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BREMER BANK, Securities
| 2014-09-30 | Rank | |
| Total securities | $196,449,000 | 769 |
| U.S. Government securities | $111,412,000 | 905 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $111,412,000 | 872 |
| Securities issued by states & political subdivisions | $63,138,000 | 550 |
| Other domestic debt securities | $21,899,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $21,899,000 | 87 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,633,000 | 403 |
| Mortgage-backed securities | $105,700,000 | 650 |
| Certificates of participation in pools of residential mortgages | $94,996,000 | 475 |
| Issued or guaranteed by U.S. | $94,996,000 | 474 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,704,000 | 1,299 |
| CMOs issued by government agencies or sponsored agencies | $10,704,000 | 1,234 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $53,042,000 | 422 |
| Available-for-sale securities (fair market value) | $143,407,000 | 925 |
| Total debt securities | $196,449,000 | 759 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $204,838,000 | 746 |
| U.S. Government securities | $115,817,000 | 886 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $115,817,000 | 853 |
| Securities issued by states & political subdivisions | $67,122,000 | 503 |
| Other domestic debt securities | $21,899,000 | 392 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $21,899,000 | 96 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,152,000 | 420 |
| Mortgage-backed securities | $110,072,000 | 628 |
| Certificates of participation in pools of residential mortgages | $98,478,000 | 461 |
| Issued or guaranteed by U.S. | $98,478,000 | 460 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,594,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $11,594,000 | 1,197 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $54,986,000 | 404 |
| Available-for-sale securities (fair market value) | $149,852,000 | 886 |
| Total debt securities | $204,835,000 | 737 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $249,647,000 | 615 |
| U.S. Government securities | $159,231,000 | 662 |
| U.S. Treasury securities | $39,998,000 | 119 |
| U.S. Government agency obligations | $119,233,000 | 839 |
| Securities issued by states & political subdivisions | $68,517,000 | 488 |
| Other domestic debt securities | $21,899,000 | 395 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $21,899,000 | 100 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,084,000 | 391 |
| Mortgage-backed securities | $112,984,000 | 615 |
| Certificates of participation in pools of residential mortgages | $100,661,000 | 454 |
| Issued or guaranteed by U.S. | $100,661,000 | 453 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $12,323,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $12,323,000 | 1,157 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $56,646,000 | 388 |
| Available-for-sale securities (fair market value) | $193,001,000 | 695 |
| Total debt securities | $249,648,000 | 605 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $215,882,000 | 704 |
| U.S. Government securities | $78,246,000 | 1,256 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $78,246,000 | 1,215 |
| Securities issued by states & political subdivisions | $69,262,000 | 477 |
| Other domestic debt securities | $68,374,000 | 179 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $68,374,000 | 57 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,763,000 | 352 |
| Mortgage-backed securities | $67,042,000 | 958 |
| Certificates of participation in pools of residential mortgages | $53,982,000 | 796 |
| Issued or guaranteed by U.S. | $53,982,000 | 795 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,060,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $13,060,000 | 1,117 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $58,654,000 | 367 |
| Available-for-sale securities (fair market value) | $157,228,000 | 850 |
| Total debt securities | $215,882,000 | 697 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $212,522,000 | 726 |
| U.S. Government securities | $119,817,000 | 853 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $119,817,000 | 830 |
| Securities issued by states & political subdivisions | $68,392,000 | 486 |
| Other domestic debt securities | $24,313,000 | 398 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $24,313,000 | 97 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,319,000 | 314 |
| Mortgage-backed securities | $95,915,000 | 695 |
| Certificates of participation in pools of residential mortgages | $56,950,000 | 765 |
| Issued or guaranteed by U.S. | $56,950,000 | 765 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $38,965,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $38,965,000 | 543 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $57,730,000 | 358 |
| Available-for-sale securities (fair market value) | $154,792,000 | 871 |
| Total debt securities | $212,521,000 | 714 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $199,604,000 | 776 |
| U.S. Government securities | $139,128,000 | 748 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $139,128,000 | 722 |
| Securities issued by states & political subdivisions | $60,476,000 | 576 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $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 | $181,777,000 | 358 |
| Mortgage-backed securities | $114,840,000 | 606 |
| Certificates of participation in pools of residential mortgages | $74,539,000 | 609 |
| Issued or guaranteed by U.S. | $74,539,000 | 606 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $40,301,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $40,301,000 | 530 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $58,189,000 | 333 |
| Available-for-sale securities (fair market value) | $141,415,000 | 969 |
| Total debt securities | $199,605,000 | 766 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $208,866,000 | 746 |
| U.S. Government securities | $149,290,000 | 708 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $149,290,000 | 681 |
| Securities issued by states & political subdivisions | $57,779,000 | 594 |
| Other domestic debt securities | $1,797,000 | 1,675 |
| Privately issued residential mortgage-backed securities | $1,797,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,162,000 | 351 |
