Home > First Citizens Bank and Trust Company, Inc. > Securities
First Citizens Bank and Trust Company, Inc., Securities
| 2014-12-31 | Rank | |
| Total securities | $1,663,107,000 | 119 |
| U.S. Government securities | $1,663,107,000 | 95 |
| U.S. Treasury securities | $815,241,000 | 32 |
| U.S. Government agency obligations | $847,866,000 | 146 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $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 | $1,563,441,000 | 69 |
| Mortgage-backed securities | $842,409,000 | 133 |
| Certificates of participation in pools of residential mortgages | $781,232,000 | 80 |
| Issued or guaranteed by U.S. | $781,232,000 | 79 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $60,971,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $60,971,000 | 379 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $206,000 | 982 |
| Commercial mortgage pass-through securities | $206,000 | 673 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,663,107,000 | 93 |
| Total debt securities | $1,663,107,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,950,942,000 | 109 |
| U.S. Government securities | $1,915,326,000 | 82 |
| U.S. Treasury securities | $815,133,000 | 29 |
| U.S. Government agency obligations | $1,100,193,000 | 113 |
| Securities issued by states & political subdivisions | $9,516,000 | 2,939 |
| Other domestic debt securities | $26,100,000 | 332 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $26,100,000 | 213 |
| 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 | $1,572,215,000 | 69 |
| Mortgage-backed securities | $851,652,000 | 126 |
| Certificates of participation in pools of residential mortgages | $636,324,000 | 89 |
| Issued or guaranteed by U.S. | $636,324,000 | 88 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $183,083,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $183,083,000 | 190 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $32,245,000 | 161 |
| Commercial mortgage pass-through securities | $2,808,000 | 358 |
| Other commercial mortgage-backed securities | $29,437,000 | 109 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,950,942,000 | 84 |
| Total debt securities | $1,950,942,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,978,694,000 | 110 |
| U.S. Government securities | $1,943,052,000 | 83 |
| U.S. Treasury securities | $775,158,000 | 25 |
| U.S. Government agency obligations | $1,167,894,000 | 111 |
| Securities issued by states & political subdivisions | $9,349,000 | 2,989 |
| Other domestic debt securities | $26,293,000 | 349 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $26,293,000 | 223 |
| 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 | $1,567,943,000 | 68 |
| Mortgage-backed securities | $877,461,000 | 122 |
| Certificates of participation in pools of residential mortgages | $609,614,000 | 91 |
| Issued or guaranteed by U.S. | $609,614,000 | 90 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $228,120,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $228,120,000 | 161 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $39,727,000 | 134 |
| Commercial mortgage pass-through securities | $2,833,000 | 365 |
| Other commercial mortgage-backed securities | $36,894,000 | 89 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,978,694,000 | 86 |
| Total debt securities | $1,978,694,000 | 110 |
| Structured notes | ||
| Amortized cost | $3,502,000 | 926 |
| Fair value | $3,502,000 | 922 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,967,414,000 | 107 |
| U.S. Government securities | $1,931,079,000 | 79 |
| U.S. Treasury securities | $734,745,000 | 24 |
| U.S. Government agency obligations | $1,196,334,000 | 111 |
| Securities issued by states & political subdivisions | $9,308,000 | 3,013 |
| Other domestic debt securities | $27,027,000 | 345 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $27,027,000 | 234 |
| 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 | $1,531,235,000 | 70 |
| Mortgage-backed securities | $861,446,000 | 129 |
| Certificates of participation in pools of residential mortgages | $615,248,000 | 92 |
| Issued or guaranteed by U.S. | $615,248,000 | 91 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $206,958,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $206,958,000 | 171 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $39,240,000 | 132 |
| Commercial mortgage pass-through securities | $2,800,000 | 350 |
| Other commercial mortgage-backed securities | $36,440,000 | 89 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,967,414,000 | 84 |
| Total debt securities | $1,967,414,000 | 107 |
| Structured notes | ||
| Amortized cost | $3,505,000 | 931 |
| Fair value | $3,499,000 | 926 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,938,695,000 | 108 |
| U.S. Government securities | $1,909,514,000 | 84 |
| U.S. Treasury securities | $340,341,000 | 29 |
| U.S. Government agency obligations | $1,569,173,000 | 90 |
| Securities issued by states & political subdivisions | $2,266,000 | 4,469 |
| Other domestic debt securities | $26,915,000 | 365 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $26,915,000 | 235 |
| 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 | $1,457,140,000 | 72 |
| Mortgage-backed securities | $761,164,000 | 141 |
| Certificates of participation in pools of residential mortgages | $583,803,000 | 97 |
| Issued or guaranteed by U.S. | $583,803,000 | 96 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $138,482,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $138,482,000 | 221 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $38,879,000 | 132 |
| Commercial mortgage pass-through securities | $2,767,000 | 320 |
| Other commercial mortgage-backed securities | $36,112,000 | 90 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,938,695,000 | 85 |
| Total debt securities | $1,938,695,000 | 108 |
| Structured notes | ||
| Amortized cost | $3,508,000 | 910 |
| Fair value | $3,512,000 | 899 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,811,723,000 | 112 |
| U.S. Government securities | $1,786,851,000 | 89 |
| U.S. Treasury securities | $342,234,000 | 28 |
| U.S. Government agency obligations | $1,444,617,000 | 99 |
| Securities issued by states & political subdivisions | $2,895,000 | 4,301 |
| Other domestic debt securities | $21,977,000 | 431 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $21,977,000 | 279 |
| 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 | $1,268,221,000 | 79 |
| Mortgage-backed securities | $627,944,000 | 156 |
| Certificates of participation in pools of residential mortgages | $527,075,000 | 104 |
| Issued or guaranteed by U.S. | $527,075,000 | 103 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $61,722,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $61,722,000 | 380 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $39,147,000 | 129 |
| Commercial mortgage pass-through securities | $2,832,000 | 295 |
| Other commercial mortgage-backed securities | $36,315,000 | 87 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,811,723,000 | 92 |
| Total debt securities | $1,811,723,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,619,871,000 | 117 |
| U.S. Government securities | $1,595,029,000 | 98 |
| U.S. Treasury securities | $341,980,000 | 26 |
| U.S. Government agency obligations | $1,253,049,000 | 110 |
| Securities issued by states & political subdivisions | $3,160,000 | 4,229 |
| Other domestic debt securities | $21,682,000 | 435 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $21,682,000 | 286 |
| 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 | $1,473,988,000 | 67 |
| Mortgage-backed securities | $552,596,000 | 175 |
