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Bank Mutual, Securities
| 2018-03-31 | Rank | |
| Total securities | $0 | 5,455 |
| U.S. Government securities | $0 | 5,305 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $0 | 5,225 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $0 | 5,434 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $9,252,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $9,252,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $9,252,000 | 72 |
| 2017-12-31 | Rank | |
| Total securities | $470,957,000 | 343 |
| U.S. Government securities | $459,148,000 | 261 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $459,148,000 | 252 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $11,809,000 | 533 |
| Privately issued residential mortgage-backed securities | $11,809,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,373,000 | 1,390 |
| Mortgage-backed securities | $470,957,000 | 213 |
| Certificates of participation in pools of residential mortgages | $182,483,000 | 255 |
| Issued or guaranteed by U.S. | $182,483,000 | 254 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $288,474,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $276,665,000 | 130 |
| Privately issued | $11,809,000 | 108 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $91,047,000 | 261 |
| Available-for-sale securities (fair market value) | $379,910,000 | 355 |
| Total debt securities | $470,958,000 | 337 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $478,098,000 | 338 |
| U.S. Government securities | $465,479,000 | 257 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $465,479,000 | 251 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $12,619,000 | 516 |
| Privately issued residential mortgage-backed securities | $12,619,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,577,000 | 1,278 |
| Mortgage-backed securities | $478,098,000 | 212 |
| Certificates of participation in pools of residential mortgages | $189,848,000 | 251 |
| Issued or guaranteed by U.S. | $189,848,000 | 250 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $288,250,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $275,631,000 | 127 |
| Privately issued | $12,619,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $91,617,000 | 262 |
| Available-for-sale securities (fair market value) | $386,481,000 | 356 |
| Total debt securities | $478,097,000 | 330 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $472,496,000 | 345 |
| U.S. Government securities | $458,696,000 | 264 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $458,696,000 | 255 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $13,800,000 | 495 |
| Privately issued residential mortgage-backed securities | $13,800,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,699,000 | 1,260 |
| Mortgage-backed securities | $472,496,000 | 217 |
| Certificates of participation in pools of residential mortgages | $197,303,000 | 247 |
| Issued or guaranteed by U.S. | $197,303,000 | 246 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $275,193,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $261,393,000 | 133 |
| Privately issued | $13,800,000 | 102 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $92,175,000 | 267 |
| Available-for-sale securities (fair market value) | $380,321,000 | 358 |
| Total debt securities | $472,497,000 | 339 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $472,823,000 | 344 |
| U.S. Government securities | $457,821,000 | 263 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $457,821,000 | 250 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $15,002,000 | 481 |
| Privately issued residential mortgage-backed securities | $15,002,000 | 100 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,659,000 | 1,326 |
| Mortgage-backed securities | $472,823,000 | 218 |
| Certificates of participation in pools of residential mortgages | $199,908,000 | 250 |
| Issued or guaranteed by U.S. | $199,908,000 | 249 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $272,915,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $257,913,000 | 132 |
| Privately issued | $15,002,000 | 96 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $92,722,000 | 275 |
| Available-for-sale securities (fair market value) | $380,101,000 | 361 |
| Total debt securities | $472,823,000 | 338 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $465,114,000 | 343 |
| U.S. Government securities | $448,884,000 | 261 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $448,884,000 | 246 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $16,230,000 | 446 |
| Privately issued residential mortgage-backed securities | $16,230,000 | 99 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,572,000 | 1,198 |
| Mortgage-backed securities | $465,114,000 | 213 |
| Certificates of participation in pools of residential mortgages | $207,483,000 | 233 |
| Issued or guaranteed by U.S. | $207,483,000 | 232 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $257,631,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $241,401,000 | 130 |
| Privately issued | $16,230,000 | 95 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $93,233,000 | 275 |
| Available-for-sale securities (fair market value) | $371,881,000 | 356 |
| Total debt securities | $465,113,000 | 336 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $482,378,000 | 319 |
| U.S. Government securities | $464,628,000 | 244 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $464,628,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $17,750,000 | 423 |
| Privately issued residential mortgage-backed securities | $17,750,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,885,000 | 709 |
| Mortgage-backed securities | $482,378,000 | 208 |
| Certificates of participation in pools of residential mortgages | $221,070,000 | 214 |
| Issued or guaranteed by U.S. | $221,070,000 | 213 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $261,308,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $243,558,000 | 137 |
| Privately issued | $17,750,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $102,931,000 | 256 |
| Available-for-sale securities (fair market value) | $379,447,000 | 343 |
| Total debt securities | $482,377,000 | 314 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $524,345,000 | 297 |
| U.S. Government securities | $505,262,000 | 225 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $505,262,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $19,083,000 | 418 |
| Privately issued residential mortgage-backed securities | $19,083,000 | 103 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,323,000 | 694 |
| Mortgage-backed securities | $524,345,000 | 194 |
| Certificates of participation in pools of residential mortgages | $237,879,000 | 195 |
| Issued or guaranteed by U.S. | $237,879,000 | 193 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $286,466,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $267,383,000 | 131 |
| Privately issued | $19,083,000 | 95 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $110,474,000 | 252 |
| Available-for-sale securities (fair market value) | $413,871,000 | 316 |
| Total debt securities | $524,345,000 | 290 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $525,387,000 | 300 |
| U.S. Government securities | $504,915,000 | 233 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $504,915,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $20,472,000 | 395 |
| Privately issued residential mortgage-backed securities | $20,472,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,808,000 | 806 |
| Mortgage-backed securities | $525,387,000 | 196 |
| Certificates of participation in pools of residential mortgages | $246,186,000 | 188 |
| Issued or guaranteed by U.S. | $246,186,000 | 186 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $279,201,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $258,729,000 | 136 |
| Privately issued | $20,472,000 | 90 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $111,043,000 | 260 |
| Available-for-sale securities (fair market value) | $414,344,000 | 317 |
| Total debt securities | $525,387,000 | 294 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $528,765,000 | 298 |
| U.S. Government securities | $506,965,000 | 231 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $506,965,000 | 220 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $21,800,000 | 375 |
