| 2011-09-30 | Rank |
| Total securities | $455,789,000 | 327 |
| U.S. Government securities | $438,005,000 | 251 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $438,005,000 | 247 |
| Securities issued by states & political subdivisions | $5,658,000 | 3,379 |
| Other domestic debt securities | $3,406,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,406,000 | 828 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $8,720,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $243,196,000 | 258 |
| Mortgage-backed securities | $386,238,000 | 231 |
| Certificates of participation in pools of residential mortgages | $270,762,000 | 177 |
| Issued or guaranteed by U.S. | $270,762,000 | 176 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $115,476,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $115,476,000 | 273 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $455,789,000 | 286 |
| Total debt securities | $447,069,000 | 322 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $472,420,000 | 311 |
| U.S. Government securities | $457,450,000 | 244 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $457,450,000 | 236 |
| Securities issued by states & political subdivisions | $5,474,000 | 3,370 |
| Other domestic debt securities | $3,920,000 | 1,138 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,920,000 | 712 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $5,576,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $234,087,000 | 265 |
| Mortgage-backed securities | $360,298,000 | 243 |
| Certificates of participation in pools of residential mortgages | $272,076,000 | 176 |
| Issued or guaranteed by U.S. | $272,076,000 | 175 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $88,222,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $88,222,000 | 330 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $472,420,000 | 275 |
| Total debt securities | $466,844,000 | 307 |
| Structured notes |
| Amortized cost | $44,920,000 | 122 |
| Fair value | $44,875,000 | 123 |
| 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 | $512,000,000 | 292 |
| U.S. Government securities | $497,167,000 | 228 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $497,167,000 | 224 |
| Securities issued by states & political subdivisions | $5,298,000 | 3,397 |
| Other domestic debt securities | $4,036,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $4,036,000 | 711 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $5,499,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $248,275,000 | 253 |
| Mortgage-backed securities | $378,229,000 | 227 |
| Certificates of participation in pools of residential mortgages | $284,812,000 | 168 |
| Issued or guaranteed by U.S. | $284,812,000 | 167 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $93,417,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $93,417,000 | 294 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $512,000,000 | 259 |
| Total debt securities | $506,501,000 | 291 |
| Structured notes |
| Amortized cost | $54,865,000 | 105 |
| Fair value | $53,997,000 | 103 |
| 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 | $528,262,000 | 277 |
| U.S. Government securities | $513,753,000 | 214 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $513,753,000 | 210 |
| Securities issued by states & political subdivisions | $5,282,000 | 3,378 |
| Other domestic debt securities | $3,708,000 | 1,283 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,708,000 | 740 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,519,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $271,428,000 | 231 |
| Mortgage-backed securities | $388,035,000 | 216 |
| Certificates of participation in pools of residential mortgages | $284,834,000 | 166 |
| Issued or guaranteed by U.S. | $284,834,000 | 164 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $103,201,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $103,201,000 | 272 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $528,262,000 | 244 |
| Total debt securities | $522,743,000 | 274 |
| Structured notes |
| Amortized cost | $54,876,000 | 83 |
| Fair value | $54,126,000 | 82 |
| 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 | $479,779,000 | 283 |
| U.S. Government securities | $464,927,000 | 221 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $464,927,000 | 213 |
| Securities issued by states & political subdivisions | $5,605,000 | 3,209 |
| Other domestic debt securities | $3,599,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,599,000 | 750 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,648,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $225,724,000 | 261 |
| Mortgage-backed securities | $345,838,000 | 222 |
| Certificates of participation in pools of residential mortgages | $222,448,000 | 191 |
| Issued or guaranteed by U.S. | $222,448,000 | 189 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $123,390,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $123,390,000 | 237 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $479,779,000 | 245 |
| Total debt securities | $474,131,000 | 280 |
| Structured notes |
| Amortized cost | $44,873,000 | 105 |
| Fair value | $45,203,000 | 103 |
| 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 | $426,158,000 | 311 |
| U.S. Government securities | $411,511,000 | 240 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $411,511,000 | 231 |
| Securities issued by states & political subdivisions | $5,443,000 | 3,162 |
| Other domestic debt securities | $3,597,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,597,000 | 725 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,607,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $253,316,000 | 242 |
