| 2008-09-30 | Rank |
| Total securities | $0 | 8,112 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $0 | 8,066 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $41,160,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $293,176,000 | 436 |
| U.S. Government securities | $121,684,000 | 688 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $121,684,000 | 671 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $171,492,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,188,000 | 5,538 |
| Mortgage-backed securities | $121,684,000 | 525 |
| Certificates of participation in pools of residential mortgages | $121,629,000 | 374 |
| Issued or guaranteed by U.S. | $121,629,000 | 369 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $55,000 | 3,546 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,209 |
| 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) | $7,257,000 | 1,374 |
| Available-for-sale securities (fair market value) | $285,919,000 | 375 |
| Total debt securities | $121,684,000 | 987 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $63,522,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $292,156,000 | 434 |
| U.S. Government securities | $131,396,000 | 625 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $131,396,000 | 610 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $160,760,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,340,000 | 5,452 |
| Mortgage-backed securities | $131,396,000 | 476 |
| Certificates of participation in pools of residential mortgages | $131,337,000 | 335 |
| Issued or guaranteed by U.S. | $131,337,000 | 329 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $59,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,185 |
| 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) | $7,537,000 | 1,366 |
| Available-for-sale securities (fair market value) | $284,619,000 | 383 |
| Total debt securities | $131,396,000 | 893 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $114,232,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $206,328,000 | 597 |
| U.S. Government securities | $132,628,000 | 625 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $132,628,000 | 616 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $73,700,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,400,000 | 5,499 |
| Mortgage-backed securities | $132,628,000 | 443 |
| Certificates of participation in pools of residential mortgages | $132,569,000 | 308 |
| Issued or guaranteed by U.S. | $132,569,000 | 302 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $59,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,136 |
| 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) | $8,098,000 | 1,361 |
| Available-for-sale securities (fair market value) | $198,230,000 | 519 |
| Total debt securities | $132,628,000 | 870 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $206,566,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $202,072,000 | 622 |
| U.S. Government securities | $131,942,000 | 627 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $131,942,000 | 618 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $70,130,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,458,000 | 2,422 |
| Mortgage-backed securities | $131,942,000 | 437 |
| Certificates of participation in pools of residential mortgages | $131,879,000 | 290 |
| Issued or guaranteed by U.S. | $131,879,000 | 285 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $63,000 | 3,425 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,093 |
| 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) | $8,127,000 | 1,400 |
| Available-for-sale securities (fair market value) | $193,945,000 | 546 |
| Total debt securities | $131,942,000 | 884 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $233,977,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $196,339,000 | 627 |
| U.S. Government securities | $133,922,000 | 639 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $133,922,000 | 632 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $62,417,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,529,000 | 5,493 |
| Mortgage-backed securities | $133,922,000 | 435 |
| Certificates of participation in pools of residential mortgages | $133,854,000 | 292 |
| Issued or guaranteed by U.S. | $133,854,000 | 285 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $68,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,069 |
| 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) | $5,188,000 | 1,726 |
| Available-for-sale securities (fair market value) | $191,151,000 | 541 |
| Total debt securities | $133,922,000 | 869 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $236,985,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $185,524,000 | 670 |
| U.S. Government securities | $137,764,000 | 634 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $137,764,000 | 624 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $47,760,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,702,000 | 5,438 |
| Mortgage-backed securities | $137,764,000 | 425 |
| Certificates of participation in pools of residential mortgages | $137,692,000 | 293 |
| Issued or guaranteed by U.S. | $137,692,000 | 285 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $72,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,065 |
| 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) | $5,208,000 | 1,762 |
