| 2011-06-30 | Rank |
| Total securities | $217,556,000 | 676 |
| U.S. Government securities | $183,219,000 | 576 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $183,219,000 | 556 |
| Securities issued by states & political subdivisions | $29,344,000 | 999 |
| Other domestic debt securities | $4,993,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $3,311,000 | 540 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,044,000 | 173 |
| Other domestic debt securities - All other | $638,000 | 1,515 |
| 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 | $190,329,000 | 315 |
| Mortgage-backed securities | $117,652,000 | 630 |
| Certificates of participation in pools of residential mortgages | $8,791,000 | 2,800 |
| Issued or guaranteed by U.S. | $8,791,000 | 2,792 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $94,265,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $90,954,000 | 322 |
| Privately issued | $3,311,000 | 512 |
| Commercial mortgage-backed securities | $14,596,000 | 79 |
| Commercial mortgage pass-through securities | $14,596,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $217,556,000 | 601 |
| Total debt securities | $217,556,000 | 663 |
| Structured notes |
| Amortized cost | $64,926,000 | 73 |
| Fair value | $64,826,000 | 73 |
| 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 | $226,847,000 | 644 |
| U.S. Government securities | $190,830,000 | 546 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $190,830,000 | 523 |
| Securities issued by states & political subdivisions | $30,914,000 | 918 |
| Other domestic debt securities | $5,103,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $3,412,000 | 564 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,053,000 | 165 |
| Other domestic debt securities - All other | $638,000 | 1,562 |
| 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 | $164,457,000 | 378 |
| Mortgage-backed securities | $101,174,000 | 694 |
| Certificates of participation in pools of residential mortgages | $8,960,000 | 2,717 |
| Issued or guaranteed by U.S. | $8,960,000 | 2,712 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $79,771,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $76,359,000 | 341 |
| Privately issued | $3,412,000 | 539 |
| Commercial mortgage-backed securities | $12,443,000 | 76 |
| Commercial mortgage pass-through securities | $12,443,000 | 39 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $115,000 | 2,730 |
| Available-for-sale securities (fair market value) | $226,732,000 | 568 |
| Total debt securities | $226,847,000 | 634 |
| Structured notes |
| Amortized cost | $82,917,000 | 53 |
| Fair value | $82,052,000 | 54 |
| 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 | $202,467,000 | 695 |
| U.S. Government securities | $154,833,000 | 657 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $154,833,000 | 628 |
| Securities issued by states & political subdivisions | $31,714,000 | 860 |
| Other domestic debt securities | $15,920,000 | 574 |
| Privately issued residential mortgage-backed securities | $3,393,000 | 601 |
| Commercial mortgage-backed securities - Total | $10,613,000 | 73 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $1,026,000 | 171 |
| Other domestic debt securities - All other | $888,000 | 1,470 |
| 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 | $135,690,000 | 435 |
| Mortgage-backed securities | $85,540,000 | 755 |
| Certificates of participation in pools of residential mortgages | $7,352,000 | 2,867 |
| Issued or guaranteed by U.S. | $7,352,000 | 2,860 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $67,575,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $64,182,000 | 384 |
| Privately issued | $3,393,000 | 571 |
| Commercial mortgage-backed securities | $10,613,000 | 73 |
| Commercial mortgage pass-through securities | $10,613,000 | 36 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $465,000 | 2,434 |
| Available-for-sale securities (fair market value) | $202,002,000 | 613 |
| Total debt securities | $202,467,000 | 682 |
| Structured notes |
| Amortized cost | $66,933,000 | 66 |
| Fair value | $66,110,000 | 64 |
| 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 | $164,559,000 | 828 |
| U.S. Government securities | $116,687,000 | 822 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $116,687,000 | 780 |
| Securities issued by states & political subdivisions | $32,620,000 | 811 |
| Other domestic debt securities | $15,252,000 | 587 |
| Privately issued residential mortgage-backed securities | $3,571,000 | 652 |
| Commercial mortgage-backed securities - Total | $9,598,000 | 68 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $1,259,000 | 167 |
| Other domestic debt securities - All other | $824,000 | 1,502 |
| 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 | $133,093,000 | 445 |
| Mortgage-backed securities | $75,358,000 | 811 |
| Certificates of participation in pools of residential mortgages | $6,189,000 | 3,029 |
| Issued or guaranteed by U.S. | $6,189,000 | 3,021 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $59,571,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $56,000,000 | 422 |
| Privately issued | $3,571,000 | 620 |
| Commercial mortgage-backed securities | $9,598,000 | 68 |
| Commercial mortgage pass-through securities | $9,598,000 | 33 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $595,000 | 2,408 |
| Available-for-sale securities (fair market value) | $163,964,000 | 725 |
| Total debt securities | $164,559,000 | 820 |
| Structured notes |
| Amortized cost | $31,977,000 | 160 |
| Fair value | $32,062,000 | 162 |
| 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 | $176,737,000 | 765 |
| U.S. Government securities | $129,744,000 | 747 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $129,744,000 | 712 |
| Securities issued by states & political subdivisions | $32,105,000 | 772 |
| Other domestic debt securities | $14,888,000 | 594 |
| Privately issued residential mortgage-backed securities | $3,320,000 | 699 |
| Commercial mortgage-backed securities - Total | $9,464,000 | 67 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,279,000 | 173 |
| Other domestic debt securities - All other | $825,000 | 1,456 |
