| 2014-12-31 | Rank |
| Total securities | $1,050,366,000 | 164 |
| U.S. Government securities | $660,082,000 | 193 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $660,082,000 | 186 |
| Securities issued by states & political subdivisions | $183,320,000 | 133 |
| Other domestic debt securities | $206,956,000 | 89 |
| Privately issued residential mortgage-backed securities | $1,132,000 | 381 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $205,824,000 | 43 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $8,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $470,896,000 | 158 |
| Mortgage-backed securities | $661,214,000 | 155 |
| Certificates of participation in pools of residential mortgages | $648,174,000 | 91 |
| Issued or guaranteed by U.S. | $648,174,000 | 90 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,040,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $11,908,000 | 1,145 |
| Privately issued | $1,132,000 | 359 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,050,366,000 | 140 |
| Total debt securities | $1,050,358,000 | 162 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $1,060,121,000 | 163 |
| U.S. Government securities | $653,286,000 | 184 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $653,286,000 | 180 |
| Securities issued by states & political subdivisions | $180,635,000 | 132 |
| Other domestic debt securities | $226,196,000 | 88 |
| Privately issued residential mortgage-backed securities | $1,192,000 | 395 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $225,004,000 | 41 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,000 | 1,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $543,188,000 | 138 |
| Mortgage-backed securities | $654,478,000 | 154 |
| Certificates of participation in pools of residential mortgages | $649,040,000 | 87 |
| Issued or guaranteed by U.S. | $649,040,000 | 86 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,438,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $4,246,000 | 1,869 |
| Privately issued | $1,192,000 | 376 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,060,121,000 | 137 |
| Total debt securities | $1,060,117,000 | 159 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $1,056,889,000 | 165 |
| U.S. Government securities | $649,526,000 | 184 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $649,526,000 | 180 |
| Securities issued by states & political subdivisions | $180,312,000 | 137 |
| Other domestic debt securities | $227,045,000 | 88 |
| Privately issued residential mortgage-backed securities | $1,573,000 | 359 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $225,472,000 | 39 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $6,000 | 1,173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $488,834,000 | 148 |
| Mortgage-backed securities | $651,099,000 | 155 |
| Certificates of participation in pools of residential mortgages | $644,877,000 | 87 |
| Issued or guaranteed by U.S. | $644,877,000 | 86 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,222,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $4,649,000 | 1,829 |
| Privately issued | $1,573,000 | 347 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,056,889,000 | 140 |
| Total debt securities | $1,056,883,000 | 163 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $1,044,908,000 | 170 |
| U.S. Government securities | $620,488,000 | 194 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $620,488,000 | 189 |
| Securities issued by states & political subdivisions | $182,516,000 | 132 |
| Other domestic debt securities | $241,891,000 | 89 |
| Privately issued residential mortgage-backed securities | $1,695,000 | 369 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $240,196,000 | 43 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $13,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $454,610,000 | 161 |
| Mortgage-backed securities | $622,183,000 | 160 |
| Certificates of participation in pools of residential mortgages | $615,484,000 | 91 |
| Issued or guaranteed by U.S. | $615,484,000 | 90 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,699,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $5,004,000 | 1,769 |
| Privately issued | $1,695,000 | 356 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,044,908,000 | 142 |
| Total debt securities | $1,044,895,000 | 168 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $1,028,767,000 | 169 |
| U.S. Government securities | $602,086,000 | 192 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $602,086,000 | 190 |
| Securities issued by states & political subdivisions | $179,740,000 | 133 |
| Other domestic debt securities | $246,932,000 | 88 |
| Privately issued residential mortgage-backed securities | $1,805,000 | 383 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $193,000 | 261 |
| Other domestic debt securities - All other | $244,934,000 | 43 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $9,000 | 1,200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $461,586,000 | 156 |
| Mortgage-backed securities | $603,891,000 | 164 |
| Certificates of participation in pools of residential mortgages | $596,706,000 | 95 |
| Issued or guaranteed by U.S. | $596,706,000 | 94 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,185,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $5,380,000 | 1,723 |
| Privately issued | $1,805,000 | 367 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,028,767,000 | 142 |
| Total debt securities | $1,028,758,000 | 168 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $1,037,112,000 | 165 |
| U.S. Government securities | $602,501,000 | 182 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $602,501,000 | 178 |
| Securities issued by states & political subdivisions | $179,437,000 | 132 |
| Other domestic debt securities | $255,163,000 | 86 |
| Privately issued residential mortgage-backed securities | $1,956,000 | 395 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $102,000 | 296 |
| Other domestic debt securities - All other | $253,105,000 | 42 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $11,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $497,406,000 | 149 |
| Mortgage-backed securities | $604,457,000 | 163 |
| Certificates of participation in pools of residential mortgages | $596,612,000 | 95 |
| Issued or guaranteed by U.S. | $596,612,000 | 94 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,845,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $5,889,000 | 1,673 |
| Privately issued | $1,956,000 | 377 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,037,112,000 | 138 |
| Total debt securities | $1,037,101,000 | 164 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $1,029,303,000 | 167 |
| U.S. Government securities | $587,393,000 | 188 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $587,393,000 | 184 |
| Securities issued by states & political subdivisions | $182,786,000 | 127 |
| Other domestic debt securities | $259,119,000 | 84 |
| Privately issued residential mortgage-backed securities | $2,141,000 | 395 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $226,000 | 273 |
| Other domestic debt securities - All other | $256,752,000 | 41 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,000 | 1,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $456,557,000 | 152 |
| Mortgage-backed securities | $589,534,000 | 164 |
| Certificates of participation in pools of residential mortgages | $580,651,000 | 99 |
| Issued or guaranteed by U.S. | $580,651,000 | 98 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,883,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $6,742,000 | 1,599 |
| Privately issued | $2,141,000 | 378 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,029,303,000 | 141 |
| Total debt securities | $1,029,298,000 | 165 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $1,050,212,000 | 164 |
| U.S. Government securities | $593,324,000 | 195 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $593,324,000 | 191 |
| Securities issued by states & political subdivisions | $189,259,000 | 119 |
| Other domestic debt securities | $267,623,000 | 81 |