| Mortgage-backed securities | $354,121,000 | 214 |
| Certificates of participation in pools of residential mortgages | $225,559,000 | 186 |
| Issued or guaranteed by U.S. | $225,559,000 | 185 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $128,562,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $128,562,000 | 220 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $426,158,000 | 273 |
| Total debt securities | $420,551,000 | 311 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $498,801,000 | 273 |
| U.S. Government securities | $484,267,000 | 209 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $484,267,000 | 200 |
| Securities issued by states & political subdivisions | $5,336,000 | 3,161 |
| Other domestic debt securities | $3,689,000 | 1,379 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,689,000 | 740 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,509,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $283,954,000 | 227 |
| Mortgage-backed securities | $405,516,000 | 196 |
| Certificates of participation in pools of residential mortgages | $262,279,000 | 166 |
| Issued or guaranteed by U.S. | $262,279,000 | 164 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $143,237,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $143,237,000 | 197 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $498,801,000 | 239 |
| Total debt securities | $493,293,000 | 266 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $782,690,000 | 179 |
| U.S. Government securities | $768,478,000 | 146 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $768,478,000 | 142 |
| Securities issued by states & political subdivisions | $5,325,000 | 3,164 |
| Other domestic debt securities | $3,424,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,424,000 | 778 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,463,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $243,195,000 | 266 |
| Mortgage-backed securities | $683,249,000 | 140 |
| Certificates of participation in pools of residential mortgages | $492,214,000 | 109 |
| Issued or guaranteed by U.S. | $492,214,000 | 107 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $191,035,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $191,035,000 | 147 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $782,690,000 | 162 |
| Total debt securities | $777,227,000 | 177 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $744,044,000 | 183 |
| U.S. Government securities | $729,606,000 | 155 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $729,606,000 | 151 |
| Securities issued by states & political subdivisions | $5,611,000 | 3,088 |
| Other domestic debt securities | $3,287,000 | 1,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,287,000 | 843 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,540,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $252,563,000 | 249 |
| Mortgage-backed securities | $618,820,000 | 147 |
| Certificates of participation in pools of residential mortgages | $447,709,000 | 119 |
| Issued or guaranteed by U.S. | $447,709,000 | 117 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $171,111,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $171,111,000 | 154 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $744,044,000 | 161 |
| Total debt securities | $738,505,000 | 181 |
| Structured notes |
| Amortized cost | $9,983,000 | 263 |
| Fair value | $10,005,000 | 256 |
| 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 | $745,792,000 | 187 |
| U.S. Government securities | $732,602,000 | 149 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $732,602,000 | 144 |
| Securities issued by states & political subdivisions | $5,205,000 | 3,148 |
| Other domestic debt securities | $2,527,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,527,000 | 1,006 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,458,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $264,690,000 | 240 |
| Mortgage-backed securities | $613,731,000 | 151 |
| Certificates of participation in pools of residential mortgages | $459,525,000 | 120 |
| Issued or guaranteed by U.S. | $459,525,000 | 118 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $154,206,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $154,206,000 | 160 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $745,792,000 | 165 |
| Total debt securities | $740,343,000 | 181 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $430,219,000 | 318 |
| U.S. Government securities | $420,916,000 | 230 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $420,916,000 | 223 |
| Securities issued by states & political subdivisions | $1,884,000 | 4,326 |
| Other domestic debt securities | $1,946,000 | 1,899 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,946,000 | 1,168 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,473,000 | 338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $230,747,000 | 282 |
| Mortgage-backed securities | $351,309,000 | 236 |
| Certificates of participation in pools of residential mortgages | $225,672,000 | 227 |
| Issued or guaranteed by U.S. | $225,672,000 | 222 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $125,637,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $125,637,000 | 183 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $430,219,000 | 271 |
| Total debt securities | $424,746,000 | 308 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $406,586,000 | 325 |