| 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 | $138,337,000 | 425 |
| Mortgage-backed securities | $70,386,000 | 861 |
| Certificates of participation in pools of residential mortgages | $6,689,000 | 2,973 |
| Issued or guaranteed by U.S. | $6,689,000 | 2,964 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $54,233,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $50,913,000 | 431 |
| Privately issued | $3,320,000 | 671 |
| Commercial mortgage-backed securities | $9,464,000 | 67 |
| Commercial mortgage pass-through securities | $9,464,000 | 33 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $616,000 | 2,464 |
| Available-for-sale securities (fair market value) | $176,121,000 | 665 |
| Total debt securities | $176,737,000 | 755 |
| Structured notes |
| Amortized cost | $43,978,000 | 111 |
| Fair value | $44,178,000 | 109 |
| 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 | $174,332,000 | 769 |
| U.S. Government securities | $126,808,000 | 746 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $126,808,000 | 713 |
| Securities issued by states & political subdivisions | $32,722,000 | 732 |
| Other domestic debt securities | $14,802,000 | 620 |
| Privately issued residential mortgage-backed securities | $3,263,000 | 725 |
| Commercial mortgage-backed securities - Total | $9,372,000 | 70 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,278,000 | 182 |
| Other domestic debt securities - All other | $889,000 | 1,464 |
| 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 | $141,560,000 | 433 |
| Mortgage-backed securities | $70,375,000 | 878 |
| Certificates of participation in pools of residential mortgages | $6,975,000 | 3,016 |
| Issued or guaranteed by U.S. | $6,975,000 | 3,008 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $54,028,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $50,765,000 | 426 |
| Privately issued | $3,263,000 | 696 |
| Commercial mortgage-backed securities | $9,372,000 | 70 |
| Commercial mortgage pass-through securities | $9,372,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $616,000 | 2,507 |
| Available-for-sale securities (fair market value) | $173,716,000 | 674 |
| Total debt securities | $174,332,000 | 757 |
| Structured notes |
| Amortized cost | $36,968,000 | 106 |
| Fair value | $36,825,000 | 106 |
| 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 | $148,350,000 | 870 |
| U.S. Government securities | $101,026,000 | 897 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $101,026,000 | 861 |
| Securities issued by states & political subdivisions | $32,568,000 | 736 |
| Other domestic debt securities | $14,756,000 | 645 |
| Privately issued residential mortgage-backed securities | $3,222,000 | 762 |
| Commercial mortgage-backed securities - Total | $9,369,000 | 66 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,277,000 | 195 |
| Other domestic debt securities - All other | $888,000 | 1,496 |
| 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 | $124,997,000 | 487 |
| Mortgage-backed securities | $61,569,000 | 987 |
| Certificates of participation in pools of residential mortgages | $7,523,000 | 2,963 |
| Issued or guaranteed by U.S. | $7,523,000 | 2,955 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $44,677,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $41,455,000 | 473 |
| Privately issued | $3,222,000 | 730 |
| Commercial mortgage-backed securities | $9,369,000 | 66 |
| Commercial mortgage pass-through securities | $9,369,000 | 32 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $626,000 | 2,556 |
| Available-for-sale securities (fair market value) | $147,724,000 | 754 |
| Total debt securities | $148,350,000 | 853 |
| Structured notes |
| Amortized cost | $33,890,000 | 76 |
| Fair value | $33,151,000 | 75 |
| 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 | $155,573,000 | 830 |
| U.S. Government securities | $107,758,000 | 830 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $107,758,000 | 806 |
| Securities issued by states & political subdivisions | $32,784,000 | 728 |
| Other domestic debt securities | $15,031,000 | 695 |
| Privately issued residential mortgage-backed securities | $3,275,000 | 824 |
| Commercial mortgage-backed securities - Total | $9,405,000 | 73 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,302,000 | 214 |
| Other domestic debt securities - All other | $1,049,000 | 1,440 |
| 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 | $128,573,000 | 457 |
| Mortgage-backed securities | $70,712,000 | 886 |
| Certificates of participation in pools of residential mortgages | $6,226,000 | 3,303 |
| Issued or guaranteed by U.S. | $6,226,000 | 3,294 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $55,081,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $51,806,000 | 382 |
| Privately issued | $3,275,000 | 787 |
| Commercial mortgage-backed securities | $9,405,000 | 73 |
| Commercial mortgage pass-through securities | $9,405,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $636,000 | 2,621 |
| Available-for-sale securities (fair market value) | $154,937,000 | 723 |
| Total debt securities | $155,573,000 | 814 |
| Structured notes |
| Amortized cost | $28,220,000 | 66 |
| Fair value | $28,063,000 | 66 |
| 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 | $168,500,000 | 752 |
| U.S. Government securities | $122,004,000 | 720 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $122,004,000 | 693 |
| Securities issued by states & political subdivisions | $32,074,000 | 706 |
| Other domestic debt securities | $14,422,000 | 730 |
| Privately issued residential mortgage-backed securities | $3,076,000 | 842 |
| Commercial mortgage-backed securities - Total | $9,268,000 | 80 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,286,000 | 229 |
| Other domestic debt securities - All other | $792,000 | 1,648 |
| 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 | $135,734,000 | 433 |
| Mortgage-backed securities | $97,526,000 | 655 |
| Certificates of participation in pools of residential mortgages | $6,680,000 | 3,270 |
| Issued or guaranteed by U.S. | $6,680,000 | 3,259 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $81,578,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $78,502,000 | 259 |