| Privately issued residential mortgage-backed securities | $21,800,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,486,000 | 885 |
| Mortgage-backed securities | $528,765,000 | 188 |
| Certificates of participation in pools of residential mortgages | $257,831,000 | 180 |
| Issued or guaranteed by U.S. | $257,831,000 | 178 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $270,934,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $249,134,000 | 140 |
| Privately issued | $21,800,000 | 81 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $120,891,000 | 245 |
| Available-for-sale securities (fair market value) | $407,874,000 | 319 |
| Total debt securities | $528,765,000 | 291 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $544,707,000 | 292 |
| U.S. Government securities | $520,599,000 | 227 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $520,599,000 | 219 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $24,108,000 | 349 |
| Privately issued residential mortgage-backed securities | $24,108,000 | 83 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 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 | $65,157,000 | 909 |
| Mortgage-backed securities | $544,707,000 | 187 |
| Certificates of participation in pools of residential mortgages | $269,886,000 | 174 |
| Issued or guaranteed by U.S. | $269,886,000 | 173 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $274,821,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $250,713,000 | 134 |
| Privately issued | $24,108,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $130,454,000 | 235 |
| Available-for-sale securities (fair market value) | $414,253,000 | 307 |
| Total debt securities | $544,707,000 | 282 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $545,653,000 | 288 |
| U.S. Government securities | $519,753,000 | 225 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $519,753,000 | 217 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $25,900,000 | 331 |
| Privately issued residential mortgage-backed securities | $25,900,000 | 83 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,297,000 | 984 |
| Mortgage-backed securities | $545,653,000 | 183 |
| Certificates of participation in pools of residential mortgages | $268,295,000 | 174 |
| Issued or guaranteed by U.S. | $268,295,000 | 173 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $277,358,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $251,458,000 | 146 |
| Privately issued | $25,900,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $131,140,000 | 225 |
| Available-for-sale securities (fair market value) | $414,513,000 | 321 |
| Total debt securities | $545,653,000 | 280 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $543,708,000 | 285 |
| U.S. Government securities | $516,148,000 | 228 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $516,148,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $27,560,000 | 315 |
| Privately issued residential mortgage-backed securities | $27,560,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,319,000 | 964 |
| Mortgage-backed securities | $543,708,000 | 184 |
| Certificates of participation in pools of residential mortgages | $253,925,000 | 184 |
| Issued or guaranteed by U.S. | $253,925,000 | 183 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $289,783,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $262,223,000 | 142 |
| Privately issued | $27,560,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $131,817,000 | 228 |
| Available-for-sale securities (fair market value) | $411,891,000 | 316 |
| Total debt securities | $543,708,000 | 278 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $454,408,000 | 340 |
| U.S. Government securities | $424,931,000 | 270 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $424,931,000 | 259 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $29,477,000 | 303 |
| Privately issued residential mortgage-backed securities | $29,477,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,016,000 | 779 |
| Mortgage-backed securities | $454,408,000 | 213 |
| Certificates of participation in pools of residential mortgages | $216,329,000 | 212 |
| Issued or guaranteed by U.S. | $216,329,000 | 211 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $238,079,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $208,602,000 | 165 |
| Privately issued | $29,477,000 | 73 |
| 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) | $132,525,000 | 224 |
| Available-for-sale securities (fair market value) | $321,883,000 | 408 |
| Total debt securities | $454,408,000 | 331 |
| 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 | $501,672,000 | 301 |
| U.S. Government securities | $470,020,000 | 245 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $470,020,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $31,652,000 | 287 |
| Privately issued residential mortgage-backed securities | $31,652,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,014,000 | 675 |
| Mortgage-backed securities | $501,672,000 | 196 |
| Certificates of participation in pools of residential mortgages | $242,293,000 | 187 |
| Issued or guaranteed by U.S. | $242,293,000 | 186 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $259,379,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $227,727,000 | 163 |
| Privately issued | $31,652,000 | 68 |
| 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) | $153,626,000 | 195 |
| Available-for-sale securities (fair market value) | $348,046,000 | 370 |
| Total debt securities | $501,673,000 | 295 |
| 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 | $550,411,000 | 275 |
| U.S. Government securities | $516,285,000 | 225 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $516,285,000 | 221 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $34,126,000 | 283 |
| Privately issued residential mortgage-backed securities | $34,126,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,000,000 | 760 |
| Mortgage-backed securities | $550,411,000 | 180 |
| Certificates of participation in pools of residential mortgages | $248,885,000 | 186 |
| Issued or guaranteed by U.S. | $248,885,000 | 185 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $301,526,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $267,400,000 | 146 |
| Privately issued | $34,126,000 | 67 |
| 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) | $154,326,000 | 195 |
| Available-for-sale securities (fair market value) | $396,085,000 | 332 |
| Total debt securities | $550,411,000 | 268 |
| 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 | $576,084,000 | 262 |
| U.S. Government securities | $539,900,000 | 214 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $539,900,000 | 209 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $36,184,000 | 291 |
| Privately issued residential mortgage-backed securities | $36,184,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,014,000 | 737 |
| Mortgage-backed securities | $576,084,000 | 175 |
| Certificates of participation in pools of residential mortgages | $253,369,000 | 183 |
| Issued or guaranteed by U.S. | $253,369,000 | 182 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $322,715,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $286,531,000 | 137 |
| Privately issued | $36,184,000 | 68 |
| 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) | $154,966,000 | 187 |
| Available-for-sale securities (fair market value) | $421,118,000 | 319 |
| Total debt securities | $576,085,000 | 256 |
| 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 | $602,101,000 | 255 |
| U.S. Government securities | $563,433,000 | 201 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $563,433,000 | 198 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $38,668,000 | 286 |
| Privately issued residential mortgage-backed securities | $38,668,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,261,000 | 843 |
| Mortgage-backed securities | $602,101,000 | 166 |
| Certificates of participation in pools of residential mortgages | $258,408,000 | 181 |
| Issued or guaranteed by U.S. | $258,408,000 | 180 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $343,693,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $305,025,000 | 130 |
| Privately issued | $38,668,000 | 64 |