| U.S. Government securities | $399,017,000 | 240 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $399,017,000 | 234 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,152,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,152,000 | 1,076 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $5,417,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $245,058,000 | 271 |
| Mortgage-backed securities | $351,696,000 | 234 |
| Certificates of participation in pools of residential mortgages | $227,775,000 | 216 |
| Issued or guaranteed by U.S. | $227,775,000 | 213 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $123,921,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $123,921,000 | 184 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $406,586,000 | 278 |
| Total debt securities | $401,169,000 | 318 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $313,393,000 | 401 |
| U.S. Government securities | $305,267,000 | 291 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $305,267,000 | 286 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,776,000 | 1,569 |
| 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 | $2,776,000 | 919 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,350,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $237,696,000 | 269 |
| Mortgage-backed securities | $292,892,000 | 264 |
| Certificates of participation in pools of residential mortgages | $166,984,000 | 276 |
| Issued or guaranteed by U.S. | $166,984,000 | 271 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $125,908,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $125,908,000 | 171 |
| 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) | $313,393,000 | 341 |
| Total debt securities | $308,044,000 | 399 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $291,343,000 | 438 |
| U.S. Government securities | $282,143,000 | 313 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $282,143,000 | 303 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,860,000 | 1,405 |
| 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 | $3,860,000 | 827 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,340,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $237,658,000 | 262 |
| Mortgage-backed securities | $266,432,000 | 279 |
| Certificates of participation in pools of residential mortgages | $140,000,000 | 327 |
| Issued or guaranteed by U.S. | $140,000,000 | 321 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $126,432,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $126,432,000 | 179 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $291,343,000 | 368 |
| Total debt securities | $286,002,000 | 427 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $273,779,000 | 456 |
| U.S. Government securities | $262,787,000 | 327 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $262,787,000 | 318 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $5,534,000 | 1,147 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,770,000 | 173 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,764,000 | 828 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $5,458,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $260,351,000 | 248 |
| Mortgage-backed securities | $249,805,000 | 299 |
| Certificates of participation in pools of residential mortgages | $156,587,000 | 292 |
| Issued or guaranteed by U.S. | $156,587,000 | 285 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $93,218,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $93,218,000 | 207 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $273,779,000 | 399 |
| Total debt securities | $268,320,000 | 457 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $258,772,000 | 479 |
| U.S. Government securities | $247,623,000 | 355 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $247,623,000 | 347 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $5,727,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,815,000 | 169 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,912,000 | 774 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $5,422,000 | 459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $187,154,000 | 321 |
| Mortgage-backed securities | $210,525,000 | 316 |
| Certificates of participation in pools of residential mortgages | $102,599,000 | 373 |
| Issued or guaranteed by U.S. | $102,599,000 | 369 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $107,926,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $107,926,000 | 183 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $258,772,000 | 415 |
| Total debt securities | $253,352,000 | 475 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $237,627,000 | 526 |
| U.S. Government securities | $226,010,000 | 397 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $226,010,000 | 388 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $6,282,000 | 963 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,857,000 | 159 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,425,000 | 698 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $5,335,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $167,029,000 | 341 |
| Mortgage-backed securities | $154,369,000 | 389 |
| Certificates of participation in pools of residential mortgages | $59,161,000 | 557 |
| Issued or guaranteed by U.S. | $59,161,000 | 550 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $95,208,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $95,208,000 | 189 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $237,627,000 | 455 |
| Total debt securities | $232,292,000 | 525 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $194,925,000 | 631 |
| U.S. Government securities | $187,781,000 | 471 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $187,781,000 | 459 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,871,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,871,000 | 147 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $5,273,000 | 445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $155,382,000 | 359 |
| Mortgage-backed securities | $110,792,000 | 501 |
| Certificates of participation in pools of residential mortgages | $64,334,000 | 526 |
| Issued or guaranteed by U.S. | $64,334,000 | 518 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $46,458,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $46,458,000 | 322 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $194,925,000 | 531 |
| Total debt securities | $189,651,000 | 627 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $176,071,000 | 700 |
| U.S. Government securities | $168,799,000 | 525 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $168,799,000 | 505 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,901,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,901,000 | 154 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $5,371,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $145,785,000 | 380 |
| Mortgage-backed securities | $90,507,000 | 573 |
| Certificates of participation in pools of residential mortgages | $42,840,000 | 751 |
| Issued or guaranteed by U.S. | $42,840,000 | 741 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $47,667,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $47,667,000 | 307 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $176,071,000 | 580 |
| Total debt securities | $170,701,000 | 698 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $163,852,000 | 754 |
| U.S. Government securities | $157,032,000 | 582 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $157,032,000 | 565 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,928,000 | 1,315 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,928,000 | 144 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,374 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,892,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $151,242,000 | 380 |
| Mortgage-backed securities | $75,989,000 | 674 |
| Certificates of participation in pools of residential mortgages | $37,240,000 | 832 |
| Issued or guaranteed by U.S. | $37,240,000 | 822 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $38,749,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $38,749,000 | 374 |
| 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) | $1,000,000 | 2,840 |
| Available-for-sale securities (fair market value) | $162,852,000 | 635 |
| Total debt securities | $159,960,000 | 755 |
| Structured notes |
| Amortized cost | $7,997,000 | 480 |
| Fair value | $7,956,000 | 468 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $201,461,000 | 639 |
| U.S. Government securities | $187,391,000 | 496 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $187,391,000 | 477 |
| Securities issued by states & political subdivisions | $7,237,000 | 2,522 |
| Other domestic debt securities | $2,937,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,937,000 | 150 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,386 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $3,896,000 | 552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $138,585,000 | 403 |
| Mortgage-backed securities | $96,634,000 | 570 |
| Certificates of participation in pools of residential mortgages | $37,542,000 | 836 |
| Issued or guaranteed by U.S. | $37,542,000 | 826 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $59,092,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $59,092,000 | 277 |
| 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) | $1,000,000 | 2,908 |
| Available-for-sale securities (fair market value) | $200,461,000 | 530 |
| Total debt securities | $197,565,000 | 631 |
| Structured notes |
| Amortized cost | $12,155,000 | 316 |
| Fair value | $12,044,000 | 315 |
| 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 | $185,750,000 | 691 |
| U.S. Government securities | $171,724,000 | 564 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $171,724,000 | 550 |
| Securities issued by states & political subdivisions | $7,268,000 | 2,503 |
| Other domestic debt securities | $2,956,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,956,000 | 149 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,424 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,802,000 | 565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $122,208,000 | 445 |
| Mortgage-backed securities | $82,005,000 | 644 |
| Certificates of participation in pools of residential mortgages | $38,413,000 | 833 |
| Issued or guaranteed by U.S. | $38,413,000 | 825 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $43,592,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $43,592,000 | 339 |
| 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) | $1,000,000 | 2,942 |
| Available-for-sale securities (fair market value) | $184,750,000 | 575 |
| Total debt securities | $181,944,000 | 688 |
| Structured notes |
| Amortized cost | $12,155,000 | 342 |
| Fair value | $11,951,000 | 337 |
| 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 | $186,653,000 | 702 |
| U.S. Government securities | $172,505,000 | 571 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $172,505,000 | 553 |
| Securities issued by states & political subdivisions | $7,328,000 | 2,471 |