| Available-for-sale securities (fair market value) | $180,316,000 | 565 |
| Total debt securities | $137,764,000 | 847 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $240,042,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $430,159,000 | 316 |
| U.S. Government securities | $401,123,000 | 247 |
| U.S. Treasury securities | $21,709,000 | 163 |
| U.S. Government agency obligations | $379,414,000 | 249 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $29,036,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,813,000 | 5,400 |
| Mortgage-backed securities | $139,868,000 | 431 |
| Certificates of participation in pools of residential mortgages | $139,794,000 | 295 |
| Issued or guaranteed by U.S. | $139,794,000 | 288 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $74,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,068 |
| 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) | $5,396,000 | 1,773 |
| Available-for-sale securities (fair market value) | $424,763,000 | 262 |
| Total debt securities | $401,123,000 | 327 |
| Structured notes |
| Amortized cost | $24,030,000 | 115 |
| Fair value | $23,841,000 | 115 |
| Trading account assets | $1,931,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $442,677,000 | 306 |
| U.S. Government securities | $425,174,000 | 241 |
| U.S. Treasury securities | $35,611,000 | 105 |
| U.S. Government agency obligations | $389,563,000 | 248 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $17,503,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,929,000 | 5,401 |
| Mortgage-backed securities | $136,147,000 | 446 |
| Certificates of participation in pools of residential mortgages | $136,069,000 | 306 |
| Issued or guaranteed by U.S. | $136,069,000 | 297 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $78,000 | 3,342 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,047 |
| 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) | $5,416,000 | 1,825 |
| Available-for-sale securities (fair market value) | $437,261,000 | 261 |
| Total debt securities | $425,174,000 | 308 |
| Structured notes |
| Amortized cost | $19,032,000 | 169 |
| Fair value | $18,818,000 | 167 |
| Trading account assets | $369,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $458,563,000 | 303 |
| U.S. Government securities | $447,870,000 | 237 |
| U.S. Treasury securities | $58,273,000 | 78 |
| U.S. Government agency obligations | $389,597,000 | 253 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $10,693,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,998,000 | 5,363 |
| Mortgage-backed securities | $140,761,000 | 438 |
| Certificates of participation in pools of residential mortgages | $140,680,000 | 311 |
| Issued or guaranteed by U.S. | $140,680,000 | 305 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $81,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,053 |
| 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) | $5,659,000 | 1,817 |
| Available-for-sale securities (fair market value) | $452,904,000 | 262 |
| Total debt securities | $447,870,000 | 300 |
| Structured notes |
| Amortized cost | $21,032,000 | 165 |
| Fair value | $20,627,000 | 161 |
| Trading account assets | $6,670,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $455,856,000 | 314 |
| U.S. Government securities | $448,593,000 | 250 |
| U.S. Treasury securities | $72,129,000 | 77 |
| U.S. Government agency obligations | $376,464,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $7,263,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,169,000 | 5,277 |
| Mortgage-backed securities | $140,838,000 | 442 |
| Certificates of participation in pools of residential mortgages | $140,751,000 | 317 |
| Issued or guaranteed by U.S. | $140,751,000 | 310 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $87,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 3,044 |
| 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) | $5,910,000 | 1,803 |
| Available-for-sale securities (fair market value) | $449,946,000 | 268 |
| Total debt securities | $448,593,000 | 311 |
| Structured notes |
| Amortized cost | $25,033,000 | 132 |
| Fair value | $25,585,000 | 128 |
| Trading account assets | $8,833,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $459,184,000 | 318 |
| U.S. Government securities | $452,222,000 | 254 |
| U.S. Treasury securities | $76,116,000 | 79 |
| U.S. Government agency obligations | $376,106,000 | 274 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $6,962,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,340,000 | 5,235 |
| Mortgage-backed securities | $141,569,000 | 447 |
| Certificates of participation in pools of residential mortgages | $141,478,000 | 321 |
| Issued or guaranteed by U.S. | $141,478,000 | 315 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $91,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,053 |
| 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) | $6,137,000 | 1,809 |
| Available-for-sale securities (fair market value) | $453,047,000 | 275 |
| Total debt securities | $452,222,000 | 316 |
| Structured notes |
| Amortized cost | $23,033,000 | 150 |
| Fair value | $22,690,000 | 149 |
| Trading account assets | $9,282,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $434,180,000 | 335 |
| U.S. Government securities | $427,123,000 | 258 |
| U.S. Treasury securities | $82,178,000 | 72 |
| U.S. Government agency obligations | $344,945,000 | 296 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $7,057,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,533,000 | 5,127 |
