Home > Great Lakes Bank > Securities
Great Lakes Bank, Securities
| 2014-09-30 | Rank | |
| Total securities | $222,283,000 | 678 |
| U.S. Government securities | $212,730,000 | 500 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $212,730,000 | 482 |
| Securities issued by states & political subdivisions | $2,984,000 | 4,157 |
| Other domestic debt securities | $6,569,000 | 777 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $6,569,000 | 70 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,593,000 | 1,957 |
| Mortgage-backed securities | $181,050,000 | 419 |
| Certificates of participation in pools of residential mortgages | $34,372,000 | 1,150 |
| Issued or guaranteed by U.S. | $34,372,000 | 1,150 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $134,034,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $134,034,000 | 237 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $12,644,000 | 283 |
| Commercial mortgage pass-through securities | $5,921,000 | 251 |
| Other commercial mortgage-backed securities | $6,723,000 | 221 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $222,283,000 | 575 |
| Total debt securities | $222,283,000 | 668 |
| Structured notes | ||
| Amortized cost | $11,991,000 | 327 |
| Fair value | $11,862,000 | 324 |
| 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 | $288,530,000 | 533 |
| U.S. Government securities | $227,791,000 | 476 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $227,791,000 | 460 |
| Securities issued by states & political subdivisions | $53,831,000 | 681 |
| Other domestic debt securities | $6,908,000 | 781 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $6,908,000 | 67 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,428,000 | 1,574 |
| Mortgage-backed securities | $189,439,000 | 413 |
| Certificates of participation in pools of residential mortgages | $35,444,000 | 1,150 |
| Issued or guaranteed by U.S. | $35,444,000 | 1,150 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $141,269,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $141,269,000 | 223 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $12,726,000 | 272 |
| Commercial mortgage pass-through securities | $5,954,000 | 243 |
| Other commercial mortgage-backed securities | $6,772,000 | 218 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $288,530,000 | 455 |
| Total debt securities | $288,530,000 | 524 |
| Structured notes | ||
| Amortized cost | $12,993,000 | 322 |
| Fair value | $12,838,000 | 321 |
| 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 | $305,541,000 | 508 |
| U.S. Government securities | $251,399,000 | 443 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $251,399,000 | 430 |
| Securities issued by states & political subdivisions | $48,443,000 | 781 |
| Other domestic debt securities | $5,699,000 | 868 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $5,699,000 | 71 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,052,000 | 2,068 |
| Mortgage-backed securities | $203,156,000 | 396 |
| Certificates of participation in pools of residential mortgages | $37,155,000 | 1,103 |
| Issued or guaranteed by U.S. | $37,155,000 | 1,103 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $153,474,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $153,474,000 | 205 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $12,527,000 | 250 |
| Commercial mortgage pass-through securities | $5,863,000 | 230 |
| Other commercial mortgage-backed securities | $6,664,000 | 207 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $305,541,000 | 432 |
| Total debt securities | $305,541,000 | 502 |
| Structured notes | ||
| Amortized cost | $18,997,000 | 239 |
| Fair value | $18,674,000 | 233 |
| 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 | $301,414,000 | 512 |
| U.S. Government securities | $252,923,000 | 438 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $252,923,000 | 424 |
| Securities issued by states & political subdivisions | $44,289,000 | 855 |
| Other domestic debt securities | $4,202,000 | 1,090 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $4,202,000 | 95 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,618,000 | 1,662 |
| Mortgage-backed securities | $193,671,000 | 411 |
| Certificates of participation in pools of residential mortgages | $37,808,000 | 1,093 |
| Issued or guaranteed by U.S. | $37,808,000 | 1,093 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $145,385,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $145,385,000 | 212 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $10,478,000 | 275 |
| Commercial mortgage pass-through securities | $5,731,000 | 221 |
| Other commercial mortgage-backed securities | $4,747,000 | 235 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $301,414,000 | 439 |
| Total debt securities | $301,414,000 | 502 |
| Structured notes | ||
| Amortized cost | $18,500,000 | 244 |
| Fair value | $17,890,000 | 237 |
| 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 | $301,412,000 | 512 |
| U.S. Government securities | $253,056,000 | 438 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $253,056,000 | 423 |
| Securities issued by states & political subdivisions | $44,333,000 | 857 |
| Other domestic debt securities | $4,023,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $4,023,000 | 104 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,787,000 | 1,279 |
| Mortgage-backed securities | $187,393,000 | 423 |
| Certificates of participation in pools of residential mortgages | $37,309,000 | 1,095 |
| Issued or guaranteed by U.S. | $37,309,000 | 1,094 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $141,290,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $141,290,000 | 222 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $8,794,000 | 295 |
| Commercial mortgage pass-through securities | $3,766,000 | 261 |
| Other commercial mortgage-backed securities | $5,028,000 | 224 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $301,412,000 | 444 |
| Total debt securities | $301,412,000 | 502 |
| Structured notes | ||
| Amortized cost | $21,403,000 | 204 |
| Fair value | $20,896,000 | 198 |
| 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 | $315,865,000 | 485 |
| U.S. Government securities | $264,047,000 | 417 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $264,047,000 | 400 |
| Securities issued by states & political subdivisions | $47,798,000 | 784 |
| Other domestic debt securities | $4,020,000 | 1,166 |
| 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 | $4,020,000 | 101 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,644,000 | 1,265 |
| Mortgage-backed securities | $198,283,000 | 404 |
| Certificates of participation in pools of residential mortgages | $35,172,000 | 1,146 |
| Issued or guaranteed by U.S. | $35,172,000 | 1,146 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $152,727,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $152,727,000 | 211 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $10,384,000 | 256 |
| Commercial mortgage pass-through securities | $3,806,000 | 259 |
| Other commercial mortgage-backed securities | $6,578,000 | 171 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $315,865,000 | 424 |
| Total debt securities | $315,865,000 | 473 |
| Structured notes | ||
| Amortized cost | $21,407,000 | 199 |
| Fair value | $21,100,000 | 192 |
| 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 | $318,761,000 | 485 |
| U.S. Government securities | $269,030,000 | 419 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $269,030,000 | 401 |
| Securities issued by states & political subdivisions | $46,500,000 | 793 |
| Other domestic debt securities | $3,231,000 | 1,286 |
| 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 | $3,231,000 | 108 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,394,000 | 1,331 |
| Mortgage-backed securities | $195,133,000 | 411 |
| Certificates of participation in pools of residential mortgages | $37,309,000 | 1,103 |
| Issued or guaranteed by U.S. | $37,309,000 | 1,103 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $147,797,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $147,797,000 | 225 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $10,027,000 | 237 |
| Commercial mortgage pass-through securities | $4,033,000 | 234 |
| Other commercial mortgage-backed securities | $5,994,000 | 158 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $318,761,000 | 430 |
| Total debt securities | $318,761,000 | 475 |
| Structured notes | ||
| Amortized cost | $29,965,000 | 132 |
| Fair value | $30,113,000 | 130 |
| 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 | $327,865,000 | 473 |
| U.S. Government securities | $277,863,000 | 406 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $277,863,000 | 387 |
| Securities issued by states & political subdivisions | $46,762,000 | 766 |
| Other domestic debt securities | $3,240,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $3,240,000 | 101 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,392,000 | 1,207 |
| Mortgage-backed securities | $201,889,000 | 397 |
| Certificates of participation in pools of residential mortgages | $40,632,000 | 1,022 |
| Issued or guaranteed by U.S. | $40,632,000 | 1,020 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $149,793,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $149,793,000 | 226 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $11,464,000 | 185 |
| Commercial mortgage pass-through securities | $4,087,000 | 196 |
| Other commercial mortgage-backed securities | $7,377,000 | 127 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $327,865,000 | 414 |
| Total debt securities | $327,865,000 | 466 |
| Structured notes | ||
| Amortized cost | $31,987,000 | 130 |
| Fair value | $32,191,000 | 126 |
| 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 | $314,545,000 | 488 |
| U.S. Government securities | $264,631,000 | 432 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $264,631,000 | 413 |
| Securities issued by states & political subdivisions | $47,127,000 | 735 |
| Other domestic debt securities | $2,787,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $2,787,000 | 112 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,187,000 | 1,160 |
| Mortgage-backed securities | $194,090,000 | 430 |
| Certificates of participation in pools of residential mortgages | $44,168,000 | 1,008 |
| Issued or guaranteed by U.S. | $44,168,000 | 1,007 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $144,721,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $144,721,000 | 238 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $5,201,000 | 259 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $5,201,000 | 153 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $314,545,000 | 432 |
| Total debt securities | $314,545,000 | 481 |
| Structured notes | ||
| Amortized cost | $34,257,000 | 120 |
| Fair value | $34,530,000 | 119 |
| 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 | $307,738,000 | 502 |
| U.S. Government securities | $258,273,000 | 437 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $258,273,000 | 418 |
| Securities issued by states & political subdivisions | $46,681,000 | 710 |
| Other domestic debt securities | $2,784,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $2,784,000 | 105 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,762,000 | 1,079 |
| Mortgage-backed securities | $186,032,000 | 452 |
| Certificates of participation in pools of residential mortgages | $46,947,000 | 976 |
| Issued or guaranteed by U.S. | $46,947,000 | 976 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $133,641,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $133,641,000 | 255 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $5,444,000 | 235 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $5,444,000 | 136 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $307,738,000 | 447 |
| Total debt securities | $307,738,000 | 496 |
| Structured notes | ||
| Amortized cost | $39,922,000 | 102 |
| Fair value | $40,212,000 | 101 |
| 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 | $311,425,000 | 502 |
| U.S. Government securities | $263,228,000 | 440 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $263,228,000 | 423 |
| Securities issued by states & political subdivisions | $45,356,000 | 711 |
| Other domestic debt securities | $2,841,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $2,841,000 | 103 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,146,000 | 1,125 |
| Mortgage-backed securities | $183,468,000 | 464 |
| Certificates of participation in pools of residential mortgages | $43,014,000 | 1,051 |
| Issued or guaranteed by U.S. | $43,014,000 | 1,050 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $134,389,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $134,389,000 | 269 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $6,065,000 | 195 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $6,065,000 | 116 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $311,425,000 | 454 |
| Total debt securities | $311,425,000 | 495 |
| Structured notes | ||
| Amortized cost | $44,943,000 | 114 |
| Fair value | $45,281,000 | 111 |
| 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 | $303,199,000 | 503 |
| U.S. Government securities | $257,121,000 | 424 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $257,121,000 | 409 |
| Securities issued by states & political subdivisions | $43,247,000 | 730 |
| Other domestic debt securities | $2,831,000 | 1,379 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $2,831,000 | 100 |
| Other domestic debt securities - All other | $0 | 2,125 |
| 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 | $50,562,000 | 1,053 |
| Mortgage-backed securities | $167,475,000 | 486 |
| Certificates of participation in pools of residential mortgages | $41,755,000 | 1,011 |
| Issued or guaranteed by U.S. | $41,755,000 | 1,011 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $119,357,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $119,357,000 | 278 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $6,363,000 | 147 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $6,363,000 | 87 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $303,199,000 | 452 |
| Total debt securities | $303,199,000 | 498 |
| Structured notes | ||
| Amortized cost | $50,417,000 | 88 |
| Fair value | $50,968,000 | 86 |
| 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 | $304,659,000 | 485 |
| U.S. Government securities | $264,159,000 | 404 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $264,159,000 | 392 |
| Securities issued by states & political subdivisions | $37,823,000 | 804 |
| Other domestic debt securities | $2,677,000 | 1,419 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $2,677,000 | 103 |
| Other domestic debt securities - All other | $0 | 2,094 |
| 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 | $53,445,000 | 977 |
| Mortgage-backed securities | $174,328,000 | 455 |
| Certificates of participation in pools of residential mortgages | $36,980,000 | 1,077 |
| Issued or guaranteed by U.S. | $36,980,000 | 1,074 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $130,953,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $130,953,000 | 252 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $6,395,000 | 125 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $6,395,000 | 77 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $304,659,000 | 429 |
| Total debt securities | $304,659,000 | 478 |
| Structured notes | ||
| Amortized cost | $48,387,000 | 87 |
| Fair value | $49,026,000 | 84 |
| 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 | $297,545,000 | 491 |
| U.S. Government securities | $259,427,000 | 410 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $259,427,000 | 392 |
| Securities issued by states & political subdivisions | $34,972,000 | 811 |
| Other domestic debt securities | $3,146,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $3,146,000 | 101 |
| Other domestic debt securities - All other | $0 | 2,028 |
| 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 | $56,490,000 | 958 |
| Mortgage-backed securities | $165,481,000 | 459 |
| Certificates of participation in pools of residential mortgages | $37,812,000 | 1,022 |
| Issued or guaranteed by U.S. | $37,812,000 | 1,018 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $121,335,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $121,335,000 | 253 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $6,334,000 | 122 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $6,334,000 | 67 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $297,545,000 | 442 |
| Total debt securities | $297,545,000 | 486 |
| Structured notes | ||
| Amortized cost | $52,403,000 | 101 |
| Fair value | $52,794,000 | 98 |
| 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 | $264,981,000 | 554 |
| U.S. Government securities | $216,584,000 | 490 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $216,584,000 | 472 |
| Securities issued by states & political subdivisions | $45,278,000 | 576 |
| Other domestic debt securities | $3,119,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $3,119,000 | 99 |
| Other domestic debt securities - All other | $0 | 2,072 |
| 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 | $57,183,000 | 933 |
| Mortgage-backed securities | $132,612,000 | 541 |
| Certificates of participation in pools of residential mortgages | $42,679,000 | 896 |
| Issued or guaranteed by U.S. | $42,679,000 | 893 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $83,628,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $83,628,000 | 319 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $6,305,000 | 112 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $6,305,000 | 61 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $264,981,000 | 497 |
| Total debt securities | $264,981,000 | 542 |
| Structured notes | ||
| Amortized cost | $48,434,000 | 121 |
| Fair value | $48,419,000 | 117 |
| 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 | $260,191,000 | 543 |
| U.S. Government securities | $202,288,000 | 502 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $202,288,000 | 481 |
| Securities issued by states & political subdivisions | $46,393,000 | 538 |
| Other domestic debt securities | $11,510,000 | 688 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $8,578,000 | 88 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $2,932,000 | 105 |
| Other domestic debt securities - All other | $0 | 2,087 |
| 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 | $63,001,000 | 843 |
| Mortgage-backed securities | $126,402,000 | 548 |
| Certificates of participation in pools of residential mortgages | $44,697,000 | 826 |
| Issued or guaranteed by U.S. | $44,697,000 | 822 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $73,127,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $73,127,000 | 343 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $8,578,000 | 88 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $8,578,000 | 46 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $260,191,000 | 489 |
| Total debt securities | $260,191,000 | 535 |
| Structured notes | ||
| Amortized cost | $46,455,000 | 111 |
| Fair value | $46,645,000 | 109 |
| 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 | $243,433,000 | 560 |
| U.S. Government securities | $182,139,000 | 522 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $182,139,000 | 499 |
| Securities issued by states & political subdivisions | $50,445,000 | 466 |
| Other domestic debt securities | $10,849,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $8,748,000 | 74 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $2,101,000 | 128 |
| Other domestic debt securities - All other | $0 | 2,145 |
| 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 | $73,852,000 | 731 |
| Mortgage-backed securities | $113,535,000 | 591 |
| Certificates of participation in pools of residential mortgages | $42,531,000 | 826 |
| Issued or guaranteed by U.S. | $42,531,000 | 819 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $62,256,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $62,256,000 | 393 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $8,748,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $8,748,000 | 44 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $243,433,000 | 489 |
| Total debt securities | $243,433,000 | 550 |
| Structured notes | ||
| Amortized cost | $37,577,000 | 135 |
| Fair value | $38,465,000 | 133 |
| 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 | $241,007,000 | 551 |
| U.S. Government securities | $166,151,000 | 595 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $166,151,000 | 565 |
| Securities issued by states & political subdivisions | $61,971,000 | 334 |
| Other domestic debt securities | $12,885,000 | 667 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $10,394,000 | 62 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $2,491,000 | 128 |
| Other domestic debt securities - All other | $0 | 2,114 |
| 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 | $79,833,000 | 689 |
| Mortgage-backed securities | $104,384,000 | 618 |
| Certificates of participation in pools of residential mortgages | $47,319,000 | 761 |
| Issued or guaranteed by U.S. | $47,319,000 | 754 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $46,671,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $46,671,000 | 458 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $10,394,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $10,394,000 | 40 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $241,007,000 | 483 |
| Total debt securities | $241,007,000 | 544 |
| Structured notes | ||
| Amortized cost | $33,988,000 | 157 |
| Fair value | $34,611,000 | 155 |
| 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 | $225,200,000 | 586 |
| U.S. Government securities | $153,021,000 | 630 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $153,021,000 | 599 |
| Securities issued by states & political subdivisions | $61,263,000 | 330 |
| Other domestic debt securities | $10,916,000 | 753 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $8,229,000 | 77 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $2,687,000 | 121 |
| Other domestic debt securities - All other | $0 | 2,133 |
| 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 | $77,640,000 | 721 |
| Mortgage-backed securities | $91,343,000 | 708 |
| Certificates of participation in pools of residential mortgages | $48,922,000 | 790 |
| Issued or guaranteed by U.S. | $48,922,000 | 784 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $34,192,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $34,192,000 | 561 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $8,229,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $8,229,000 | 45 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $225,200,000 | 514 |
| Total debt securities | $225,200,000 | 580 |
| Structured notes | ||
| Amortized cost | $26,805,000 | 175 |
| Fair value | $26,664,000 | 174 |
| 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 | $208,281,000 | 617 |
| U.S. Government securities | $133,876,000 | 697 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $133,876,000 | 665 |
| Securities issued by states & political subdivisions | $63,236,000 | 309 |
| Other domestic debt securities | $11,169,000 | 776 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $8,358,000 | 75 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $2,811,000 | 124 |
| Other domestic debt securities - All other | $0 | 2,182 |
| 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 | $71,183,000 | 795 |
| Mortgage-backed securities | $88,253,000 | 736 |
| Certificates of participation in pools of residential mortgages | $51,717,000 | 767 |
| Issued or guaranteed by U.S. | $51,717,000 | 759 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $28,178,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $28,178,000 | 611 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $8,358,000 | 75 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $8,358,000 | 45 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $208,281,000 | 537 |
| Total debt securities | $208,281,000 | 605 |
| Structured notes | ||
| Amortized cost | $13,207,000 | 310 |
| Fair value | $12,887,000 | 320 |
| 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 | $219,242,000 | 591 |
| U.S. Government securities | $145,701,000 | 620 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $145,701,000 | 593 |
| Securities issued by states & political subdivisions | $60,153,000 | 328 |
| Other domestic debt securities | $13,388,000 | 746 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $8,453,000 | 80 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $4,935,000 | 108 |
| Other domestic debt securities - All other | $0 | 2,284 |
| 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 | $76,017,000 | 745 |
| Mortgage-backed securities | $97,047,000 | 675 |
| Certificates of participation in pools of residential mortgages | $60,848,000 | 670 |
| Issued or guaranteed by U.S. | $60,848,000 | 665 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $27,746,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $27,746,000 | 595 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $8,453,000 | 80 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $8,453,000 | 50 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $219,242,000 | 505 |
| Total debt securities | $219,242,000 | 576 |
| Structured notes | ||
| Amortized cost | $7,733,000 | 353 |
| Fair value | $7,725,000 | 351 |
| 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 | $218,833,000 | 585 |
| U.S. Government securities | $150,350,000 | 602 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $150,350,000 | 576 |
| Securities issued by states & political subdivisions | $55,437,000 | 351 |
| Other domestic debt securities | $13,046,000 | 772 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $8,313,000 | 85 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $4,733,000 | 111 |
| Other domestic debt securities - All other | $0 | 2,390 |
| 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 | $80,756,000 | 698 |
| Mortgage-backed securities | $105,840,000 | 620 |
| Certificates of participation in pools of residential mortgages | $69,765,000 | 610 |
| Issued or guaranteed by U.S. | $69,765,000 | 601 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $27,762,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $27,762,000 | 554 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $8,313,000 | 85 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $8,313,000 | 56 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $218,833,000 | 506 |
| Total debt securities | $218,833,000 | 570 |
| Structured notes | ||
| Amortized cost | $6,017,000 | 256 |
| Fair value | $6,168,000 | 249 |
| 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 | $204,338,000 | 602 |
| U.S. Government securities | $161,729,000 | 562 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $161,729,000 | 542 |
| Securities issued by states & political subdivisions | $40,168,000 | 496 |
| Other domestic debt securities | $2,441,000 | 1,727 |
| 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 | $2,441,000 | 1,032 |
| 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 | $83,778,000 | 703 |
| Mortgage-backed securities | $115,774,000 | 582 |
| Certificates of participation in pools of residential mortgages | $75,680,000 | 577 |
| Issued or guaranteed by U.S. | $75,680,000 | 567 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $40,094,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $40,094,000 | 413 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $204,338,000 | 521 |
| Total debt securities | $204,338,000 | 590 |
| Structured notes | ||
| Amortized cost | $2,133,000 | 558 |
| Fair value | $2,243,000 | 544 |
| 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 | $206,046,000 | 598 |
| U.S. Government securities | $161,494,000 | 548 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $161,494,000 | 533 |
| Securities issued by states & political subdivisions | $35,084,000 | 558 |
| Other domestic debt securities | $9,468,000 | 869 |
| 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 | $9,468,000 | 404 |
| 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 | $74,972,000 | 772 |
| Mortgage-backed securities | $116,247,000 | 579 |
| Certificates of participation in pools of residential mortgages | $75,991,000 | 567 |
| Issued or guaranteed by U.S. | $75,991,000 | 560 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $40,256,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $40,256,000 | 398 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $206,046,000 | 513 |
| Total debt securities | $206,046,000 | 588 |
| Structured notes | ||
| Amortized cost | $2,169,000 | 587 |
| Fair value | $2,169,000 | 587 |
| 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 | $192,845,000 | 630 |
| U.S. Government securities | $156,856,000 | 537 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $156,856,000 | 525 |
| Securities issued by states & political subdivisions | $29,399,000 | 696 |
| Other domestic debt securities | $6,590,000 | 1,032 |
| 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 | $6,590,000 | 518 |
| 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 | $75,669,000 | 735 |
| Mortgage-backed securities | $110,466,000 | 571 |
| Certificates of participation in pools of residential mortgages | $72,624,000 | 551 |
| Issued or guaranteed by U.S. | $72,624,000 | 543 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $37,842,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $37,842,000 | 393 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $192,845,000 | 528 |
| Total debt securities | $192,845,000 | 618 |
| Structured notes | ||
| Amortized cost | $2,207,000 | 576 |
| Fair value | $2,207,000 | 572 |
| 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 | $181,844,000 | 660 |
| U.S. Government securities | $144,026,000 | 594 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $144,026,000 | 581 |
| Securities issued by states & political subdivisions | $26,776,000 | 798 |
| Other domestic debt securities | $11,042,000 | 827 |
| 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 | $11,042,000 | 405 |
| 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 | $74,948,000 | 729 |
| Mortgage-backed securities | $99,403,000 | 618 |
| Certificates of participation in pools of residential mortgages | $65,131,000 | 619 |
| Issued or guaranteed by U.S. | $65,131,000 | 611 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $34,272,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $34,272,000 | 412 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $181,844,000 | 560 |
| Total debt securities | $181,844,000 | 645 |
| Structured notes | ||
| Amortized cost | $2,287,000 | 598 |
| Fair value | $2,240,000 | 599 |
| 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 | $156,065,000 | 767 |
| U.S. Government securities | $120,997,000 | 687 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $120,997,000 | 672 |
| Securities issued by states & political subdivisions | $24,440,000 | 876 |
| Other domestic debt securities | $10,628,000 | 815 |
| 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 | $10,628,000 | 419 |
| 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 | $68,931,000 | 780 |
| Mortgage-backed securities | $77,099,000 | 745 |
| Certificates of participation in pools of residential mortgages | $49,752,000 | 761 |
| Issued or guaranteed by U.S. | $49,752,000 | 751 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,347,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $27,347,000 | 474 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $156,065,000 | 660 |
| Total debt securities | $156,065,000 | 746 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $165,119,000 | 718 |
| U.S. Government securities | $133,442,000 | 622 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $133,442,000 | 611 |
| Securities issued by states & political subdivisions | $24,212,000 | 865 |
| Other domestic debt securities | $7,465,000 | 946 |
| 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 | $7,465,000 | 528 |
| 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 | $68,650,000 | 769 |
| Mortgage-backed securities | $81,311,000 | 660 |
| Certificates of participation in pools of residential mortgages | $54,871,000 | 637 |
| Issued or guaranteed by U.S. | $54,871,000 | 628 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $26,440,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $26,440,000 | 464 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $165,119,000 | 603 |
| Total debt securities | $165,119,000 | 698 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $187,679,000 | 658 |
| U.S. Government securities | $158,510,000 | 538 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $158,510,000 | 526 |
| Securities issued by states & political subdivisions | $22,960,000 | 896 |
| Other domestic debt securities | $6,209,000 | 968 |
| 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 | $6,209,000 | 566 |
| 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 | $66,799,000 | 775 |
| Mortgage-backed securities | $86,846,000 | 600 |
| Certificates of participation in pools of residential mortgages | $58,961,000 | 561 |
| Issued or guaranteed by U.S. | $58,961,000 | 554 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $27,885,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $27,885,000 | 434 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $187,679,000 | 562 |
| Total debt securities | $187,679,000 | 636 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 925 |
| Fair value | $3,004,000 | 921 |
| 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 | $193,116,000 | 635 |
| U.S. Government securities | $166,458,000 | 515 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $166,458,000 | 503 |
| Securities issued by states & political subdivisions | $22,133,000 | 921 |
| Other domestic debt securities | $4,525,000 | 1,078 |
| 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 | $4,525,000 | 658 |
| 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 | $56,162,000 | 892 |
| Mortgage-backed securities | $91,055,000 | 574 |
| Certificates of participation in pools of residential mortgages | $61,508,000 | 546 |
| Issued or guaranteed by U.S. | $61,508,000 | 537 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $29,547,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $29,547,000 | 427 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $193,116,000 | 536 |
| Total debt securities | $193,116,000 | 614 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 982 |
| Fair value | $2,996,000 | 982 |
| 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 | $197,575,000 | 636 |
| U.S. Government securities | $173,818,000 | 508 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $173,818,000 | 493 |
| Securities issued by states & political subdivisions | $21,251,000 | 957 |
| Other domestic debt securities | $2,506,000 | 1,382 |
| 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 | $2,506,000 | 903 |
| 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 | $56,912,000 | 892 |
| Mortgage-backed securities | $97,862,000 | 544 |
| Certificates of participation in pools of residential mortgages | $65,809,000 | 516 |
| Issued or guaranteed by U.S. | $65,809,000 | 506 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $32,053,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $32,053,000 | 407 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $197,575,000 | 525 |
| Total debt securities | $197,575,000 | 616 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,027 |
| Fair value | $2,991,000 | 1,042 |
| 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 | $198,058,000 | 634 |
| U.S. Government securities | $178,392,000 | 512 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $178,392,000 | 490 |
| Securities issued by states & political subdivisions | $19,666,000 | 1,021 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $56,231,000 | 906 |
| Mortgage-backed securities | $102,796,000 | 533 |
| Certificates of participation in pools of residential mortgages | $68,864,000 | 505 |
| Issued or guaranteed by U.S. | $68,864,000 | 497 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $33,932,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $33,932,000 | 408 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $198,058,000 | 524 |
| Total debt securities | $198,058,000 | 615 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,098 |
| Fair value | $2,990,000 | 1,105 |
| 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 | $201,680,000 | 638 |
| U.S. Government securities | $184,730,000 | 506 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $184,730,000 | 489 |
| Securities issued by states & political subdivisions | $16,950,000 | 1,185 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $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 | $55,690,000 | 916 |
| Mortgage-backed securities | $108,774,000 | 519 |
| Certificates of participation in pools of residential mortgages | $73,027,000 | 495 |
| Issued or guaranteed by U.S. | $73,027,000 | 489 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $35,747,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $35,747,000 | 392 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $201,680,000 | 525 |
| Total debt securities | $201,680,000 | 620 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 446 |
| Fair value | $8,993,000 | 441 |
| 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 | $212,473,000 | 608 |
| U.S. Government securities | $195,717,000 | 490 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $195,717,000 | 475 |
| Securities issued by states & political subdivisions | $16,756,000 | 1,192 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $44,280,000 | 1,078 |
| Mortgage-backed securities | $120,896,000 | 485 |
| Certificates of participation in pools of residential mortgages | $83,448,000 | 449 |
| Issued or guaranteed by U.S. | $83,448,000 | 446 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $37,448,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $37,448,000 | 373 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $212,473,000 | 507 |
| Total debt securities | $212,473,000 | 592 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 478 |
| Fair value | $8,839,000 | 478 |
| 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 | $225,692,000 | 587 |
| U.S. Government securities | $209,460,000 | 477 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $209,460,000 | 457 |
| Securities issued by states & political subdivisions | $16,232,000 | 1,239 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,620,000 | 1,168 |
| Mortgage-backed securities | $128,320,000 | 469 |
| Certificates of participation in pools of residential mortgages | $89,394,000 | 434 |
| Issued or guaranteed by U.S. | $89,394,000 | 430 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,926,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $38,926,000 | 371 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $225,692,000 | 489 |
| Total debt securities | $225,692,000 | 573 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 279 |
| Fair value | $14,798,000 | 276 |
| 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 | $234,450,000 | 574 |
| U.S. Government securities | $220,825,000 | 467 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $220,825,000 | 448 |
| Securities issued by states & political subdivisions | $13,625,000 | 1,472 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,828,000 | 1,165 |
| Mortgage-backed securities | $136,215,000 | 459 |
| Certificates of participation in pools of residential mortgages | $95,771,000 | 424 |
| Issued or guaranteed by U.S. | $95,771,000 | 419 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $40,444,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $40,444,000 | 349 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $234,450,000 | 477 |
| Total debt securities | $234,450,000 | 555 |
| Structured notes | ||
| Amortized cost | $14,999,000 | 282 |
| Fair value | $14,821,000 | 273 |
| 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 | $223,992,000 | 591 |
| U.S. Government securities | $210,760,000 | 488 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $210,760,000 | 463 |
| Securities issued by states & political subdivisions | $13,232,000 | 1,510 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,003,000 | 1,224 |
| Mortgage-backed securities | $131,796,000 | 476 |
| Certificates of participation in pools of residential mortgages | $91,791,000 | 446 |
| Issued or guaranteed by U.S. | $91,791,000 | 441 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $40,005,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $40,005,000 | 359 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $223,992,000 | 495 |
| Total debt securities | $223,992,000 | 573 |
| Structured notes | ||
| Amortized cost | $14,998,000 | 283 |
| Fair value | $14,830,000 | 279 |
| 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 | $234,852,000 | 559 |
| U.S. Government securities | $223,454,000 | 461 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $223,454,000 | 445 |
| Securities issued by states & political subdivisions | $11,398,000 | 1,716 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,967,000 | 1,355 |
| Mortgage-backed securities | $131,636,000 | 482 |
| Certificates of participation in pools of residential mortgages | $87,674,000 | 461 |
| Issued or guaranteed by U.S. | $87,674,000 | 451 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $43,962,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $43,962,000 | 348 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $234,852,000 | 471 |
| Total debt securities | $234,852,000 | 546 |
| Structured notes | ||
| Amortized cost | $26,998,000 | 121 |
| Fair value | $26,893,000 | 121 |
| 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 | $245,836,000 | 557 |
| U.S. Government securities | $238,128,000 | 443 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $238,128,000 | 420 |
| Securities issued by states & political subdivisions | $7,708,000 | 2,334 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,278,000 | 1,200 |
| Mortgage-backed securities | $147,655,000 | 463 |
| Certificates of participation in pools of residential mortgages | $98,013,000 | 441 |
| Issued or guaranteed by U.S. | $98,013,000 | 438 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $49,642,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $49,642,000 | 327 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $245,836,000 | 467 |
| Total debt securities | $245,836,000 | 539 |
| Structured notes | ||
| Amortized cost | $29,996,000 | 104 |
| Fair value | $26,730,000 | 117 |
| 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 | $252,608,000 | 550 |
| U.S. Government securities | $246,582,000 | 427 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $246,582,000 | 407 |
| Securities issued by states & political subdivisions | $6,026,000 | 2,754 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,969,000 | 1,289 |
| Mortgage-backed securities | $154,552,000 | 452 |
| Certificates of participation in pools of residential mortgages | $104,165,000 | 433 |
| Issued or guaranteed by U.S. | $104,165,000 | 431 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $50,387,000 | 415 |
| CMOs issued by government agencies or sponsored agencies | $50,387,000 | 335 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $252,608,000 | 462 |
| Total debt securities | $252,608,000 | 531 |
| Structured notes | ||
| Amortized cost | $27,028,000 | 115 |
| Fair value | $26,996,000 | 114 |
| 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 | $254,317,000 | 543 |
| U.S. Government securities | $247,850,000 | 432 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $247,850,000 | 409 |
| Securities issued by states & political subdivisions | $6,467,000 | 2,668 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,362,000 | 1,264 |
| Mortgage-backed securities | $152,438,000 | 455 |
| Certificates of participation in pools of residential mortgages | $98,944,000 | 450 |
| Issued or guaranteed by U.S. | $98,944,000 | 447 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $53,494,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $53,494,000 | 328 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $254,317,000 | 461 |
| Total debt securities | $254,317,000 | 531 |
| Structured notes | ||
| Amortized cost | $30,079,000 | 102 |
| Fair value | $30,148,000 | 101 |
| 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 | $244,904,000 | 568 |
| U.S. Government securities | $238,471,000 | 459 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $238,471,000 | 431 |
| Securities issued by states & political subdivisions | $6,433,000 | 2,651 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,965,000 | 1,343 |
| Mortgage-backed securities | $144,398,000 | 484 |
| Certificates of participation in pools of residential mortgages | $91,995,000 | 490 |
| Issued or guaranteed by U.S. | $91,995,000 | 487 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $52,403,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $52,403,000 | 333 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $244,904,000 | 479 |
| Total debt securities | $244,904,000 | 549 |
| Structured notes | ||
| Amortized cost | $30,148,000 | 94 |
| Fair value | $29,952,000 | 93 |
| 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 | $253,106,000 | 565 |
| U.S. Government securities | $246,570,000 | 448 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $246,570,000 | 431 |