| Certificates of participation in pools of residential mortgages | $449,801,000 | 115 |
| Issued or guaranteed by U.S. | $449,801,000 | 113 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $66,303,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $66,303,000 | 359 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $36,492,000 | 127 |
| Commercial mortgage pass-through securities | $217,000 | 577 |
| Other commercial mortgage-backed securities | $36,275,000 | 83 |
| Held to maturity securities (book value) | $3,277,000 | 1,507 |
| Available-for-sale securities (fair market value) | $1,616,594,000 | 100 |
| Total debt securities | $1,619,871,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,672,550,000 | 117 |
| U.S. Government securities | $1,649,626,000 | 96 |
| U.S. Treasury securities | $415,682,000 | 27 |
| U.S. Government agency obligations | $1,233,944,000 | 110 |
| Securities issued by states & political subdivisions | $3,711,000 | 4,068 |
| Other domestic debt securities | $19,213,000 | 474 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $19,213,000 | 306 |
| 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 | $1,428,300,000 | 69 |
| Mortgage-backed securities | $532,005,000 | 179 |
| Certificates of participation in pools of residential mortgages | $433,385,000 | 124 |
| Issued or guaranteed by U.S. | $433,385,000 | 122 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $60,837,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $60,837,000 | 407 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $37,783,000 | 115 |
| Commercial mortgage pass-through securities | $219,000 | 530 |
| Other commercial mortgage-backed securities | $37,564,000 | 76 |
| Held to maturity securities (book value) | $3,804,000 | 1,428 |
| Available-for-sale securities (fair market value) | $1,668,746,000 | 101 |
| Total debt securities | $1,672,550,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,557,716,000 | 123 |
| U.S. Government securities | $1,538,030,000 | 103 |
| U.S. Treasury securities | $337,757,000 | 32 |
| U.S. Government agency obligations | $1,200,273,000 | 111 |
| Securities issued by states & political subdivisions | $3,972,000 | 4,008 |
| Other domestic debt securities | $15,714,000 | 525 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,045 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $15,712,000 | 338 |
| 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 | $1,360,200,000 | 76 |
| Mortgage-backed securities | $519,426,000 | 184 |
| Certificates of participation in pools of residential mortgages | $427,474,000 | 122 |
| Issued or guaranteed by U.S. | $427,474,000 | 120 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $84,732,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $84,730,000 | 329 |
| Privately issued | $2,000 | 1,002 |
| Commercial mortgage-backed securities | $7,220,000 | 237 |
| Commercial mortgage pass-through securities | $7,000,000 | 146 |
| Other commercial mortgage-backed securities | $220,000 | 294 |
| Held to maturity securities (book value) | $3,831,000 | 1,427 |
| Available-for-sale securities (fair market value) | $1,553,885,000 | 100 |
| Total debt securities | $1,557,716,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,474,062,000 | 129 |
| U.S. Government securities | $1,456,365,000 | 104 |
| U.S. Treasury securities | $309,355,000 | 32 |
| U.S. Government agency obligations | $1,147,010,000 | 118 |
| Securities issued by states & political subdivisions | $4,909,000 | 3,763 |
| Other domestic debt securities | $12,788,000 | 629 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,068 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $12,779,000 | 406 |
| 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 | $1,048,732,000 | 88 |
| Mortgage-backed securities | $430,245,000 | 226 |
| Certificates of participation in pools of residential mortgages | $334,717,000 | 164 |
| Issued or guaranteed by U.S. | $334,717,000 | 163 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $88,305,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $88,296,000 | 334 |
| Privately issued | $9,000 | 1,022 |
| Commercial mortgage-backed securities | $7,223,000 | 221 |
| Commercial mortgage pass-through securities | $7,000,000 | 127 |
| Other commercial mortgage-backed securities | $223,000 | 286 |
| Held to maturity securities (book value) | $8,370,000 | 1,067 |
| Available-for-sale securities (fair market value) | $1,465,692,000 | 110 |
| Total debt securities | $1,474,062,000 | 128 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $980,000 | 1,934 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,498,429,000 | 127 |
| U.S. Government securities | $1,478,800,000 | 107 |
| U.S. Treasury securities | $330,763,000 | 32 |
| U.S. Government agency obligations | $1,148,037,000 | 117 |
| Securities issued by states & political subdivisions | $5,082,000 | 3,674 |
| Other domestic debt securities | $14,547,000 | 573 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,111 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $14,533,000 | 367 |
| 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 | $1,198,576,000 | 82 |
| Mortgage-backed securities | $460,073,000 | 212 |
| Certificates of participation in pools of residential mortgages | $390,960,000 | 142 |
| Issued or guaranteed by U.S. | $390,960,000 | 140 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $69,113,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $69,099,000 | 405 |
| Privately issued | $14,000 | 1,066 |
| 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) | $9,410,000 | 1,005 |
| Available-for-sale securities (fair market value) | $1,489,019,000 | 108 |
| Total debt securities | $1,498,429,000 | 127 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $970,000 | 2,167 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,608,594,000 | 126 |
| U.S. Government securities | $1,565,826,000 | 106 |
| U.S. Treasury securities | $309,036,000 | 31 |
| U.S. Government agency obligations | $1,256,790,000 | 112 |
| Securities issued by states & political subdivisions | $5,093,000 | 3,604 |
| Other domestic debt securities | $37,675,000 | 297 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,126 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $37,646,000 | 174 |
| 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 | $1,195,147,000 | 83 |
| Mortgage-backed securities | $518,785,000 | 190 |
| Certificates of participation in pools of residential mortgages | $454,319,000 | 129 |
| Issued or guaranteed by U.S. | $454,319,000 | 127 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $64,466,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $64,437,000 | 453 |
| Privately issued | $29,000 | 1,083 |
| 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) | $9,450,000 | 1,017 |
| Available-for-sale securities (fair market value) | $1,599,144,000 | 106 |
| Total debt securities | $1,608,594,000 | 126 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $960,000 | 2,427 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,535,545,000 | 123 |
| U.S. Government securities | $1,493,572,000 | 101 |
| U.S. Treasury securities | $406,417,000 | 27 |
| U.S. Government agency obligations | $1,087,155,000 | 122 |
| Securities issued by states & political subdivisions | $5,482,000 | 3,464 |
| Other domestic debt securities | $36,491,000 | 310 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,199 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $36,448,000 | 164 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,159,278,000 | 77 |
| Mortgage-backed securities | $484,379,000 | 189 |
| Certificates of participation in pools of residential mortgages | $417,868,000 | 131 |