| Privately issued residential mortgage-backed securities | $2,309,000 | 402 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $139,000 | 291 |
| Other domestic debt securities - All other | $265,175,000 | 41 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,000 | 1,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $462,412,000 | 153 |
| Mortgage-backed securities | $595,633,000 | 163 |
| Certificates of participation in pools of residential mortgages | $585,259,000 | 100 |
| Issued or guaranteed by U.S. | $585,259,000 | 99 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,374,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $8,065,000 | 1,518 |
| Privately issued | $2,309,000 | 388 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,050,212,000 | 140 |
| Total debt securities | $1,050,206,000 | 162 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $1,075,921,000 | 159 |
| U.S. Government securities | $616,884,000 | 181 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $616,884,000 | 178 |
| Securities issued by states & political subdivisions | $190,887,000 | 110 |
| Other domestic debt securities | $268,139,000 | 78 |
| Privately issued residential mortgage-backed securities | $4,316,000 | 303 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $173,000 | 290 |
| Other domestic debt securities - All other | $263,650,000 | 38 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $11,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $540,336,000 | 137 |
| Mortgage-backed securities | $621,200,000 | 159 |
| Certificates of participation in pools of residential mortgages | $607,251,000 | 96 |
| Issued or guaranteed by U.S. | $607,251,000 | 95 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $13,949,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $9,633,000 | 1,436 |
| Privately issued | $4,316,000 | 295 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,075,921,000 | 136 |
| Total debt securities | $1,075,910,000 | 158 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $1,103,886,000 | 160 |
| U.S. Government securities | $653,502,000 | 175 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $653,502,000 | 171 |
| Securities issued by states & political subdivisions | $192,636,000 | 105 |
| Other domestic debt securities | $257,737,000 | 84 |
| Privately issued residential mortgage-backed securities | $7,995,000 | 247 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $136,000 | 302 |
| Other domestic debt securities - All other | $249,606,000 | 42 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $11,000 | 1,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $587,759,000 | 128 |
| Mortgage-backed securities | $661,497,000 | 154 |
| Certificates of participation in pools of residential mortgages | $642,068,000 | 95 |
| Issued or guaranteed by U.S. | $642,068,000 | 94 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $19,429,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $11,434,000 | 1,367 |
| Privately issued | $7,995,000 | 242 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,103,886,000 | 138 |
| Total debt securities | $1,103,875,000 | 160 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $1,119,022,000 | 153 |
| U.S. Government securities | $681,156,000 | 168 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $681,156,000 | 163 |
| Securities issued by states & political subdivisions | $187,426,000 | 105 |
| Other domestic debt securities | $250,430,000 | 88 |
| Privately issued residential mortgage-backed securities | $8,344,000 | 256 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $127,000 | 300 |
| Other domestic debt securities - All other | $241,959,000 | 43 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $10,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $634,727,000 | 119 |
| Mortgage-backed securities | $689,500,000 | 149 |
| Certificates of participation in pools of residential mortgages | $671,875,000 | 95 |
| Issued or guaranteed by U.S. | $671,875,000 | 94 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,625,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $9,281,000 | 1,560 |
| Privately issued | $8,344,000 | 250 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,119,022,000 | 131 |
| Total debt securities | $1,119,012,000 | 153 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $1,098,051,000 | 157 |
| U.S. Government securities | $692,106,000 | 173 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $692,106,000 | 169 |
| Securities issued by states & political subdivisions | $185,224,000 | 103 |
| Other domestic debt securities | $220,718,000 | 95 |
| Privately issued residential mortgage-backed securities | $9,489,000 | 258 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $133,000 | 304 |
| Other domestic debt securities - All other | $211,096,000 | 57 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $604,615,000 | 135 |
| Mortgage-backed securities | $701,595,000 | 147 |
| Certificates of participation in pools of residential mortgages | $681,216,000 | 95 |
| Issued or guaranteed by U.S. | $681,216,000 | 94 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,379,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $10,890,000 | 1,459 |
| Privately issued | $9,489,000 | 250 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,098,051,000 | 135 |
| Total debt securities | $1,098,048,000 | 157 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $1,099,527,000 | 157 |
| U.S. Government securities | $702,399,000 | 161 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $702,399,000 | 159 |
| Securities issued by states & political subdivisions | $184,485,000 | 102 |
| Other domestic debt securities | $212,632,000 | 100 |
| Privately issued residential mortgage-backed securities | $10,309,000 | 297 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $121,000 | 286 |
| Other domestic debt securities - All other | $202,202,000 | 54 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $11,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $609,371,000 | 125 |
| Mortgage-backed securities | $712,708,000 | 146 |
| Certificates of participation in pools of residential mortgages | $690,205,000 | 91 |
| Issued or guaranteed by U.S. | $690,205,000 | 90 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $22,503,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $12,194,000 | 1,286 |
| Privately issued | $10,309,000 | 289 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,099,527,000 | 133 |
| Total debt securities | $1,099,516,000 | 157 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $1,088,998,000 | 158 |
| U.S. Government securities | $724,737,000 | 163 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $724,737,000 | 160 |
| Securities issued by states & political subdivisions | $181,741,000 | 96 |
| Other domestic debt securities | $182,509,000 | 114 |
| Privately issued residential mortgage-backed securities | $11,538,000 | 295 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $138,000 | 283 |
| Other domestic debt securities - All other | $170,833,000 | 62 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $11,000 | 1,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $634,866,000 | 119 |
| Mortgage-backed securities | $736,275,000 | 136 |
| Certificates of participation in pools of residential mortgages | $710,761,000 | 93 |
| Issued or guaranteed by U.S. | $710,761,000 | 91 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $25,514,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $13,976,000 | 1,178 |
| Privately issued | $11,538,000 | 284 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,088,998,000 | 134 |
| Total debt securities | $1,088,987,000 | 157 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $1,090,370,000 | 154 |
| U.S. Government securities | $760,308,000 | 155 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $760,308,000 | 151 |
| Securities issued by states & political subdivisions | $172,816,000 | 101 |
| Other domestic debt securities | $157,227,000 | 124 |
| Privately issued residential mortgage-backed securities | $12,674,000 | 292 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $256,000 | 267 |