| Privately issued | $3,076,000 | 806 |
| Commercial mortgage-backed securities | $9,268,000 | 80 |
| Commercial mortgage pass-through securities | $9,268,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $647,000 | 2,652 |
| Available-for-sale securities (fair market value) | $167,853,000 | 647 |
| Total debt securities | $168,500,000 | 732 |
| Structured notes |
| Amortized cost | $10,990,000 | 143 |
| Fair value | $10,864,000 | 144 |
| 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 | $193,917,000 | 641 |
| U.S. Government securities | $155,539,000 | 582 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $155,539,000 | 564 |
| Securities issued by states & political subdivisions | $33,194,000 | 644 |
| Other domestic debt securities | $5,184,000 | 1,215 |
| Privately issued residential mortgage-backed securities | $3,024,000 | 874 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,160,000 | 1,098 |
| 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 | $146,033,000 | 408 |
| Mortgage-backed securities | $98,086,000 | 667 |
| Certificates of participation in pools of residential mortgages | $16,635,000 | 2,069 |
| Issued or guaranteed by U.S. | $16,635,000 | 2,055 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $81,451,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $78,427,000 | 255 |
| Privately issued | $3,024,000 | 839 |
| 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) | $647,000 | 2,698 |
| Available-for-sale securities (fair market value) | $193,270,000 | 548 |
| Total debt securities | $193,917,000 | 623 |
| Structured notes |
| Amortized cost | $14,997,000 | 71 |
| Fair value | $15,030,000 | 71 |
| 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 | $204,219,000 | 600 |
| U.S. Government securities | $166,229,000 | 538 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $166,229,000 | 523 |
| Securities issued by states & political subdivisions | $32,208,000 | 638 |
| Other domestic debt securities | $5,782,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $3,035,000 | 839 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,747,000 | 929 |
| 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 | $181,379,000 | 344 |
| Mortgage-backed securities | $70,459,000 | 883 |
| Certificates of participation in pools of residential mortgages | $2,087,000 | 4,704 |
| Issued or guaranteed by U.S. | $2,087,000 | 4,690 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $68,372,000 | 392 |
| CMOs issued by government agencies or sponsored agencies | $65,337,000 | 281 |
| Privately issued | $3,035,000 | 802 |
| 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) | $657,000 | 2,716 |
| Available-for-sale securities (fair market value) | $203,562,000 | 516 |
| Total debt securities | $204,219,000 | 592 |
| Structured notes |
| Amortized cost | $14,996,000 | 77 |
| Fair value | $15,103,000 | 74 |
| 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 | $293,654,000 | 428 |
| U.S. Government securities | $254,953,000 | 338 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $254,953,000 | 329 |
| Securities issued by states & political subdivisions | $31,959,000 | 626 |
| Other domestic debt securities | $6,742,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $3,983,000 | 756 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,759,000 | 921 |
| 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 | $222,048,000 | 284 |
| Mortgage-backed securities | $164,456,000 | 413 |
| Certificates of participation in pools of residential mortgages | $125,317,000 | 363 |
| Issued or guaranteed by U.S. | $125,317,000 | 357 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $39,139,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $35,156,000 | 411 |
| Privately issued | $3,983,000 | 723 |
| 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) | $757,000 | 2,684 |
| Available-for-sale securities (fair market value) | $292,897,000 | 363 |
| Total debt securities | $293,654,000 | 418 |
| Structured notes |
| Amortized cost | $14,995,000 | 73 |
| Fair value | $14,793,000 | 70 |
| 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 | $277,345,000 | 454 |
| U.S. Government securities | $236,930,000 | 357 |
| U.S. Treasury securities | $20,142,000 | 112 |
| U.S. Government agency obligations | $216,788,000 | 382 |
| Securities issued by states & political subdivisions | $33,351,000 | 612 |
| Other domestic debt securities | $7,064,000 | 1,045 |
| Privately issued residential mortgage-backed securities | $4,211,000 | 750 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,853,000 | 993 |
| 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 | $206,055,000 | 308 |
| Mortgage-backed securities | $152,452,000 | 443 |
| Certificates of participation in pools of residential mortgages | $131,891,000 | 347 |
| Issued or guaranteed by U.S. | $131,891,000 | 341 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $20,561,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $16,350,000 | 716 |
| Privately issued | $4,211,000 | 715 |
| 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) | $968,000 | 2,591 |
| Available-for-sale securities (fair market value) | $276,377,000 | 383 |
| Total debt securities | $277,345,000 | 441 |
| Structured notes |
| Amortized cost | $15,427,000 | 78 |
| Fair value | $15,190,000 | 77 |
| 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 | $232,467,000 | 545 |
| U.S. Government securities | $190,237,000 | 457 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $190,237,000 | 445 |
| Securities issued by states & political subdivisions | $34,705,000 | 573 |
| Other domestic debt securities | $7,525,000 | 991 |
| Privately issued residential mortgage-backed securities | $4,376,000 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,149,000 | 903 |
| 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 | $211,652,000 | 300 |
| Mortgage-backed securities | $156,494,000 | 421 |
| Certificates of participation in pools of residential mortgages | $136,538,000 | 320 |
| Issued or guaranteed by U.S. | $136,538,000 | 314 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $19,956,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $15,580,000 | 719 |