| 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) | $155,505,000 | 185 |
| Available-for-sale securities (fair market value) | $446,596,000 | 295 |
| Total debt securities | $602,101,000 | 247 |
| 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 | $630,835,000 | 248 |
| U.S. Government securities | $589,965,000 | 190 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $589,965,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $40,870,000 | 278 |
| Privately issued residential mortgage-backed securities | $40,870,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,139,000 | 846 |
| Mortgage-backed securities | $630,835,000 | 154 |
| Certificates of participation in pools of residential mortgages | $264,459,000 | 175 |
| Issued or guaranteed by U.S. | $264,459,000 | 174 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $366,376,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $325,506,000 | 124 |
| Privately issued | $40,870,000 | 63 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $156,011,000 | 177 |
| Available-for-sale securities (fair market value) | $474,824,000 | 276 |
| Total debt securities | $630,835,000 | 241 |
| 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 | $607,808,000 | 255 |
| U.S. Government securities | $563,941,000 | 204 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $563,941,000 | 196 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $43,867,000 | 267 |
| Privately issued residential mortgage-backed securities | $43,867,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,185,000 | 822 |
| Mortgage-backed securities | $607,808,000 | 158 |
| Certificates of participation in pools of residential mortgages | $199,863,000 | 234 |
| Issued or guaranteed by U.S. | $199,863,000 | 232 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $407,945,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $364,078,000 | 115 |
| Privately issued | $43,867,000 | 65 |
| 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) | $156,502,000 | 162 |
| Available-for-sale securities (fair market value) | $451,306,000 | 298 |
| Total debt securities | $607,808,000 | 249 |
| 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 | $644,612,000 | 241 |
| U.S. Government securities | $596,992,000 | 192 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $596,992,000 | 188 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $47,620,000 | 259 |
| Privately issued residential mortgage-backed securities | $47,620,000 | 66 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,407,000 | 811 |
| Mortgage-backed securities | $644,612,000 | 154 |
| Certificates of participation in pools of residential mortgages | $182,894,000 | 254 |
| Issued or guaranteed by U.S. | $182,894,000 | 253 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $461,718,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $414,098,000 | 103 |
| Privately issued | $47,620,000 | 63 |
| 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) | $157,047,000 | 150 |
| Available-for-sale securities (fair market value) | $487,565,000 | 276 |
| Total debt securities | $644,612,000 | 234 |
| 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 | $707,742,000 | 217 |
| U.S. Government securities | $657,176,000 | 175 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $657,176,000 | 172 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $50,566,000 | 236 |
| Privately issued residential mortgage-backed securities | $50,566,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,404,000 | 771 |
| Mortgage-backed securities | $707,742,000 | 143 |
| Certificates of participation in pools of residential mortgages | $186,317,000 | 246 |
| Issued or guaranteed by U.S. | $186,317,000 | 244 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $521,425,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $470,859,000 | 90 |
| Privately issued | $50,566,000 | 65 |
| 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) | $157,558,000 | 149 |
| Available-for-sale securities (fair market value) | $550,184,000 | 245 |
| Total debt securities | $707,742,000 | 212 |
| 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 | $776,607,000 | 198 |
| U.S. Government securities | $722,357,000 | 158 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $722,357,000 | 157 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $54,250,000 | 229 |
| Privately issued residential mortgage-backed securities | $54,250,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,271,000 | 845 |
| Mortgage-backed securities | $776,607,000 | 139 |
| Certificates of participation in pools of residential mortgages | $189,659,000 | 256 |
| Issued or guaranteed by U.S. | $189,659,000 | 254 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $586,948,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $532,698,000 | 90 |
| Privately issued | $54,250,000 | 65 |
| 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) | $158,062,000 | 147 |
| Available-for-sale securities (fair market value) | $618,545,000 | 220 |
| Total debt securities | $776,607,000 | 196 |
| 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 | $846,175,000 | 188 |
| U.S. Government securities | $791,189,000 | 149 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $791,189,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $54,986,000 | 232 |
| Privately issued residential mortgage-backed securities | $54,986,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,430,000 | 828 |
| Mortgage-backed securities | $846,175,000 | 128 |
| Certificates of participation in pools of residential mortgages | $192,950,000 | 253 |
| Issued or guaranteed by U.S. | $192,950,000 | 251 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $653,225,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $598,239,000 | 83 |
| Privately issued | $54,986,000 | 70 |
| 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) | $158,556,000 | 150 |
| Available-for-sale securities (fair market value) | $687,619,000 | 199 |
| Total debt securities | $846,175,000 | 186 |
| 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 | $927,602,000 | 181 |
| U.S. Government securities | $868,296,000 | 144 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $868,296,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $59,306,000 | 213 |
| Privately issued residential mortgage-backed securities | $59,306,000 | 76 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,394,000 | 791 |
| Mortgage-backed securities | $927,602,000 | 122 |
| Certificates of participation in pools of residential mortgages | $187,653,000 | 268 |
| Issued or guaranteed by U.S. | $187,653,000 | 266 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $739,949,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $680,643,000 | 76 |
| Privately issued | $59,306,000 | 73 |
| 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) | $150,764,000 | 153 |
| Available-for-sale securities (fair market value) | $776,838,000 | 179 |
| Total debt securities | $927,602,000 | 180 |
| 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 | $781,770,000 | 202 |
| U.S. Government securities | $39,087,000 | 2,269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,087,000 | 2,213 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $742,683,000 | 47 |
| Privately issued residential mortgage-backed securities | $742,683,000 | 22 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $781,770,000 | 135 |
| Certificates of participation in pools of residential mortgages | $39,087,000 | 1,061 |
| Issued or guaranteed by U.S. | $39,087,000 | 1,061 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $742,683,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $742,683,000 | 21 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $781,770,000 | 174 |
| Total debt securities | $781,770,000 | 201 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $783,246,000 | 203 |
| U.S. Government securities | $62,418,000 | 1,528 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,418,000 | 1,479 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $720,828,000 | 50 |
| Privately issued residential mortgage-backed securities | $720,828,000 | 26 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $763,220,000 | 134 |
| Certificates of participation in pools of residential mortgages | $42,392,000 | 966 |