| Other domestic debt securities - All other | $144,297,000 | 68 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $19,000 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $603,198,000 | 123 |
| Mortgage-backed securities | $772,982,000 | 131 |
| Certificates of participation in pools of residential mortgages | $749,998,000 | 87 |
| Issued or guaranteed by U.S. | $749,998,000 | 85 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $22,984,000 | 959 |
| CMOs issued by government agencies or sponsored agencies | $10,310,000 | 1,362 |
| Privately issued | $12,674,000 | 282 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,090,370,000 | 129 |
| Total debt securities | $1,090,351,000 | 153 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $1,077,662,000 | 153 |
| U.S. Government securities | $751,796,000 | 159 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $751,796,000 | 154 |
| Securities issued by states & political subdivisions | $167,534,000 | 97 |
| Other domestic debt securities | $158,328,000 | 121 |
| Privately issued residential mortgage-backed securities | $13,653,000 | 300 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $291,000 | 250 |
| Other domestic debt securities - All other | $144,384,000 | 67 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $4,000 | 1,355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $566,345,000 | 129 |
| Mortgage-backed securities | $765,449,000 | 128 |
| Certificates of participation in pools of residential mortgages | $740,387,000 | 90 |
| Issued or guaranteed by U.S. | $740,387,000 | 87 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $25,062,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $11,409,000 | 1,236 |
| Privately issued | $13,653,000 | 289 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,077,662,000 | 131 |
| Total debt securities | $1,077,658,000 | 152 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $1,045,402,000 | 155 |
| U.S. Government securities | $706,357,000 | 165 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $706,357,000 | 160 |
| Securities issued by states & political subdivisions | $163,177,000 | 101 |
| Other domestic debt securities | $175,865,000 | 119 |
| Privately issued residential mortgage-backed securities | $14,719,000 | 315 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $399,000 | 232 |
| Other domestic debt securities - All other | $160,747,000 | 60 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,000 | 1,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $574,541,000 | 128 |
| Mortgage-backed securities | $721,076,000 | 131 |
| Certificates of participation in pools of residential mortgages | $693,333,000 | 91 |
| Issued or guaranteed by U.S. | $693,333,000 | 88 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,743,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $13,024,000 | 1,111 |
| Privately issued | $14,719,000 | 303 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $1,045,402,000 | 129 |
| Total debt securities | $1,045,399,000 | 154 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $1,049,783,000 | 147 |
| U.S. Government securities | $706,061,000 | 154 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $706,061,000 | 147 |
| Securities issued by states & political subdivisions | $166,096,000 | 93 |
| Other domestic debt securities | $177,614,000 | 112 |
| Privately issued residential mortgage-backed securities | $16,039,000 | 316 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $550,000 | 240 |
| Other domestic debt securities - All other | $161,025,000 | 58 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $12,000 | 1,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $597,201,000 | 120 |
| Mortgage-backed securities | $722,100,000 | 126 |
| Certificates of participation in pools of residential mortgages | $690,994,000 | 86 |
| Issued or guaranteed by U.S. | $690,994,000 | 83 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $31,106,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $15,067,000 | 1,011 |
| Privately issued | $16,039,000 | 301 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,049,783,000 | 127 |
| Total debt securities | $1,049,771,000 | 145 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $1,055,332,000 | 147 |
| U.S. Government securities | $738,981,000 | 152 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $738,981,000 | 144 |
| Securities issued by states & political subdivisions | $160,868,000 | 92 |
| Other domestic debt securities | $155,469,000 | 116 |
| Privately issued residential mortgage-backed securities | $16,918,000 | 317 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $550,000 | 248 |
| Other domestic debt securities - All other | $138,001,000 | 57 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $14,000 | 1,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $612,872,000 | 119 |
| Mortgage-backed securities | $755,899,000 | 124 |
| Certificates of participation in pools of residential mortgages | $722,616,000 | 81 |
| Issued or guaranteed by U.S. | $722,616,000 | 78 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $33,283,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $16,365,000 | 911 |
| Privately issued | $16,918,000 | 304 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,055,332,000 | 129 |
| Total debt securities | $1,055,318,000 | 147 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $1,062,735,000 | 144 |
| U.S. Government securities | $762,690,000 | 151 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $762,690,000 | 145 |
| Securities issued by states & political subdivisions | $155,267,000 | 97 |
| Other domestic debt securities | $144,770,000 | 129 |
| Privately issued residential mortgage-backed securities | $17,296,000 | 324 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,098,000 | 193 |
| Other domestic debt securities - All other | $126,376,000 | 63 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $8,000 | 1,457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $631,597,000 | 114 |
| Mortgage-backed securities | $779,986,000 | 119 |
| Certificates of participation in pools of residential mortgages | $745,163,000 | 78 |
| Issued or guaranteed by U.S. | $745,163,000 | 76 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $34,823,000 | 682 |
| CMOs issued by government agencies or sponsored agencies | $17,527,000 | 858 |
| Privately issued | $17,296,000 | 311 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,062,735,000 | 126 |
| Total debt securities | $1,062,727,000 | 146 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $1,075,636,000 | 145 |
| U.S. Government securities | $779,367,000 | 144 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $779,367,000 | 141 |
| Securities issued by states & political subdivisions | $150,094,000 | 99 |
| Other domestic debt securities | $146,159,000 | 134 |
| Privately issued residential mortgage-backed securities | $17,892,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,395,000 | 189 |
| Other domestic debt securities - All other | $126,872,000 | 64 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $16,000 | 1,433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $686,057,000 | 112 |
| Mortgage-backed securities | $797,259,000 | 122 |
| Certificates of participation in pools of residential mortgages | $760,200,000 | 83 |
| Issued or guaranteed by U.S. | $760,200,000 | 80 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $37,059,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $19,167,000 | 790 |
| Privately issued | $17,892,000 | 329 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,075,636,000 | 127 |
| Total debt securities | $1,075,620,000 | 141 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $1,081,522,000 | 148 |
| U.S. Government securities | $784,215,000 | 149 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $784,215,000 | 145 |
| Securities issued by states & political subdivisions | $151,694,000 | 105 |
| Other domestic debt securities | $145,601,000 | 141 |
| Privately issued residential mortgage-backed securities | $18,341,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,540,000 | 198 |