| Issued or guaranteed by U.S. | $417,868,000 | 130 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $66,511,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $66,468,000 | 419 |
| Privately issued | $43,000 | 1,137 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $9,489,000 | 1,032 |
| Available-for-sale securities (fair market value) | $1,526,056,000 | 107 |
| Total debt securities | $1,535,545,000 | 124 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $920,000 | 2,371 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,524,430,000 | 124 |
| U.S. Government securities | $1,450,601,000 | 107 |
| U.S. Treasury securities | $451,209,000 | 24 |
| U.S. Government agency obligations | $999,392,000 | 129 |
| Securities issued by states & political subdivisions | $6,013,000 | 3,292 |
| Other domestic debt securities | $67,816,000 | 201 |
| Privately issued residential mortgage-backed securities | $484,000 | 959 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $591,000 | 210 |
| Other domestic debt securities - All other | $66,741,000 | 102 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,094,728,000 | 79 |
| Mortgage-backed securities | $436,456,000 | 207 |
| Certificates of participation in pools of residential mortgages | $367,184,000 | 141 |
| Issued or guaranteed by U.S. | $367,184,000 | 140 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $69,272,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $68,788,000 | 408 |
| Privately issued | $484,000 | 907 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $9,529,000 | 1,036 |
| Available-for-sale securities (fair market value) | $1,514,901,000 | 106 |
| Total debt securities | $1,524,430,000 | 124 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $960,000 | 2,439 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,384,641,000 | 131 |
| U.S. Government securities | $1,311,821,000 | 111 |
| U.S. Treasury securities | $529,536,000 | 24 |
| U.S. Government agency obligations | $782,285,000 | 150 |
| Securities issued by states & political subdivisions | $6,168,000 | 3,215 |
| Other domestic debt securities | $66,652,000 | 207 |
| Privately issued residential mortgage-backed securities | $1,074,000 | 805 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $635,000 | 214 |
| Other domestic debt securities - All other | $64,943,000 | 103 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,251,462,000 | 74 |
| Mortgage-backed securities | $349,118,000 | 250 |
| Certificates of participation in pools of residential mortgages | $326,243,000 | 150 |
| Issued or guaranteed by U.S. | $326,243,000 | 149 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $22,875,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $21,801,000 | 856 |
| Privately issued | $1,074,000 | 764 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $9,332,000 | 1,061 |
| Available-for-sale securities (fair market value) | $1,375,309,000 | 112 |
| Total debt securities | $1,384,641,000 | 130 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,000,000 | 2,552 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,484,817,000 | 127 |
| U.S. Government securities | $1,409,889,000 | 107 |
| U.S. Treasury securities | $633,498,000 | 19 |
| U.S. Government agency obligations | $776,391,000 | 151 |
| Securities issued by states & political subdivisions | $6,140,000 | 3,174 |
| Other domestic debt securities | $68,788,000 | 205 |
| Privately issued residential mortgage-backed securities | $1,102,000 | 834 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $635,000 | 205 |
| Other domestic debt securities - All other | $67,051,000 | 106 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,303,575,000 | 75 |
| Mortgage-backed securities | $415,607,000 | 215 |
| Certificates of participation in pools of residential mortgages | $391,735,000 | 128 |
| Issued or guaranteed by U.S. | $391,735,000 | 127 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $23,872,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $22,770,000 | 802 |
| Privately issued | $1,102,000 | 794 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $9,366,000 | 1,064 |
| Available-for-sale securities (fair market value) | $1,475,451,000 | 109 |
| Total debt securities | $1,484,817,000 | 126 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,000,000 | 2,547 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,380,585,000 | 128 |
| U.S. Government securities | $1,282,691,000 | 112 |
| U.S. Treasury securities | $594,907,000 | 21 |
| U.S. Government agency obligations | $687,784,000 | 162 |
| Securities issued by states & political subdivisions | $8,542,000 | 2,699 |
| Other domestic debt securities | $89,352,000 | 181 |
| Privately issued residential mortgage-backed securities | $1,179,000 | 858 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $685,000 | 201 |
| Other domestic debt securities - All other | $87,488,000 | 83 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,201,902,000 | 76 |
| Mortgage-backed securities | $338,279,000 | 244 |
| Certificates of participation in pools of residential mortgages | $313,601,000 | 147 |
| Issued or guaranteed by U.S. | $313,601,000 | 146 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $24,678,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $23,499,000 | 772 |
| Privately issued | $1,179,000 | 819 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $9,844,000 | 1,031 |
| Available-for-sale securities (fair market value) | $1,370,741,000 | 110 |
| Total debt securities | $1,380,585,000 | 128 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,000,000 | 2,405 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,323,605,000 | 125 |
| U.S. Government securities | $1,178,249,000 | 111 |
| U.S. Treasury securities | $574,994,000 | 22 |
| U.S. Government agency obligations | $603,255,000 | 171 |
| Securities issued by states & political subdivisions | $9,235,000 | 2,497 |
| Other domestic debt securities | $136,121,000 | 132 |
| Privately issued residential mortgage-backed securities | $1,229,000 | 912 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $684,000 | 218 |
| Other domestic debt securities - All other | $134,208,000 | 63 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,966,000 | 82 |
| Mortgage-backed securities | $272,602,000 | 278 |
| Certificates of participation in pools of residential mortgages | $246,748,000 | 170 |
| Issued or guaranteed by U.S. | $246,748,000 | 169 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $25,854,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $24,625,000 | 744 |
| Privately issued | $1,229,000 | 868 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $9,830,000 | 1,049 |
| Available-for-sale securities (fair market value) | $1,313,775,000 | 107 |
| Total debt securities | $1,323,605,000 | 124 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,000,000 | 2,546 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,195,535,000 | 130 |
| U.S. Government securities | $1,050,054,000 | 113 |
| U.S. Treasury securities | $575,650,000 | 21 |
| U.S. Government agency obligations | $474,404,000 | 208 |
| Securities issued by states & political subdivisions | $9,322,000 | 2,364 |
| Other domestic debt securities | $136,159,000 | 129 |
| Privately issued residential mortgage-backed securities | $1,276,000 | 936 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $591,000 | 242 |
| Other domestic debt securities - All other | $134,292,000 | 58 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,092,579,000 | 82 |
| Mortgage-backed securities | $143,732,000 | 461 |
| Certificates of participation in pools of residential mortgages | $137,582,000 | 286 |