| Other domestic debt securities | $2,969,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,969,000 | 143 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,488 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $3,851,000 | 575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $97,214,000 | 558 |
| Mortgage-backed securities | $81,867,000 | 645 |
| Certificates of participation in pools of residential mortgages | $41,816,000 | 783 |
| Issued or guaranteed by U.S. | $41,816,000 | 773 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $40,051,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $40,051,000 | 364 |
| 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) | $1,000,000 | 2,998 |
| Available-for-sale securities (fair market value) | $185,653,000 | 586 |
| Total debt securities | $182,803,000 | 694 |
| Structured notes |
| Amortized cost | $12,154,000 | 353 |
| Fair value | $12,005,000 | 349 |
| 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 | $175,710,000 | 731 |
| U.S. Government securities | $161,464,000 | 602 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $161,464,000 | 585 |
| Securities issued by states & political subdivisions | $7,331,000 | 2,454 |
| Other domestic debt securities | $2,990,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,989,000 | 141 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,001,000 | 1,594 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,925,000 | 575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $99,375,000 | 545 |
| Mortgage-backed securities | $70,667,000 | 726 |
| Certificates of participation in pools of residential mortgages | $44,731,000 | 760 |
| Issued or guaranteed by U.S. | $44,731,000 | 753 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $25,936,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $25,936,000 | 459 |
| 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) | $1,001,000 | 3,058 |
| Available-for-sale securities (fair market value) | $174,709,000 | 617 |
| Total debt securities | $171,784,000 | 725 |
| Structured notes |
| Amortized cost | $12,153,000 | 353 |
| Fair value | $12,013,000 | 353 |
| 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 | $173,672,000 | 733 |
| U.S. Government securities | $158,347,000 | 616 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $158,347,000 | 593 |
| Securities issued by states & political subdivisions | $7,376,000 | 2,424 |
| Other domestic debt securities | $4,001,000 | 1,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000,000 | 140 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,001,000 | 1,242 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,948,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $103,146,000 | 516 |
| Mortgage-backed securities | $66,791,000 | 759 |
| Certificates of participation in pools of residential mortgages | $48,793,000 | 711 |
| Issued or guaranteed by U.S. | $48,793,000 | 701 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,998,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $17,998,000 | 591 |
| 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) | $2,001,000 | 2,653 |
| Available-for-sale securities (fair market value) | $171,671,000 | 617 |
| Total debt securities | $169,723,000 | 731 |
| Structured notes |
| Amortized cost | $12,152,000 | 351 |
| Fair value | $12,054,000 | 349 |
| 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 | $133,246,000 | 918 |
| U.S. Government securities | $117,808,000 | 775 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $117,808,000 | 749 |
| Securities issued by states & political subdivisions | $7,415,000 | 2,396 |
| Other domestic debt securities | $4,001,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000,000 | 149 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,001,000 | 1,283 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,022,000 | 596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $107,402,000 | 476 |
| Mortgage-backed securities | $46,890,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $27,129,000 | 1,146 |
| Issued or guaranteed by U.S. | $27,129,000 | 1,136 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $19,761,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $19,761,000 | 579 |
| 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) | $2,001,000 | 2,701 |
| Available-for-sale securities (fair market value) | $131,245,000 | 783 |
| Total debt securities | $129,225,000 | 921 |
| Structured notes |
| Amortized cost | $8,153,000 | 532 |
| Fair value | $8,076,000 | 532 |
| 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 | $136,284,000 | 914 |
| U.S. Government securities | $120,468,000 | 779 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $120,468,000 | 745 |
| Securities issued by states & political subdivisions | $9,830,000 | 1,945 |
| Other domestic debt securities | $5,986,000 | 1,040 |
| 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 | $5,986,000 | 724 |
| 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 | $106,684,000 | 485 |
| Mortgage-backed securities | $46,044,000 | 1,075 |
| Certificates of participation in pools of residential mortgages | $24,954,000 | 1,263 |
| Issued or guaranteed by U.S. | $24,954,000 | 1,255 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $21,090,000 | 688 |
| CMOs issued by government agencies or sponsored agencies | $21,090,000 | 570 |
| 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) | $2,001,000 | 2,742 |
| Available-for-sale securities (fair market value) | $134,283,000 | 789 |
| Total debt securities | $136,283,000 | 893 |
| Structured notes |
| Amortized cost | $8,153,000 | 517 |
| Fair value | $8,017,000 | 516 |
| 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 | $135,387,000 | 939 |
| U.S. Government securities | $112,216,000 | 858 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $112,216,000 | 822 |
| Securities issued by states & political subdivisions | $9,784,000 | 1,978 |
| Other domestic debt securities | $5,984,000 | 1,058 |
| 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 | $5,984,000 | 749 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $7,403,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $98,071,000 | 527 |
| Mortgage-backed securities | $49,704,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $26,575,000 | 1,222 |
| Issued or guaranteed by U.S. | $26,575,000 | 1,215 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $23,129,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $23,129,000 | 562 |
| 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) | $2,001,000 | 2,775 |
| Available-for-sale securities (fair market value) | $133,386,000 | 812 |
| Total debt securities | $127,983,000 | 975 |
| Structured notes |
| Amortized cost | $8,152,000 | 504 |
| Fair value | $8,100,000 | 502 |
| 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 | $125,775,000 | 1,010 |
| U.S. Government securities | $97,422,000 | 976 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $97,422,000 | 936 |
| Securities issued by states & political subdivisions | $16,174,000 | 1,203 |
| Other domestic debt securities | $3,983,000 | 1,313 |
| 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 | $3,983,000 | 992 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $8,196,000 | 405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $99,404,000 | 516 |
| Mortgage-backed securities | $59,036,000 | 903 |
| Certificates of participation in pools of residential mortgages | $28,360,000 | 1,165 |
| Issued or guaranteed by U.S. | $28,360,000 | 1,158 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $30,676,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $30,676,000 | 459 |
| 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) | $2,001,000 | 2,823 |
| Available-for-sale securities (fair market value) | $123,774,000 | 874 |
| Total debt securities | $117,579,000 | 1,049 |
| Structured notes |
| Amortized cost | $10,151,000 | 421 |
| Fair value | $10,157,000 | 421 |
| 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 | $126,774,000 | 1,010 |
| U.S. Government securities | $97,950,000 | 992 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $97,950,000 | 953 |
| Securities issued by states & political subdivisions | $15,522,000 | 1,233 |
| Other domestic debt securities | $13,302,000 | 701 |
| 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 | $13,302,000 | 468 |
| 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 | $100,999,000 | 494 |
| Mortgage-backed securities | $61,390,000 | 886 |
| Certificates of participation in pools of residential mortgages | $29,667,000 | 1,139 |
| Issued or guaranteed by U.S. | $29,667,000 | 1,132 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $31,723,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $31,723,000 | 459 |
| 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) | $2,001,000 | 2,822 |
| Available-for-sale securities (fair market value) | $124,773,000 | 876 |
| Total debt securities | $126,774,000 | 976 |
| Structured notes |
| Amortized cost | $5,994,000 | 703 |
| Fair value | $5,959,000 | 675 |
| 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 | $127,384,000 | 1,021 |
| U.S. Government securities | $95,502,000 | 1,002 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $95,502,000 | 963 |
| Securities issued by states & political subdivisions | $17,659,000 | 1,094 |
| Other domestic debt securities | $14,223,000 | 719 |
| 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 | $14,223,000 | 480 |
| 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 | $102,620,000 | 480 |
| Mortgage-backed securities | $65,931,000 | 863 |
| Certificates of participation in pools of residential mortgages | $30,419,000 | 1,137 |
| Issued or guaranteed by U.S. | $30,419,000 | 1,129 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $35,512,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $35,512,000 | 448 |
| 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) | $2,001,000 | 2,819 |
| Available-for-sale securities (fair market value) | $125,383,000 | 879 |
| Total debt securities | $127,385,000 | 984 |
| Structured notes |
| Amortized cost | $4,000,000 | 833 |
| Fair value | $4,053,000 | 834 |
| 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 | $128,413,000 | 1,048 |
| U.S. Government securities | $90,694,000 | 1,100 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $90,694,000 | 1,055 |
| Securities issued by states & political subdivisions | $23,253,000 | 811 |
| Other domestic debt securities | $14,466,000 | 684 |
| 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 | $14,466,000 | 498 |
| 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 | $102,797,000 | 488 |
| Mortgage-backed securities | $63,791,000 | 891 |
| Certificates of participation in pools of residential mortgages | $30,099,000 | 1,154 |
| Issued or guaranteed by U.S. | $30,099,000 | 1,146 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $33,692,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $33,692,000 | 500 |
| 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) | $2,001,000 | 2,862 |
| Available-for-sale securities (fair market value) | $126,412,000 | 909 |
| Total debt securities | $128,412,000 | 1,013 |
| Structured notes |
| Amortized cost | $8,996,000 | 353 |
| Fair value | $9,034,000 | 350 |
| 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 | $134,968,000 | 998 |