| Other domestic debt securities - All other | $125,720,000 | 63 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $12,000 | 1,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $712,249,000 | 108 |
| Mortgage-backed securities | $802,556,000 | 124 |
| Certificates of participation in pools of residential mortgages | $768,005,000 | 85 |
| Issued or guaranteed by U.S. | $768,005,000 | 82 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $34,551,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $16,210,000 | 844 |
| Privately issued | $18,341,000 | 351 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,081,522,000 | 128 |
| Total debt securities | $1,081,510,000 | 147 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $1,059,439,000 | 149 |
| U.S. Government securities | $794,040,000 | 139 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $794,040,000 | 135 |
| Securities issued by states & political subdivisions | $140,075,000 | 108 |
| Other domestic debt securities | $125,317,000 | 171 |
| Privately issued residential mortgage-backed securities | $19,571,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,693,000 | 195 |
| Other domestic debt securities - All other | $104,053,000 | 69 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $7,000 | 1,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $735,825,000 | 108 |
| Mortgage-backed securities | $813,611,000 | 125 |
| Certificates of participation in pools of residential mortgages | $780,797,000 | 87 |
| Issued or guaranteed by U.S. | $780,797,000 | 85 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $32,814,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $13,243,000 | 921 |
| Privately issued | $19,571,000 | 341 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,059,439,000 | 128 |
| Total debt securities | $1,059,432,000 | 146 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $1,065,629,000 | 152 |
| U.S. Government securities | $832,603,000 | 130 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $832,603,000 | 124 |
| Securities issued by states & political subdivisions | $136,799,000 | 105 |
| Other domestic debt securities | $96,225,000 | 197 |
| Privately issued residential mortgage-backed securities | $21,123,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,102,000 | 86 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $792,311,000 | 101 |
| Mortgage-backed securities | $853,726,000 | 120 |
| Certificates of participation in pools of residential mortgages | $817,833,000 | 85 |
| Issued or guaranteed by U.S. | $817,833,000 | 83 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $35,893,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $14,770,000 | 850 |
| Privately issued | $21,123,000 | 333 |
| 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 | 3,516 |
| Available-for-sale securities (fair market value) | $1,065,629,000 | 130 |
| Total debt securities | $1,065,627,000 | 152 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $1,058,592,000 | 145 |
| U.S. Government securities | $844,475,000 | 132 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $844,475,000 | 126 |
| Securities issued by states & political subdivisions | $134,045,000 | 111 |
| Other domestic debt securities | $80,067,000 | 222 |
| Privately issued residential mortgage-backed securities | $21,584,000 | 327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,483,000 | 102 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $5,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $767,719,000 | 103 |
| Mortgage-backed securities | $866,059,000 | 118 |
| Certificates of participation in pools of residential mortgages | $828,532,000 | 81 |
| Issued or guaranteed by U.S. | $828,532,000 | 79 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $37,527,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $15,943,000 | 780 |
| Privately issued | $21,584,000 | 317 |
| 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 | 3,539 |
| Available-for-sale securities (fair market value) | $1,058,592,000 | 124 |
| Total debt securities | $1,058,587,000 | 142 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $1,047,307,000 | 142 |
| U.S. Government securities | $842,613,000 | 122 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $842,613,000 | 119 |
| Securities issued by states & political subdivisions | $127,087,000 | 112 |
| Other domestic debt securities | $77,603,000 | 245 |
| Privately issued residential mortgage-backed securities | $21,743,000 | 331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,860,000 | 105 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,000 | 1,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $777,472,000 | 101 |
| Mortgage-backed securities | $864,356,000 | 112 |
| Certificates of participation in pools of residential mortgages | $826,114,000 | 76 |
| Issued or guaranteed by U.S. | $826,114,000 | 73 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $38,242,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $16,499,000 | 705 |
| Privately issued | $21,743,000 | 317 |
| 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 | 3,569 |
| Available-for-sale securities (fair market value) | $1,047,307,000 | 120 |
| Total debt securities | $1,047,303,000 | 141 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $1,021,652,000 | 151 |
| U.S. Government securities | $816,406,000 | 134 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $816,406,000 | 128 |
| Securities issued by states & political subdivisions | $125,478,000 | 121 |
| Other domestic debt securities | $79,754,000 | 249 |
| Privately issued residential mortgage-backed securities | $23,939,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,815,000 | 114 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $14,000 | 1,848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $726,083,000 | 105 |
| Mortgage-backed securities | $840,345,000 | 118 |
| Certificates of participation in pools of residential mortgages | $799,305,000 | 77 |
| Issued or guaranteed by U.S. | $799,305,000 | 76 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $41,040,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $17,101,000 | 686 |
| Privately issued | $23,939,000 | 300 |
| 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 | 3,596 |
| Available-for-sale securities (fair market value) | $1,021,652,000 | 126 |
| Total debt securities | $1,021,638,000 | 147 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $1,041,919,000 | 156 |
| U.S. Government securities | $840,873,000 | 132 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $840,873,000 | 128 |
| Securities issued by states & political subdivisions | $116,780,000 | 128 |
| Other domestic debt securities | $84,242,000 | 232 |
| Privately issued residential mortgage-backed securities | $19,515,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,727,000 | 106 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $24,000 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $658,207,000 | 112 |
| Mortgage-backed securities | $860,388,000 | 119 |
| Certificates of participation in pools of residential mortgages | $822,485,000 | 77 |
| Issued or guaranteed by U.S. | $822,485,000 | 75 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $37,903,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $18,388,000 | 627 |
| Privately issued | $19,515,000 | 332 |
| 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 | 3,628 |
| Available-for-sale securities (fair market value) | $1,041,919,000 | 140 |
| Total debt securities | $1,041,895,000 | 151 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $1,016,903,000 | 159 |
| U.S. Government securities | $835,557,000 | 136 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $835,557,000 | 131 |
| Securities issued by states & political subdivisions | $109,701,000 | 136 |
| Other domestic debt securities | $71,622,000 | 248 |
| Privately issued residential mortgage-backed securities | $17,075,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,547,000 | 125 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $23,000 | 1,759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $607,948,000 | 114 |