| Issued or guaranteed by U.S. | $137,582,000 | 283 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,150,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $4,874,000 | 1,684 |
| Privately issued | $1,276,000 | 901 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $10,361,000 | 1,062 |
| Available-for-sale securities (fair market value) | $1,185,174,000 | 113 |
| Total debt securities | $1,195,535,000 | 130 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,000,000 | 2,624 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,212,003,000 | 127 |
| U.S. Government securities | $1,065,135,000 | 109 |
| U.S. Treasury securities | $597,992,000 | 17 |
| U.S. Government agency obligations | $467,143,000 | 206 |
| Securities issued by states & political subdivisions | $9,503,000 | 2,311 |
| Other domestic debt securities | $137,365,000 | 136 |
| Privately issued residential mortgage-backed securities | $1,361,000 | 976 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $591,000 | 248 |
| Other domestic debt securities - All other | $135,413,000 | 58 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,046,753,000 | 80 |
| Mortgage-backed securities | $158,404,000 | 448 |
| Certificates of participation in pools of residential mortgages | $151,711,000 | 282 |
| Issued or guaranteed by U.S. | $151,711,000 | 279 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,693,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $5,332,000 | 1,555 |
| Privately issued | $1,361,000 | 939 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $10,399,000 | 1,069 |
| Available-for-sale securities (fair market value) | $1,201,604,000 | 114 |
| Total debt securities | $1,212,003,000 | 127 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,000,000 | 2,329 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,231,617,000 | 133 |
| U.S. Government securities | $1,082,890,000 | 107 |
| U.S. Treasury securities | $549,677,000 | 16 |
| U.S. Government agency obligations | $533,213,000 | 180 |
| Securities issued by states & political subdivisions | $10,449,000 | 2,177 |
| Other domestic debt securities | $138,278,000 | 142 |
| Privately issued residential mortgage-backed securities | $1,765,000 | 928 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $591,000 | 259 |
| Other domestic debt securities - All other | $135,922,000 | 57 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $967,512,000 | 89 |
| Mortgage-backed securities | $172,863,000 | 411 |
| Certificates of participation in pools of residential mortgages | $165,504,000 | 269 |
| Issued or guaranteed by U.S. | $165,504,000 | 267 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,359,000 | 1,573 |
| CMOs issued by government agencies or sponsored agencies | $5,594,000 | 1,502 |
| Privately issued | $1,765,000 | 889 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $9,434,000 | 1,117 |
| Available-for-sale securities (fair market value) | $1,222,183,000 | 117 |
| Total debt securities | $1,231,617,000 | 130 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,000,000 | 2,035 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,264,193,000 | 131 |
| U.S. Government securities | $1,125,973,000 | 109 |
| U.S. Treasury securities | $552,076,000 | 17 |
| U.S. Government agency obligations | $573,897,000 | 172 |
| Securities issued by states & political subdivisions | $4,766,000 | 3,325 |
| Other domestic debt securities | $133,454,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $133,454,000 | 59 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $914,747,000 | 92 |
| Mortgage-backed securities | $200,877,000 | 371 |
| Certificates of participation in pools of residential mortgages | $200,577,000 | 227 |
| Issued or guaranteed by U.S. | $200,577,000 | 225 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $300,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 3,008 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $9,470,000 | 1,160 |
| Available-for-sale securities (fair market value) | $1,254,723,000 | 111 |
| Total debt securities | $1,264,193,000 | 132 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,000,000 | 1,641 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,123,774,000 | 143 |
| U.S. Government securities | $991,660,000 | 119 |
| U.S. Treasury securities | $399,884,000 | 19 |
| U.S. Government agency obligations | $591,776,000 | 167 |
| Securities issued by states & political subdivisions | $4,966,000 | 3,231 |
| Other domestic debt securities | $127,148,000 | 168 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $127,148,000 | 61 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $978,095,000 | 91 |
| Mortgage-backed securities | $59,528,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $59,134,000 | 708 |
| Issued or guaranteed by U.S. | $59,134,000 | 698 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $394,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 2,926 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $9,326,000 | 1,186 |
| Available-for-sale securities (fair market value) | $1,114,448,000 | 124 |
| Total debt securities | $1,123,774,000 | 143 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,000,000 | 1,179 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,178,600,000 | 141 |
| U.S. Government securities | $1,058,659,000 | 113 |
| U.S. Treasury securities | $444,464,000 | 11 |
| U.S. Government agency obligations | $614,195,000 | 172 |
| Securities issued by states & political subdivisions | $6,389,000 | 2,812 |
| Other domestic debt securities | $113,552,000 | 179 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,552,000 | 69 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,959,000 | 90 |
| Mortgage-backed securities | $52,481,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $51,946,000 | 830 |
| Issued or guaranteed by U.S. | $51,946,000 | 821 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $535,000 | 3,202 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 2,837 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,602,000 | 1,183 |
| Available-for-sale securities (fair market value) | $1,168,998,000 | 123 |
| Total debt securities | $1,178,600,000 | 138 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,000,000 | 978 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,050,560,000 | 146 |
| U.S. Government securities | $1,016,802,000 | 111 |
| U.S. Treasury securities | $411,453,000 | 13 |
| U.S. Government agency obligations | $605,349,000 | 176 |
| Securities issued by states & political subdivisions | $6,827,000 | 2,654 |
| Other domestic debt securities | $26,931,000 | 450 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,931,000 | 171 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $852,954,000 | 97 |
| Mortgage-backed securities | $55,014,000 | 1,099 |
| Certificates of participation in pools of residential mortgages | $54,460,000 | 767 |
| Issued or guaranteed by U.S. | $54,460,000 | 760 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $554,000 | 3,129 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 2,804 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,612,000 | 1,187 |
| Available-for-sale securities (fair market value) | $1,040,948,000 | 125 |
| Total debt securities | $1,050,560,000 | 144 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,000,000 | 1,070 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $932,805,000 | 157 |
| U.S. Government securities | $925,064,000 | 114 |
| U.S. Treasury securities | $399,430,000 | 13 |
| U.S. Government agency obligations | $525,634,000 | 178 |
| Securities issued by states & political subdivisions | $2,747,000 | 3,865 |
| Other domestic debt securities | $4,994,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,994,000 | 639 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $814,339,000 | 94 |