| Mortgage-backed securities | $132,840,000 | 472 |
| Certificates of participation in pools of residential mortgages | $132,733,000 | 339 |
| Issued or guaranteed by U.S. | $132,733,000 | 335 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $107,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 3,041 |
| 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) | $4,577,000 | 2,045 |
| Available-for-sale securities (fair market value) | $429,603,000 | 282 |
| Total debt securities | $427,123,000 | 327 |
| Structured notes |
| Amortized cost | $15,033,000 | 276 |
| Fair value | $14,769,000 | 285 |
| Trading account assets | $22,803,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $437,449,000 | 335 |
| U.S. Government securities | $429,808,000 | 259 |
| U.S. Treasury securities | $88,634,000 | 70 |
| U.S. Government agency obligations | $341,174,000 | 299 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $7,641,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,784,000 | 5,013 |
| Mortgage-backed securities | $135,441,000 | 477 |
| Certificates of participation in pools of residential mortgages | $135,329,000 | 342 |
| Issued or guaranteed by U.S. | $135,329,000 | 335 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $112,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,072 |
| 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) | $4,595,000 | 2,059 |
| Available-for-sale securities (fair market value) | $432,854,000 | 288 |
| Total debt securities | $429,808,000 | 330 |
| Structured notes |
| Amortized cost | $19,034,000 | 192 |
| Fair value | $18,908,000 | 193 |
| Trading account assets | $30,785,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $450,624,000 | 331 |
| U.S. Government securities | $443,403,000 | 259 |
| U.S. Treasury securities | $119,290,000 | 54 |
| U.S. Government agency obligations | $324,113,000 | 317 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $7,221,000 | 399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,897,000 | 5,024 |
| Mortgage-backed securities | $132,991,000 | 486 |
| Certificates of participation in pools of residential mortgages | $132,871,000 | 357 |
| Issued or guaranteed by U.S. | $132,871,000 | 351 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $120,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 3,112 |
| 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) | $4,859,000 | 2,038 |
| Available-for-sale securities (fair market value) | $445,765,000 | 285 |
| Total debt securities | $443,403,000 | 325 |
| Structured notes |
| Amortized cost | $21,035,000 | 173 |
| Fair value | $20,749,000 | 170 |
| Trading account assets | $41,317,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $448,507,000 | 338 |
| U.S. Government securities | $441,202,000 | 270 |
| U.S. Treasury securities | $125,096,000 | 56 |
| U.S. Government agency obligations | $316,106,000 | 325 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $7,305,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,090,000 | 4,910 |
| Mortgage-backed securities | $127,587,000 | 520 |
| Certificates of participation in pools of residential mortgages | $127,451,000 | 377 |
| Issued or guaranteed by U.S. | $127,451,000 | 373 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $136,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 3,117 |
| 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) | $4,877,000 | 2,047 |
| Available-for-sale securities (fair market value) | $443,630,000 | 290 |
| Total debt securities | $441,202,000 | 330 |
| Structured notes |
| Amortized cost | $25,995,000 | 120 |
| Fair value | $25,930,000 | 120 |
| Trading account assets | $59,013,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $457,734,000 | 333 |
| U.S. Government securities | $448,384,000 | 263 |
| U.S. Treasury securities | $131,058,000 | 56 |
| U.S. Government agency obligations | $317,326,000 | 334 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $9,350,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $275,000 | 7,034 |
| Mortgage-backed securities | $125,296,000 | 527 |
| Certificates of participation in pools of residential mortgages | $125,145,000 | 378 |
| Issued or guaranteed by U.S. | $125,145,000 | 377 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $151,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 3,105 |
| 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) | $4,894,000 | 2,069 |
| Available-for-sale securities (fair market value) | $452,840,000 | 288 |
| Total debt securities | $448,384,000 | 328 |
| Structured notes |
| Amortized cost | $32,035,000 | 90 |
| Fair value | $32,022,000 | 90 |
| Trading account assets | $55,782,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $470,227,000 | 336 |
| U.S. Government securities | $461,021,000 | 268 |
| U.S. Treasury securities | $153,202,000 | 51 |
| U.S. Government agency obligations | $307,819,000 | 345 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $9,206,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $387,000 | 7,008 |
| Mortgage-backed securities | $124,907,000 | 527 |
| Certificates of participation in pools of residential mortgages | $124,734,000 | 380 |
| Issued or guaranteed by U.S. | $124,734,000 | 378 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $173,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 3,154 |