| Mortgage-backed securities | $852,632,000 | 115 |
| Certificates of participation in pools of residential mortgages | $816,369,000 | 76 |
| Issued or guaranteed by U.S. | $816,369,000 | 72 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $36,263,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $19,188,000 | 569 |
| Privately issued | $17,075,000 | 319 |
| 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 | 3,689 |
| Available-for-sale securities (fair market value) | $1,016,903,000 | 137 |
| Total debt securities | $1,016,880,000 | 156 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $1,034,491,000 | 159 |
| U.S. Government securities | $855,740,000 | 135 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $855,740,000 | 131 |
| Securities issued by states & political subdivisions | $105,816,000 | 138 |
| Other domestic debt securities | $72,903,000 | 248 |
| Privately issued residential mortgage-backed securities | $17,505,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,398,000 | 125 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $32,000 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $614,597,000 | 117 |
| Mortgage-backed securities | $873,245,000 | 112 |
| Certificates of participation in pools of residential mortgages | $835,956,000 | 72 |
| Issued or guaranteed by U.S. | $835,956,000 | 69 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $37,289,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $19,784,000 | 546 |
| Privately issued | $17,505,000 | 302 |
| 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 | 3,749 |
| Available-for-sale securities (fair market value) | $1,034,491,000 | 136 |
| Total debt securities | $1,034,459,000 | 153 |
| 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 | $1,045,292,000 | 162 |
| U.S. Government securities | $851,745,000 | 142 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $851,745,000 | 138 |
| Securities issued by states & political subdivisions | $120,337,000 | 115 |
| Other domestic debt securities | $73,179,000 | 241 |
| Privately issued residential mortgage-backed securities | $18,035,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,144,000 | 120 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $31,000 | 1,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $675,992,000 | 119 |
| Mortgage-backed securities | $869,780,000 | 122 |
| Certificates of participation in pools of residential mortgages | $836,418,000 | 77 |
| Issued or guaranteed by U.S. | $836,418,000 | 73 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,362,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $15,327,000 | 629 |
| Privately issued | $18,035,000 | 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,045,292,000 | 138 |
| Total debt securities | $1,045,261,000 | 160 |
| 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 | $1,075,038,000 | 163 |
| U.S. Government securities | $877,379,000 | 141 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $877,379,000 | 137 |
| Securities issued by states & political subdivisions | $117,678,000 | 117 |
| Other domestic debt securities | $79,951,000 | 229 |
| Privately issued residential mortgage-backed securities | $18,856,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $880,000 | 185 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,215,000 | 116 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $30,000 | 1,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $666,916,000 | 118 |
| Mortgage-backed securities | $896,235,000 | 115 |
| Certificates of participation in pools of residential mortgages | $861,170,000 | 77 |
| Issued or guaranteed by U.S. | $861,170,000 | 75 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $35,065,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $16,209,000 | 612 |
| Privately issued | $18,856,000 | 275 |
| 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 | 3,860 |
| Available-for-sale securities (fair market value) | $1,075,038,000 | 136 |
| Total debt securities | $1,075,008,000 | 162 |
| 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 | $1,096,987,000 | 163 |
| U.S. Government securities | $898,646,000 | 149 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $898,646,000 | 144 |
| Securities issued by states & political subdivisions | $113,898,000 | 119 |
| Other domestic debt securities | $84,411,000 | 216 |
| Privately issued residential mortgage-backed securities | $19,486,000 | 281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $991,000 | 174 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $63,934,000 | 116 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $32,000 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $685,445,000 | 117 |
| Mortgage-backed securities | $918,132,000 | 114 |
| Certificates of participation in pools of residential mortgages | $881,807,000 | 75 |
| Issued or guaranteed by U.S. | $881,807,000 | 72 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $36,325,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $16,839,000 | 616 |
| Privately issued | $19,486,000 | 267 |
| 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 | 3,949 |
| Available-for-sale securities (fair market value) | $1,096,987,000 | 136 |
| Total debt securities | $1,096,955,000 | 161 |
| 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 | $1,094,060,000 | 165 |
| U.S. Government securities | $897,730,000 | 148 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $897,730,000 | 142 |
| Securities issued by states & political subdivisions | $109,882,000 | 127 |
| Other domestic debt securities | $85,720,000 | 219 |
| Privately issued residential mortgage-backed securities | $20,142,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,157,000 | 170 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,421,000 | 117 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $728,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $698,676,000 | 119 |
| Mortgage-backed securities | $917,872,000 | 120 |
| Certificates of participation in pools of residential mortgages | $888,790,000 | 79 |
| Issued or guaranteed by U.S. | $888,790,000 | 75 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $29,082,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $8,940,000 | 903 |
| Privately issued | $20,142,000 | 265 |
| 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 | 4,052 |
| Available-for-sale securities (fair market value) | $1,094,060,000 | 140 |
| Total debt securities | $1,093,332,000 | 160 |
| 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 | $1,080,047,000 | 168 |
| U.S. Government securities | $877,711,000 | 155 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $877,711,000 | 146 |
| Securities issued by states & political subdivisions | $111,862,000 | 121 |
| Other domestic debt securities | $90,065,000 | 214 |
| Privately issued residential mortgage-backed securities | $20,549,000 | 279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,327,000 | 163 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,189,000 | 110 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $409,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $740,843,000 | 120 |
| Mortgage-backed securities | $898,260,000 | 122 |
| Certificates of participation in pools of residential mortgages | $868,341,000 | 80 |
| Issued or guaranteed by U.S. | $868,341,000 | 76 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $29,919,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $9,370,000 | 875 |
| Privately issued | $20,549,000 | 261 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,080,047,000 | 144 |
| Total debt securities | $1,079,638,000 | 165 |
| 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 | $1,083,864,000 | 176 |
| U.S. Government securities | $868,686,000 | 165 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $868,686,000 | 155 |
| Securities issued by states & political subdivisions | $123,269,000 | 111 |
| Other domestic debt securities | $91,531,000 | 212 |