| Mortgage-backed securities | $21,772,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $21,168,000 | 1,630 |
| Issued or guaranteed by U.S. | $21,168,000 | 1,620 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $604,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $604,000 | 2,678 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,545,000 | 1,181 |
| Available-for-sale securities (fair market value) | $923,260,000 | 133 |
| Total debt securities | $932,805,000 | 153 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $1,000,000 | 971 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $938,606,000 | 162 |
| U.S. Government securities | $928,820,000 | 120 |
| U.S. Treasury securities | $299,964,000 | 18 |
| U.S. Government agency obligations | $628,856,000 | 161 |
| Securities issued by states & political subdivisions | $2,778,000 | 3,878 |
| Other domestic debt securities | $7,008,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,008,000 | 563 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $859,343,000 | 93 |
| Mortgage-backed securities | $22,959,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $22,334,000 | 1,552 |
| Issued or guaranteed by U.S. | $22,334,000 | 1,544 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $625,000 | 3,005 |
| CMOs issued by government agencies or sponsored agencies | $625,000 | 2,677 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,551,000 | 1,178 |
| Available-for-sale securities (fair market value) | $929,055,000 | 138 |
| Total debt securities | $938,606,000 | 156 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $1,000,000 | 1,039 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $964,470,000 | 164 |
| U.S. Government securities | $954,691,000 | 120 |
| U.S. Treasury securities | $304,511,000 | 15 |
| U.S. Government agency obligations | $650,180,000 | 159 |
| Securities issued by states & political subdivisions | $3,385,000 | 3,636 |
| Other domestic debt securities | $6,394,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,394,000 | 591 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $875,965,000 | 90 |
| Mortgage-backed securities | $24,938,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $24,297,000 | 1,391 |
| Issued or guaranteed by U.S. | $24,297,000 | 1,381 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $641,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $641,000 | 2,646 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,773,000 | 1,161 |
| Available-for-sale securities (fair market value) | $954,697,000 | 145 |
| Total debt securities | $964,470,000 | 159 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,000,000 | 1,194 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $992,527,000 | 163 |
| U.S. Government securities | $980,146,000 | 121 |
| U.S. Treasury securities | $286,300,000 | 19 |
| U.S. Government agency obligations | $693,846,000 | 152 |
| Securities issued by states & political subdivisions | $3,363,000 | 3,638 |
| Other domestic debt securities | $9,018,000 | 850 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,018,000 | 464 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $895,004,000 | 91 |
| Mortgage-backed securities | $25,933,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $25,246,000 | 1,182 |
| Issued or guaranteed by U.S. | $25,246,000 | 1,172 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $687,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $687,000 | 2,531 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,776,000 | 1,209 |
| Available-for-sale securities (fair market value) | $982,751,000 | 140 |
| Total debt securities | $992,527,000 | 159 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,000,000 | 1,579 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $988,356,000 | 167 |
| U.S. Government securities | $976,037,000 | 126 |
| U.S. Treasury securities | $304,685,000 | 19 |
| U.S. Government agency obligations | $671,352,000 | 161 |
| Securities issued by states & political subdivisions | $3,333,000 | 3,649 |
| Other domestic debt securities | $8,986,000 | 805 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,986,000 | 461 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $885,938,000 | 96 |
| Mortgage-backed securities | $26,616,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $25,916,000 | 1,076 |
| Issued or guaranteed by U.S. | $25,916,000 | 1,068 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $700,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $700,000 | 2,467 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,777,000 | 1,264 |
| Available-for-sale securities (fair market value) | $978,579,000 | 142 |
| Total debt securities | $988,356,000 | 161 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $998,000 | 1,796 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $980,232,000 | 167 |
| U.S. Government securities | $967,933,000 | 134 |
| U.S. Treasury securities | $314,645,000 | 18 |
| U.S. Government agency obligations | $653,288,000 | 167 |
| Securities issued by states & political subdivisions | $3,345,000 | 3,647 |
| Other domestic debt securities | $8,954,000 | 766 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,954,000 | 427 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $927,543,000 | 98 |
| Mortgage-backed securities | $27,471,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $26,755,000 | 1,043 |
| Issued or guaranteed by U.S. | $26,755,000 | 1,037 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $716,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 2,447 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,829,000 | 1,264 |
| Available-for-sale securities (fair market value) | $970,403,000 | 143 |
| Total debt securities | $980,235,000 | 164 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $990,000 | 1,887 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,084,500,000 | 162 |
| U.S. Government securities | $1,071,922,000 | 124 |
| U.S. Treasury securities | $414,169,000 | 18 |
| U.S. Government agency obligations | $657,753,000 | 167 |
| Securities issued by states & political subdivisions | $3,637,000 | 3,546 |
| Other domestic debt securities | $8,941,000 | 773 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,941,000 | 439 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,002,489,000 | 90 |
| Mortgage-backed securities | $29,191,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | $28,436,000 | 984 |
| Issued or guaranteed by U.S. | $28,436,000 | 979 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $755,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $755,000 | 2,417 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,059,000 | 1,269 |
| Available-for-sale securities (fair market value) | $1,074,441,000 | 137 |
| Total debt securities | $1,084,500,000 | 160 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $988,000 | 2,016 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,007,684,000 | 172 |
| U.S. Government securities | $993,492,000 | 139 |
| U.S. Treasury securities | $381,127,000 | 20 |
| U.S. Government agency obligations | $612,365,000 | 178 |
| Securities issued by states & political subdivisions | $5,284,000 | 3,034 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $8,908,000 | 33 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $874,538,000 | 105 |
| Mortgage-backed securities | $30,547,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | $29,777,000 | 961 |
| Issued or guaranteed by U.S. | $29,777,000 | 953 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $770,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $770,000 | 2,403 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,059,000 | 1,302 |