| Issued or guaranteed by U.S. | $42,392,000 | 965 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $720,828,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $720,828,000 | 21 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $783,246,000 | 173 |
| Total debt securities | $783,246,000 | 202 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $775,490,000 | 204 |
| U.S. Government securities | $98,701,000 | 1,020 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,701,000 | 986 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $676,789,000 | 50 |
| Privately issued residential mortgage-backed securities | $676,789,000 | 27 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $720,408,000 | 137 |
| Certificates of participation in pools of residential mortgages | $43,619,000 | 914 |
| Issued or guaranteed by U.S. | $43,619,000 | 911 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $676,789,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $676,789,000 | 22 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,999 |
| Available-for-sale securities (fair market value) | $775,489,000 | 178 |
| Total debt securities | $775,490,000 | 202 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $782,559,000 | 202 |
| U.S. Government securities | $251,136,000 | 420 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $251,136,000 | 402 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $531,423,000 | 57 |
| Privately issued residential mortgage-backed securities | $531,423,000 | 32 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $576,522,000 | 157 |
| Certificates of participation in pools of residential mortgages | $45,099,000 | 856 |
| Issued or guaranteed by U.S. | $45,099,000 | 851 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $531,423,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $531,423,000 | 30 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $782,559,000 | 176 |
| Total debt securities | $782,559,000 | 200 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $663,258,000 | 223 |
| U.S. Government securities | $227,271,000 | 458 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $227,271,000 | 437 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $413,933,000 | 69 |
| Privately issued residential mortgage-backed securities | $413,933,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,054,000 | 76 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $435,234,000 | 201 |
| Certificates of participation in pools of residential mortgages | $21,301,000 | 1,488 |
| Issued or guaranteed by U.S. | $21,301,000 | 1,482 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $413,933,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $413,933,000 | 34 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,052 |
| Available-for-sale securities (fair market value) | $663,257,000 | 197 |
| Total debt securities | $641,204,000 | 224 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $1,080,851,000 | 142 |
| U.S. Government securities | $924,514,000 | 131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $924,514,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $133,461,000 | 134 |
| Privately issued residential mortgage-backed securities | $133,461,000 | 69 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,876,000 | 74 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $137,925,000 | 487 |
| Certificates of participation in pools of residential mortgages | $4,464,000 | 3,468 |
| Issued or guaranteed by U.S. | $4,464,000 | 3,461 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $133,461,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $133,461,000 | 68 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,080,851,000 | 122 |
| Total debt securities | $1,057,975,000 | 142 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $1,595,883,000 | 114 |
| U.S. Government securities | $844,320,000 | 139 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $844,320,000 | 131 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $728,926,000 | 49 |
| Privately issued residential mortgage-backed securities | $728,926,000 | 26 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,637,000 | 74 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $734,029,000 | 127 |
| Certificates of participation in pools of residential mortgages | $5,103,000 | 3,335 |
| Issued or guaranteed by U.S. | $5,103,000 | 3,328 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $728,926,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $728,926,000 | 23 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,595,883,000 | 93 |
| Total debt securities | $1,573,246,000 | 114 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $1,540,905,000 | 112 |
| U.S. Government securities | $1,033,272,000 | 114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,033,272,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $485,300,000 | 64 |
| Privately issued residential mortgage-backed securities | $485,300,000 | 37 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,333,000 | 74 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $673,044,000 | 140 |
| Certificates of participation in pools of residential mortgages | $187,744,000 | 232 |
| Issued or guaranteed by U.S. | $187,744,000 | 230 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $485,300,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $485,300,000 | 35 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,540,905,000 | 93 |
| Total debt securities | $1,518,572,000 | 114 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $1,480,951,000 | 118 |
| U.S. Government securities | $828,807,000 | 137 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $828,807,000 | 130 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $629,832,000 | 59 |
| Privately issued residential mortgage-backed securities | $629,832,000 | 30 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,312,000 | 80 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $866,847,000 | 114 |
| Certificates of participation in pools of residential mortgages | $237,015,000 | 190 |
| Issued or guaranteed by U.S. | $237,015,000 | 189 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $629,832,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $629,832,000 | 27 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,480,951,000 | 102 |
| Total debt securities | $1,458,639,000 | 116 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $1,492,070,000 | 120 |
| U.S. Government securities | $846,423,000 | 131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $846,423,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $623,329,000 | 63 |
| Privately issued residential mortgage-backed securities | $623,329,000 | 35 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,318,000 | 94 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $875,138,000 | 118 |
| Certificates of participation in pools of residential mortgages | $251,809,000 | 188 |
| Issued or guaranteed by U.S. | $251,809,000 | 186 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $623,329,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $623,329,000 | 31 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,492,070,000 | 100 |
| Total debt securities | $1,469,752,000 | 120 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $1,366,043,000 | 128 |
| U.S. Government securities | $809,281,000 | 138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $809,281,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $517,595,000 | 73 |
| Privately issued residential mortgage-backed securities | $517,595,000 | 38 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,167,000 | 78 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $987,016,000 | 112 |
| Certificates of participation in pools of residential mortgages | $469,421,000 | 117 |
| Issued or guaranteed by U.S. | $469,421,000 | 115 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $517,595,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $517,595,000 | 36 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,366,043,000 | 110 |
| Total debt securities | $1,326,876,000 | 130 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,347,175,000 | 131 |
| U.S. Government securities | $725,045,000 | 150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $725,045,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $583,220,000 | 61 |