| Privately issued residential mortgage-backed securities | $21,562,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,491,000 | 155 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,478,000 | 113 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $378,000 | 1,443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $706,836,000 | 119 |
| Mortgage-backed securities | $890,248,000 | 125 |
| Certificates of participation in pools of residential mortgages | $858,710,000 | 83 |
| Issued or guaranteed by U.S. | $858,710,000 | 78 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $31,538,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $9,976,000 | 836 |
| Privately issued | $21,562,000 | 256 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,083,864,000 | 151 |
| Total debt securities | $1,083,486,000 | 174 |
| 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 | $1,068,731,000 | 177 |
| U.S. Government securities | $846,977,000 | 169 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $846,977,000 | 158 |
| Securities issued by states & political subdivisions | $118,665,000 | 115 |
| Other domestic debt securities | $103,075,000 | 205 |
| Privately issued residential mortgage-backed securities | $17,424,000 | 310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,686,000 | 148 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,965,000 | 96 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $14,000 | 1,956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $686,220,000 | 123 |
| Mortgage-backed securities | $864,401,000 | 130 |
| Certificates of participation in pools of residential mortgages | $836,458,000 | 84 |
| Issued or guaranteed by U.S. | $836,458,000 | 81 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $27,943,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $10,519,000 | 823 |
| Privately issued | $17,424,000 | 293 |
| 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 | 4,235 |
| Available-for-sale securities (fair market value) | $1,068,731,000 | 154 |
| Total debt securities | $1,068,717,000 | 176 |
| 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 | $1,073,425,000 | 176 |
| U.S. Government securities | $846,198,000 | 169 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $846,198,000 | 160 |
| Securities issued by states & political subdivisions | $122,134,000 | 109 |
| Other domestic debt securities | $105,073,000 | 205 |
| Privately issued residential mortgage-backed securities | $18,527,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,968,000 | 145 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,578,000 | 96 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $20,000 | 1,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $773,937,000 | 113 |
| Mortgage-backed securities | $864,725,000 | 138 |
| Certificates of participation in pools of residential mortgages | $835,016,000 | 85 |
| Issued or guaranteed by U.S. | $835,016,000 | 83 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,709,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $11,182,000 | 820 |
| Privately issued | $18,527,000 | 273 |
| 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 | 4,298 |
| Available-for-sale securities (fair market value) | $1,073,425,000 | 156 |
| Total debt securities | $1,073,405,000 | 175 |
| 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 | $1,083,844,000 | 177 |
| U.S. Government securities | $845,658,000 | 172 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $845,658,000 | 167 |
| Securities issued by states & political subdivisions | $125,305,000 | 103 |
| Other domestic debt securities | $112,861,000 | 198 |
| Privately issued residential mortgage-backed securities | $19,842,000 | 287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,234,000 | 140 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $90,785,000 | 84 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $20,000 | 1,974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $734,381,000 | 119 |
| Mortgage-backed securities | $859,130,000 | 140 |
| Certificates of participation in pools of residential mortgages | $827,154,000 | 90 |
| Issued or guaranteed by U.S. | $827,154,000 | 87 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $31,976,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $12,134,000 | 811 |
| Privately issued | $19,842,000 | 268 |
| 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 | 4,351 |
| Available-for-sale securities (fair market value) | $1,083,844,000 | 156 |
| Total debt securities | $1,083,824,000 | 176 |
| 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 | $1,049,354,000 | 182 |
| U.S. Government securities | $815,442,000 | 174 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $815,442,000 | 166 |
| Securities issued by states & political subdivisions | $116,958,000 | 109 |
| Other domestic debt securities | $116,930,000 | 190 |
| Privately issued residential mortgage-backed securities | $20,702,000 | 276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,474,000 | 134 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $93,754,000 | 82 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $24,000 | 1,994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $540,031,000 | 138 |
| Mortgage-backed securities | $828,797,000 | 145 |
| Certificates of participation in pools of residential mortgages | $795,430,000 | 98 |
| Issued or guaranteed by U.S. | $795,430,000 | 95 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,367,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $12,665,000 | 806 |
| Privately issued | $20,702,000 | 258 |
| 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 | 4,419 |
| Available-for-sale securities (fair market value) | $1,049,354,000 | 158 |
| Total debt securities | $1,049,330,000 | 181 |
| 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 | $888,692,000 | 202 |
| U.S. Government securities | $652,612,000 | 199 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $652,612,000 | 192 |
| Securities issued by states & political subdivisions | $112,442,000 | 113 |
| Other domestic debt securities | $123,615,000 | 192 |
| Privately issued residential mortgage-backed securities | $21,447,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,700,000 | 135 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,468,000 | 80 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $23,000 | 2,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $551,687,000 | 141 |
| Mortgage-backed securities | $667,586,000 | 169 |
| Certificates of participation in pools of residential mortgages | $632,655,000 | 111 |
| Issued or guaranteed by U.S. | $632,655,000 | 109 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $34,931,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $13,484,000 | 780 |
| Privately issued | $21,447,000 | 249 |
| 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 | 4,483 |
| Available-for-sale securities (fair market value) | $888,692,000 | 178 |
| Total debt securities | $888,669,000 | 200 |
| 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 | $886,427,000 | 205 |
| U.S. Government securities | $651,797,000 | 202 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $651,797,000 | 195 |
| Securities issued by states & political subdivisions | $107,942,000 | 116 |
| Other domestic debt securities | $126,687,000 | 188 |
| Privately issued residential mortgage-backed securities | $23,374,000 | 236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,084,000 | 136 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,229,000 | 83 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,000 | 2,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $565,316,000 | 141 |
| Mortgage-backed securities | $668,632,000 | 167 |
| Certificates of participation in pools of residential mortgages | $631,083,000 | 112 |
| Issued or guaranteed by U.S. | $631,083,000 | 109 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $37,549,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $14,175,000 | 759 |
| Privately issued | $23,374,000 | 217 |
| 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 | 4,541 |
| Available-for-sale securities (fair market value) | $886,427,000 | 183 |
| Total debt securities | $886,426,000 | 201 |