| Available-for-sale securities (fair market value) | $997,625,000 | 146 |
| Total debt securities | $1,007,684,000 | 170 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,485,000 | 1,739 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $964,051,000 | 181 |
| U.S. Government securities | $948,692,000 | 140 |
| U.S. Treasury securities | $381,744,000 | 19 |
| U.S. Government agency obligations | $566,948,000 | 193 |
| Securities issued by states & political subdivisions | $5,413,000 | 2,953 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $9,946,000 | 34 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $808,949,000 | 112 |
| Mortgage-backed securities | $31,911,000 | 1,285 |
| Certificates of participation in pools of residential mortgages | $31,112,000 | 945 |
| Issued or guaranteed by U.S. | $31,112,000 | 935 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $799,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 2,363 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,058,000 | 1,348 |
| Available-for-sale securities (fair market value) | $953,993,000 | 153 |
| Total debt securities | $964,051,000 | 178 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,483,000 | 1,816 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $958,834,000 | 186 |
| U.S. Government securities | $942,937,000 | 144 |
| U.S. Treasury securities | $378,873,000 | 19 |
| U.S. Government agency obligations | $564,064,000 | 198 |
| Securities issued by states & political subdivisions | $6,042,000 | 2,780 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $9,855,000 | 32 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $827,550,000 | 114 |
| Mortgage-backed securities | $33,176,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $32,350,000 | 935 |
| Issued or guaranteed by U.S. | $32,350,000 | 927 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $826,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $826,000 | 2,326 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,283,000 | 1,340 |
| Available-for-sale securities (fair market value) | $948,551,000 | 158 |
| Total debt securities | $958,833,000 | 185 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,459,000 | 1,896 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $964,646,000 | 190 |
| U.S. Government securities | $948,396,000 | 149 |
| U.S. Treasury securities | $410,578,000 | 22 |
| U.S. Government agency obligations | $537,818,000 | 205 |
| Securities issued by states & political subdivisions | $6,340,000 | 2,694 |
| Other domestic debt securities | $9,910,000 | 735 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,910,000 | 439 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $831,576,000 | 108 |
| Mortgage-backed securities | $35,485,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $34,614,000 | 903 |
| Issued or guaranteed by U.S. | $34,614,000 | 895 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $871,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,304 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,775,000 | 1,333 |
| Available-for-sale securities (fair market value) | $953,871,000 | 163 |
| Total debt securities | $964,646,000 | 188 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,841 |
| Fair value | $1,468,000 | 1,888 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $946,252,000 | 192 |
| U.S. Government securities | $928,410,000 | 157 |
| U.S. Treasury securities | $406,241,000 | 23 |
| U.S. Government agency obligations | $522,169,000 | 215 |
| Securities issued by states & political subdivisions | $6,973,000 | 2,537 |
| Other domestic debt securities | $10,869,000 | 698 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,869,000 | 419 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $818,917,000 | 108 |
| Mortgage-backed securities | $37,364,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $36,434,000 | 882 |
| Issued or guaranteed by U.S. | $36,434,000 | 877 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $930,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $930,000 | 2,276 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,784,000 | 1,370 |
| Available-for-sale securities (fair market value) | $935,468,000 | 169 |
| Total debt securities | $946,252,000 | 191 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,878 |
| Fair value | $1,475,000 | 1,877 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $931,363,000 | 192 |
| U.S. Government securities | $912,484,000 | 155 |
| U.S. Treasury securities | $386,260,000 | 22 |
| U.S. Government agency obligations | $526,224,000 | 217 |
| Securities issued by states & political subdivisions | $7,916,000 | 2,321 |
| Other domestic debt securities | $10,963,000 | 708 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,963,000 | 435 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $823,945,000 | 107 |
| Mortgage-backed securities | $39,772,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $38,717,000 | 858 |
| Issued or guaranteed by U.S. | $38,717,000 | 853 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,055,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $1,055,000 | 2,212 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,718,000 | 1,261 |
| Available-for-sale securities (fair market value) | $918,645,000 | 168 |
| Total debt securities | $931,364,000 | 191 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,864 |
| Fair value | $1,482,000 | 1,839 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $897,419,000 | 196 |
| U.S. Government securities | $878,444,000 | 165 |
| U.S. Treasury securities | $410,822,000 | 21 |
| U.S. Government agency obligations | $467,622,000 | 231 |
| Securities issued by states & political subdivisions | $7,920,000 | 2,291 |
| Other domestic debt securities | $11,055,000 | 710 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,055,000 | 447 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $817,792,000 | 111 |
| Mortgage-backed securities | $11,700,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $11,700,000 | 2,065 |
| Issued or guaranteed by U.S. | $11,700,000 | 2,053 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,533,000 | 1,173 |
| Available-for-sale securities (fair market value) | $882,886,000 | 172 |
| Total debt securities | $897,419,000 | 195 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,857 |
| Fair value | $1,487,000 | 1,832 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $878,621,000 | 200 |
| U.S. Government securities | $861,697,000 | 166 |
| U.S. Treasury securities | $434,572,000 | 19 |
| U.S. Government agency obligations | $427,125,000 | 255 |
| Securities issued by states & political subdivisions | $5,025,000 | 3,024 |
| Other domestic debt securities | $11,899,000 | 695 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,899,000 | 444 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $824,125,000 | 111 |
| Mortgage-backed securities | $3,275,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $3,275,000 | 3,864 |
| Issued or guaranteed by U.S. | $3,275,000 | 3,854 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,470,000 | 1,364 |
| Available-for-sale securities (fair market value) | $867,151,000 | 172 |
| Total debt securities | $878,621,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $827,561,000 | 215 |
| U.S. Government securities | $808,310,000 | 176 |
| U.S. Treasury securities | $356,738,000 | 28 |
| U.S. Government agency obligations | $451,572,000 | 252 |
| Securities issued by states & political subdivisions | $5,081,000 | 3,041 |