| Privately issued residential mortgage-backed securities | $583,220,000 | 40 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,910,000 | 78 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $973,290,000 | 111 |
| Certificates of participation in pools of residential mortgages | $390,070,000 | 146 |
| Issued or guaranteed by U.S. | $390,070,000 | 142 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $583,220,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $583,220,000 | 38 |
| 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) | $1,347,175,000 | 113 |
| Total debt securities | $1,308,265,000 | 129 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,270,004,000 | 125 |
| U.S. Government securities | $619,237,000 | 173 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $619,237,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $611,164,000 | 57 |
| Privately issued residential mortgage-backed securities | $611,164,000 | 40 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,603,000 | 73 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $850,866,000 | 120 |
| Certificates of participation in pools of residential mortgages | $239,702,000 | 206 |
| Issued or guaranteed by U.S. | $239,702,000 | 202 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $611,164,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $611,164,000 | 37 |
| 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) | $1,270,004,000 | 107 |
| Total debt securities | $1,230,401,000 | 125 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,246,328,000 | 122 |
| U.S. Government securities | $553,813,000 | 175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $553,813,000 | 172 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $650,499,000 | 57 |
| Privately issued residential mortgage-backed securities | $650,499,000 | 40 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $42,016,000 | 65 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $893,670,000 | 110 |
| Certificates of participation in pools of residential mortgages | $243,171,000 | 192 |
| Issued or guaranteed by U.S. | $243,171,000 | 187 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $650,499,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $650,499,000 | 37 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,536 |
| Available-for-sale securities (fair market value) | $1,246,327,000 | 103 |
| Total debt securities | $1,204,312,000 | 126 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $1,245,918,000 | 126 |
| U.S. Government securities | $497,279,000 | 193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $497,279,000 | 193 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $703,807,000 | 60 |
| Privately issued residential mortgage-backed securities | $703,807,000 | 43 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $44,832,000 | 84 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $902,685,000 | 113 |
| Certificates of participation in pools of residential mortgages | $198,878,000 | 233 |
| Issued or guaranteed by U.S. | $198,878,000 | 226 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $703,807,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $703,807,000 | 40 |
| 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) | $1,245,918,000 | 111 |
| Total debt securities | $1,201,086,000 | 130 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $1,245,866,000 | 134 |
| U.S. Government securities | $341,647,000 | 264 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $341,647,000 | 257 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $857,287,000 | 55 |
| Privately issued residential mortgage-backed securities | $857,287,000 | 40 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,932,000 | 87 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,017,725,000 | 107 |
| Certificates of participation in pools of residential mortgages | $160,438,000 | 286 |
| Issued or guaranteed by U.S. | $160,438,000 | 279 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $857,287,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $857,287,000 | 37 |
| 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) | $1,245,866,000 | 119 |
| Total debt securities | $1,198,934,000 | 136 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $1,199,373,000 | 139 |
| U.S. Government securities | $152,838,000 | 559 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $152,838,000 | 545 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $999,121,000 | 52 |
| Privately issued residential mortgage-backed securities | $999,121,000 | 39 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $47,414,000 | 86 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,099,923,000 | 98 |
| Certificates of participation in pools of residential mortgages | $100,802,000 | 382 |
| Issued or guaranteed by U.S. | $100,802,000 | 378 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $999,121,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $999,121,000 | 37 |
| 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) | $1,199,373,000 | 121 |
| Total debt securities | $1,151,959,000 | 142 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $1,203,745,000 | 148 |
| U.S. Government securities | $116,221,000 | 730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $116,221,000 | 712 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,039,557,000 | 52 |
| Privately issued residential mortgage-backed securities | $1,039,557,000 | 39 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $47,967,000 | 81 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,109,366,000 | 97 |
| Certificates of participation in pools of residential mortgages | $69,809,000 | 486 |
| Issued or guaranteed by U.S. | $69,809,000 | 482 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,039,557,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,039,557,000 | 36 |
| 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) | $1,203,745,000 | 123 |
| Total debt securities | $1,155,778,000 | 145 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $1,131,824,000 | 154 |
| U.S. Government securities | $88,156,000 | 976 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,156,000 | 943 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $995,649,000 | 50 |
| Privately issued residential mortgage-backed securities | $995,649,000 | 40 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,019,000 | 72 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,069,198,000 | 108 |
| Certificates of participation in pools of residential mortgages | $73,549,000 | 468 |
| Issued or guaranteed by U.S. | $73,549,000 | 464 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $995,649,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $995,649,000 | 37 |
| 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) | $1,131,824,000 | 131 |
| Total debt securities | $1,083,805,000 | 154 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $1,213,306,000 | 151 |
| U.S. Government securities | $94,317,000 | 920 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $94,317,000 | 887 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,070,839,000 | 48 |
| Privately issued residential mortgage-backed securities | $1,070,839,000 | 38 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,150,000 | 66 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,150,156,000 | 102 |
| Certificates of participation in pools of residential mortgages | $79,317,000 | 439 |
| Issued or guaranteed by U.S. | $79,317,000 | 435 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,070,839,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,070,839,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,834 |
| Available-for-sale securities (fair market value) | $1,213,305,000 | 126 |
| Total debt securities | $1,165,156,000 | 153 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $1,113,141,000 | 161 |
| U.S. Government securities | $84,067,000 | 1,070 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $84,067,000 | 1,040 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $980,784,000 | 50 |
| Privately issued residential mortgage-backed securities | $980,784,000 | 40 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,290,000 | 66 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,064,851,000 | 108 |
| Certificates of participation in pools of residential mortgages | $84,067,000 | 422 |