| 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 | $863,830,000 | 204 |
| U.S. Government securities | $643,445,000 | 208 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $643,445,000 | 198 |
| Securities issued by states & political subdivisions | $103,503,000 | 120 |
| Other domestic debt securities | $116,880,000 | 190 |
| Privately issued residential mortgage-backed securities | $11,379,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,276,000 | 135 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,225,000 | 82 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,000 | 2,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $521,778,000 | 150 |
| Mortgage-backed securities | $648,339,000 | 172 |
| Certificates of participation in pools of residential mortgages | $622,340,000 | 117 |
| Issued or guaranteed by U.S. | $622,340,000 | 114 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $25,999,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $14,620,000 | 751 |
| Privately issued | $11,379,000 | 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $863,830,000 | 181 |
| Total debt securities | $863,828,000 | 202 |
| 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 | $885,758,000 | 202 |
| U.S. Government securities | $665,244,000 | 198 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $665,244,000 | 189 |
| Securities issued by states & political subdivisions | $102,810,000 | 125 |
| Other domestic debt securities | $117,697,000 | 193 |
| Privately issued residential mortgage-backed securities | $10,667,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,560,000 | 134 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $103,470,000 | 83 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $7,000 | 2,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $557,758,000 | 140 |
| Mortgage-backed securities | $669,160,000 | 173 |
| Certificates of participation in pools of residential mortgages | $642,530,000 | 113 |
| Issued or guaranteed by U.S. | $642,530,000 | 108 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $26,630,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $15,963,000 | 737 |
| Privately issued | $10,667,000 | 314 |
| 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 | 4,632 |
| Available-for-sale securities (fair market value) | $885,758,000 | 182 |
| Total debt securities | $885,750,000 | 200 |
| 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 | $886,601,000 | 199 |
| U.S. Government securities | $674,788,000 | 203 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $674,788,000 | 195 |
| Securities issued by states & political subdivisions | $98,116,000 | 131 |
| Other domestic debt securities | $113,683,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,683,000 | 91 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 2,224 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $668,144,000 | 173 |
| Certificates of participation in pools of residential mortgages | $645,188,000 | 118 |
| Issued or guaranteed by U.S. | $645,188,000 | 113 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $22,956,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $22,956,000 | 641 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000 | 4,606 |
| Available-for-sale securities (fair market value) | $886,586,000 | 184 |
| Total debt securities | $886,587,000 | 197 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $880,119,000 | 204 |
| U.S. Government securities | $675,638,000 | 203 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $675,638,000 | 197 |
| Securities issued by states & political subdivisions | $91,551,000 | 140 |
| Other domestic debt securities | $112,909,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,909,000 | 89 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 2,248 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $668,869,000 | 164 |
| Certificates of participation in pools of residential mortgages | $643,531,000 | 113 |
| Issued or guaranteed by U.S. | $643,531,000 | 111 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $25,338,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $25,338,000 | 612 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,000 | 4,619 |
| Available-for-sale securities (fair market value) | $880,098,000 | 183 |
| Total debt securities | $880,098,000 | 199 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $857,585,000 | 203 |
| U.S. Government securities | $652,805,000 | 209 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $652,805,000 | 200 |
| Securities issued by states & political subdivisions | $91,197,000 | 137 |
| Other domestic debt securities | $113,558,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,558,000 | 90 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,233 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $645,849,000 | 171 |
| Certificates of participation in pools of residential mortgages | $623,236,000 | 110 |
| Issued or guaranteed by U.S. | $623,236,000 | 108 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $22,613,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $22,613,000 | 694 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,000 | 4,619 |
| Available-for-sale securities (fair market value) | $857,560,000 | 178 |
| Total debt securities | $857,560,000 | 199 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $859,068,000 | 198 |
| U.S. Government securities | $661,162,000 | 205 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $661,162,000 | 194 |
| Securities issued by states & political subdivisions | $86,397,000 | 140 |
| Other domestic debt securities | $111,486,000 | 170 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $111,486,000 | 91 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 2,249 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $654,352,000 | 172 |
| Certificates of participation in pools of residential mortgages | $625,736,000 | 109 |
| Issued or guaranteed by U.S. | $625,736,000 | 106 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $28,616,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $28,616,000 | 621 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,000 | 4,681 |
| Available-for-sale securities (fair market value) | $859,045,000 | 173 |
| Total debt securities | $859,045,000 | 194 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $830,572,000 | 202 |
| U.S. Government securities | $622,511,000 | 204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $622,511,000 | 194 |
| Securities issued by states & political subdivisions | $97,544,000 | 125 |
| Other domestic debt securities | $110,211,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,211,000 | 88 |
| Foreign debt securities | NA | NA |
| Equity securities | $306,000 | 1,799 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $615,715,000 | 167 |
| Certificates of participation in pools of residential mortgages | $584,745,000 | 110 |
| Issued or guaranteed by U.S. | $584,745,000 | 109 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $30,970,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $30,970,000 | 576 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $307,000 | 4,246 |
| Available-for-sale securities (fair market value) | $830,265,000 | 174 |
| Total debt securities | $830,266,000 | 197 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $607,264,000 | 241 |
| U.S. Government securities | $404,809,000 | 251 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $404,809,000 | 237 |
| Securities issued by states & political subdivisions | $87,932,000 | 133 |
| Other domestic debt securities | $114,523,000 | 162 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,523,000 | 80 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $398,517,000 | 209 |
| Certificates of participation in pools of residential mortgages | $326,213,000 | 157 |
| Issued or guaranteed by U.S. | $326,213,000 | 154 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $72,304,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $72,304,000 | 321 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,000 | 4,903 |