| Other domestic debt securities | $14,170,000 | 669 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,170,000 | 419 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $780,109,000 | 118 |
| Mortgage-backed securities | $3,605,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $3,605,000 | 3,789 |
| Issued or guaranteed by U.S. | $3,605,000 | 3,780 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,520,000 | 1,377 |
| Available-for-sale securities (fair market value) | $816,041,000 | 186 |
| Total debt securities | $827,561,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $819,444,000 | 218 |
| U.S. Government securities | $801,161,000 | 173 |
| U.S. Treasury securities | $358,748,000 | 26 |
| U.S. Government agency obligations | $442,413,000 | 251 |
| Securities issued by states & political subdivisions | $3,887,000 | 3,462 |
| Other domestic debt securities | $14,396,000 | 661 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,396,000 | 428 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $725,481,000 | 122 |
| Mortgage-backed securities | $3,621,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $3,621,000 | 3,809 |
| Issued or guaranteed by U.S. | $3,621,000 | 3,801 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,034,000 | 1,343 |
| Available-for-sale securities (fair market value) | $807,410,000 | 189 |
| Total debt securities | $819,444,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $793,740,000 | 217 |
| U.S. Government securities | $775,583,000 | 182 |
| U.S. Treasury securities | $358,021,000 | 27 |
| U.S. Government agency obligations | $417,562,000 | 270 |
| Securities issued by states & political subdivisions | $4,071,000 | 3,394 |
| Other domestic debt securities | $14,086,000 | 682 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,086,000 | 453 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $733,325,000 | 118 |
| Mortgage-backed securities | $3,416,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $3,416,000 | 3,935 |
| Issued or guaranteed by U.S. | $3,416,000 | 3,926 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,228,000 | 1,332 |
| Available-for-sale securities (fair market value) | $781,512,000 | 193 |
| Total debt securities | $793,740,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $843,925,000 | 213 |
| U.S. Government securities | $825,435,000 | 176 |
| U.S. Treasury securities | $361,476,000 | 27 |
| U.S. Government agency obligations | $463,959,000 | 250 |
| Securities issued by states & political subdivisions | $4,960,000 | 3,095 |
| Other domestic debt securities | $13,530,000 | 734 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,530,000 | 494 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $784,114,000 | 116 |
| Mortgage-backed securities | $2,881,000 | 4,818 |
| Certificates of participation in pools of residential mortgages | $2,881,000 | 4,183 |
| Issued or guaranteed by U.S. | $2,881,000 | 4,172 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,345,000 | 1,291 |
| Available-for-sale securities (fair market value) | $831,580,000 | 195 |
| Total debt securities | $843,925,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $842,912,000 | 209 |
| U.S. Government securities | $824,878,000 | 176 |
| U.S. Treasury securities | $453,099,000 | 19 |
| U.S. Government agency obligations | $371,779,000 | 312 |
| Securities issued by states & political subdivisions | $5,799,000 | 2,849 |
| Other domestic debt securities | $12,235,000 | 758 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,235,000 | 563 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $735,914,000 | 112 |
| Mortgage-backed securities | $3,089,000 | 4,697 |
| Certificates of participation in pools of residential mortgages | $3,089,000 | 4,064 |
| Issued or guaranteed by U.S. | $3,089,000 | 4,051 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,172,000 | 1,243 |
| Available-for-sale securities (fair market value) | $829,740,000 | 193 |
| Total debt securities | $842,912,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $846,521,000 | 211 |
| U.S. Government securities | $828,435,000 | 168 |
| U.S. Treasury securities | $451,521,000 | 17 |
| U.S. Government agency obligations | $376,914,000 | 299 |
| Securities issued by states & political subdivisions | $5,835,000 | 2,819 |
| Other domestic debt securities | $12,251,000 | 777 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,251,000 | 590 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $659,768,000 | 120 |
| Mortgage-backed securities | $3,480,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $3,480,000 | 3,913 |
| Issued or guaranteed by U.S. | $3,480,000 | 3,899 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,211,000 | 1,225 |
| Available-for-sale securities (fair market value) | $833,310,000 | 189 |
| Total debt securities | $846,521,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $851,702,000 | 205 |
| U.S. Government securities | $831,699,000 | 164 |
| U.S. Treasury securities | $427,520,000 | 20 |
| U.S. Government agency obligations | $404,179,000 | 284 |
| Securities issued by states & political subdivisions | $6,634,000 | 2,582 |
| Other domestic debt securities | $13,369,000 | 763 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,369,000 | 571 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $676,960,000 | 112 |
| Mortgage-backed securities | $3,581,000 | 4,582 |
| Certificates of participation in pools of residential mortgages | $3,581,000 | 3,911 |
| Issued or guaranteed by U.S. | $3,581,000 | 3,899 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,934,000 | 1,112 |
| Available-for-sale securities (fair market value) | $836,768,000 | 183 |
| Total debt securities | $851,702,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $844,425,000 | 201 |
| U.S. Government securities | $839,050,000 | 162 |
| U.S. Treasury securities | $496,864,000 | 14 |
| U.S. Government agency obligations | $342,186,000 | 331 |
| Securities issued by states & political subdivisions | $5,375,000 | 2,821 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $675,362,000 | 107 |
| Mortgage-backed securities | $1,288,000 | 5,742 |
| Certificates of participation in pools of residential mortgages | $1,288,000 | 5,122 |
| Issued or guaranteed by U.S. | $1,288,000 | 5,104 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,182,000 | 1,191 |
| Available-for-sale securities (fair market value) | $830,243,000 | 176 |
| Total debt securities | $844,425,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $851,930,000 | 194 |
| U.S. Government securities | $845,877,000 | 157 |
| U.S. Treasury securities | $521,805,000 | 15 |
| U.S. Government agency obligations | $324,072,000 | 326 |
| Securities issued by states & political subdivisions | $6,053,000 | 2,617 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $659,402,000 | 108 |
| Mortgage-backed securities | $1,306,000 | 5,716 |
| Certificates of participation in pools of residential mortgages | $1,306,000 | 5,107 |
| Issued or guaranteed by U.S. | $1,306,000 | 5,089 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,863,000 | 1,156 |
| Available-for-sale securities (fair market value) | $837,067,000 | 171 |
| Total debt securities | $851,930,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $855,677,000 | 182 |
| U.S. Government securities | $847,717,000 | 148 |
| U.S. Treasury securities | $553,223,000 | 12 |
| U.S. Government agency obligations | $294,494,000 | 307 |
| Securities issued by states & political subdivisions | $7,910,000 | 2,090 |
| Other domestic debt securities | $50,000 | 4,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 3,495 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $709,693,000 | 95 |
| Mortgage-backed securities | $96,000 | 6,985 |