| Issued or guaranteed by U.S. | $84,067,000 | 417 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $980,784,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $980,784,000 | 37 |
| 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) | $1,113,141,000 | 135 |
| Total debt securities | $1,064,851,000 | 162 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $1,133,430,000 | 158 |
| U.S. Government securities | $88,350,000 | 1,024 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,350,000 | 995 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $996,753,000 | 54 |
| Privately issued residential mortgage-backed securities | $996,753,000 | 43 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,327,000 | 66 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,085,103,000 | 110 |
| Certificates of participation in pools of residential mortgages | $88,350,000 | 423 |
| Issued or guaranteed by U.S. | $88,350,000 | 418 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $996,753,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $996,753,000 | 39 |
| 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) | $1,133,430,000 | 137 |
| Total debt securities | $1,085,103,000 | 163 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $1,178,652,000 | 158 |
| U.S. Government securities | $94,549,000 | 952 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $94,549,000 | 921 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,036,222,000 | 52 |
| Privately issued residential mortgage-backed securities | $1,036,222,000 | 41 |
| 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 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $47,881,000 | 68 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,130,771,000 | 110 |
| Certificates of participation in pools of residential mortgages | $94,549,000 | 413 |
| Issued or guaranteed by U.S. | $94,549,000 | 410 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,036,222,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,036,222,000 | 36 |
| 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) | $1,178,652,000 | 138 |
| Total debt securities | $1,130,771,000 | 160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $1,202,578,000 | 159 |
| U.S. Government securities | $106,095,000 | 865 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $106,095,000 | 836 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,048,408,000 | 53 |
| Privately issued residential mortgage-backed securities | $1,048,408,000 | 43 |
| 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 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,075,000 | 68 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,139,839,000 | 108 |
| Certificates of participation in pools of residential mortgages | $91,431,000 | 427 |
| Issued or guaranteed by U.S. | $91,431,000 | 423 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,048,408,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $1,048,408,000 | 36 |
| 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) | $1,202,578,000 | 137 |
| Total debt securities | $1,154,503,000 | 161 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $1,151,177,000 | 169 |
| U.S. Government securities | $112,979,000 | 823 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $112,979,000 | 798 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $989,422,000 | 56 |
| Privately issued residential mortgage-backed securities | $989,422,000 | 42 |
| 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,776,000 | 75 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,087,816,000 | 116 |
| Certificates of participation in pools of residential mortgages | $98,394,000 | 416 |
| Issued or guaranteed by U.S. | $98,394,000 | 410 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $989,422,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $989,422,000 | 36 |
| 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) | $1,151,177,000 | 145 |
| Total debt securities | $1,102,401,000 | 172 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $1,236,945,000 | 158 |
| U.S. Government securities | $119,354,000 | 769 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $119,354,000 | 742 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,069,094,000 | 53 |
| Privately issued residential mortgage-backed securities | $1,069,094,000 | 42 |
| 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,497,000 | 72 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,173,919,000 | 110 |
| Certificates of participation in pools of residential mortgages | $104,825,000 | 407 |
| Issued or guaranteed by U.S. | $104,825,000 | 404 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,069,094,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $1,069,094,000 | 36 |
| 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) | $1,236,945,000 | 137 |
| Total debt securities | $1,188,448,000 | 160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $1,289,001,000 | 159 |
| U.S. Government securities | $127,894,000 | 724 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $127,894,000 | 698 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,112,588,000 | 52 |
| Privately issued residential mortgage-backed securities | $1,112,588,000 | 41 |
| 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 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,519,000 | 74 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,224,959,000 | 114 |
| Certificates of participation in pools of residential mortgages | $112,371,000 | 401 |
| Issued or guaranteed by U.S. | $112,371,000 | 394 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,112,588,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $1,112,588,000 | 36 |
| 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) | $1,289,001,000 | 138 |
| Total debt securities | $1,240,482,000 | 160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $1,306,351,000 | 155 |
| U.S. Government securities | $136,374,000 | 699 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $136,374,000 | 670 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,121,773,000 | 50 |
| Privately issued residential mortgage-backed securities | $1,121,773,000 | 39 |
| 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 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,204,000 | 78 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,241,921,000 | 120 |
| Certificates of participation in pools of residential mortgages | $120,148,000 | 386 |
| Issued or guaranteed by U.S. | $120,148,000 | 382 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,121,773,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $1,121,773,000 | 32 |
| 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) | $1,306,351,000 | 137 |
| Total debt securities | $1,258,147,000 | 157 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $1,334,977,000 | 158 |
| U.S. Government securities | $147,562,000 | 672 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $147,562,000 | 642 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,138,493,000 | 47 |
| Privately issued residential mortgage-backed securities | $1,138,493,000 | 36 |
| 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 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,922,000 | 84 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,266,224,000 | 116 |
| Certificates of participation in pools of residential mortgages | $127,731,000 | 374 |
| Issued or guaranteed by U.S. | $127,731,000 | 370 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,138,493,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $1,138,493,000 | 31 |
| 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) | $1,334,977,000 | 139 |
| Total debt securities | $1,286,055,000 | 156 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $1,114,239,000 | 175 |
| U.S. Government securities | $109,173,000 | 864 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $109,173,000 | 837 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $958,318,000 | 53 |
| Privately issued residential mortgage-backed securities | $958,318,000 | 42 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,748,000 | 86 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,048,313,000 | 128 |
| Certificates of participation in pools of residential mortgages | $89,995,000 | 493 |