| Available-for-sale securities (fair market value) | $607,203,000 | 207 |
| Total debt securities | $607,264,000 | 233 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $573,701,000 | 236 |
| U.S. Government securities | $405,141,000 | 251 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $405,141,000 | 231 |
| Securities issued by states & political subdivisions | $93,865,000 | 123 |
| Other domestic debt securities | $74,770,000 | 212 |
| 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 | $74,770,000 | 141 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $75,000 | 8 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $385,011,000 | 194 |
| Certificates of participation in pools of residential mortgages | $305,131,000 | 142 |
| Issued or guaranteed by U.S. | $305,131,000 | 141 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $79,880,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $79,880,000 | 251 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,000 | 5,533 |
| Available-for-sale securities (fair market value) | $573,639,000 | 197 |
| Total debt securities | $573,776,000 | 229 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $528,805,000 | 273 |
| U.S. Government securities | $392,025,000 | 269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $392,025,000 | 247 |
| Securities issued by states & political subdivisions | $85,467,000 | 130 |
| Other domestic debt securities | $51,313,000 | 293 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,313,000 | 204 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $369,686,000 | 220 |
| Certificates of participation in pools of residential mortgages | $276,938,000 | 165 |
| Issued or guaranteed by U.S. | $276,938,000 | 163 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $92,748,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $92,748,000 | 249 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $528,805,000 | 213 |
| Total debt securities | $528,805,000 | 264 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $512,629,000 | 282 |
| U.S. Government securities | $353,217,000 | 302 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $353,217,000 | 267 |
| Securities issued by states & political subdivisions | $109,092,000 | 97 |
| Other domestic debt securities | $50,320,000 | 258 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,320,000 | 167 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $348,231,000 | 232 |
| Certificates of participation in pools of residential mortgages | $266,116,000 | 185 |
| Issued or guaranteed by U.S. | $266,116,000 | 176 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $82,115,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $82,115,000 | 263 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,746,000 | 458 |
| Available-for-sale securities (fair market value) | $448,883,000 | 256 |
| Total debt securities | $512,629,000 | 270 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $487,206,000 | 297 |
| U.S. Government securities | $424,028,000 | 274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $424,028,000 | 227 |
| Securities issued by states & political subdivisions | $63,178,000 | 156 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $406,512,000 | 203 |
| Certificates of participation in pools of residential mortgages | $388,615,000 | 139 |
| Issued or guaranteed by U.S. | $388,615,000 | 134 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $17,897,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $17,897,000 | 703 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $91,406,000 | 379 |
| Available-for-sale securities (fair market value) | $395,800,000 | 273 |
| Total debt securities | $487,206,000 | 286 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $425,822,000 | 347 |
| U.S. Government securities | $365,084,000 | 333 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $365,084,000 | 276 |
| Securities issued by states & political subdivisions | $57,131,000 | 176 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-3,607,000 | 1,305 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $318,215,000 | 257 |
| Certificates of participation in pools of residential mortgages | $312,622,000 | 179 |
| Issued or guaranteed by U.S. | $312,622,000 | 175 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,593,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $5,593,000 | 1,709 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,594,000 | 410 |
| Available-for-sale securities (fair market value) | $330,228,000 | 316 |
| Total debt securities | $422,215,000 | 343 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $421,694,000 | 367 |
| U.S. Government securities | $378,838,000 | 345 |
| U.S. Treasury securities | $15,000 | 10,174 |
| U.S. Government agency obligations | $378,823,000 | 265 |
| Securities issued by states & political subdivisions | $37,542,000 | 294 |
| Other domestic debt securities | $169,000 | 4,135 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $169,000 | 3,257 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-5,145,000 | 1,412 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $353,786,000 | 263 |
| Certificates of participation in pools of residential mortgages | $348,285,000 | 172 |
| Issued or guaranteed by U.S. | $348,285,000 | 159 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,501,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $5,501,000 | 1,947 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,910,000 | 372 |
| Available-for-sale securities (fair market value) | $309,784,000 | 353 |
| Total debt securities | $416,549,000 | 364 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $345,648,000 | 443 |
| U.S. Government securities | $337,537,000 | 392 |
| U.S. Treasury securities | $1,031,000 | 9,506 |
| U.S. Government agency obligations | $336,506,000 | 295 |
| Securities issued by states & political subdivisions | $2,062,000 | 5,112 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-6,049,000 | 1,514 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $323,509,000 | 277 |
| Certificates of participation in pools of residential mortgages | $318,001,000 | 173 |
| Issued or guaranteed by U.S. | $318,001,000 | 165 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,508,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $5,508,000 | 2,063 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $262,339,000 | 351 |
| Available-for-sale securities (fair market value) | $83,309,000 | 676 |
| Total debt securities | $339,599,000 | 444 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $302,146,000 | 520 |
| U.S. Government securities | $295,293,000 | 441 |
| U.S. Treasury securities | $1,015,000 | 9,853 |
| U.S. Government agency obligations | $294,278,000 | 323 |
| Securities issued by states & political subdivisions | $73,000 | 9,467 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-6,780,000 | 1,693 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $294,278,000 | 307 |
| Certificates of participation in pools of residential mortgages | $272,671,000 | 197 |
| Issued or guaranteed by U.S. | $272,671,000 | 178 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $21,607,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $21,607,000 | 908 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $295,366,000 | 514 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $227,384,000 | 625 |
| U.S. Government securities | $223,053,000 | 532 |
| U.S. Treasury securities | $2,023,000 | 8,696 |
| U.S. Government agency obligations | $221,030,000 | 380 |
| Securities issued by states & political subdivisions | $133,000 | 9,087 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-4,198,000 | 1,911 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $216,012,000 | 368 |
| Certificates of participation in pools of residential mortgages | $187,285,000 | 253 |
| Issued or guaranteed by U.S. | $187,285,000 | 233 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $28,727,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $28,727,000 | 680 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $223,186,000 | 625 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