| Certificates of participation in pools of residential mortgages | $96,000 | 6,507 |
| Issued or guaranteed by U.S. | $96,000 | 6,484 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,300,000 | 1,147 |
| Available-for-sale securities (fair market value) | $840,377,000 | 164 |
| Total debt securities | $855,677,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $687,703,000 | 206 |
| U.S. Government securities | $671,648,000 | 166 |
| U.S. Treasury securities | $586,062,000 | 16 |
| U.S. Government agency obligations | $85,586,000 | 894 |
| Securities issued by states & political subdivisions | $16,005,000 | 1,014 |
| Other domestic debt securities | $50,000 | 3,725 |
| 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 | $50,000 | 3,257 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,985,000 | 117 |
| Mortgage-backed securities | $192,000 | 6,649 |
| Certificates of participation in pools of residential mortgages | $192,000 | 6,094 |
| Issued or guaranteed by U.S. | $192,000 | 6,073 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,995,000 | 1,005 |
| Available-for-sale securities (fair market value) | $664,708,000 | 178 |
| Total debt securities | $687,703,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $517,047,000 | 279 |
| U.S. Government securities | $495,250,000 | 220 |
| U.S. Treasury securities | $494,889,000 | 28 |
| U.S. Government agency obligations | $361,000 | 9,606 |
| Securities issued by states & political subdivisions | $21,747,000 | 720 |
| Other domestic debt securities | $50,000 | 3,668 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 3,106 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $471,074,000 | 150 |
| Mortgage-backed securities | $361,000 | 6,674 |
| Certificates of participation in pools of residential mortgages | $361,000 | 6,008 |
| Issued or guaranteed by U.S. | $361,000 | 5,995 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,400,000 | 929 |
| Available-for-sale securities (fair market value) | $488,647,000 | 227 |
| Total debt securities | $517,047,000 | 266 |
| 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 | $591,256,000 | 247 |
| U.S. Government securities | $566,673,000 | 204 |
| U.S. Treasury securities | $566,092,000 | 25 |
| U.S. Government agency obligations | $581,000 | 9,553 |
| Securities issued by states & political subdivisions | $24,533,000 | 619 |
| Other domestic debt securities | $50,000 | 3,643 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 3,003 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,221,000 | 137 |
| Mortgage-backed securities | $581,000 | 6,564 |
| Certificates of participation in pools of residential mortgages | $581,000 | 5,839 |
| Issued or guaranteed by U.S. | $581,000 | 5,825 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| 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) | $591,251,000 | 66 |
| Available-for-sale securities (fair market value) | $5,000 | 9,763 |
| Total debt securities | $591,256,000 | 234 |
| 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 | $556,450,000 | 257 |
| U.S. Government securities | $523,721,000 | 227 |
| U.S. Treasury securities | $522,714,000 | 35 |
| U.S. Government agency obligations | $1,007,000 | 9,671 |
| Securities issued by states & political subdivisions | $32,619,000 | 358 |
| Other domestic debt securities | $110,000 | 3,185 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,000 | 2,521 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,927,000 | 143 |
| Mortgage-backed securities | $1,007,000 | 6,312 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 5,368 |
| Issued or guaranteed by U.S. | $1,007,000 | 5,346 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| 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) | $556,429,000 | 71 |
| Available-for-sale securities (fair market value) | $21,000 | 10,060 |
| Total debt securities | $556,450,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $467,744,000 | 323 |
| U.S. Government securities | $427,843,000 | 290 |
| U.S. Treasury securities | $426,435,000 | 61 |
| U.S. Government agency obligations | $1,408,000 | 9,880 |
| Securities issued by states & political subdivisions | $39,691,000 | 266 |
| Other domestic debt securities | $210,000 | 3,356 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,000 | 2,565 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,590,000 | 164 |
| Mortgage-backed securities | $1,408,000 | 6,387 |
| Certificates of participation in pools of residential mortgages | $1,408,000 | 5,295 |
| Issued or guaranteed by U.S. | $1,408,000 | 5,279 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| 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) | $467,723,000 | 100 |
| Available-for-sale securities (fair market value) | $21,000 | 10,435 |
| Total debt securities | $467,744,000 | 315 |
| 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 | $451,724,000 | 347 |
| U.S. Government securities | $408,832,000 | 324 |
| U.S. Treasury securities | $405,700,000 | 77 |
| U.S. Government agency obligations | $3,132,000 | 8,876 |
| Securities issued by states & political subdivisions | $42,658,000 | 257 |
| Other domestic debt securities | $210,000 | 3,955 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,000 | 3,092 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $24,000 | 7,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,174,000 | 237 |
| Mortgage-backed securities | $1,760,000 | 6,488 |
| Certificates of participation in pools of residential mortgages | $1,760,000 | 5,158 |
| Issued or guaranteed by U.S. | $1,760,000 | 5,126 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| 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) | $451,679,000 | 114 |
| Available-for-sale securities (fair market value) | $45,000 | 10,830 |
| Total debt securities | $451,700,000 | 338 |
| 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 | $476,024,000 | 348 |
| U.S. Government securities | $435,923,000 | 325 |
| U.S. Treasury securities | $435,923,000 | 89 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $39,869,000 | 268 |
| Other domestic debt securities | $210,000 | 4,512 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,000 | 3,600 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $22,000 | 7,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,195,000 | 230 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $476,002,000 | 225 |
| Available-for-sale securities (fair market value) | $22,000 | 11,065 |
| Total debt securities | $476,002,000 | 341 |
| 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 | $464,004,000 | 366 |
| U.S. Government securities | $411,372,000 | 341 |
| U.S. Treasury securities | $411,372,000 | 113 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $52,401,000 | 192 |
| Other domestic debt securities | $210,000 | 5,205 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,000 | 4,079 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $21,000 | 7,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,648,000 | 228 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $463,983,000 | 361 |
| 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 | $455,067,000 | 358 |
| U.S. Government securities | $431,065,000 | 309 |
| U.S. Treasury securities | $431,065,000 | 104 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $23,697,000 | 442 |
| Other domestic debt securities | $210,000 | 6,103 |
| 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 | $210,000 | 4,669 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $95,000 | 5,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,572,000 | 309 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $454,972,000 | 350 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |