| 2012-03-31 | Rank |
| Total securities | $457,027,000 | 348 |
| U.S. Government securities | $303,297,000 | 373 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $303,297,000 | 362 |
| Securities issued by states & political subdivisions | $129,907,000 | 168 |
| Other domestic debt securities | $23,815,000 | 398 |
| Privately issued residential mortgage-backed securities | $14,732,000 | 190 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $9,083,000 | 510 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $8,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $205,574,000 | 334 |
| Mortgage-backed securities | $314,420,000 | 294 |
| Certificates of participation in pools of residential mortgages | $3,652,000 | 4,021 |
| Issued or guaranteed by U.S. | $3,652,000 | 4,017 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $310,768,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $296,036,000 | 148 |
| Privately issued | $14,732,000 | 184 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $457,027,000 | 308 |
| Total debt securities | $457,019,000 | 339 |
| Structured notes |
| Amortized cost | $3,589,000 | 1,275 |
| Fair value | $3,609,000 | 1,273 |
| 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 | $463,666,000 | 334 |
| U.S. Government securities | $312,806,000 | 346 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $312,806,000 | 337 |
| Securities issued by states & political subdivisions | $126,816,000 | 170 |
| Other domestic debt securities | $24,036,000 | 417 |
| Privately issued residential mortgage-backed securities | $15,096,000 | 243 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $8,940,000 | 479 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $8,000 | 1,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $220,456,000 | 283 |
| Mortgage-backed securities | $323,906,000 | 282 |
| Certificates of participation in pools of residential mortgages | $4,209,000 | 3,785 |
| Issued or guaranteed by U.S. | $4,209,000 | 3,779 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $319,697,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $304,601,000 | 133 |
| Privately issued | $15,096,000 | 235 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $463,666,000 | 297 |
| Total debt securities | $463,658,000 | 326 |
| Structured notes |
| Amortized cost | $3,979,000 | 1,206 |
| Fair value | $3,996,000 | 1,198 |
| 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 | $449,295,000 | 332 |
| U.S. Government securities | $311,974,000 | 337 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $311,974,000 | 327 |
| Securities issued by states & political subdivisions | $113,046,000 | 178 |
| Other domestic debt securities | $24,267,000 | 413 |
| Privately issued residential mortgage-backed securities | $16,461,000 | 237 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $7,806,000 | 486 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $8,000 | 1,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $198,687,000 | 308 |
| Mortgage-backed securities | $323,983,000 | 270 |
| Certificates of participation in pools of residential mortgages | $4,702,000 | 3,638 |
| Issued or guaranteed by U.S. | $4,702,000 | 3,626 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $319,281,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $302,820,000 | 133 |
| Privately issued | $16,461,000 | 229 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $449,295,000 | 290 |
| Total debt securities | $449,287,000 | 321 |
| Structured notes |
| Amortized cost | $4,408,000 | 1,144 |
| Fair value | $4,452,000 | 1,141 |
| 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 | $425,114,000 | 349 |
| U.S. Government securities | $296,852,000 | 367 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $296,852,000 | 356 |
| Securities issued by states & political subdivisions | $103,270,000 | 190 |
| Other domestic debt securities | $24,984,000 | 392 |
| Privately issued residential mortgage-backed securities | $17,001,000 | 241 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $7,983,000 | 448 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $8,000 | 1,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $191,255,000 | 313 |
| Mortgage-backed securities | $309,113,000 | 277 |
| Certificates of participation in pools of residential mortgages | $5,145,000 | 3,494 |
| Issued or guaranteed by U.S. | $5,145,000 | 3,482 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $303,968,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $286,967,000 | 131 |
| Privately issued | $17,001,000 | 233 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $425,114,000 | 306 |
| Total debt securities | $425,106,000 | 340 |
| Structured notes |
| Amortized cost | $4,696,000 | 1,233 |
| Fair value | $4,740,000 | 1,226 |
| 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 | $409,067,000 | 357 |
| U.S. Government securities | $295,812,000 | 360 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $295,812,000 | 349 |
| Securities issued by states & political subdivisions | $87,226,000 | 241 |
| Other domestic debt securities | $26,022,000 | 393 |
| Privately issued residential mortgage-backed securities | $18,049,000 | 254 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $7,973,000 | 447 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $7,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $143,376,000 | 421 |
| Mortgage-backed securities | $308,906,000 | 275 |
| Certificates of participation in pools of residential mortgages | $5,737,000 | 3,294 |
| Issued or guaranteed by U.S. | $5,737,000 | 3,288 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $303,169,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $285,120,000 | 130 |
| Privately issued | $18,049,000 | 247 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $409,067,000 | 318 |
| Total debt securities | $409,060,000 | 349 |
| Structured notes |
| Amortized cost | $4,934,000 | 1,266 |
| Fair value | $4,955,000 | 1,240 |
| 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 | $369,291,000 | 379 |
| U.S. Government securities | $288,946,000 | 356 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $288,946,000 | 346 |
| Securities issued by states & political subdivisions | $60,798,000 | 378 |
| Other domestic debt securities | $19,540,000 | 507 |
| Privately issued residential mortgage-backed securities | $19,540,000 | 263 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,000 | 1,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $201,477,000 | 299 |
| Mortgage-backed securities | $303,021,000 | 272 |
| Certificates of participation in pools of residential mortgages | $6,362,000 | 3,045 |
| Issued or guaranteed by U.S. | $6,362,000 | 3,036 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $296,659,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $277,119,000 | 125 |
| Privately issued | $19,540,000 | 256 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $369,291,000 | 341 |
| Total debt securities | $369,284,000 | 372 |
| Structured notes |
| Amortized cost | $5,443,000 | 1,069 |
| Fair value | $5,465,000 | 1,046 |
| 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 | $235,854,000 | 578 |
| U.S. Government securities | $158,348,000 | 619 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $158,348,000 | 589 |
| Securities issued by states & political subdivisions | $53,314,000 | 436 |
| Other domestic debt securities | $24,187,000 | 437 |
| Privately issued residential mortgage-backed securities | $24,187,000 | 233 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,000 | 1,378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $145,872,000 | 409 |
| Mortgage-backed securities | $182,535,000 | 380 |
| Certificates of participation in pools of residential mortgages | $7,040,000 | 2,876 |
| Issued or guaranteed by U.S. | $7,040,000 | 2,867 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $175,495,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $151,308,000 | 201 |
| Privately issued | $24,187,000 | 225 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $235,854,000 | 511 |
| Total debt securities | $235,850,000 | 566 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $233,395,000 | 566 |
| U.S. Government securities | $158,707,000 | 617 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $158,707,000 | 587 |
| Securities issued by states & political subdivisions | $46,883,000 | 484 |
| Other domestic debt securities | $27,799,000 | 397 |
| Privately issued residential mortgage-backed securities | $27,799,000 | 225 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,000 | 1,422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $163,263,000 | 374 |
| Mortgage-backed securities | $186,506,000 | 361 |
| Certificates of participation in pools of residential mortgages | $7,679,000 | 2,802 |
| Issued or guaranteed by U.S. | $7,679,000 | 2,794 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $178,827,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $151,028,000 | 194 |
| Privately issued | $27,799,000 | 217 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $233,395,000 | 496 |
| Total debt securities | $233,389,000 | 561 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $218,534,000 | 603 |
| U.S. Government securities | $147,261,000 | 658 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $147,261,000 | 627 |
| Securities issued by states & political subdivisions | $42,746,000 | 524 |
| Other domestic debt securities | $28,527,000 | 405 |
| Privately issued residential mortgage-backed securities | $28,527,000 | 237 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $171,173,000 | 365 |
| Mortgage-backed securities | $175,788,000 | 398 |
| Certificates of participation in pools of residential mortgages | $8,357,000 | 2,766 |
| Issued or guaranteed by U.S. | $8,357,000 | 2,760 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $167,431,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $138,904,000 | 203 |
| Privately issued | $28,527,000 | 228 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $218,534,000 | 528 |
| Total debt securities | $218,533,000 | 596 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $190,236,000 | 685 |
| U.S. Government securities | $124,727,000 | 739 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $124,727,000 | 715 |
| Securities issued by states & political subdivisions | $39,767,000 | 564 |
| Other domestic debt securities | $25,742,000 | 449 |
| Privately issued residential mortgage-backed securities | $25,742,000 | 264 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $151,851,000 | 412 |
| Mortgage-backed securities | $150,469,000 | 468 |
| Certificates of participation in pools of residential mortgages | $9,063,000 | 2,726 |
| Issued or guaranteed by U.S. | $9,063,000 | 2,719 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $141,406,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $115,664,000 | 216 |
| Privately issued | $25,742,000 | 257 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $190,236,000 | 593 |
| Total debt securities | $190,236,000 | 672 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $154,514,000 | 840 |
| U.S. Government securities | $87,988,000 | 1,004 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $87,988,000 | 970 |
| Securities issued by states & political subdivisions | $38,680,000 | 587 |
| Other domestic debt securities | $27,846,000 | 455 |
| Privately issued residential mortgage-backed securities | $27,846,000 | 271 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $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 | $110,363,000 | 534 |
| Mortgage-backed securities | $115,834,000 | 584 |
| Certificates of participation in pools of residential mortgages | $10,017,000 | 2,676 |
| Issued or guaranteed by U.S. | $10,017,000 | 2,668 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $105,817,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $77,971,000 | 285 |
| Privately issued | $27,846,000 | 265 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $154,514,000 | 727 |
| Total debt securities | $154,514,000 | 824 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $148,270,000 | 853 |
| U.S. Government securities | $82,919,000 | 1,043 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $82,919,000 | 1,002 |
| Securities issued by states & political subdivisions | $38,164,000 | 563 |
| Other domestic debt securities | $27,187,000 | 490 |
| Privately issued residential mortgage-backed securities | $27,187,000 | 290 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $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 | $104,361,000 | 542 |
| Mortgage-backed securities | $110,106,000 | 607 |
| Certificates of participation in pools of residential mortgages | $10,844,000 | 2,595 |
| Issued or guaranteed by U.S. | $10,844,000 | 2,585 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $99,262,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $72,075,000 | 275 |
| Privately issued | $27,187,000 | 281 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $148,270,000 | 734 |
| Total debt securities | $148,270,000 | 834 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $143,880,000 | 861 |
| U.S. Government securities | $91,169,000 | 946 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $91,169,000 | 916 |
| Securities issued by states & political subdivisions | $32,167,000 | 662 |
| Other domestic debt securities | $20,544,000 | 555 |
| Privately issued residential mortgage-backed securities | $20,544,000 | 360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $101,453,000 | 575 |
| Mortgage-backed securities | $111,713,000 | 601 |
| Certificates of participation in pools of residential mortgages | $11,743,000 | 2,540 |
| Issued or guaranteed by U.S. | $11,743,000 | 2,527 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $99,970,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $79,426,000 | 251 |
| Privately issued | $20,544,000 | 345 |
| 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) | $143,880,000 | 736 |
| Total debt securities | $143,879,000 | 840 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $132,511,000 | 924 |
| U.S. Government securities | $88,529,000 | 969 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $88,529,000 | 944 |
| Securities issued by states & political subdivisions | $22,218,000 | 976 |
| Other domestic debt securities | $21,764,000 | 503 |
| Privately issued residential mortgage-backed securities | $21,764,000 | 323 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $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 | $101,506,000 | 571 |
| Mortgage-backed securities | $110,293,000 | 603 |
| Certificates of participation in pools of residential mortgages | $10,746,000 | 2,636 |
| Issued or guaranteed by U.S. | $10,746,000 | 2,620 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $99,547,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $77,783,000 | 251 |
| Privately issued | $21,764,000 | 314 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $132,511,000 | 789 |
| Total debt securities | $132,511,000 | 905 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $110,916,000 | 1,070 |
| U.S. Government securities | $86,918,000 | 961 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $86,918,000 | 936 |
| Securities issued by states & political subdivisions | $2,664,000 | 3,895 |
| Other domestic debt securities | $21,334,000 | 498 |
| Privately issued residential mortgage-backed securities | $21,334,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $84,398,000 | 683 |
| Mortgage-backed securities | $108,252,000 | 579 |
| Certificates of participation in pools of residential mortgages | $11,186,000 | 2,499 |
| Issued or guaranteed by U.S. | $11,186,000 | 2,483 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $97,066,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $75,732,000 | 230 |
| Privately issued | $21,334,000 | 321 |
| 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) | $110,916,000 | 920 |
| Total debt securities | $110,916,000 | 1,054 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $95,952,000 | 1,260 |
| U.S. Government securities | $69,279,000 | 1,227 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $69,279,000 | 1,199 |
| Securities issued by states & political subdivisions | $3,191,000 | 3,689 |
| Other domestic debt securities | $23,482,000 | 496 |
| Privately issued residential mortgage-backed securities | $23,482,000 | 321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $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 | $86,650,000 | 641 |
| Mortgage-backed securities | $92,761,000 | 652 |
| Certificates of participation in pools of residential mortgages | $9,902,000 | 2,655 |
| Issued or guaranteed by U.S. | $9,902,000 | 2,637 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $82,859,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $59,377,000 | 278 |
| Privately issued | $23,482,000 | 303 |
| 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) | $95,952,000 | 1,090 |
| Total debt securities | $95,951,000 | 1,230 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $74,069,000 | 1,605 |
| U.S. Government securities | $46,595,000 | 1,777 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $46,595,000 | 1,746 |
| Securities issued by states & political subdivisions | $3,214,000 | 3,696 |
| Other domestic debt securities | $24,260,000 | 479 |
| Privately issued residential mortgage-backed securities | $24,260,000 | 313 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $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 | $70,855,000 | 765 |
| Mortgage-backed securities | $70,855,000 | 808 |
| Certificates of participation in pools of residential mortgages | $11,034,000 | 2,410 |
| Issued or guaranteed by U.S. | $11,034,000 | 2,396 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $59,821,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $35,561,000 | 390 |
| Privately issued | $24,260,000 | 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 | 3,628 |
| Available-for-sale securities (fair market value) | $74,069,000 | 1,400 |
| Total debt securities | $74,070,000 | 1,566 |
| 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 | $81,547,000 | 1,470 |
| U.S. Government securities | $51,123,000 | 1,637 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $51,123,000 | 1,603 |
| Securities issued by states & political subdivisions | $4,268,000 | 3,333 |
| Other domestic debt securities | $26,156,000 | 439 |
| Privately issued residential mortgage-backed securities | $26,156,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| 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 | $77,279,000 | 690 |
| Mortgage-backed securities | $77,279,000 | 685 |
| Certificates of participation in pools of residential mortgages | $11,553,000 | 2,110 |
| Issued or guaranteed by U.S. | $11,553,000 | 2,098 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $65,726,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $39,570,000 | 359 |
| Privately issued | $26,156,000 | 262 |
| 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) | $81,547,000 | 1,268 |
| Total debt securities | $81,548,000 | 1,433 |
| 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 | $90,329,000 | 1,321 |
| U.S. Government securities | $59,131,000 | 1,444 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $59,131,000 | 1,416 |
| Securities issued by states & political subdivisions | $4,727,000 | 3,174 |
| Other domestic debt securities | $26,471,000 | 411 |
| Privately issued residential mortgage-backed securities | $26,471,000 | 264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $80,869,000 | 656 |
| Mortgage-backed securities | $82,601,000 | 621 |
| Certificates of participation in pools of residential mortgages | $12,452,000 | 1,854 |
| Issued or guaranteed by U.S. | $12,452,000 | 1,844 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $70,149,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $43,678,000 | 330 |
| Privately issued | $26,471,000 | 251 |
| 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) | $90,329,000 | 1,146 |
| Total debt securities | $90,328,000 | 1,297 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $79,702,000 | 1,488 |
| U.S. Government securities | $73,993,000 | 1,184 |
| U.S. Treasury securities | $10,485,000 | 234 |
| U.S. Government agency obligations | $63,508,000 | 1,316 |
| Securities issued by states & political subdivisions | $5,709,000 | 2,885 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $29,848,000 | 1,548 |
| Mortgage-backed securities | $60,607,000 | 791 |
| Certificates of participation in pools of residential mortgages | $13,229,000 | 1,733 |
| Issued or guaranteed by U.S. | $13,229,000 | 1,728 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $47,378,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $47,378,000 | 318 |
| 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) | $79,702,000 | 1,290 |
| Total debt securities | $79,702,000 | 1,461 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $71,821,000 | 1,645 |
| U.S. Government securities | $66,416,000 | 1,299 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $66,416,000 | 1,267 |
| Securities issued by states & political subdivisions | $5,405,000 | 2,967 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $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 | $66,263,000 | 779 |
| Mortgage-backed securities | $66,416,000 | 732 |
| Certificates of participation in pools of residential mortgages | $14,498,000 | 1,634 |
| Issued or guaranteed by U.S. | $14,498,000 | 1,628 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $51,918,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $51,918,000 | 285 |
| 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) | $71,821,000 | 1,417 |
| Total debt securities | $71,821,000 | 1,606 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $76,993,000 | 1,574 |
| U.S. Government securities | $71,563,000 | 1,252 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $71,563,000 | 1,219 |
| Securities issued by states & political subdivisions | $5,430,000 | 2,987 |
| 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 | $70,182,000 | 738 |
| Mortgage-backed securities | $71,563,000 | 710 |
| Certificates of participation in pools of residential mortgages | $15,611,000 | 1,563 |
| Issued or guaranteed by U.S. | $15,611,000 | 1,556 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $55,952,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $55,952,000 | 278 |
| 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) | $76,993,000 | 1,371 |
| Total debt securities | $76,993,000 | 1,535 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $82,816,000 | 1,479 |
| U.S. Government securities | $76,784,000 | 1,184 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $76,784,000 | 1,144 |
| Securities issued by states & political subdivisions | $6,032,000 | 2,815 |
| 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 | $40,951,000 | 1,169 |
| Mortgage-backed securities | $76,784,000 | 678 |
| Certificates of participation in pools of residential mortgages | $16,671,000 | 1,511 |
| Issued or guaranteed by U.S. | $16,671,000 | 1,501 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $60,113,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $60,113,000 | 271 |
| 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) | $82,816,000 | 1,275 |
| Total debt securities | $82,816,000 | 1,451 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $87,561,000 | 1,379 |
| U.S. Government securities | $81,250,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $81,250,000 | 1,083 |
| Securities issued by states & political subdivisions | $6,311,000 | 2,715 |
| 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 | $43,318,000 | 1,100 |
| Mortgage-backed securities | $81,250,000 | 650 |
| Certificates of participation in pools of residential mortgages | $17,531,000 | 1,468 |
| Issued or guaranteed by U.S. | $17,531,000 | 1,461 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $63,719,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $63,719,000 | 254 |
| 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) | $87,561,000 | 1,189 |
| Total debt securities | $87,560,000 | 1,347 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $93,808,000 | 1,326 |
| U.S. Government securities | $87,413,000 | 1,054 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $87,413,000 | 1,015 |
| Securities issued by states & political subdivisions | $6,395,000 | 2,678 |
| 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 | $62,245,000 | 818 |
| Mortgage-backed securities | $87,413,000 | 612 |
| Certificates of participation in pools of residential mortgages | $18,972,000 | 1,401 |
| Issued or guaranteed by U.S. | $18,972,000 | 1,394 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $68,441,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $68,441,000 | 248 |
| 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) | $93,808,000 | 1,145 |
| Total debt securities | $93,808,000 | 1,291 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $100,263,000 | 1,248 |
| U.S. Government securities | $93,421,000 | 988 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $93,421,000 | 957 |
| Securities issued by states & political subdivisions | $6,842,000 | 2,566 |
| 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 | $66,540,000 | 773 |
| Mortgage-backed securities | $93,421,000 | 588 |
| Certificates of participation in pools of residential mortgages | $20,564,000 | 1,351 |
| Issued or guaranteed by U.S. | $20,564,000 | 1,342 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $72,857,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $72,857,000 | 240 |
| 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) | $100,263,000 | 1,063 |
| Total debt securities | $100,263,000 | 1,220 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $107,446,000 | 1,156 |
| U.S. Government securities | $100,304,000 | 904 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $100,304,000 | 877 |
| Securities issued by states & political subdivisions | $7,142,000 | 2,482 |
| 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 | $85,122,000 | 606 |
| Mortgage-backed securities | $100,304,000 | 571 |
| Certificates of participation in pools of residential mortgages | $22,538,000 | 1,291 |
| Issued or guaranteed by U.S. | $22,538,000 | 1,280 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $77,766,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $77,766,000 | 230 |
| 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) | $107,446,000 | 981 |
| Total debt securities | $107,447,000 | 1,124 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $109,738,000 | 1,145 |
| U.S. Government securities | $102,151,000 | 904 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $102,151,000 | 868 |
| Securities issued by states & political subdivisions | $7,587,000 | 2,357 |
| 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 | $85,122,000 | 597 |
| Mortgage-backed securities | $102,151,000 | 571 |
| Certificates of participation in pools of residential mortgages | $24,778,000 | 1,229 |
| Issued or guaranteed by U.S. | $24,778,000 | 1,219 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $77,373,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $77,373,000 | 242 |
| 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) | $109,738,000 | 967 |
| Total debt securities | $109,738,000 | 1,107 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $121,704,000 | 1,035 |
| U.S. Government securities | $114,130,000 | 819 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $114,130,000 | 789 |
| Securities issued by states & political subdivisions | $7,574,000 | 2,366 |
| 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 | $56,081,000 | 864 |
| Mortgage-backed securities | $107,104,000 | 565 |
| Certificates of participation in pools of residential mortgages | $26,725,000 | 1,205 |
| Issued or guaranteed by U.S. | $26,725,000 | 1,196 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $80,379,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $80,379,000 | 249 |
| 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) | $121,704,000 | 877 |
| Total debt securities | $121,704,000 | 1,002 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $119,362,000 | 1,078 |
| U.S. Government securities | $116,418,000 | 823 |
| U.S. Treasury securities | $505,000 | 1,570 |
| U.S. Government agency obligations | $115,913,000 | 789 |
| Securities issued by states & political subdivisions | $2,944,000 | 3,847 |
| 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 | $72,779,000 | 697 |
| Mortgage-backed securities | $7,448,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | $7,448,000 | 2,755 |
| Issued or guaranteed by U.S. | $7,448,000 | 2,748 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $978,000 | 3,264 |
| Available-for-sale securities (fair market value) | $118,384,000 | 921 |
| Total debt securities | $119,363,000 | 1,045 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $116,170,000 | 1,108 |
| U.S. Government securities | $112,652,000 | 846 |
| U.S. Treasury securities | $509,000 | 1,564 |
| U.S. Government agency obligations | $112,143,000 | 820 |
| Securities issued by states & political subdivisions | $3,518,000 | 3,612 |
| 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 | $62,908,000 | 782 |
| Mortgage-backed securities | $8,628,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $8,628,000 | 2,558 |
| Issued or guaranteed by U.S. | $8,628,000 | 2,549 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,171,000 | 3,186 |
| Available-for-sale securities (fair market value) | $114,999,000 | 943 |
| Total debt securities | $116,170,000 | 1,068 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $123,670,000 | 1,034 |
| U.S. Government securities | $117,416,000 | 831 |
| U.S. Treasury securities | $507,000 | 1,657 |
| U.S. Government agency obligations | $116,909,000 | 795 |
| Securities issued by states & political subdivisions | $6,254,000 | 2,688 |
| 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 | $64,558,000 | 728 |
| Mortgage-backed securities | $9,772,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $9,772,000 | 2,441 |
| Issued or guaranteed by U.S. | $9,772,000 | 2,433 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,175,000 | 3,212 |
| Available-for-sale securities (fair market value) | $122,495,000 | 895 |
| Total debt securities | $123,669,000 | 996 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $109,010,000 | 1,202 |
| U.S. Government securities | $102,641,000 | 937 |
| U.S. Treasury securities | $520,000 | 1,629 |
| U.S. Government agency obligations | $102,121,000 | 901 |
| Securities issued by states & political subdivisions | $6,369,000 | 2,679 |
| 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 | $51,828,000 | 879 |
| Mortgage-backed securities | $11,640,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $11,640,000 | 2,206 |
| Issued or guaranteed by U.S. | $11,640,000 | 2,197 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,179,000 | 3,209 |
| Available-for-sale securities (fair market value) | $107,831,000 | 1,038 |
| Total debt securities | $109,020,000 | 1,165 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $110,943,000 | 1,223 |
| U.S. Government securities | $104,448,000 | 954 |
| U.S. Treasury securities | $503,000 | 1,785 |
| U.S. Government agency obligations | $103,945,000 | 920 |
| Securities issued by states & political subdivisions | $6,495,000 | 2,665 |
| 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 | $47,324,000 | 950 |
| Mortgage-backed securities | $12,834,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $12,834,000 | 2,104 |
| Issued or guaranteed by U.S. | $12,834,000 | 2,089 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,228,000 | 3,226 |
| Available-for-sale securities (fair market value) | $109,715,000 | 1,060 |
| Total debt securities | $110,941,000 | 1,182 |
| Structured notes |
| Amortized cost | $9,991,000 | 302 |
| Fair value | $10,037,000 | 295 |
| 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 | $75,841,000 | 1,734 |
| U.S. Government securities | $68,923,000 | 1,385 |
| U.S. Treasury securities | $509,000 | 1,815 |
| U.S. Government agency obligations | $68,414,000 | 1,350 |
| Securities issued by states & political subdivisions | $6,918,000 | 2,559 |
| 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 | $46,625,000 | 919 |
| Mortgage-backed securities | $14,244,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $14,244,000 | 1,954 |
| Issued or guaranteed by U.S. | $14,244,000 | 1,945 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,415,000 | 3,162 |
| Available-for-sale securities (fair market value) | $74,426,000 | 1,494 |
| Total debt securities | $75,841,000 | 1,676 |
| Structured notes |
| Amortized cost | $9,991,000 | 251 |
| Fair value | $10,068,000 | 238 |
| 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 | $80,602,000 | 1,562 |
| U.S. Government securities | $72,745,000 | 1,266 |
| U.S. Treasury securities | $516,000 | 1,826 |
| U.S. Government agency obligations | $72,229,000 | 1,221 |
| Securities issued by states & political subdivisions | $7,857,000 | 2,310 |
| 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 | $45,695,000 | 906 |
| Mortgage-backed securities | $26,095,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $26,095,000 | 1,255 |
| Issued or guaranteed by U.S. | $26,095,000 | 1,250 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,406,000 | 3,201 |
| Available-for-sale securities (fair market value) | $79,196,000 | 1,361 |
| Total debt securities | $80,603,000 | 1,516 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $78,114,000 | 1,585 |
| U.S. Government securities | $70,092,000 | 1,304 |
| U.S. Treasury securities | $521,000 | 1,845 |
| U.S. Government agency obligations | $69,571,000 | 1,253 |
| Securities issued by states & political subdivisions | $8,022,000 | 2,204 |
| 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 | $45,532,000 | 903 |
| Mortgage-backed securities | $17,777,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $17,777,000 | 1,626 |
| Issued or guaranteed by U.S. | $17,777,000 | 1,620 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,565,000 | 3,151 |
| Available-for-sale securities (fair market value) | $76,549,000 | 1,368 |
| Total debt securities | $78,114,000 | 1,543 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $93,749,000 | 1,322 |
| U.S. Government securities | $85,685,000 | 1,063 |
| U.S. Treasury securities | $525,000 | 1,941 |
| U.S. Government agency obligations | $85,160,000 | 1,020 |
| Securities issued by states & political subdivisions | $8,064,000 | 2,161 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,167,000 | 847 |
| Mortgage-backed securities | $18,932,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $18,932,000 | 1,521 |
| Issued or guaranteed by U.S. | $18,932,000 | 1,515 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,585,000 | 3,217 |
| Available-for-sale securities (fair market value) | $92,164,000 | 1,133 |
| Total debt securities | $93,749,000 | 1,280 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $66,179,000 | 1,692 |
| U.S. Government securities | $64,115,000 | 1,270 |
| U.S. Treasury securities | $514,000 | 2,450 |
| U.S. Government agency obligations | $63,601,000 | 1,209 |
| Securities issued by states & political subdivisions | $2,063,000 | 4,289 |
| 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 | $55,324,000 | 712 |
| Mortgage-backed securities | $4,154,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $4,154,000 | 3,411 |
| Issued or guaranteed by U.S. | $4,154,000 | 3,398 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $334,000 | 4,482 |
| Available-for-sale securities (fair market value) | $65,845,000 | 1,404 |
| Total debt securities | $66,169,000 | 1,647 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $50,139,000 | 2,177 |
| U.S. Government securities | $47,251,000 | 1,692 |
| U.S. Treasury securities | $509,000 | 3,225 |
| U.S. Government agency obligations | $46,742,000 | 1,580 |
| Securities issued by states & political subdivisions | $2,610,000 | 3,943 |
| 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 | $278,000 | 5,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,736,000 | 1,190 |
| Mortgage-backed securities | $2,556,000 | 4,440 |
| Certificates of participation in pools of residential mortgages | $2,556,000 | 3,605 |
| Issued or guaranteed by U.S. | $2,556,000 | 3,590 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,579,000 | 4,095 |
| Available-for-sale securities (fair market value) | $48,560,000 | 1,770 |
| Total debt securities | $49,861,000 | 2,096 |
| 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 | $45,508,000 | 2,493 |
| U.S. Government securities | $42,887,000 | 1,966 |
| U.S. Treasury securities | $2,504,000 | 2,411 |
| U.S. Government agency obligations | $40,383,000 | 1,872 |
| Securities issued by states & political subdivisions | $2,411,000 | 4,301 |
| Other domestic debt securities | $2,000 | 3,954 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,635 |
| 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 | $208,000 | 5,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,429,000 | 1,416 |
| Mortgage-backed securities | $2,832,000 | 4,570 |
| Certificates of participation in pools of residential mortgages | $2,832,000 | 3,681 |
| Issued or guaranteed by U.S. | $2,830,000 | 3,665 |
| Privately issued | $2,000 | 303 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,447,000 | 4,007 |
| Available-for-sale securities (fair market value) | $43,061,000 | 2,020 |
| Total debt securities | $45,300,000 | 2,406 |
| 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 | $16,532,000 | 5,478 |
| U.S. Government securities | $13,120,000 | 5,206 |
| U.S. Treasury securities | $2,551,000 | 3,401 |
| U.S. Government agency obligations | $10,569,000 | 5,108 |
| Securities issued by states & political subdivisions | $3,208,000 | 3,855 |
| Other domestic debt securities | $93,000 | 3,529 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,684 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $90,000 | 2,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $111,000 | 6,366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,430,000 | 2,716 |
| Mortgage-backed securities | $56,000 | 7,700 |
| Certificates of participation in pools of residential mortgages | $56,000 | 7,214 |
| Issued or guaranteed by U.S. | $53,000 | 7,215 |
| Privately issued | $3,000 | 341 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,264,000 | 4,062 |
| Available-for-sale securities (fair market value) | $13,268,000 | 4,974 |
| Total debt securities | $16,421,000 | 5,360 |
| Structured notes |
| Amortized cost | $90,000 | 1,594 |
| Fair value | $90,000 | 1,591 |
| 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 | $20,901,000 | 4,756 |
| U.S. Government securities | $15,819,000 | 4,862 |
| U.S. Treasury securities | $8,329,000 | 2,140 |
| U.S. Government agency obligations | $7,490,000 | 6,161 |
| Securities issued by states & political subdivisions | $4,811,000 | 2,836 |
| Other domestic debt securities | $160,000 | 3,032 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,737 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $156,000 | 2,422 |
| Foreign debt securities | NA | NA |
| Equity securities | $111,000 | 6,288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,815,000 | 5,781 |
| Mortgage-backed securities | $80,000 | 7,996 |
| Certificates of participation in pools of residential mortgages | $80,000 | 7,401 |
| Issued or guaranteed by U.S. | $76,000 | 7,397 |
| Privately issued | $4,000 | 385 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,891,000 | 4,195 |
| Available-for-sale securities (fair market value) | $16,010,000 | 4,280 |
| Total debt securities | $20,790,000 | 4,661 |
| Structured notes |
| Amortized cost | $156,000 | 2,785 |
| Fair value | $156,000 | 2,786 |
| 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 | $23,622,000 | 4,698 |
| U.S. Government securities | $17,319,000 | 4,922 |
| U.S. Treasury securities | $10,521,000 | 2,120 |
| U.S. Government agency obligations | $6,798,000 | 6,791 |
| Securities issued by states & political subdivisions | $5,982,000 | 2,454 |
| Other domestic debt securities | $236,000 | 3,295 |
| Privately issued residential mortgage-backed securities | $5,000 | 2,070 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $231,000 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $85,000 | 6,575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,936,000 | 3,830 |
| Mortgage-backed securities | $106,000 | 8,471 |
| Certificates of participation in pools of residential mortgages | $106,000 | 7,842 |
| Issued or guaranteed by U.S. | $101,000 | 7,844 |
| Privately issued | $5,000 | 463 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,088,000 | 4,264 |
| Available-for-sale securities (fair market value) | $17,534,000 | 4,245 |
| Total debt securities | $23,537,000 | 4,610 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $22,018,000 | 5,196 |
| U.S. Government securities | $15,203,000 | 5,659 |
| U.S. Treasury securities | $9,774,000 | 2,777 |
| U.S. Government agency obligations | $5,429,000 | 7,469 |
| Securities issued by states & political subdivisions | $6,520,000 | 2,249 |
| Other domestic debt securities | $237,000 | 3,885 |
| Privately issued residential mortgage-backed securities | $7,000 | 2,493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $230,000 | 3,062 |
| Foreign debt securities | NA | NA |
| Equity securities | $58,000 | 6,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,417,000 | 3,343 |
| Mortgage-backed securities | $146,000 | 8,835 |
| Certificates of participation in pools of residential mortgages | $146,000 | 8,053 |
| Issued or guaranteed by U.S. | $139,000 | 8,056 |
| Privately issued | $7,000 | 545 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,666,000 | 4,336 |
| Available-for-sale securities (fair market value) | $15,352,000 | 4,814 |
| Total debt securities | $21,960,000 | 5,111 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $26,773,000 | 4,706 |
| U.S. Government securities | $17,676,000 | 5,425 |
| U.S. Treasury securities | $8,511,000 | 3,867 |
| U.S. Government agency obligations | $9,165,000 | 5,681 |
| Securities issued by states & political subdivisions | $6,776,000 | 2,251 |
| Other domestic debt securities | $2,263,000 | 1,887 |
| Privately issued residential mortgage-backed securities | $8,000 | 2,805 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,255,000 | 1,480 |
| Foreign debt securities | NA | NA |
| Equity securities | $58,000 | 6,762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,808,000 | 3,576 |
| Mortgage-backed securities | $178,000 | 9,317 |
| Certificates of participation in pools of residential mortgages | $178,000 | 8,443 |
| Issued or guaranteed by U.S. | $170,000 | 8,446 |
| Privately issued | $8,000 | 554 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,954,000 | 6,933 |
| Available-for-sale securities (fair market value) | $19,819,000 | 2,826 |
| Total debt securities | $26,715,000 | 4,637 |
| 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 | $28,506,000 | 4,676 |
| U.S. Government securities | $19,227,000 | 5,286 |
| U.S. Treasury securities | $6,916,000 | 4,640 |
| U.S. Government agency obligations | $12,311,000 | 4,798 |
| Securities issued by states & political subdivisions | $6,928,000 | 2,267 |
| Other domestic debt securities | $2,293,000 | 2,201 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,293,000 | 1,661 |
| Foreign debt securities | NA | NA |
| Equity securities | $58,000 | 6,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,340,000 | 3,528 |
| Mortgage-backed securities | $270,000 | 9,755 |
| Certificates of participation in pools of residential mortgages | $270,000 | 8,747 |
| Issued or guaranteed by U.S. | $270,000 | 8,693 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $28,448,000 | 4,576 |
| 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 | $31,398,000 | 4,283 |
| U.S. Government securities | $23,249,000 | 4,488 |
| U.S. Treasury securities | $6,753,000 | 4,741 |
| U.S. Government agency obligations | $16,496,000 | 3,823 |
| Securities issued by states & political subdivisions | $5,591,000 | 2,492 |
| Other domestic debt securities | $2,525,000 | 2,586 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,525,000 | 1,812 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,000 | 6,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,100,000 | 3,518 |
| Mortgage-backed securities | $362,000 | 10,067 |
| Certificates of participation in pools of residential mortgages | $362,000 | 8,960 |
| Issued or guaranteed by U.S. | $362,000 | 8,891 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $31,365,000 | 4,196 |
| 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 |