| Securities issued by states & political subdivisions | $6,536,000 | 2,637 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,224,000 | 1,040 |
| Mortgage-backed securities | $153,456,000 | 477 |
| Certificates of participation in pools of residential mortgages | $98,788,000 | 483 |
| Issued or guaranteed by U.S. | $98,788,000 | 478 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $54,668,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $54,668,000 | 340 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $253,106,000 | 491 |
| Total debt securities | $253,106,000 | 541 |
| Structured notes | ||
| Amortized cost | $30,263,000 | 75 |
| Fair value | $30,760,000 | 76 |
| 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 | $275,409,000 | 534 |
| U.S. Government securities | $268,631,000 | 428 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $268,631,000 | 416 |
| Securities issued by states & political subdivisions | $6,778,000 | 2,605 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,068,000 | 913 |
| Mortgage-backed securities | $156,146,000 | 474 |
| Certificates of participation in pools of residential mortgages | $107,158,000 | 454 |
| Issued or guaranteed by U.S. | $107,158,000 | 449 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $48,988,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $48,988,000 | 396 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $275,409,000 | 467 |
| Total debt securities | $275,409,000 | 516 |
| Structured notes | ||
| Amortized cost | $33,478,000 | 60 |
| Fair value | $33,664,000 | 59 |
| 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 | $291,645,000 | 506 |
| U.S. Government securities | $284,805,000 | 403 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $284,805,000 | 387 |
| Securities issued by states & political subdivisions | $6,840,000 | 2,573 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,973,000 | 804 |
| Mortgage-backed securities | $166,730,000 | 457 |
| Certificates of participation in pools of residential mortgages | $113,915,000 | 434 |
| Issued or guaranteed by U.S. | $113,915,000 | 430 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $52,815,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $52,815,000 | 388 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $291,645,000 | 441 |
| Total debt securities | $291,645,000 | 487 |
| Structured notes | ||
| Amortized cost | $30,908,000 | 56 |
| Fair value | $31,198,000 | 56 |
| 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 | $269,517,000 | 534 |
| U.S. Government securities | $264,605,000 | 429 |
| U.S. Treasury securities | $1,006,000 | 1,567 |
| U.S. Government agency obligations | $263,599,000 | 416 |
| Securities issued by states & political subdivisions | $4,912,000 | 3,067 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,056,000 | 965 |
| Mortgage-backed securities | $148,201,000 | 497 |
| Certificates of participation in pools of residential mortgages | $92,064,000 | 489 |
| Issued or guaranteed by U.S. | $92,064,000 | 482 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $56,137,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $56,137,000 | 396 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $269,517,000 | 454 |
| Total debt securities | $269,517,000 | 518 |
| Structured notes | ||
| Amortized cost | $19,835,000 | 76 |
| Fair value | $20,275,000 | 72 |
| 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 | $273,109,000 | 519 |
| U.S. Government securities | $268,244,000 | 422 |
| U.S. Treasury securities | $1,016,000 | 1,522 |
| U.S. Government agency obligations | $267,228,000 | 410 |
| Securities issued by states & political subdivisions | $4,865,000 | 3,003 |
| 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 | $43,115,000 | 953 |
| Mortgage-backed securities | $164,975,000 | 453 |
| Certificates of participation in pools of residential mortgages | $105,600,000 | 441 |
| Issued or guaranteed by U.S. | $105,600,000 | 437 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $59,375,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $59,375,000 | 372 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $273,109,000 | 441 |
| Total debt securities | $273,109,000 | 499 |
| Structured notes | ||
| Amortized cost | $14,589,000 | 77 |
| Fair value | $14,983,000 | 78 |
| 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 | $296,481,000 | 459 |
| U.S. Government securities | $234,045,000 | 442 |
| U.S. Treasury securities | $2,033,000 | 1,232 |
| U.S. Government agency obligations | $232,012,000 | 429 |
| Securities issued by states & political subdivisions | $4,876,000 | 2,965 |
| Other domestic debt securities | $57,560,000 | 281 |
| Privately issued residential mortgage-backed securities | $57,560,000 | 131 |
| 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 | $35,728,000 | 1,108 |
| Mortgage-backed securities | $164,000,000 | 429 |
| Certificates of participation in pools of residential mortgages | $110,392,000 | 398 |
| Issued or guaranteed by U.S. | $52,832,000 | 682 |
| Privately issued | $57,560,000 | 28 |
| Collaterized mortgage obligations | $53,608,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $53,608,000 | 392 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $296,481,000 | 394 |
| Total debt securities | $296,481,000 | 445 |
| Structured notes | ||
| Amortized cost | $11,996,000 | 76 |
| Fair value | $12,410,000 | 75 |
| 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 | $207,898,000 | 587 |
| U.S. Government securities | $202,647,000 | 449 |
| U.S. Treasury securities | $6,162,000 | 663 |
| U.S. Government agency obligations | $196,485,000 | 441 |
| Securities issued by states & political subdivisions | $5,251,000 | 2,776 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,285,000 | 1,036 |
| Mortgage-backed securities | $96,135,000 | 588 |
| Certificates of participation in pools of residential mortgages | $70,739,000 | 486 |
| Issued or guaranteed by U.S. | $70,739,000 | 482 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $25,396,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $25,396,000 | 639 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $207,898,000 | 497 |
| Total debt securities | $207,898,000 | 568 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 53 |
| Fair value | $6,046,000 | 53 |
| 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 | $88,464,000 | 1,265 |
| U.S. Government securities | $83,540,000 | 982 |
| U.S. Treasury securities | $5,044,000 | 1,045 |
| U.S. Government agency obligations | $78,496,000 | 977 |
| Securities issued by states & political subdivisions | $3,926,000 | 3,239 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $998,000 | 2,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,155,000 | 1,916 |
| Mortgage-backed securities | $25,607,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $23,176,000 | 964 |
| Issued or guaranteed by U.S. | $23,176,000 | 954 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,431,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $2,431,000 | 1,981 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $88,464,000 | 987 |
| Total debt securities | $87,466,000 | 1,225 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $89,583,000 | 1,275 |
| U.S. Government securities | $82,308,000 | 1,042 |
| U.S. Treasury securities | $7,940,000 | 1,080 |
| U.S. Government agency obligations | $74,368,000 | 1,054 |
| Securities issued by states & political subdivisions | $6,377,000 | 2,476 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $898,000 | 2,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,363,000 | 1,978 |
| Mortgage-backed securities | $19,290,000 | 1,648 |
| Certificates of participation in pools of residential mortgages | $18,344,000 | 1,226 |
| Issued or guaranteed by U.S. | $18,344,000 | 1,216 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $946,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 2,946 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $89,583,000 | 967 |
| Total debt securities | $88,685,000 | 1,235 |
| 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 | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $106,006,000 | 1,090 |
| U.S. Government securities | $96,450,000 | 942 |
| U.S. Treasury securities | $10,294,000 | 1,234 |
| U.S. Government agency obligations | $86,156,000 | 901 |
| Securities issued by states & political subdivisions | $8,664,000 | 1,949 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $892,000 | 2,518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,458,000 | 1,891 |
| Mortgage-backed securities | $28,599,000 | 1,352 |
| Certificates of participation in pools of residential mortgages | $22,215,000 | 1,139 |
| Issued or guaranteed by U.S. | $22,215,000 | 1,128 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,384,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $6,384,000 | 1,461 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $106,006,000 | 830 |
| Total debt securities | $105,114,000 | 1,062 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $98,801,000 | 1,169 |
| U.S. Government securities | $88,166,000 | 1,047 |
| U.S. Treasury securities | $12,042,000 | 1,550 |
| U.S. Government agency obligations | $76,124,000 | 969 |
| Securities issued by states & political subdivisions | $9,769,000 | 1,497 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $866,000 | 2,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,166,000 | 1,833 |
| Mortgage-backed securities | $33,401,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $13,298,000 | 1,617 |
| Issued or guaranteed by U.S. | $13,298,000 | 1,606 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $20,103,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $20,103,000 | 647 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $98,801,000 | 845 |
| Total debt securities | $97,935,000 | 1,143 |
| 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 | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $87,870,000 | 1,364 |
| U.S. Government securities | $72,014,000 | 1,337 |
| U.S. Treasury securities | $14,097,000 | 1,634 |
| U.S. Government agency obligations | $57,917,000 | 1,266 |
| Securities issued by states & political subdivisions | $14,921,000 | 933 |
| Other domestic debt securities | $21,000 | 4,270 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,939 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $914,000 | 2,449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,568,000 | 1,812 |
| Mortgage-backed securities | $37,752,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $16,862,000 | 1,510 |
| Issued or guaranteed by U.S. | $16,862,000 | 1,493 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $20,890,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $20,869,000 | 644 |
| Privately issued | $21,000 | 1,643 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $87,870,000 | 937 |
| Total debt securities | $86,956,000 | 1,329 |
| Structured notes | ||
| Amortized cost | $1,231,000 | 1,547 |
| Fair value | $1,236,000 | 1,520 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $95,200,000 | 1,310 |
| U.S. Government securities | $74,723,000 | 1,368 |
| U.S. Treasury securities | $18,324,000 | 1,559 |
| U.S. Government agency obligations | $56,399,000 | 1,287 |
| Securities issued by states & political subdivisions | $18,260,000 | 684 |
| Other domestic debt securities | $1,241,000 | 2,244 |
| Privately issued residential mortgage-backed securities | $1,241,000 | 773 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $976,000 | 2,218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,597,000 | 1,911 |
| Mortgage-backed securities | $38,201,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $11,510,000 | 1,973 |
| Issued or guaranteed by U.S. | $11,510,000 | 1,953 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $26,691,000 | 665 |
| CMOs issued by government agencies or sponsored agencies | $25,450,000 | 631 |
| Privately issued | $1,241,000 | 565 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $95,200,000 | 903 |
| Total debt securities | $94,224,000 | 1,289 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 1,524 |
| Fair value | $2,239,000 | 1,502 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $76,233,000 | 1,718 |
| U.S. Government securities | $54,354,000 | 1,947 |
| U.S. Treasury securities | $16,929,000 | 2,084 |
| U.S. Government agency obligations | $37,425,000 | 1,809 |
| Securities issued by states & political subdivisions | $18,591,000 | 675 |
| Other domestic debt securities | $2,324,000 | 1,864 |
| Privately issued residential mortgage-backed securities | $2,324,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $964,000 | 2,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,243,000 | 1,559 |
| Mortgage-backed securities | $37,789,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $7,965,000 | 2,591 |
| Issued or guaranteed by U.S. | $7,965,000 | 2,580 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $29,824,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $27,500,000 | 672 |
| Privately issued | $2,324,000 | 448 |
| 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) | $48,415,000 | 1,539 |
| Available-for-sale securities (fair market value) | $27,818,000 | 2,069 |
| Total debt securities | $75,269,000 | 1,695 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $89,188,000 | 1,535 |
| U.S. Government securities | $60,911,000 | 1,811 |
| U.S. Treasury securities | $13,320,000 | 2,709 |
| U.S. Government agency obligations | $47,591,000 | 1,481 |
| Securities issued by states & political subdivisions | $20,659,000 | 582 |
| Other domestic debt securities | $6,654,000 | 1,159 |
| Privately issued residential mortgage-backed securities | $6,654,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $964,000 | 2,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,331,000 | 2,015 |
| Mortgage-backed securities | $54,245,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $9,272,000 | 2,602 |
| Issued or guaranteed by U.S. | $9,272,000 | 2,575 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $44,973,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $38,319,000 | 594 |
| Privately issued | $6,654,000 | 280 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $88,224,000 | 1,505 |
| 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 | $75,120,000 | 1,794 |
| U.S. Government securities | $41,425,000 | 2,603 |
| U.S. Treasury securities | $10,137,000 | 3,459 |
| U.S. Government agency obligations | $31,288,000 | 2,158 |
| Securities issued by states & political subdivisions | $21,816,000 | 503 |
| Other domestic debt securities | $11,699,000 | 926 |
| Privately issued residential mortgage-backed securities | $11,699,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $180,000 | 4,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,257,000 | 2,824 |
| Mortgage-backed securities | $38,503,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $7,653,000 | 3,043 |
| Issued or guaranteed by U.S. | $7,653,000 | 2,994 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $30,850,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $19,151,000 | 947 |
| Privately issued | $11,699,000 | 230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $74,940,000 | 1,745 |
| 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 |