| 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) | $4,911,000 | 2,077 |
| Available-for-sale securities (fair market value) | $465,316,000 | 294 |
| Total debt securities | $461,021,000 | 329 |
| Structured notes |
| Amortized cost | $29,000,000 | 101 |
| Fair value | $28,725,000 | 101 |
| Trading account assets | $78,209,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $407,106,000 | 359 |
| U.S. Government securities | $396,478,000 | 292 |
| U.S. Treasury securities | $116,920,000 | 63 |
| U.S. Government agency obligations | $279,558,000 | 373 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $10,628,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $491,000 | 6,935 |
| Mortgage-backed securities | $100,612,000 | 645 |
| Certificates of participation in pools of residential mortgages | $100,420,000 | 473 |
| Issued or guaranteed by U.S. | $100,420,000 | 469 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $192,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 3,187 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $407,106,000 | 313 |
| Total debt securities | $396,478,000 | 352 |
| Structured notes |
| Amortized cost | $34,997,000 | 59 |
| Fair value | $35,201,000 | 58 |
| Trading account assets | $70,505,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $452,142,000 | 348 |
| U.S. Government securities | $417,763,000 | 301 |
| U.S. Treasury securities | $123,642,000 | 60 |
| U.S. Government agency obligations | $294,121,000 | 379 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $34,379,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $740,000 | 6,700 |
| Mortgage-backed securities | $95,658,000 | 677 |
| Certificates of participation in pools of residential mortgages | $95,451,000 | 505 |
| Issued or guaranteed by U.S. | $95,451,000 | 499 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $207,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 3,353 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $452,142,000 | 302 |
| Total debt securities | $417,763,000 | 352 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $72,633,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $463,891,000 | 332 |
| U.S. Government securities | $429,737,000 | 286 |
| U.S. Treasury securities | $122,227,000 | 60 |
| U.S. Government agency obligations | $307,510,000 | 363 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $34,154,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $823,000 | 6,677 |
| Mortgage-backed securities | $110,050,000 | 612 |
| Certificates of participation in pools of residential mortgages | $109,788,000 | 446 |
| Issued or guaranteed by U.S. | $109,788,000 | 443 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $262,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 3,354 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $463,891,000 | 291 |
| Total debt securities | $429,737,000 | 346 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $62,950,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $419,731,000 | 353 |
| U.S. Government securities | $384,664,000 | 313 |
| U.S. Treasury securities | $106,220,000 | 64 |
| U.S. Government agency obligations | $278,444,000 | 393 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $35,067,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,080,000 | 6,471 |
| Mortgage-backed securities | $127,265,000 | 553 |
| Certificates of participation in pools of residential mortgages | $126,950,000 | 384 |
| Issued or guaranteed by U.S. | $126,950,000 | 379 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $315,000 | 3,651 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 3,478 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $419,731,000 | 310 |
| Total debt securities | $384,664,000 | 367 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $67,940,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $363,477,000 | 403 |
| U.S. Government securities | $325,808,000 | 360 |
| U.S. Treasury securities | $93,221,000 | 75 |
| U.S. Government agency obligations | $232,587,000 | 455 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $37,669,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,207,000 | 6,403 |
| Mortgage-backed securities | $158,802,000 | 469 |
| Certificates of participation in pools of residential mortgages | $158,422,000 | 316 |
| Issued or guaranteed by U.S. | $158,422,000 | 311 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $380,000 | 3,697 |
| CMOs issued by government agencies or sponsored agencies | $380,000 | 3,530 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $363,477,000 | 345 |
| Total debt securities | $325,808,000 | 435 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $94,506,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $406,674,000 | 349 |
| U.S. Government securities | $366,189,000 | 303 |
| U.S. Treasury securities | $103,246,000 | 70 |
| U.S. Government agency obligations | $262,943,000 | 381 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $40,485,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,258,000 | 6,399 |
| Mortgage-backed securities | $189,105,000 | 383 |
| Certificates of participation in pools of residential mortgages | $188,637,000 | 256 |
| Issued or guaranteed by U.S. | $188,637,000 | 252 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $468,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 3,497 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $406,674,000 | 303 |
| Total debt securities | $366,189,000 | 365 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $36,249,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $404,246,000 | 321 |
| U.S. Government securities | $356,166,000 | 286 |
| U.S. Treasury securities | $80,882,000 | 93 |
| U.S. Government agency obligations | $275,284,000 | 320 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $48,080,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,634,000 | 6,220 |
| Mortgage-backed securities | $265,031,000 | 276 |
| Certificates of participation in pools of residential mortgages | $263,541,000 | 182 |
| Issued or guaranteed by U.S. | $263,541,000 | 179 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,490,000 | 2,984 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,825 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $404,246,000 | 285 |
| Total debt securities | $356,166,000 | 348 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $3,089,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $442,913,000 | 293 |
| U.S. Government securities | $422,802,000 | 236 |
| U.S. Treasury securities | $126,456,000 | 74 |
| U.S. Government agency obligations | $296,346,000 | 296 |
| Securities issued by states & political subdivisions | $230,000 | 6,629 |
| 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 | $19,881,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,902,000 | 6,364 |
| Mortgage-backed securities | $287,213,000 | 234 |
| Certificates of participation in pools of residential mortgages | $284,773,000 | 152 |
| Issued or guaranteed by U.S. | $284,773,000 | 150 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,440,000 | 2,124 |
| CMOs issued by government agencies or sponsored agencies | $2,440,000 | 1,974 |
| 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) | $230,000 | 5,233 |
| Available-for-sale securities (fair market value) | $442,683,000 | 234 |
| Total debt securities | $423,032,000 | 296 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $19,794,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $482,449,000 | 293 |
| U.S. Government securities | $435,964,000 | 246 |
| U.S. Treasury securities | $137,614,000 | 75 |
| U.S. Government agency obligations | $298,350,000 | 317 |
| Securities issued by states & political subdivisions | $230,000 | 6,951 |
| 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 | $46,255,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,041,000 | 6,294 |
| Mortgage-backed securities | $282,335,000 | 268 |
| Certificates of participation in pools of residential mortgages | $277,692,000 | 163 |
| Issued or guaranteed by U.S. | $277,692,000 | 161 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,643,000 | 1,673 |
| CMOs issued by government agencies or sponsored agencies | $4,643,000 | 1,546 |
| 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) | $230,000 | 5,673 |
| Available-for-sale securities (fair market value) | $482,219,000 | 233 |
| Total debt securities | $436,194,000 | 312 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $6,042,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $443,048,000 | 318 |
| U.S. Government securities | $396,310,000 | 273 |
| U.S. Treasury securities | $114,981,000 | 126 |
| U.S. Government agency obligations | $281,329,000 | 341 |
| Securities issued by states & political subdivisions | $230,000 | 7,175 |
| Other domestic debt securities | $359,000 | 2,934 |
| Privately issued residential mortgage-backed securities | $235,000 | 1,063 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,000 | 2,800 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $46,149,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,238,000 | 5,955 |
| Mortgage-backed securities | $272,572,000 | 276 |
| Certificates of participation in pools of residential mortgages | $266,322,000 | 184 |
| Issued or guaranteed by U.S. | $266,087,000 | 177 |
| Privately issued | $235,000 | 242 |
| Collaterized mortgage obligations | $6,250,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $6,250,000 | 1,470 |
| 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) | $354,000 | 6,046 |
| Available-for-sale securities (fair market value) | $442,694,000 | 261 |
| Total debt securities | $396,899,000 | 338 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $30,793,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $507,110,000 | 284 |
| U.S. Government securities | $463,253,000 | 254 |
| U.S. Treasury securities | $123,021,000 | 167 |
| U.S. Government agency obligations | $340,232,000 | 289 |
| Securities issued by states & political subdivisions | $230,000 | 7,420 |
| Other domestic debt securities | $454,000 | 2,456 |
| Privately issued residential mortgage-backed securities | $312,000 | 924 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $142,000 | 2,480 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $43,173,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $217,000 | 8,561 |
| Mortgage-backed securities | $330,731,000 | 238 |
| Certificates of participation in pools of residential mortgages | $322,833,000 | 167 |
| Issued or guaranteed by U.S. | $322,521,000 | 165 |
| Privately issued | $312,000 | 274 |
| Collaterized mortgage obligations | $7,898,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $7,898,000 | 1,253 |
| 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) | $372,000 | 6,892 |
| Available-for-sale securities (fair market value) | $506,738,000 | 224 |
| Total debt securities | $463,937,000 | 301 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $21,260,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $496,320,000 | 306 |
| U.S. Government securities | $454,698,000 | 271 |
| U.S. Treasury securities | $140,706,000 | 170 |
| U.S. Government agency obligations | $313,992,000 | 315 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $1,640,000 | 1,673 |
| Privately issued residential mortgage-backed securities | $480,000 | 1,008 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,160,000 | 1,423 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $39,982,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $273,000 | 8,892 |
| Mortgage-backed securities | $306,594,000 | 265 |
| Certificates of participation in pools of residential mortgages | $306,594,000 | 181 |
| Issued or guaranteed by U.S. | $306,114,000 | 179 |
| Privately issued | $480,000 | 308 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $160,000 | 7,793 |
| Available-for-sale securities (fair market value) | $496,160,000 | 230 |
| Total debt securities | $454,002,000 | 322 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $4,672,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $463,763,000 | 341 |
| U.S. Government securities | $442,038,000 | 295 |
| U.S. Treasury securities | $212,115,000 | 137 |
| U.S. Government agency obligations | $229,923,000 | 406 |
| Securities issued by states & political subdivisions | $225,000 | 8,128 |
| Other domestic debt securities | $2,950,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $769,000 | 1,011 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,181,000 | 1,314 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $18,550,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $341,000 | 9,142 |
| Mortgage-backed securities | $216,520,000 | 363 |
| Certificates of participation in pools of residential mortgages | $216,520,000 | 237 |
| Issued or guaranteed by U.S. | $215,751,000 | 230 |
| Privately issued | $769,000 | 315 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $402,000 | 7,919 |
| Available-for-sale securities (fair market value) | $463,361,000 | 267 |
| Total debt securities | $435,686,000 | 352 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $6,819,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $430,475,000 | 370 |
| U.S. Government securities | $420,125,000 | 332 |
| U.S. Treasury securities | $242,787,000 | 161 |
| U.S. Government agency obligations | $177,338,000 | 477 |
| Securities issued by states & political subdivisions | $372,000 | 8,062 |
| Other domestic debt securities | $3,078,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $969,000 | 951 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,109,000 | 1,532 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $6,900,000 | 488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $406,000 | 9,487 |
| Mortgage-backed securities | $172,264,000 | 437 |
| Certificates of participation in pools of residential mortgages | $172,264,000 | 280 |
| Issued or guaranteed by U.S. | $171,295,000 | 273 |
| Privately issued | $969,000 | 270 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $172,831,000 | 480 |
| Available-for-sale securities (fair market value) | $257,644,000 | 251 |
| Total debt securities | $431,164,000 | 366 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $115,610,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $419,999,000 | 390 |
| U.S. Government securities | $403,948,000 | 346 |
| U.S. Treasury securities | $282,719,000 | 159 |
| U.S. Government agency obligations | $121,229,000 | 648 |
| Securities issued by states & political subdivisions | $602,000 | 7,610 |
| Other domestic debt securities | $3,857,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $1,620,000 | 951 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,237,000 | 1,679 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $11,592,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,910,000 | 7,156 |
| Mortgage-backed securities | $115,353,000 | 600 |
| Certificates of participation in pools of residential mortgages | $115,353,000 | 398 |
| Issued or guaranteed by U.S. | $113,733,000 | 380 |
| Privately issued | $1,620,000 | 326 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $408,407,000 | 392 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $143,169,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $503,781,000 | 321 |
| U.S. Government securities | $479,014,000 | 281 |
| U.S. Treasury securities | $324,658,000 | 134 |
| U.S. Government agency obligations | $154,356,000 | 504 |
| Securities issued by states & political subdivisions | $927,000 | 6,725 |
| Other domestic debt securities | $3,963,000 | 1,972 |
| Privately issued residential mortgage-backed securities | $2,644,000 | 1,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,319,000 | 2,561 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $19,877,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,234,000 | 8,248 |
| Mortgage-backed securities | $140,037,000 | 510 |
| Certificates of participation in pools of residential mortgages | $140,037,000 | 324 |
| Issued or guaranteed by U.S. | $137,393,000 | 311 |
| Privately issued | $2,644,000 | 309 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $483,904,000 | 325 |
| 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 |