| Issued or guaranteed by U.S. | $89,995,000 | 489 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $958,318,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $958,318,000 | 36 |
| 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 | 4,414 |
| Available-for-sale securities (fair market value) | $1,114,218,000 | 158 |
| Total debt securities | $1,067,491,000 | 176 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $1,111,355,000 | 177 |
| U.S. Government securities | $118,715,000 | 824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $118,715,000 | 789 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $946,228,000 | 54 |
| Privately issued residential mortgage-backed securities | $946,228,000 | 39 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,412,000 | 91 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,044,091,000 | 130 |
| Certificates of participation in pools of residential mortgages | $97,863,000 | 468 |
| Issued or guaranteed by U.S. | $97,863,000 | 464 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $946,228,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $946,228,000 | 33 |
| 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) | $22,000 | 4,466 |
| Available-for-sale securities (fair market value) | $1,111,333,000 | 159 |
| Total debt securities | $1,064,943,000 | 180 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $1,164,095,000 | 173 |
| U.S. Government securities | $107,082,000 | 900 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $107,082,000 | 868 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,010,610,000 | 54 |
| Privately issued residential mortgage-backed securities | $1,010,610,000 | 40 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,403,000 | 99 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,095,249,000 | 125 |
| Certificates of participation in pools of residential mortgages | $84,639,000 | 535 |
| Issued or guaranteed by U.S. | $84,639,000 | 528 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,010,610,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $1,010,610,000 | 33 |
| 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) | $22,000 | 4,508 |
| Available-for-sale securities (fair market value) | $1,164,073,000 | 153 |
| Total debt securities | $1,117,692,000 | 174 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $1,121,203,000 | 175 |
| U.S. Government securities | $1,075,085,000 | 148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,075,085,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,118,000 | 96 |
| 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 | $1,053,349,000 | 127 |
| Certificates of participation in pools of residential mortgages | $90,019,000 | 518 |
| Issued or guaranteed by U.S. | $90,019,000 | 512 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $963,330,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $963,330,000 | 54 |
| 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) | $22,000 | 4,578 |
| Available-for-sale securities (fair market value) | $1,121,181,000 | 158 |
| Total debt securities | $1,075,085,000 | 175 |
| 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 | $709,315,000 | 235 |
| U.S. Government securities | $663,046,000 | 207 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $663,046,000 | 200 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $502,000 | 3,192 |
| 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 | $502,000 | 2,858 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,767,000 | 99 |
| 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 | $638,346,000 | 169 |
| Certificates of participation in pools of residential mortgages | $104,655,000 | 465 |
| Issued or guaranteed by U.S. | $104,655,000 | 462 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $533,691,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $533,691,000 | 79 |
| 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) | $22,000 | 4,613 |
| Available-for-sale securities (fair market value) | $709,293,000 | 212 |
| Total debt securities | $663,548,000 | 245 |
| 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 | $728,058,000 | 236 |
| U.S. Government securities | $682,313,000 | 198 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $682,313,000 | 192 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,745,000 | 106 |
| 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 | $650,670,000 | 170 |
| Certificates of participation in pools of residential mortgages | $127,335,000 | 380 |
| Issued or guaranteed by U.S. | $127,335,000 | 375 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $523,335,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $523,335,000 | 86 |
| 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) | $1,000 | 4,711 |
| Available-for-sale securities (fair market value) | $728,057,000 | 211 |
| Total debt securities | $682,313,000 | 239 |
| 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 | $698,762,000 | 241 |
| U.S. Government securities | $652,511,000 | 210 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $652,511,000 | 199 |
| Securities issued by states & political subdivisions | $700,000 | 5,527 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,551,000 | 101 |
| 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 | $626,446,000 | 179 |
| Certificates of participation in pools of residential mortgages | $156,729,000 | 317 |
| Issued or guaranteed by U.S. | $156,729,000 | 312 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $469,717,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $469,717,000 | 97 |
| 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 | 4,788 |
| Available-for-sale securities (fair market value) | $698,762,000 | 210 |
| Total debt securities | $653,211,000 | 251 |
| 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 | $595,490,000 | 261 |
| U.S. Government securities | $562,096,000 | 221 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $562,096,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,394,000 | 145 |
| 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 | $551,871,000 | 178 |
| Certificates of participation in pools of residential mortgages | $180,144,000 | 267 |
| Issued or guaranteed by U.S. | $180,144,000 | 263 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $371,727,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $371,727,000 | 100 |
| 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 | 4,875 |
| Available-for-sale securities (fair market value) | $595,490,000 | 224 |
| Total debt securities | $562,096,000 | 268 |
| 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 | $535,853,000 | 265 |
| U.S. Government securities | $503,503,000 | 210 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $503,503,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,350,000 | 141 |
| 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 | $487,563,000 | 186 |
| Certificates of participation in pools of residential mortgages | $244,576,000 | 193 |
| Issued or guaranteed by U.S. | $244,576,000 | 189 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $242,987,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $242,987,000 | 131 |
| 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 | 5,093 |
| Available-for-sale securities (fair market value) | $535,853,000 | 224 |
| Total debt securities | $503,503,000 | 269 |
| 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 | $507,793,000 | 258 |
| U.S. Government securities | $477,301,000 | 210 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $477,301,000 | 197 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,492,000 | 201 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $451,861,000 | 169 |
| Certificates of participation in pools of residential mortgages | $321,955,000 | 137 |
| Issued or guaranteed by U.S. | $321,955,000 | 136 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $129,906,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $129,906,000 | 185 |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $507,793,000 | 211 |
| Total debt securities | $477,301,000 | 269 |
| 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 | $451,048,000 | 317 |
| U.S. Government securities | $384,487,000 | 278 |
| U.S. Treasury securities | $9,730,000 | 913 |
| U.S. Government agency obligations | $374,757,000 | 265 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $18,839,000 | 577 |