| Privately issued | $4,376,000 | 666 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,118,000 | 2,529 |
| Available-for-sale securities (fair market value) | $231,349,000 | 468 |
| Total debt securities | $232,467,000 | 527 |
| Structured notes |
| Amortized cost | $14,239,000 | 85 |
| Fair value | $14,342,000 | 84 |
| 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 | $236,576,000 | 520 |
| U.S. Government securities | $193,387,000 | 453 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $193,387,000 | 442 |
| Securities issued by states & political subdivisions | $35,437,000 | 544 |
| Other domestic debt securities | $7,752,000 | 932 |
| Privately issued residential mortgage-backed securities | $4,521,000 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,231,000 | 846 |
| 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 | $212,630,000 | 293 |
| Mortgage-backed securities | $156,171,000 | 394 |
| Certificates of participation in pools of residential mortgages | $139,790,000 | 290 |
| Issued or guaranteed by U.S. | $139,790,000 | 284 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,381,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $11,860,000 | 819 |
| Privately issued | $4,521,000 | 607 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,303,000 | 2,538 |
| Available-for-sale securities (fair market value) | $235,273,000 | 455 |
| Total debt securities | $236,576,000 | 506 |
| Structured notes |
| Amortized cost | $2,999,000 | 796 |
| Fair value | $3,014,000 | 768 |
| 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 | $239,265,000 | 519 |
| U.S. Government securities | $196,580,000 | 455 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $196,580,000 | 442 |
| Securities issued by states & political subdivisions | $34,923,000 | 548 |
| Other domestic debt securities | $7,762,000 | 867 |
| Privately issued residential mortgage-backed securities | $4,506,000 | 619 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,256,000 | 825 |
| 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 | $216,589,000 | 286 |
| Mortgage-backed securities | $158,809,000 | 382 |
| Certificates of participation in pools of residential mortgages | $141,862,000 | 274 |
| Issued or guaranteed by U.S. | $141,862,000 | 268 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,947,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $12,441,000 | 751 |
| Privately issued | $4,506,000 | 585 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,358,000 | 2,576 |
| Available-for-sale securities (fair market value) | $237,907,000 | 454 |
| Total debt securities | $239,265,000 | 505 |
| Structured notes |
| Amortized cost | $1,999,000 | 1,267 |
| Fair value | $1,992,000 | 1,266 |
| 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 | $244,240,000 | 508 |
| U.S. Government securities | $200,808,000 | 447 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $200,808,000 | 434 |
| Securities issued by states & political subdivisions | $34,638,000 | 543 |
| Other domestic debt securities | $8,794,000 | 776 |
| Privately issued residential mortgage-backed securities | $4,521,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,273,000 | 677 |
| 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 | $219,179,000 | 285 |
| Mortgage-backed securities | $162,996,000 | 379 |
| Certificates of participation in pools of residential mortgages | $145,150,000 | 274 |
| Issued or guaranteed by U.S. | $145,150,000 | 267 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,846,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $13,325,000 | 693 |
| Privately issued | $4,521,000 | 551 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,358,000 | 2,618 |
| Available-for-sale securities (fair market value) | $242,882,000 | 437 |
| Total debt securities | $244,240,000 | 497 |
| Structured notes |
| Amortized cost | $1,996,000 | 1,358 |
| Fair value | $1,963,000 | 1,358 |
| 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 | $47,231,000 | 2,419 |
| U.S. Government securities | $42,218,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $42,218,000 | 1,953 |
| Securities issued by states & political subdivisions | $2,781,000 | 3,898 |
| Other domestic debt securities | $2,232,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,232,000 | 962 |
| 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 | $33,692,000 | 1,416 |
| Mortgage-backed securities | $6,793,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $6,793,000 | 2,590 |
| Issued or guaranteed by U.S. | $6,793,000 | 2,580 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $1,644,000 | 2,530 |
| Available-for-sale securities (fair market value) | $45,587,000 | 2,162 |
| Total debt securities | $47,231,000 | 2,367 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $986,000 | 2,033 |
| 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 | $40,285,000 | 2,781 |
| U.S. Government securities | $33,814,000 | 2,485 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $33,814,000 | 2,414 |
| Securities issued by states & political subdivisions | $3,496,000 | 3,610 |
| Other domestic debt securities | $2,975,000 | 1,308 |
| 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 | $2,975,000 | 870 |
| 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 | $30,459,000 | 1,550 |
| Mortgage-backed securities | $7,041,000 | 3,135 |
| Certificates of participation in pools of residential mortgages | $7,041,000 | 2,540 |
| Issued or guaranteed by U.S. | $7,041,000 | 2,526 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $2,545,000 | 2,307 |
| Available-for-sale securities (fair market value) | $37,740,000 | 2,559 |
| Total debt securities | $40,285,000 | 2,739 |
| Structured notes |
| Amortized cost | $1,750,000 | 1,619 |
| Fair value | $1,733,000 | 1,624 |
| 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 | $45,831,000 | 2,527 |
| U.S. Government securities | $34,905,000 | 2,439 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $34,905,000 | 2,368 |
| Securities issued by states & political subdivisions | $3,640,000 | 3,528 |
| Other domestic debt securities | $7,286,000 | 837 |
| 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 | $7,286,000 | 505 |
| 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 | $33,270,000 | 1,405 |