| Mortgage-backed securities | $125,978,000 | 574 |
| Certificates of participation in pools of residential mortgages | $82,303,000 | 560 |
| Issued or guaranteed by U.S. | $82,303,000 | 559 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $43,675,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $41,878,000 | 534 |
| Privately issued | $1,797,000 | 436 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $57,779,000 | 312 |
| Available-for-sale securities (fair market value) | $151,087,000 | 916 |
| Total debt securities | $208,868,000 | 736 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $192,855,000 | 784 |
| U.S. Government securities | $132,447,000 | 782 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $132,447,000 | 748 |
| Securities issued by states & political subdivisions | $58,226,000 | 572 |
| Other domestic debt securities | $2,182,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $2,182,000 | 434 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,982,000 | 375 |
| Mortgage-backed securities | $109,289,000 | 649 |
| Certificates of participation in pools of residential mortgages | $90,551,000 | 496 |
| Issued or guaranteed by U.S. | $90,551,000 | 494 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $18,738,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $16,556,000 | 1,063 |
| Privately issued | $2,182,000 | 421 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $58,226,000 | 307 |
| Available-for-sale securities (fair market value) | $134,629,000 | 1,011 |
| Total debt securities | $192,855,000 | 772 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $204,316,000 | 752 |
| U.S. Government securities | $143,507,000 | 732 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $143,507,000 | 708 |
| Securities issued by states & political subdivisions | $58,312,000 | 543 |
| Other domestic debt securities | $2,497,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $2,497,000 | 446 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,100,000 | 352 |
| Mortgage-backed securities | $119,859,000 | 639 |
| Certificates of participation in pools of residential mortgages | $99,936,000 | 476 |
| Issued or guaranteed by U.S. | $99,936,000 | 475 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $19,923,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $17,426,000 | 1,080 |
| Privately issued | $2,497,000 | 429 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $58,312,000 | 307 |
| Available-for-sale securities (fair market value) | $146,004,000 | 947 |
| Total debt securities | $204,316,000 | 738 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $212,342,000 | 719 |
| U.S. Government securities | $151,673,000 | 701 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $151,673,000 | 682 |
| Securities issued by states & political subdivisions | $57,852,000 | 515 |
| Other domestic debt securities | $2,817,000 | 1,405 |
| Privately issued residential mortgage-backed securities | $2,817,000 | 449 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,753,000 | 340 |
| Mortgage-backed securities | $128,267,000 | 607 |
| Certificates of participation in pools of residential mortgages | $107,222,000 | 456 |
| Issued or guaranteed by U.S. | $107,222,000 | 454 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,045,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $18,228,000 | 1,064 |
| Privately issued | $2,817,000 | 431 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $57,852,000 | 308 |
| Available-for-sale securities (fair market value) | $154,490,000 | 893 |
| Total debt securities | $212,343,000 | 709 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $218,742,000 | 719 |
| U.S. Government securities | $158,025,000 | 701 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $158,025,000 | 683 |
| Securities issued by states & political subdivisions | $57,508,000 | 502 |
| Other domestic debt securities | $3,209,000 | 1,293 |
| Privately issued residential mortgage-backed securities | $3,209,000 | 444 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,837,000 | 339 |
| Mortgage-backed securities | $134,432,000 | 599 |
| Certificates of participation in pools of residential mortgages | $112,297,000 | 444 |
| Issued or guaranteed by U.S. | $112,297,000 | 443 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,135,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $18,926,000 | 1,058 |
| Privately issued | $3,209,000 | 425 |
| 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) | $57,508,000 | 318 |
| Available-for-sale securities (fair market value) | $161,234,000 | 852 |
| Total debt securities | $218,746,000 | 709 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $227,719,000 | 662 |
| U.S. Government securities | $165,020,000 | 642 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $165,020,000 | 625 |
| Securities issued by states & political subdivisions | $58,919,000 | 479 |
| Other domestic debt securities | $3,780,000 | 1,200 |
| Privately issued residential mortgage-backed securities | $3,780,000 | 461 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| 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 | $211,040,000 | 293 |
| Mortgage-backed securities | $141,820,000 | 556 |
| Certificates of participation in pools of residential mortgages | $118,440,000 | 402 |
| Issued or guaranteed by U.S. | $118,440,000 | 401 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $23,380,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $19,600,000 | 965 |
| Privately issued | $3,780,000 | 441 |
| 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) | $58,919,000 | 314 |
| Available-for-sale securities (fair market value) | $168,800,000 | 791 |
| Total debt securities | $227,720,000 | 649 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $234,206,000 | 633 |
| U.S. Government securities | $172,696,000 | 607 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $172,696,000 | 584 |
| Securities issued by states & political subdivisions | $57,078,000 | 464 |
| Other domestic debt securities | $4,432,000 | 1,110 |
| Privately issued residential mortgage-backed securities | $4,432,000 | 460 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| 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 | $212,016,000 | 287 |
| Mortgage-backed securities | $149,513,000 | 521 |
| Certificates of participation in pools of residential mortgages | $124,934,000 | 367 |
| Issued or guaranteed by U.S. | $124,934,000 | 364 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $24,579,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $20,147,000 | 938 |
| Privately issued | $4,432,000 | 439 |
| 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) | $57,078,000 | 307 |
| Available-for-sale securities (fair market value) | $177,128,000 | 734 |
| Total debt securities | $234,207,000 | 624 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $236,756,000 | 619 |
| U.S. Government securities | $176,609,000 | 605 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $176,609,000 | 585 |
| Securities issued by states & political subdivisions | $55,203,000 | 454 |
| Other domestic debt securities | $4,944,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $4,944,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| 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 | $214,298,000 | 287 |
| Mortgage-backed securities | $153,947,000 | 493 |
| Certificates of participation in pools of residential mortgages | $128,282,000 | 345 |
| Issued or guaranteed by U.S. | $128,282,000 | 343 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $25,665,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $20,721,000 | 891 |
| Privately issued | $4,944,000 | 431 |
| 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) | $55,203,000 | 312 |
| Available-for-sale securities (fair market value) | $181,553,000 | 711 |
| Total debt securities | $236,757,000 | 610 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $231,674,000 | 631 |
| U.S. Government securities | $164,060,000 | 655 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $164,060,000 | 624 |
| Securities issued by states & political subdivisions | $53,789,000 | 454 |
| Other domestic debt securities | $13,825,000 | 588 |
| Privately issued residential mortgage-backed securities | $13,825,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| 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 | $212,666,000 | 290 |
| Mortgage-backed securities | $150,258,000 | 481 |
| Certificates of participation in pools of residential mortgages | $115,203,000 | 377 |
| Issued or guaranteed by U.S. | $115,203,000 | 374 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $35,055,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $21,230,000 | 846 |
| Privately issued | $13,825,000 | 283 |
| 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) | $53,789,000 | 315 |
| Available-for-sale securities (fair market value) | $177,885,000 | 721 |
| Total debt securities | $231,674,000 | 621 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $229,197,000 | 612 |
| U.S. Government securities | $162,077,000 | 632 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $162,077,000 | 604 |
| Securities issued by states & political subdivisions | $51,063,000 | 466 |
| Other domestic debt securities | $16,057,000 | 570 |
| Privately issued residential mortgage-backed securities | $16,057,000 | 298 |
| 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 | $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 | $205,938,000 | 292 |
| Mortgage-backed securities | $125,236,000 | 554 |
| Certificates of participation in pools of residential mortgages | $87,294,000 | 464 |
| Issued or guaranteed by U.S. | $87,294,000 | 461 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $37,942,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $21,885,000 | 803 |
| Privately issued | $16,057,000 | 286 |
| 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) | $76,061,000 | 235 |
| Available-for-sale securities (fair market value) | $153,136,000 | 792 |
| Total debt securities | $229,197,000 | 601 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $208,941,000 | 656 |
| U.S. Government securities | $141,083,000 | 694 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $141,083,000 | 661 |
| Securities issued by states & political subdivisions | $49,669,000 | 479 |
| Other domestic debt securities | $18,189,000 | 519 |
| Privately issued residential mortgage-backed securities | $18,189,000 | 288 |
| 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 | $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 | $194,584,000 | 298 |
| Mortgage-backed securities | $89,149,000 | 713 |
| Certificates of participation in pools of residential mortgages | $70,947,000 | 532 |
| Issued or guaranteed by U.S. | $70,947,000 | 526 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,202,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,443 |
| Privately issued | $18,189,000 | 275 |
| 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) | $49,669,000 | 330 |
| Available-for-sale securities (fair market value) | $159,272,000 | 740 |
| Total debt securities | $208,944,000 | 643 |
| 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 | $214,591,000 | 624 |
| U.S. Government securities | $146,231,000 | 654 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $146,231,000 | 625 |
| Securities issued by states & political subdivisions | $48,499,000 | 458 |
| Other domestic debt securities | $19,861,000 | 495 |
| Privately issued residential mortgage-backed securities | $19,861,000 | 288 |
| 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 | $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 | $199,634,000 | 307 |
| Mortgage-backed securities | $96,242,000 | 663 |
| Certificates of participation in pools of residential mortgages | $76,368,000 | 493 |
| Issued or guaranteed by U.S. | $76,368,000 | 488 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $19,874,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,368 |
| Privately issued | $19,861,000 | 276 |
| 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) | $48,499,000 | 351 |
| Available-for-sale securities (fair market value) | $166,092,000 | 713 |
| Total debt securities | $214,593,000 | 612 |
| 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 | $229,325,000 | 579 |
| U.S. Government securities | $159,486,000 | 604 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $159,486,000 | 574 |
| Securities issued by states & political subdivisions | $48,948,000 | 430 |
| Other domestic debt securities | $20,891,000 | 496 |
| Privately issued residential mortgage-backed securities | $20,891,000 | 289 |
| 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 | $212,495,000 | 296 |
| Mortgage-backed securities | $116,326,000 | 588 |
| Certificates of participation in pools of residential mortgages | $95,421,000 | 434 |
| Issued or guaranteed by U.S. | $95,421,000 | 430 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,905,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,349 |
| Privately issued | $20,891,000 | 279 |
| 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) | $48,948,000 | 354 |
| Available-for-sale securities (fair market value) | $180,377,000 | 646 |
| Total debt securities | $229,327,000 | 572 |
| 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 | $236,718,000 | 547 |
| U.S. Government securities | $165,177,000 | 565 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $165,177,000 | 545 |
| Securities issued by states & political subdivisions | $49,192,000 | 427 |
| Other domestic debt securities | $22,349,000 | 485 |
| Privately issued residential mortgage-backed securities | $22,349,000 | 291 |
| 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 | $223,248,000 | 286 |
| Mortgage-backed securities | $123,640,000 | 558 |
| Certificates of participation in pools of residential mortgages | $101,277,000 | 418 |
| Issued or guaranteed by U.S. | $101,277,000 | 415 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,363,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,349 |
| Privately issued | $22,349,000 | 282 |
| 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) | $49,192,000 | 355 |
| Available-for-sale securities (fair market value) | $187,526,000 | 600 |
| Total debt securities | $236,716,000 | 542 |
| 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 | $202,653,000 | 642 |
| U.S. Government securities | $140,758,000 | 646 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $140,758,000 | 618 |
| Securities issued by states & political subdivisions | $47,779,000 | 442 |
| Other domestic debt securities | $14,116,000 | 723 |
| Privately issued residential mortgage-backed securities | $14,116,000 | 420 |
| 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 | $194,967,000 | 325 |
| Mortgage-backed securities | $123,390,000 | 564 |
| Certificates of participation in pools of residential mortgages | $109,259,000 | 409 |
| Issued or guaranteed by U.S. | $109,259,000 | 406 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $14,131,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,337 |
| Privately issued | $14,116,000 | 402 |
| 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) | $47,779,000 | 380 |
| Available-for-sale securities (fair market value) | $154,874,000 | 724 |
| Total debt securities | $202,655,000 | 628 |
| 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 | $223,756,000 | 568 |
| U.S. Government securities | $161,218,000 | 552 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $161,218,000 | 531 |
| Securities issued by states & political subdivisions | $47,514,000 | 429 |
| Other domestic debt securities | $15,024,000 | 710 |
| Privately issued residential mortgage-backed securities | $15,024,000 | 412 |
| 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 | $209,511,000 | 304 |
| Mortgage-backed securities | $130,340,000 | 545 |
| Certificates of participation in pools of residential mortgages | $115,300,000 | 403 |
| Issued or guaranteed by U.S. | $115,300,000 | 397 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $15,040,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,325 |
| Privately issued | $15,024,000 | 398 |
| 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) | $47,514,000 | 384 |
| Available-for-sale securities (fair market value) | $176,242,000 | 617 |
| Total debt securities | $223,760,000 | 552 |
| 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 | $228,448,000 | 544 |
| U.S. Government securities | $161,834,000 | 561 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $161,834,000 | 541 |
| Securities issued by states & political subdivisions | $50,208,000 | 376 |
| Other domestic debt securities | $16,406,000 | 650 |
| Privately issued residential mortgage-backed securities | $16,406,000 | 401 |
| 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 | $211,751,000 | 307 |
| Mortgage-backed securities | $125,882,000 | 547 |
| Certificates of participation in pools of residential mortgages | $109,459,000 | 437 |
| Issued or guaranteed by U.S. | $109,459,000 | 431 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,423,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,321 |
| Privately issued | $16,406,000 | 383 |
| 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) | $49,188,000 | 371 |
| Available-for-sale securities (fair market value) | $179,260,000 | 592 |
| Total debt securities | $228,456,000 | 532 |
| 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 | $236,431,000 | 520 |
| U.S. Government securities | $185,903,000 | 476 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $185,903,000 | 464 |
| Securities issued by states & political subdivisions | $50,528,000 | 358 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $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 | $209,705,000 | 310 |
| Mortgage-backed securities | $148,888,000 | 467 |
| Certificates of participation in pools of residential mortgages | $148,870,000 | 314 |
| Issued or guaranteed by U.S. | $148,870,000 | 308 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $18,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,316 |
| 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) | $49,504,000 | 365 |
| Available-for-sale securities (fair market value) | $186,927,000 | 558 |
| Total debt securities | $236,433,000 | 507 |
| 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 | $225,580,000 | 538 |
| U.S. Government securities | $177,288,000 | 483 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $177,288,000 | 469 |
| Securities issued by states & political subdivisions | $48,292,000 | 360 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $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 | $212,827,000 | 303 |
| Mortgage-backed securities | $152,579,000 | 442 |
| Certificates of participation in pools of residential mortgages | $152,560,000 | 298 |
| Issued or guaranteed by U.S. | $152,560,000 | 293 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $19,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,245 |
| 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) | $47,265,000 | 365 |
| Available-for-sale securities (fair market value) | $178,315,000 | 568 |
| Total debt securities | $225,583,000 | 526 |
| 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 | $230,494,000 | 540 |
| U.S. Government securities | $183,099,000 | 466 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $183,099,000 | 455 |
| Securities issued by states & political subdivisions | $47,395,000 | 375 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $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 | $219,587,000 | 293 |
| Mortgage-backed securities | $158,368,000 | 428 |
| Certificates of participation in pools of residential mortgages | $158,348,000 | 291 |
| Issued or guaranteed by U.S. | $158,348,000 | 286 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $20,000 | 3,618 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,273 |
| 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) | $46,367,000 | 375 |
| Available-for-sale securities (fair market value) | $184,127,000 | 550 |
| Total debt securities | $230,498,000 | 523 |
| 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 | $245,799,000 | 508 |
| U.S. Government securities | $197,606,000 | 442 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $197,606,000 | 430 |
| Securities issued by states & political subdivisions | $48,193,000 | 376 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $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 | $228,135,000 | 280 |
| Mortgage-backed securities | $172,512,000 | 390 |
| Certificates of participation in pools of residential mortgages | $172,490,000 | 264 |
| Issued or guaranteed by U.S. | $172,490,000 | 258 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $22,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,256 |
| 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) | $47,154,000 | 351 |
| Available-for-sale securities (fair market value) | $198,645,000 | 536 |
| Total debt securities | $245,801,000 | 493 |
| 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 | $245,152,000 | 502 |
| U.S. Government securities | $196,005,000 | 448 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $196,005,000 | 434 |
| Securities issued by states & political subdivisions | $49,147,000 | 355 |
| Other domestic debt securities | $0 | 3,016 |
| 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 | $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 | $232,771,000 | 276 |
| Mortgage-backed securities | $171,263,000 | 375 |
| Certificates of participation in pools of residential mortgages | $171,240,000 | 235 |
| Issued or guaranteed by U.S. | $171,240,000 | 229 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,206 |
| 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) | $48,107,000 | 356 |
| Available-for-sale securities (fair market value) | $197,045,000 | 521 |
| Total debt securities | $245,156,000 | 488 |
| 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 | $227,923,000 | 556 |
| U.S. Government securities | $179,137,000 | 496 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $179,137,000 | 485 |
| Securities issued by states & political subdivisions | $48,786,000 | 361 |
| Other domestic debt securities | $0 | 2,992 |
| 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 | $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 | $219,300,000 | 279 |
| Mortgage-backed securities | $123,729,000 | 459 |
| Certificates of participation in pools of residential mortgages | $123,705,000 | 311 |
| Issued or guaranteed by U.S. | $123,705,000 | 306 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $24,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,171 |
| 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) | $47,748,000 | 381 |
| Available-for-sale securities (fair market value) | $180,175,000 | 577 |
| Total debt securities | $227,924,000 | 539 |
| 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 | $229,400,000 | 539 |
| U.S. Government securities | $181,218,000 | 487 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $181,218,000 | 474 |
| Securities issued by states & political subdivisions | $48,182,000 | 360 |
| 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 | $224,932,000 | 279 |
| Mortgage-backed securities | $126,951,000 | 454 |
| Certificates of participation in pools of residential mortgages | $126,926,000 | 308 |
| Issued or guaranteed by U.S. | $126,926,000 | 301 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $25,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,154 |
| 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) | $47,146,000 | 401 |
| Available-for-sale securities (fair market value) | $182,254,000 | 565 |
| Total debt securities | $229,401,000 | 525 |
| 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 | $227,846,000 | 549 |
| U.S. Government securities | $180,330,000 | 495 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $180,330,000 | 480 |
| Securities issued by states & political subdivisions | $47,516,000 | 368 |
| 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 | $218,652,000 | 280 |
| Mortgage-backed securities | $136,173,000 | 435 |
| Certificates of participation in pools of residential mortgages | $136,146,000 | 298 |
| Issued or guaranteed by U.S. | $136,146,000 | 290 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $27,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,159 |
| 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) | $46,467,000 | 415 |
| Available-for-sale securities (fair market value) | $181,379,000 | 562 |
| Total debt securities | $227,846,000 | 531 |
| 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 | $225,422,000 | 554 |
| U.S. Government securities | $176,932,000 | 517 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $176,932,000 | 498 |
| Securities issued by states & political subdivisions | $48,490,000 | 360 |
| 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 | $214,619,000 | 282 |
| Mortgage-backed securities | $144,779,000 | 414 |
| Certificates of participation in pools of residential mortgages | $144,750,000 | 282 |
| Issued or guaranteed by U.S. | $144,750,000 | 275 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $29,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,162 |
| 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) | $47,440,000 | 425 |
| Available-for-sale securities (fair market value) | $177,982,000 | 575 |
| Total debt securities | $225,426,000 | 542 |
| 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 | $229,445,000 | 562 |
| U.S. Government securities | $180,989,000 | 520 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $180,989,000 | 502 |
| Securities issued by states & political subdivisions | $48,456,000 | 353 |
| 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 | $217,614,000 | 283 |
| Mortgage-backed securities | $154,742,000 | 405 |
| Certificates of participation in pools of residential mortgages | $154,711,000 | 280 |
| Issued or guaranteed by U.S. | $154,711,000 | 273 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $31,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,151 |
| 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) | $47,400,000 | 450 |
| Available-for-sale securities (fair market value) | $182,045,000 | 580 |
| Total debt securities | $229,447,000 | 546 |
| 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 | $222,766,000 | 587 |
| U.S. Government securities | $175,716,000 | 551 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $175,716,000 | 533 |
| Securities issued by states & political subdivisions | $47,050,000 | 361 |
| 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 | $211,787,000 | 299 |
| Mortgage-backed securities | $159,467,000 | 405 |
| Certificates of participation in pools of residential mortgages | $159,434,000 | 279 |
| Issued or guaranteed by U.S. | $159,434,000 | 274 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $33,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,143 |
| 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) | $46,012,000 | 463 |
| Available-for-sale securities (fair market value) | $176,754,000 | 600 |
| Total debt securities | $222,769,000 | 570 |
| 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 | $228,817,000 | 581 |
| U.S. Government securities | $180,918,000 | 546 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $180,918,000 | 526 |
| Securities issued by states & political subdivisions | $47,899,000 | 355 |
| 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 | $219,751,000 | 289 |
| Mortgage-backed securities | $164,514,000 | 400 |
| Certificates of participation in pools of residential mortgages | $164,479,000 | 277 |
| Issued or guaranteed by U.S. | $164,479,000 | 270 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,148 |
| 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) | $46,841,000 | 464 |
| Available-for-sale securities (fair market value) | $181,976,000 | 598 |
| Total debt securities | $228,819,000 | 568 |
| 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 | $238,973,000 | 565 |
| U.S. Government securities | $190,828,000 | 535 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $190,828,000 | 511 |
| Securities issued by states & political subdivisions | $48,145,000 | 349 |
| 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 | $234,049,000 | 278 |
| Mortgage-backed securities | $169,339,000 | 399 |
| Certificates of participation in pools of residential mortgages | $169,301,000 | 278 |
| Issued or guaranteed by U.S. | $169,301,000 | 272 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $38,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,158 |
| 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) | $47,075,000 | 480 |
| Available-for-sale securities (fair market value) | $191,898,000 | 563 |
| Total debt securities | $238,977,000 | 546 |
| 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 | $225,937,000 | 587 |
| U.S. Government securities | $181,340,000 | 561 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $181,340,000 | 533 |
| Securities issued by states & political subdivisions | $44,597,000 | 379 |
| 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 | $207,967,000 | 302 |
| Mortgage-backed securities | $157,755,000 | 421 |
| Certificates of participation in pools of residential mortgages | $157,713,000 | 299 |
| Issued or guaranteed by U.S. | $157,713,000 | 294 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $42,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,162 |
| 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) | $43,515,000 | 518 |
| Available-for-sale securities (fair market value) | $182,422,000 | 587 |
| Total debt securities | $225,937,000 | 568 |
| 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 | $223,188,000 | 585 |
| U.S. Government securities | $182,874,000 | 551 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $182,874,000 | 530 |
| Securities issued by states & political subdivisions | $40,314,000 | 429 |
| 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 | $207,444,000 | 292 |
| Mortgage-backed securities | $151,151,000 | 444 |
| Certificates of participation in pools of residential mortgages | $151,105,000 | 312 |
| Issued or guaranteed by U.S. | $151,105,000 | 303 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $46,000 | 3,515 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,194 |
| 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) | $39,219,000 | 569 |
| Available-for-sale securities (fair market value) | $183,969,000 | 579 |
| Total debt securities | $223,191,000 | 571 |
| 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 | $221,497,000 | 601 |
| U.S. Government securities | $183,943,000 | 553 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $183,943,000 | 529 |
| Securities issued by states & political subdivisions | $37,554,000 | 457 |
| 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 | $209,472,000 | 287 |
| Mortgage-backed securities | $152,415,000 | 450 |
| Certificates of participation in pools of residential mortgages | $152,365,000 | 319 |
| Issued or guaranteed by U.S. | $152,365,000 | 312 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $50,000 | 3,548 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,232 |
| 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) | $36,480,000 | 614 |
| Available-for-sale securities (fair market value) | $185,017,000 | 583 |
| Total debt securities | $221,502,000 | 581 |
| 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 | $221,550,000 | 612 |
| U.S. Government securities | $183,083,000 | 575 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $183,083,000 | 549 |
| Securities issued by states & political subdivisions | $38,467,000 | 449 |
| 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 | $203,446,000 | 294 |
| Mortgage-backed securities | $149,254,000 | 462 |
| Certificates of participation in pools of residential mortgages | $149,199,000 | 327 |
| Issued or guaranteed by U.S. | $149,199,000 | 322 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $55,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,251 |
| 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) | $37,381,000 | 606 |
| Available-for-sale securities (fair market value) | $184,169,000 | 603 |
| Total debt securities | $221,553,000 | 595 |
| 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 | $212,296,000 | 641 |
| U.S. Government securities | $175,160,000 | 590 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $175,160,000 | 566 |
| Securities issued by states & political subdivisions | $37,136,000 | 469 |
| 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 | $192,372,000 | 296 |
| Mortgage-backed securities | $145,127,000 | 471 |
| Certificates of participation in pools of residential mortgages | $145,066,000 | 340 |
| Issued or guaranteed by U.S. | $145,066,000 | 335 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $61,000 | 3,578 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,259 |
| 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) | $36,038,000 | 621 |
| Available-for-sale securities (fair market value) | $176,258,000 | 626 |
| Total debt securities | $212,300,000 | 623 |
| 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 | $88,200,000 | 1,483 |
| U.S. Government securities | $67,835,000 | 1,399 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $67,835,000 | 1,342 |
| Securities issued by states & political subdivisions | $20,365,000 | 926 |
| 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 | $83,838,000 | 576 |
| Mortgage-backed securities | $53,849,000 | 981 |
| Certificates of participation in pools of residential mortgages | $53,782,000 | 712 |
| Issued or guaranteed by U.S. | $53,782,000 | 709 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $67,000 | 3,633 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,323 |
| 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) | $19,289,000 | 976 |
| Available-for-sale securities (fair market value) | $68,911,000 | 1,542 |
| Total debt securities | $88,200,000 | 1,431 |
| 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 | $93,951,000 | 1,404 |
| U.S. Government securities | $73,497,000 | 1,281 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $73,497,000 | 1,234 |
| Securities issued by states & political subdivisions | $20,454,000 | 945 |
| 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 | $88,361,000 | 545 |
| Mortgage-backed securities | $59,281,000 | 933 |
| Certificates of participation in pools of residential mortgages | $59,208,000 | 673 |
| Issued or guaranteed by U.S. | $59,208,000 | 667 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $73,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,364 |
| 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) | $19,331,000 | 951 |
| Available-for-sale securities (fair market value) | $74,620,000 | 1,458 |
| Total debt securities | $93,952,000 | 1,354 |
| 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 | $90,443,000 | 1,482 |
| U.S. Government securities | $70,030,000 | 1,406 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $70,030,000 | 1,350 |
| Securities issued by states & political subdivisions | $20,413,000 | 950 |
| 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 | $84,463,000 | 555 |
| Mortgage-backed securities | $52,877,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $52,794,000 | 740 |
| Issued or guaranteed by U.S. | $52,794,000 | 732 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $83,000 | 3,724 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,545 |
| 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) | $18,984,000 | 981 |
| Available-for-sale securities (fair market value) | $71,459,000 | 1,545 |
| Total debt securities | $90,445,000 | 1,437 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $81,903,000 | 1,594 |
| U.S. Government securities | $63,150,000 | 1,501 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $63,150,000 | 1,442 |
| Securities issued by states & political subdivisions | $18,753,000 | 1,042 |
| 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 | $74,411,000 | 612 |
| Mortgage-backed securities | $45,937,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $45,842,000 | 836 |
| Issued or guaranteed by U.S. | $45,842,000 | 831 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $95,000 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 3,608 |
| 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) | $17,326,000 | 1,037 |
| Available-for-sale securities (fair market value) | $64,577,000 | 1,654 |
| Total debt securities | $81,911,000 | 1,545 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $77,159,000 | 1,625 |
| U.S. Government securities | $58,098,000 | 1,558 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $58,098,000 | 1,502 |
| Securities issued by states & political subdivisions | $19,061,000 | 1,011 |
| 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 | $71,672,000 | 598 |
| Mortgage-backed securities | $44,864,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | $44,758,000 | 835 |
| Issued or guaranteed by U.S. | $44,758,000 | 829 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $106,000 | 3,961 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,771 |
| 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) | $17,582,000 | 990 |
| Available-for-sale securities (fair market value) | $59,577,000 | 1,748 |
| Total debt securities | $77,162,000 | 1,572 |
| 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 | $71,201,000 | 1,718 |
| U.S. Government securities | $52,094,000 | 1,697 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $52,094,000 | 1,629 |
| Securities issued by states & political subdivisions | $18,102,000 | 1,007 |
| 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 | $1,005,000 | 1,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,740,000 | 710 |
| Mortgage-backed securities | $37,915,000 | 1,285 |
| Certificates of participation in pools of residential mortgages | $37,795,000 | 924 |
| Issued or guaranteed by U.S. | $37,795,000 | 920 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $120,000 | 4,028 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 3,844 |
| 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) | $16,670,000 | 1,054 |
| Available-for-sale securities (fair market value) | $54,531,000 | 1,859 |
| Total debt securities | $70,199,000 | 1,689 |
| 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 | $71,145,000 | 1,718 |
| U.S. Government securities | $51,079,000 | 1,705 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $51,079,000 | 1,628 |
| Securities issued by states & political subdivisions | $19,036,000 | 943 |
| 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 | $1,030,000 | 1,366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,600,000 | 684 |
| Mortgage-backed securities | $40,879,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $40,746,000 | 839 |
| Issued or guaranteed by U.S. | $40,746,000 | 836 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $133,000 | 4,063 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,886 |
| 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) | $17,604,000 | 1,029 |
| Available-for-sale securities (fair market value) | $53,541,000 | 1,856 |
| Total debt securities | $70,117,000 | 1,688 |
| 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 | $67,920,000 | 1,648 |
| U.S. Government securities | $45,951,000 | 1,746 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $45,951,000 | 1,653 |
| Securities issued by states & political subdivisions | $20,971,000 | 779 |
| 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 | $998,000 | 1,354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,152,000 | 739 |
| Mortgage-backed securities | $34,881,000 | 1,232 |
| Certificates of participation in pools of residential mortgages | $34,623,000 | 849 |
| Issued or guaranteed by U.S. | $34,623,000 | 842 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $258,000 | 4,027 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,847 |
| 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) | $23,653,000 | 805 |
| Available-for-sale securities (fair market value) | $44,267,000 | 2,029 |
| Total debt securities | $66,921,000 | 1,630 |
| 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 | $75,588,000 | 1,455 |
| U.S. Government securities | $48,927,000 | 1,629 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $48,927,000 | 1,512 |
| Securities issued by states & political subdivisions | $21,133,000 | 720 |
| 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 | $5,528,000 | 802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,354,000 | 807 |
| Mortgage-backed securities | $38,010,000 | 968 |
| Certificates of participation in pools of residential mortgages | $29,439,000 | 815 |
| Issued or guaranteed by U.S. | $29,439,000 | 809 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $8,571,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $8,571,000 | 1,008 |
| 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) | $24,748,000 | 944 |
| Available-for-sale securities (fair market value) | $50,840,000 | 1,687 |
| Total debt securities | $70,060,000 | 1,490 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $44,075,000 | 2,562 |
| U.S. Government securities | $33,015,000 | 2,519 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $33,015,000 | 2,249 |
| Securities issued by states & political subdivisions | $8,593,000 | 1,933 |
| 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 | $2,467,000 | 1,337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,230,000 | 1,104 |
| Mortgage-backed securities | $23,134,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $18,251,000 | 1,231 |
| Issued or guaranteed by U.S. | $18,251,000 | 1,221 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,883,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,883,000 | 1,499 |
| 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) | $12,691,000 | 1,813 |
| Available-for-sale securities (fair market value) | $31,384,000 | 2,721 |
| Total debt securities | $41,608,000 | 2,616 |
| 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 | $40,780,000 | 2,789 |
| U.S. Government securities | $31,331,000 | 2,715 |
| U.S. Treasury securities | $504,000 | 5,904 |
| U.S. Government agency obligations | $30,827,000 | 2,316 |
| Securities issued by states & political subdivisions | $7,627,000 | 2,172 |
| 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 | $1,822,000 | 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 | $33,737,000 | 1,014 |
| Mortgage-backed securities | $27,833,000 | 1,371 |
| Certificates of participation in pools of residential mortgages | $11,086,000 | 1,831 |
| Issued or guaranteed by U.S. | $11,086,000 | 1,819 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,747,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $16,747,000 | 780 |
| 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) | $11,992,000 | 2,073 |
| Available-for-sale securities (fair market value) | $28,788,000 | 2,892 |
| Total debt securities | $38,958,000 | 2,812 |
| 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 | $39,909,000 | 2,839 |
| U.S. Government securities | $29,666,000 | 2,938 |
| U.S. Treasury securities | $2,985,000 | 4,379 |
| U.S. Government agency obligations | $26,681,000 | 2,534 |
| Securities issued by states & political subdivisions | $7,466,000 | 1,977 |
| 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 | $2,777,000 | 1,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,516,000 | 1,033 |
| Mortgage-backed securities | $26,681,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $4,297,000 | 3,151 |
| Issued or guaranteed by U.S. | $4,297,000 | 3,138 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $22,384,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $22,384,000 | 600 |
| 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) | $15,500,000 | 2,040 |
| Available-for-sale securities (fair market value) | $24,409,000 | 3,117 |
| Total debt securities | $37,132,000 | 2,951 |
| 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 |