| Privately issued residential mortgage-backed securities | $18,788,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,000 | 3,103 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $47,722,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,730,000 | 3,210 |
| Mortgage-backed securities | $374,100,000 | 218 |
| Certificates of participation in pools of residential mortgages | $231,301,000 | 190 |
| Issued or guaranteed by U.S. | $230,420,000 | 185 |
| Privately issued | $881,000 | 143 |
| Collaterized mortgage obligations | $142,799,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $124,892,000 | 202 |
| Privately issued | $17,907,000 | 194 |
| 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) | $451,048,000 | 256 |
| Total debt securities | $403,326,000 | 334 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $403,956,000 | 342 |
| U.S. Government securities | $314,351,000 | 348 |
| U.S. Treasury securities | $10,413,000 | 1,227 |
| U.S. Government agency obligations | $303,938,000 | 322 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $32,195,000 | 354 |
| Privately issued residential mortgage-backed securities | $31,967,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $228,000 | 2,635 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $57,410,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,413,000 | 2,722 |
| Mortgage-backed securities | $270,897,000 | 278 |
| Certificates of participation in pools of residential mortgages | $145,698,000 | 288 |
| Issued or guaranteed by U.S. | $143,997,000 | 283 |
| Privately issued | $1,701,000 | 142 |
| Collaterized mortgage obligations | $125,199,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $94,933,000 | 243 |
| Privately issued | $30,266,000 | 137 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $403,956,000 | 279 |
| Total debt securities | $346,546,000 | 388 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $407,922,000 | 349 |
| U.S. Government securities | $285,387,000 | 396 |
| U.S. Treasury securities | $10,001,000 | 1,859 |
| U.S. Government agency obligations | $275,386,000 | 349 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $59,799,000 | 185 |
| Privately issued residential mortgage-backed securities | $59,077,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $722,000 | 1,644 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $62,736,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,965,000 | 2,082 |
| Mortgage-backed securities | $225,866,000 | 327 |
| Certificates of participation in pools of residential mortgages | $102,539,000 | 381 |
| Issued or guaranteed by U.S. | $98,035,000 | 389 |
| Privately issued | $4,504,000 | 123 |
| Collaterized mortgage obligations | $123,327,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $68,754,000 | 289 |
| Privately issued | $54,573,000 | 72 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $407,922,000 | 267 |
| Total debt securities | $345,186,000 | 393 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 65 |
| Fair value | $19,959,000 | 66 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $270,773,000 | 503 |
| U.S. Government securities | $218,566,000 | 512 |
| U.S. Treasury securities | $9,700,000 | 2,298 |
| U.S. Government agency obligations | $208,866,000 | 449 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $5,032,000 | 897 |
| Privately issued residential mortgage-backed securities | $5,032,000 | 361 |
| 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 | $0 | 466 |
| Equity securities | $47,175,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,704,000 | 2,121 |
| Mortgage-backed securities | $90,443,000 | 621 |
| Certificates of participation in pools of residential mortgages | $26,192,000 | 1,092 |
| Issued or guaranteed by U.S. | $26,192,000 | 1,069 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $64,251,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $59,219,000 | 330 |
| Privately issued | $5,032,000 | 250 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $270,773,000 | 368 |
| Total debt securities | $225,790,000 | 563 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $324,845,000 | 455 |
| U.S. Government securities | $258,706,000 | 467 |
| U.S. Treasury securities | $20,751,000 | 1,362 |
| U.S. Government agency obligations | $237,955,000 | 396 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $27,957,000 | 350 |
| Privately issued residential mortgage-backed securities | $9,371,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,586,000 | 307 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $38,182,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,973,000 | 2,728 |
| Mortgage-backed securities | $196,885,000 | 390 |
| Certificates of participation in pools of residential mortgages | $83,342,000 | 475 |
| Issued or guaranteed by U.S. | $83,342,000 | 463 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $113,543,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $104,172,000 | 236 |
| Privately issued | $9,371,000 | 195 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $324,845,000 | 341 |
| Total debt securities | $290,039,000 | 478 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $414,729,000 | 378 |
| U.S. Government securities | $333,692,000 | 395 |
| U.S. Treasury securities | $65,447,000 | 527 |
| U.S. Government agency obligations | $268,245,000 | 361 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $48,980,000 | 265 |
| Privately issued residential mortgage-backed securities | $6,135,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,845,000 | 159 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $32,057,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,161,000 | 2,483 |
| Mortgage-backed securities | $215,371,000 | 373 |
| Certificates of participation in pools of residential mortgages | $98,080,000 | 432 |
| Issued or guaranteed by U.S. | $98,080,000 | 419 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $117,291,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $111,156,000 | 244 |
| Privately issued | $6,135,000 | 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) | $98,080,000 | 768 |
| Available-for-sale securities (fair market value) | $316,649,000 | 214 |
| Total debt securities | $397,213,000 | 392 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $427,348,000 | 384 |
| U.S. Government securities | $374,305,000 | 365 |
| U.S. Treasury securities | $79,042,000 | 480 |
| U.S. Government agency obligations | $295,263,000 | 322 |
| Securities issued by states & political subdivisions | $6,500,000 | 2,394 |
| Other domestic debt securities | $12,896,000 | 731 |
| Privately issued residential mortgage-backed securities | $8,948,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,948,000 | 1,231 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $33,647,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,522,000 | 2,637 |
| Mortgage-backed securities | $218,972,000 | 384 |
| Certificates of participation in pools of residential mortgages | $120,295,000 | 386 |
| Issued or guaranteed by U.S. | $120,295,000 | 358 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $98,677,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $89,729,000 | 307 |
| Privately issued | $8,948,000 | 222 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $393,701,000 | 398 |
| 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 | $366,380,000 | 434 |
| U.S. Government securities | $341,904,000 | 373 |
| U.S. Treasury securities | $73,804,000 | 507 |
| U.S. Government agency obligations | $268,100,000 | 324 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $6,500,000 | 1,394 |
| 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 | $6,500,000 | 979 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $17,976,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,156,000 | 8,389 |
| Mortgage-backed securities | $183,069,000 | 412 |
| Certificates of participation in pools of residential mortgages | $158,039,000 | 294 |
| Issued or guaranteed by U.S. | $158,039,000 | 273 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $25,030,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $25,030,000 | 758 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $348,404,000 | 439 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,889,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |