securities | $197,546,000 | 758 |
| U.S. Government securities | $142,260,000 | 755 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $142,260,000 | 732 |
| Securities issued by states & political subdivisions | $360,000 | 5,413 |
| Other domestic debt securities | $23,807,000 | 419 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $23,807,000 | 233 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $31,119,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $126,828,000 | 471 |
| Mortgage-backed securities | $49,777,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $49,777,000 | 875 |
| Issued or guaranteed by U.S. | $49,777,000 | 873 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $142,620,000 | 158 |
| Available-for-sale securities (fair market value) | $54,926,000 | 2,204 |
| Total debt securities | $166,426,000 | 896 |
| Structured notes |
| Amortized cost | $116,650,000 | 32 |
| Fair value | $115,581,000 | 32 |
| Trading account assets | $101,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $101,000 | 84 |
| Revaluation losses on off-balance sheet contracts | $101,000 | 88 |
| 2011-09-30 | Rank |
| Total securities | $191,854,000 | 766 |
| U.S. Government securities | $150,476,000 | 704 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $150,476,000 | 679 |
| Securities issued by states & political subdivisions | $360,000 | 5,412 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $41,018,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $142,486,000 | 432 |
| Mortgage-backed securities | $52,046,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $52,046,000 | 813 |
| Issued or guaranteed by U.S. | $52,046,000 | 810 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $150,836,000 | 141 |
| Available-for-sale securities (fair market value) | $41,018,000 | 2,691 |
| Total debt securities | $150,837,000 | 959 |
| Structured notes |
| Amortized cost | $98,430,000 | 36 |
| Fair value | $96,514,000 | 36 |
| 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 | $194,829,000 | 760 |
| U.S. Government securities | $158,893,000 | 675 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $158,893,000 | 655 |
| Securities issued by states & political subdivisions | $385,000 | 5,379 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $35,551,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $149,142,000 | 418 |
| Mortgage-backed securities | $53,624,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $53,624,000 | 776 |
| Issued or guaranteed by U.S. | $53,624,000 | 773 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $159,278,000 | 132 |
| Available-for-sale securities (fair market value) | $35,551,000 | 2,982 |
| Total debt securities | $159,278,000 | 896 |
| Structured notes |
| Amortized cost | $105,269,000 | 37 |
| Fair value | $105,988,000 | 36 |
| 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 | $203,504,000 | 721 |
| U.S. Government securities | $166,434,000 | 642 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $166,434,000 | 611 |
| Securities issued by states & political subdivisions | $385,000 | 5,383 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $36,685,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $157,560,000 | 390 |
| Mortgage-backed securities | $54,466,000 | 1,152 |
| Certificates of participation in pools of residential mortgages | $54,466,000 | 735 |
| Issued or guaranteed by U.S. | $54,466,000 | 731 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $166,819,000 | 128 |
| Available-for-sale securities (fair market value) | $36,685,000 | 2,881 |
| Total debt securities | $166,819,000 | 856 |
| Structured notes |
| Amortized cost | $111,968,000 | 31 |
| Fair value | $112,634,000 | 29 |
| 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 | $213,901,000 | 666 |
| U.S. Government securities | $176,664,000 | 567 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $176,664,000 | 545 |
| Securities issued by states & political subdivisions | $445,000 | 5,346 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $36,792,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $166,973,000 | 357 |
| Mortgage-backed securities | $56,870,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $56,870,000 | 673 |
| Issued or guaranteed by U.S. | $56,870,000 | 667 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $177,109,000 | 117 |
| Available-for-sale securities (fair market value) | $36,792,000 | 2,794 |
| Total debt securities | $177,109,000 | 789 |
| Structured notes |
| Amortized cost | $119,794,000 | 25 |
| Fair value | $120,465,000 | 23 |
| 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 | $244,040,000 | 559 |
| U.S. Government securities | $186,223,000 | 509 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $186,223,000 | 487 |
| Securities issued by states & political subdivisions | $445,000 | 5,331 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $57,372,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $218,294,000 | 270 |
| Mortgage-backed securities | $60,951,000 | 980 |
| Certificates of participation in pools of residential mortgages | $60,951,000 | 611 |
| Issued or guaranteed by U.S. | $60,951,000 | 605 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $186,668,000 | 102 |
| Available-for-sale securities (fair market value) | $57,372,000 | 1,903 |
| Total debt securities | $186,668,000 | 723 |
| Structured notes |
| Amortized cost | $125,272,000 | 19 |
| Fair value | $130,625,000 | 19 |
| 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 | $299,231,000 | 435 |
| U.S. Government securities | $197,700,000 | 487 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $197,700,000 | 464 |