| Mortgage-backed securities | $8,108,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $8,108,000 | 2,357 |
| Issued or guaranteed by U.S. | $8,108,000 | 2,343 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $2,689,000 | 2,324 |
| Available-for-sale securities (fair market value) | $43,142,000 | 2,285 |
| Total debt securities | $45,831,000 | 2,482 |
| Structured notes |
| Amortized cost | $2,745,000 | 1,291 |
| Fair value | $2,720,000 | 1,288 |
| 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 | $66,153,000 | 1,809 |
| U.S. Government securities | $36,254,000 | 2,370 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $36,254,000 | 2,299 |
| Securities issued by states & political subdivisions | $3,690,000 | 3,519 |
| Other domestic debt securities | $26,209,000 | 416 |
| 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 | $26,209,000 | 207 |
| 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 | $36,410,000 | 1,288 |
| Mortgage-backed securities | $8,498,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $8,498,000 | 2,313 |
| Issued or guaranteed by U.S. | $8,498,000 | 2,302 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $2,740,000 | 2,334 |
| Available-for-sale securities (fair market value) | $63,413,000 | 1,616 |
| Total debt securities | $66,152,000 | 1,775 |
| Structured notes |
| Amortized cost | $1,744,000 | 1,772 |
| Fair value | $1,702,000 | 1,763 |
| 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 | $47,360,000 | 2,481 |
| U.S. Government securities | $36,185,000 | 2,400 |
| U.S. Treasury securities | $2,063,000 | 833 |
| U.S. Government agency obligations | $34,122,000 | 2,451 |
| Securities issued by states & political subdivisions | $4,001,000 | 3,406 |
| Other domestic debt securities | $7,174,000 | 874 |
| 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 | $7,174,000 | 556 |
| 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 | $27,296,000 | 1,656 |
| Mortgage-backed securities | $9,005,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $9,005,000 | 2,293 |
| Issued or guaranteed by U.S. | $9,005,000 | 2,282 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $3,049,000 | 2,293 |
| Available-for-sale securities (fair market value) | $44,311,000 | 2,252 |
| Total debt securities | $47,360,000 | 2,432 |
| Structured notes |
| Amortized cost | $1,740,000 | 1,776 |
| Fair value | $1,705,000 | 1,775 |
| 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 | $52,247,000 | 2,275 |
| U.S. Government securities | $40,755,000 | 2,154 |
| U.S. Treasury securities | $2,979,000 | 749 |
| U.S. Government agency obligations | $37,776,000 | 2,234 |
| Securities issued by states & political subdivisions | $4,330,000 | 3,303 |
| Other domestic debt securities | $7,162,000 | 891 |
| 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 | $7,162,000 | 577 |
| 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 | $27,179,000 | 1,657 |
| Mortgage-backed securities | $9,476,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $9,476,000 | 2,233 |
| Issued or guaranteed by U.S. | $9,476,000 | 2,221 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $3,379,000 | 2,277 |
| Available-for-sale securities (fair market value) | $48,868,000 | 2,060 |
| Total debt securities | $52,247,000 | 2,235 |
| Structured notes |
| Amortized cost | $1,737,000 | 1,766 |
| Fair value | $1,705,000 | 1,762 |
| 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 | $57,158,000 | 2,084 |
| U.S. Government securities | $45,554,000 | 1,957 |
| U.S. Treasury securities | $3,967,000 | 635 |
| U.S. Government agency obligations | $41,587,000 | 2,029 |
| Securities issued by states & political subdivisions | $4,339,000 | 3,285 |
| Other domestic debt securities | $7,265,000 | 890 |
| 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 | $7,265,000 | 583 |
| 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 | $23,579,000 | 1,820 |
| Mortgage-backed securities | $10,025,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $10,025,000 | 2,187 |
| Issued or guaranteed by U.S. | $10,025,000 | 2,176 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $3,380,000 | 2,282 |
| Available-for-sale securities (fair market value) | $53,778,000 | 1,842 |
| Total debt securities | $57,158,000 | 2,035 |
| Structured notes |
| Amortized cost | $1,734,000 | 1,732 |
| Fair value | $1,721,000 | 1,727 |
| 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 | $54,696,000 | 2,176 |
| U.S. Government securities | $42,980,000 | 2,061 |
| U.S. Treasury securities | $3,958,000 | 656 |
| U.S. Government agency obligations | $39,022,000 | 2,177 |
| Securities issued by states & political subdivisions | $4,440,000 | 3,239 |
| Other domestic debt securities | $7,276,000 | 902 |
| 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 | $7,276,000 | 587 |
| 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 | $22,068,000 | 1,915 |
| Mortgage-backed securities | $9,182,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $9,182,000 | 2,372 |
| Issued or guaranteed by U.S. | $9,182,000 | 2,363 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,480,000 | 2,284 |
| Available-for-sale securities (fair market value) | $51,216,000 | 1,941 |
| Total debt securities | $54,696,000 | 2,131 |
| Structured notes |
| Amortized cost | $750,000 | 2,395 |
| Fair value | $741,000 | 2,421 |
| 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 | $53,469,000 | 2,268 |
| U.S. Government securities | $41,287,000 | 2,181 |
| U.S. Treasury securities | $3,944,000 | 738 |
| U.S. Government agency obligations | $37,343,000 | 2,300 |
| Securities issued by states & political subdivisions | $4,893,000 | 3,070 |
| Other domestic debt securities | $7,289,000 | 932 |
| 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 | $7,289,000 | 628 |
| 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 | $23,283,000 | 1,846 |
| Mortgage-backed securities | $8,338,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $8,338,000 | 2,563 |
| Issued or guaranteed by U.S. | $8,338,000 | 2,555 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,931,000 | 2,227 |
| Available-for-sale securities (fair market value) | $49,538,000 | 2,027 |
| Total debt securities | $53,469,000 | 2,217 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $979,000 | 2,231 |
| 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 | $39,699,000 | 2,918 |
| U.S. Government securities | $27,239,000 | 3,064 |
| U.S. Treasury securities | $2,974,000 | 888 |
| U.S. Government agency obligations | $24,265,000 | 3,233 |
| Securities issued by states & political subdivisions | $5,203,000 | 3,005 |
| Other domestic debt securities | $7,257,000 | 953 |
| 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 | $7,257,000 | 666 |
| 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 | $20,446,000 | 2,017 |
| Mortgage-backed securities | $2,558,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $2,558,000 | 4,194 |
| Issued or guaranteed by U.S. | $2,558,000 | 4,181 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,381,000 | 2,141 |
| Available-for-sale securities (fair market value) | $35,318,000 | 2,751 |
| Total debt securities | $39,699,000 | 2,868 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $988,000 | 2,188 |
| 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 | $32,080,000 | 3,446 |
| U.S. Government securities | $19,429,000 | 3,900 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,429,000 | 3,759 |
| Securities issued by states & political subdivisions | $5,318,000 | 2,982 |
| Other domestic debt securities | $7,333,000 | 944 |
| 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 | $7,333,000 | 667 |
| 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 | $17,195,000 | 2,289 |
| Mortgage-backed securities | $2,724,000 | 4,741 |
| Certificates of participation in pools of residential mortgages | $2,724,000 | 4,144 |
| Issued or guaranteed by U.S. | $2,724,000 | 4,132 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,482,000 | 2,135 |
| Available-for-sale securities (fair market value) | $27,598,000 | 3,326 |
| Total debt securities | $32,080,000 | 3,386 |
| Structured notes |
| Amortized cost | $1,100,000 | 1,931 |
| Fair value | $1,092,000 | 1,936 |
| 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 | $32,043,000 | 3,484 |
| U.S. Government securities | $19,376,000 | 3,983 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,376,000 | 3,837 |
| Securities issued by states & political subdivisions | $5,405,000 | 2,938 |
| Other domestic debt securities | $7,262,000 | 966 |
| 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 | $7,262,000 | 693 |
| 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 | $18,210,000 | 2,193 |
| Mortgage-backed securities | $3,006,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $3,006,000 | 4,071 |
| Issued or guaranteed by U.S. | $3,006,000 | 4,063 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,582,000 | 2,124 |
| Available-for-sale securities (fair market value) | $27,461,000 | 3,379 |
| Total debt securities | $32,043,000 | 3,418 |
| Structured notes |
| Amortized cost | $1,101,000 | 1,914 |
| Fair value | $1,054,000 | 1,927 |
| 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 | $34,083,000 | 3,324 |
| U.S. Government securities | $20,955,000 | 3,737 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $20,955,000 | 3,606 |
| Securities issued by states & political subdivisions | $5,772,000 | 2,841 |
| Other domestic debt securities | $7,356,000 | 1,036 |
| 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 | $7,356,000 | 754 |
| 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 | $20,345,000 | 1,971 |
| Mortgage-backed securities | $3,228,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $3,225,000 | 4,044 |
| Issued or guaranteed by U.S. | $3,225,000 | 4,036 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,000 | 3,954 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,590 |
| 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) | $4,883,000 | 2,056 |
| Available-for-sale securities (fair market value) | $29,200,000 | 3,230 |
| Total debt securities | $34,083,000 | 3,255 |
| Structured notes |
| Amortized cost | $1,101,000 | 1,694 |
| Fair value | $1,100,000 | 1,704 |
| 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 | $38,831,000 | 3,043 |
| U.S. Government securities | $25,468,000 | 3,293 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $25,468,000 | 3,175 |
| Securities issued by states & political subdivisions | $6,016,000 | 2,789 |
| Other domestic debt securities | $7,347,000 | 1,030 |
| 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 | $7,347,000 | 805 |
| 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 | $15,315,000 | 2,414 |
| Mortgage-backed securities | $3,246,000 | 4,637 |
| Certificates of participation in pools of residential mortgages | $3,239,000 | 4,003 |
| Issued or guaranteed by U.S. | $3,239,000 | 3,992 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,000 | 3,979 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,773 |
| 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) | $5,632,000 | 1,980 |
| Available-for-sale securities (fair market value) | $33,199,000 | 2,965 |
| Total debt securities | $38,831,000 | 2,982 |
| Structured notes |
| Amortized cost | $1,101,000 | 1,558 |
| Fair value | $1,077,000 | 1,564 |
| 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 | $22,616,000 | 4,419 |
| U.S. Government securities | $14,010,000 | 4,727 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,010,000 | 4,566 |
| Securities issued by states & political subdivisions | $2,006,000 | 4,400 |
| Other domestic debt securities | $6,600,000 | 1,144 |
| 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 | $6,600,000 | 920 |
| 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 | $13,354,000 | 2,525 |
| Mortgage-backed securities | $2,433,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $2,421,000 | 4,370 |
| Issued or guaranteed by U.S. | $2,421,000 | 4,349 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $12,000 | 4,040 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,831 |
| 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) | $448,000 | 3,924 |
| Available-for-sale securities (fair market value) | $22,168,000 | 3,875 |
| Total debt securities | $22,616,000 | 4,339 |
| 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 | $42,559,000 | 2,735 |
| U.S. Government securities | $34,439,000 | 2,452 |
| U.S. Treasury securities | $14,999,000 | 313 |
| U.S. Government agency obligations | $19,440,000 | 3,620 |
| Securities issued by states & political subdivisions | $1,519,000 | 4,729 |
| Other domestic debt securities | $6,601,000 | 1,174 |
| 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 | $6,601,000 | 928 |
| 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 | $16,726,000 | 2,096 |
| Mortgage-backed securities | $3,146,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $3,129,000 | 4,094 |
| Issued or guaranteed by U.S. | $3,129,000 | 4,082 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $17,000 | 4,196 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,989 |
| 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) | $448,000 | 3,961 |
| Available-for-sale securities (fair market value) | $42,111,000 | 2,373 |
| Total debt securities | $42,559,000 | 2,661 |
| 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 | $32,441,000 | 3,325 |
| U.S. Government securities | $24,291,000 | 3,203 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $24,291,000 | 3,059 |
| Securities issued by states & political subdivisions | $1,572,000 | 4,606 |
| Other domestic debt securities | $6,578,000 | 1,196 |
| 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 | $6,578,000 | 958 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,747,000 | 1,888 |
| Mortgage-backed securities | $3,499,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $3,477,000 | 3,974 |
| Issued or guaranteed by U.S. | $3,477,000 | 3,959 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $22,000 | 4,260 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 4,061 |
| 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) | $448,000 | 4,011 |
| Available-for-sale securities (fair market value) | $31,993,000 | 2,901 |
| Total debt securities | $32,441,000 | 3,243 |
| 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 | $33,770,000 | 3,201 |
| U.S. Government securities | $25,769,000 | 3,039 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $25,769,000 | 2,893 |
| Securities issued by states & political subdivisions | $1,501,000 | 4,683 |
| Other domestic debt securities | $6,500,000 | 1,194 |
| 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 | $6,500,000 | 964 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,665,000 | 1,793 |
| Mortgage-backed securities | $3,951,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $3,923,000 | 3,756 |
| Issued or guaranteed by U.S. | $3,923,000 | 3,743 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $28,000 | 4,286 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 4,097 |
| 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) | $448,000 | 4,107 |
| Available-for-sale securities (fair market value) | $33,322,000 | 2,771 |
| Total debt securities | $33,770,000 | 3,123 |
| 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 | $29,400,000 | 3,402 |
| U.S. Government securities | $20,695,000 | 3,428 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,695,000 | 3,256 |
| Securities issued by states & political subdivisions | $2,205,000 | 4,183 |
| Other domestic debt securities | $6,500,000 | 1,212 |
| 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 | $6,500,000 | 967 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,777,000 | 2,358 |
| Mortgage-backed securities | $1,647,000 | 5,480 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 4,820 |
| Issued or guaranteed by U.S. | $1,534,000 | 4,795 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $113,000 | 4,242 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 4,053 |
| 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) | $833,000 | 3,973 |
| Available-for-sale securities (fair market value) | $28,567,000 | 2,929 |
| Total debt securities | $29,400,000 | 3,334 |
| 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 | $52,778,000 | 2,074 |
| U.S. Government securities | $45,241,000 | 1,772 |
| U.S. Treasury securities | $1,003,000 | 2,705 |
| U.S. Government agency obligations | $44,238,000 | 1,682 |
| Securities issued by states & political subdivisions | $3,283,000 | 3,561 |
| 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 | $4,254,000 | 955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,897,000 | 1,005 |
| Mortgage-backed securities | $1,922,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $1,759,000 | 4,148 |
| Issued or guaranteed by U.S. | $1,759,000 | 4,122 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $163,000 | 3,841 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 3,661 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,866,000 | 3,919 |
| Available-for-sale securities (fair market value) | $50,912,000 | 1,685 |
| Total debt securities | $48,524,000 | 2,148 |
| 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 | $27,668,000 | 3,836 |
| U.S. Government securities | $19,190,000 | 3,986 |
| U.S. Treasury securities | $1,005,000 | 3,522 |
| U.S. Government agency obligations | $18,185,000 | 3,757 |
| Securities issued by states & political subdivisions | $4,857,000 | 2,970 |
| 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 | $3,621,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,881,000 | 3,419 |
| Mortgage-backed securities | $1,174,000 | 5,694 |
| Certificates of participation in pools of residential mortgages | $971,000 | 5,063 |
| Issued or guaranteed by U.S. | $971,000 | 5,051 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $203,000 | 3,986 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 3,810 |
| 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) | $3,321,000 | 3,641 |
| Available-for-sale securities (fair market value) | $24,347,000 | 3,349 |
| Total debt securities | $24,047,000 | 4,137 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $30,347,000 | 3,598 |
| U.S. Government securities | $22,420,000 | 3,595 |
| U.S. Treasury securities | $1,806,000 | 4,129 |
| U.S. Government agency obligations | $20,614,000 | 3,249 |
| Securities issued by states & political subdivisions | $4,733,000 | 3,064 |
| 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 | $3,194,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,978,000 | 3,033 |
| Mortgage-backed securities | $2,239,000 | 5,158 |
| Certificates of participation in pools of residential mortgages | $1,947,000 | 4,434 |
| Issued or guaranteed by U.S. | $1,947,000 | 4,414 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $292,000 | 4,095 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 3,928 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,620,000 | 3,937 |
| Available-for-sale securities (fair market value) | $26,727,000 | 3,066 |
| Total debt securities | $27,153,000 | 3,829 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $38,009,000 | 2,965 |
| U.S. Government securities | $28,003,000 | 3,115 |
| U.S. Treasury securities | $1,814,000 | 5,387 |
| U.S. Government agency obligations | $26,189,000 | 2,583 |
| Securities issued by states & political subdivisions | $7,621,000 | 1,947 |
| Other domestic debt securities | $193,000 | 2,984 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,062 |
| 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 | $2,192,000 | 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 | $31,340,000 | 1,076 |
| Mortgage-backed securities | $2,934,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $2,354,000 | 4,130 |
| Issued or guaranteed by U.S. | $2,354,000 | 4,116 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $580,000 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 4,057 |
| Privately issued | $193,000 | 861 |
| 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) | $7,621,000 | 3,327 |
| Available-for-sale securities (fair market value) | $30,388,000 | 2,585 |
| Total debt securities | $35,817,000 | 3,048 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $47,880,000 | 2,548 |
| U.S. Government securities | $36,135,000 | 2,664 |
| U.S. Treasury securities | $2,422,000 | 5,591 |
| U.S. Government agency obligations | $33,713,000 | 2,129 |
| Securities issued by states & political subdivisions | $9,457,000 | 1,540 |
| Other domestic debt securities | $237,000 | 3,294 |
| Privately issued residential mortgage-backed securities | $237,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,051,000 | 1,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,177,000 | 1,079 |
| Mortgage-backed securities | $4,498,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $3,367,000 | 3,892 |
| Issued or guaranteed by U.S. | $3,367,000 | 3,871 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,131,000 | 3,681 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 3,822 |
| Privately issued | $237,000 | 1,019 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,457,000 | 3,301 |
| Available-for-sale securities (fair market value) | $38,423,000 | 2,155 |
| Total debt securities | $45,829,000 | 2,581 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $55,170,000 | 2,276 |
| U.S. Government securities | $49,267,000 | 2,044 |
| U.S. Treasury securities | $13,991,000 | 1,996 |
| U.S. Government agency obligations | $35,276,000 | 1,984 |
| Securities issued by states & political subdivisions | $5,029,000 | 2,789 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $874,000 | 2,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,900,000 | 1,153 |
| Mortgage-backed securities | $3,656,000 | 5,140 |
| Certificates of participation in pools of residential mortgages | $3,427,000 | 3,946 |
| Issued or guaranteed by U.S. | $3,427,000 | 3,917 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $229,000 | 5,410 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 5,187 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,029,000 | 4,994 |
| Available-for-sale securities (fair market value) | $50,141,000 | 1,682 |
| Total debt securities | $54,296,000 | 2,239 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $58,107,000 | 2,256 |
| U.S. Government securities | $50,553,000 | 2,101 |
| U.S. Treasury securities | $22,487,000 | 1,561 |
| U.S. Government agency obligations | $28,066,000 | 2,406 |
| Securities issued by states & political subdivisions | $6,735,000 | 2,267 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $819,000 | 2,316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,961,000 | 1,044 |
| Mortgage-backed securities | $4,645,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $4,415,000 | 3,620 |
| Issued or guaranteed by U.S. | $4,415,000 | 3,594 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $230,000 | 5,824 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 5,573 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,422,000 | 2,562 |
| Available-for-sale securities (fair market value) | $29,685,000 | 1,944 |
| Total debt securities | $57,288,000 | 2,239 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $74,625,000 | 1,864 |
| U.S. Government securities | $62,584,000 | 1,757 |
| U.S. Treasury securities | $27,777,000 | 1,348 |
| U.S. Government agency obligations | $34,807,000 | 2,005 |
| Securities issued by states & political subdivisions | $11,294,000 | 1,315 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $747,000 | 2,478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,667,000 | 921 |
| Mortgage-backed securities | $6,397,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $6,040,000 | 3,386 |
| Issued or guaranteed by U.S. | $6,040,000 | 3,350 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $357,000 | 5,995 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 5,745 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $73,878,000 | 1,820 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $65,480,000 | 2,066 |
| U.S. Government securities | $53,006,000 | 2,023 |
| U.S. Treasury securities | $17,295,000 | 2,164 |
| U.S. Government agency obligations | $35,711,000 | 1,895 |
| Securities issued by states & political subdivisions | $12,474,000 | 1,049 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,058,000 | 1,704 |
| Mortgage-backed securities | $6,758,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $5,959,000 | 3,589 |
| Issued or guaranteed by U.S. | $5,959,000 | 3,543 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $799,000 | 5,389 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 4,980 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $65,480,000 | 2,021 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