| Securities issued by states & political subdivisions | $965,000 | 4,875 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $100,566,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $280,772,000 | 220 |
| Mortgage-backed securities | $63,204,000 | 934 |
| Certificates of participation in pools of residential mortgages | $63,204,000 | 587 |
| Issued or guaranteed by U.S. | $63,204,000 | 580 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $198,665,000 | 105 |
| Available-for-sale securities (fair market value) | $100,566,000 | 1,153 |
| Total debt securities | $198,665,000 | 667 |
| Structured notes |
| Amortized cost | $134,496,000 | 21 |
| Fair value | $140,233,000 | 19 |
| 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 | $312,713,000 | 428 |
| U.S. Government securities | $194,804,000 | 499 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $194,804,000 | 475 |
| Securities issued by states & political subdivisions | $715,000 | 5,042 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $117,194,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $294,618,000 | 220 |
| Mortgage-backed securities | $55,160,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $55,160,000 | 700 |
| Issued or guaranteed by U.S. | $55,160,000 | 692 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $195,519,000 | 101 |
| Available-for-sale securities (fair market value) | $117,194,000 | 991 |
| Total debt securities | $195,518,000 | 675 |
| Structured notes |
| Amortized cost | $139,643,000 | 13 |
| Fair value | $144,271,000 | 12 |
| 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 | $295,089,000 | 440 |
| U.S. Government securities | $189,088,000 | 499 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $189,088,000 | 484 |
| Securities issued by states & political subdivisions | $1,155,000 | 4,786 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $104,846,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $276,922,000 | 231 |
| Mortgage-backed securities | $43,627,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $43,627,000 | 900 |
| Issued or guaranteed by U.S. | $43,627,000 | 894 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $190,243,000 | 102 |
| Available-for-sale securities (fair market value) | $104,846,000 | 1,081 |
| Total debt securities | $190,243,000 | 671 |
| Structured notes |
| Amortized cost | $145,461,000 | 12 |
| Fair value | $145,461,000 | 12 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $306,674,000 | 430 |
| U.S. Government securities | $177,846,000 | 515 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $177,846,000 | 498 |
| Securities issued by states & political subdivisions | $1,155,000 | 4,818 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $127,673,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $293,007,000 | 215 |
| Mortgage-backed securities | $32,573,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $32,573,000 | 1,176 |
| Issued or guaranteed by U.S. | $32,573,000 | 1,168 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $179,001,000 | 115 |
| Available-for-sale securities (fair market value) | $127,673,000 | 863 |
| Total debt securities | $179,001,000 | 710 |
| Structured notes |
| Amortized cost | $145,273,000 | 8 |
| Fair value | $149,462,000 | 6 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $299,836,000 | 433 |
| U.S. Government securities | $184,541,000 | 482 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $184,541,000 | 463 |
| Securities issued by states & political subdivisions | $1,220,000 | 4,777 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $114,075,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $281,561,000 | 229 |
| Mortgage-backed securities | $33,390,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $33,390,000 | 1,185 |
| Issued or guaranteed by U.S. | $33,390,000 | 1,175 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $185,761,000 | 110 |
| Available-for-sale securities (fair market value) | $114,075,000 | 947 |
| Total debt securities | $185,761,000 | 665 |
| Structured notes |
| Amortized cost | $151,151,000 | 7 |
| Fair value | $153,888,000 | 6 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $193,941,000 | 640 |
| U.S. Government securities | $181,262,000 | 488 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $181,262,000 | 474 |
| Securities issued by states & political subdivisions | $1,220,000 | 4,694 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $11,459,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $181,262,000 | 342 |
| Mortgage-backed securities | $24,479,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $24,479,000 | 1,556 |
| Issued or guaranteed by U.S. | $24,479,000 | 1,545 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $182,482,000 | 117 |
| Available-for-sale securities (fair market value) | $11,459,000 | 5,133 |
| Total debt securities | $182,481,000 | 665 |
| Structured notes |
| Amortized cost | $156,783,000 | 9 |
| Fair value | $159,595,000 | 7 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $598,261,000 | 236 |
| U.S. Government securities | $184,731,000 | 477 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $184,731,000 | 466 |
| Securities issued by states & political subdivisions | $1,380,000 | 4,560 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $412,150,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $184,731,000 | 339 |
| Mortgage-backed securities | $26,168,000 | 1,957 |
| Certificates of participation in pools of residential mortgages | $26,168,000 | 1,441 |
| Issued or guaranteed by U.S. | $26,168,000 | 1,434 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $186,111,000 | 114 |
| Available-for-sale securities (fair market value) | $412,150,000 | 275 |
| Total debt securities | $186,111,000 | 643 |
| Structured notes |
| Amortized cost | $158,563,000 | 7 |
| Fair value | $159,067,000 | 6 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $490,562,000 | 264 |
| U.S. Government securities | $187,209,000 | 459 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $187,209,000 | 445 |
| Securities issued by states & political subdivisions | $1,379,000 | 4,540 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $301,974,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $187,209,000 | 329 |
| Mortgage-backed securities | $27,446,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $27,446,000 | 1,310 |
| Issued or guaranteed by U.S. | $27,446,000 | 1,297 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $188,588,000 | 110 |
| Available-for-sale securities (fair market value) | $301,974,000 | 354 |
| Total debt securities | $188,588,000 | 625 |
| Structured notes |
| Amortized cost | $159,763,000 | 7 |
| Fair value | $162,673,000 | 6 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $1,072,926,000 | 143 |
| U.S. Government securities | $190,586,000 | 453 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $190,586,000 | 441 |
| Securities issued by states & political subdivisions | $1,704,000 | 4,407 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $880,636,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $190,586,000 | 324 |
| Mortgage-backed securities | $26,554,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | $26,554,000 | 1,346 |
| Issued or guaranteed by U.S. | $26,554,000 | 1,334 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $192,290,000 | 102 |
| Available-for-sale securities (fair market value) | $880,636,000 | 146 |
| Total debt securities | $192,290,000 | 613 |
| Structured notes |
| Amortized cost | $164,032,000 | 7 |
| Fair value | $169,702,000 | 6 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $1,595,970,000 | 114 |
| U.S. Government securities | $191,899,000 | 454 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $191,899,000 | 441 |
| Securities issued by states & political subdivisions | $1,704,000 | 4,416 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,402,367,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $191,899,000 | 328 |
| Mortgage-backed securities | $23,276,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $23,276,000 | 1,446 |
| Issued or guaranteed by U.S. | $23,276,000 | 1,435 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $193,603,000 | 96 |
| Available-for-sale securities (fair market value) | $1,402,367,000 | 107 |
| Total debt securities | $193,603,000 | 614 |
| Structured notes |
| Amortized cost | $168,623,000 | 7 |
| Fair value | $170,659,000 | 6 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $1,767,273,000 | 111 |
| U.S. Government securities | $198,192,000 | 444 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $198,192,000 | 431 |
| Securities issued by states & political subdivisions | $2,638,000 | 3,950 |
| Other domestic debt securities | $249,977,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,977,000 | 30 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,316,466,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,432,000 | 1,969 |
| Mortgage-backed securities | $23,432,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $23,432,000 | 1,253 |
| Issued or guaranteed by U.S. | $23,432,000 | 1,243 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $450,807,000 | 48 |
| Available-for-sale securities (fair market value) | $1,316,466,000 | 108 |
| Total debt securities | $450,807,000 | 276 |
| Structured notes |
| Amortized cost | $174,760,000 | 6 |
| Fair value | $173,807,000 | 6 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $1,836,849,000 | 112 |
| U.S. Government securities | $23,728,000 | 3,212 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $23,728,000 | 3,146 |
| Securities issued by states & political subdivisions | $2,638,000 | 3,951 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,810,483,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $23,728,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $23,728,000 | 1,148 |
| Issued or guaranteed by U.S. | $23,728,000 | 1,141 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,366,000 | 640 |
| Available-for-sale securities (fair market value) | $1,810,483,000 | 94 |
| Total debt securities | $26,366,000 | 3,694 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $38,529,000 | 2,855 |
| U.S. Government securities | $24,548,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $24,548,000 | 3,072 |
| Securities issued by states & political subdivisions | $3,733,000 | 3,495 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $10,248,000 | 271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $24,548,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $24,548,000 | 1,110 |
| Issued or guaranteed by U.S. | $24,548,000 | 1,103 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,281,000 | 618 |
| Available-for-sale securities (fair market value) | $10,248,000 | 5,444 |
| Total debt securities | $28,284,000 | 3,518 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $18,973,000 | 4,634 |
| U.S. Government securities | $11,445,000 | 5,112 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,445,000 | 4,997 |
| Securities issued by states & political subdivisions | $2,200,000 | 4,168 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $5,328,000 | 452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $11,445,000 | 2,463 |
| Certificates of participation in pools of residential mortgages | $11,445,000 | 1,906 |
| Issued or guaranteed by U.S. | $11,445,000 | 1,900 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,645,000 | 1,073 |
| Available-for-sale securities (fair market value) | $5,328,000 | 6,464 |
| Total debt securities | $13,645,000 | 5,434 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $20,673,000 | 4,440 |
| U.S. Government securities | $11,788,000 | 5,089 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,788,000 | 4,966 |
| Securities issued by states & political subdivisions | $3,630,000 | 3,555 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $5,255,000 | 451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $11,788,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $11,788,000 | 1,886 |
| Issued or guaranteed by U.S. | $11,788,000 | 1,876 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,418,000 | 1,017 |
| Available-for-sale securities (fair market value) | $5,255,000 | 6,505 |
| Total debt securities | $15,418,000 | 5,182 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $17,131,000 | 5,000 |
| U.S. Government securities | $8,298,000 | 5,931 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,298,000 | 5,813 |
| Securities issued by states & political subdivisions | $3,630,000 | 3,533 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $5,203,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $8,298,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $8,298,000 | 2,338 |
| Issued or guaranteed by U.S. | $8,298,000 | 2,324 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,928,000 | 1,231 |
| Available-for-sale securities (fair market value) | $5,203,000 | 6,562 |
| Total debt securities | $11,928,000 | 5,794 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $9,129,000 | 6,424 |
| U.S. Government securities | $287,000 | 8,328 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $287,000 | 8,217 |
| Securities issued by states & political subdivisions | $3,820,000 | 3,475 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,022,000 | 465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $287,000 | 5,972 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,601 |
| Issued or guaranteed by U.S. | $287,000 | 5,576 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,107,000 | 2,044 |
| Available-for-sale securities (fair market value) | $5,022,000 | 6,618 |
| Total debt securities | $4,107,000 | 7,521 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $3,208,000 | 7,863 |
| U.S. Government securities | $288,000 | 8,367 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $288,000 | 8,256 |
| Securities issued by states & political subdivisions | $2,920,000 | 3,848 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $288,000 | 6,001 |
| Certificates of participation in pools of residential mortgages | $288,000 | 5,627 |
| Issued or guaranteed by U.S. | $288,000 | 5,602 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,208,000 | 2,260 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $3,208,000 | 7,814 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $3,224,000 | 7,891 |
| U.S. Government securities | $289,000 | 8,411 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $289,000 | 8,301 |
| Securities issued by states & political subdivisions | $2,935,000 | 3,858 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $289,000 | 6,071 |
| Certificates of participation in pools of residential mortgages | $289,000 | 5,669 |
| Issued or guaranteed by U.S. | $289,000 | 5,642 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,224,000 | 2,311 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $3,224,000 | 7,841 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $2,827,000 | 8,023 |
| U.S. Government securities | $342,000 | 8,431 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $342,000 | 8,327 |
| Securities issued by states & political subdivisions | $2,485,000 | 4,069 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $342,000 | 6,042 |
| Certificates of participation in pools of residential mortgages | $342,000 | 5,632 |
| Issued or guaranteed by U.S. | $342,000 | 5,611 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,827,000 | 2,419 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $2,827,000 | 7,967 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $2,328,000 | 8,163 |
| U.S. Government securities | $343,000 | 8,453 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $343,000 | 8,344 |
| Securities issued by states & political subdivisions | $1,985,000 | 4,361 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $343,000 | 6,097 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,688 |
| Issued or guaranteed by U.S. | $343,000 | 5,661 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,328,000 | 2,593 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $2,328,000 | 8,114 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $1,952,000 | 8,334 |
| U.S. Government securities | $367,000 | 8,526 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $367,000 | 8,414 |
| Securities issued by states & political subdivisions | $1,585,000 | 4,633 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $367,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,726 |
| Issued or guaranteed by U.S. | $367,000 | 5,706 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,952,000 | 2,768 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $1,952,000 | 8,282 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $1,467,000 | 8,477 |
| U.S. Government securities | $377,000 | 8,546 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $377,000 | 8,440 |
| Securities issued by states & political subdivisions | $1,090,000 | 5,042 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $377,000 | 6,179 |
| Certificates of participation in pools of residential mortgages | $377,000 | 5,752 |
| Issued or guaranteed by U.S. | $377,000 | 5,735 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,467,000 | 3,000 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $1,467,000 | 8,428 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $1,169,000 | 8,564 |
| U.S. Government securities | $379,000 | 8,590 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $379,000 | 8,485 |
| Securities issued by states & political subdivisions | $790,000 | 5,350 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $379,000 | 6,208 |
| Certificates of participation in pools of residential mortgages | $379,000 | 5,772 |
| Issued or guaranteed by U.S. | $379,000 | 5,758 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,169,000 | 3,187 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $1,169,000 | 8,520 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $789,000 | 8,725 |
| U.S. Government securities | $389,000 | 8,653 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $389,000 | 8,543 |
| Securities issued by states & political subdivisions | $400,000 | 5,905 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $389,000 | 6,278 |
| Certificates of participation in pools of residential mortgages | $389,000 | 5,834 |
| Issued or guaranteed by U.S. | $389,000 | 5,822 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $789,000 | 3,478 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $789,000 | 8,683 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $226,000 | 8,877 |
| U.S. Government securities | $126,000 | 8,736 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $126,000 | 8,634 |
| Securities issued by states & political subdivisions | $100,000 | 6,468 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $126,000 | 6,677 |
| Certificates of participation in pools of residential mortgages | $126,000 | 6,296 |
| Issued or guaranteed by U.S. | $126,000 | 6,275 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $226,000 | 4,089 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $226,000 | 8,815 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $272,000 | 8,927 |
| U.S. Government securities | $132,000 | 8,801 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $132,000 | 8,692 |
| Securities issued by states & political subdivisions | $140,000 | 6,460 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $132,000 | 6,700 |
| Certificates of participation in pools of residential mortgages | $132,000 | 6,332 |
| Issued or guaranteed by U.S. | $132,000 | 6,308 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $272,000 | 4,080 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $272,000 | 8,865 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $287,000 | 8,967 |
| U.S. Government securities | $147,000 | 8,840 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $147,000 | 8,721 |
| Securities issued by states & political subdivisions | $140,000 | 6,504 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $147,000 | 6,722 |
| Certificates of participation in pools of residential mortgages | $147,000 | 6,346 |
| Issued or guaranteed by U.S. | $147,000 | 6,318 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $287,000 | 4,087 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $287,000 | 8,906 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $255,000 | 9,003 |
| U.S. Government securities | $155,000 | 8,868 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $155,000 | 8,745 |
| Securities issued by states & political subdivisions | $100,000 | 6,599 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $155,000 | 6,749 |
| Certificates of participation in pools of residential mortgages | $155,000 | 6,350 |
| Issued or guaranteed by U.S. | $155,000 | 6,327 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $255,000 | 4,183 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $255,000 | 8,939 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $281,000 | 9,048 |
| U.S. Government securities | $181,000 | 8,910 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $181,000 | 8,788 |
| Securities issued by states & political subdivisions | $100,000 | 6,587 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $181,000 | 6,739 |
| Certificates of participation in pools of residential mortgages | $181,000 | 6,304 |
| Issued or guaranteed by U.S. | $181,000 | 6,283 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $281,000 | 4,215 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $281,000 | 8,979 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $294,000 | 9,090 |
| U.S. Government securities | $194,000 | 8,963 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $194,000 | 8,836 |
| Securities issued by states & political subdivisions | $100,000 | 6,611 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $194,000 | 6,744 |
| Certificates of participation in pools of residential mortgages | $194,000 | 6,273 |
| Issued or guaranteed by U.S. | $194,000 | 6,253 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $294,000 | 4,270 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $294,000 | 9,023 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $203,000 | 9,355 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $203,000 | 6,509 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $203,000 | 4,654 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $203,000 | 9,292 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $16,232,000 | 5,324 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,232,000 | 338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,232,000 | 4,382 |
| Total debt securities | $0 | 9,692 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