| U.S. Government securities | $88,051,000 | 1,118 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $88,051,000 | 1,069 |
| Securities issued by states & political subdivisions | $33,726,000 | 523 |
| Other domestic debt securities | $13,191,000 | 740 |
| 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 | $13,191,000 | 562 |
| 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 | $116,022,000 | 416 |
| Mortgage-backed securities | $64,743,000 | 868 |
| Certificates of participation in pools of residential mortgages | $31,174,000 | 1,110 |
| Issued or guaranteed by U.S. | $31,174,000 | 1,106 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $33,569,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $33,569,000 | 512 |
| 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) | $2,002,000 | 2,884 |
| Available-for-sale securities (fair market value) | $132,966,000 | 866 |
| Total debt securities | $134,967,000 | 958 |
| Structured notes |
| Amortized cost | $8,998,000 | 280 |
| Fair value | $9,057,000 | 275 |
| 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 | $146,446,000 | 902 |
| U.S. Government securities | $91,476,000 | 1,028 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $91,476,000 | 985 |
| Securities issued by states & political subdivisions | $37,821,000 | 436 |
| Other domestic debt securities | $17,149,000 | 658 |
| 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 | $17,149,000 | 476 |
| 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 | $118,766,000 | 406 |
| Mortgage-backed securities | $69,204,000 | 845 |
| Certificates of participation in pools of residential mortgages | $34,813,000 | 1,017 |
| Issued or guaranteed by U.S. | $34,813,000 | 1,012 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $34,391,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $34,391,000 | 539 |
| 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) | $2,808,000 | 2,626 |
| Available-for-sale securities (fair market value) | $143,638,000 | 789 |
| Total debt securities | $146,448,000 | 866 |
| Structured notes |
| Amortized cost | $8,999,000 | 206 |
| Fair value | $9,181,000 | 204 |
| 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 | $130,999,000 | 994 |
| U.S. Government securities | $78,017,000 | 1,192 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $78,017,000 | 1,141 |
| Securities issued by states & political subdivisions | $34,272,000 | 467 |
| Other domestic debt securities | $7,962,000 | 1,072 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,000 | 438 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,951,000 | 844 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $10,748,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $79,267,000 | 543 |
| Mortgage-backed securities | $49,751,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $31,036,000 | 1,073 |
| Issued or guaranteed by U.S. | $31,036,000 | 1,068 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $18,715,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $18,715,000 | 802 |
| 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) | $2,794,000 | 2,655 |
| Available-for-sale securities (fair market value) | $128,205,000 | 873 |
| Total debt securities | $120,252,000 | 1,034 |
| Structured notes |
| Amortized cost | $6,996,000 | 195 |
| Fair value | $7,174,000 | 189 |
| 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 | $104,170,000 | 1,190 |
| U.S. Government securities | $57,825,000 | 1,526 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $57,825,000 | 1,461 |
| Securities issued by states & political subdivisions | $27,502,000 | 596 |
| Other domestic debt securities | $18,843,000 | 623 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $88,000 | 427 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,755,000 | 452 |
| 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 | $68,591,000 | 627 |
| Mortgage-backed securities | $22,668,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $22,668,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $22,668,000 | 699 |
| 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) | $2,780,000 | 2,723 |
| Available-for-sale securities (fair market value) | $101,390,000 | 1,026 |
| Total debt securities | $104,170,000 | 1,143 |
| 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 | $69,454,000 | 1,617 |
| U.S. Government securities | $28,200,000 | 2,674 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $28,200,000 | 2,533 |
| Securities issued by states & political subdivisions | $4,304,000 | 3,136 |
| Other domestic debt securities | $36,950,000 | 397 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $384,000 | 417 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,566,000 | 264 |
| 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 | $11,538,000 | 2,716 |
| Mortgage-backed securities | $10,081,000 | 2,859 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $10,081,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $10,081,000 | 1,200 |
| 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) | $4,323,000 | 2,426 |
| Available-for-sale securities (fair market value) | $65,131,000 | 1,418 |
| Total debt securities | $69,454,000 | 1,571 |
| 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 | $71,828,000 | 1,517 |
| U.S. Government securities | $41,359,000 | 1,930 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $41,359,000 | 1,799 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $27,542,000 | 441 |
| 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 | $27,542,000 | 326 |
| Foreign debt securities | $1,757,000 | 85 |
| Equity securities | $1,170,000 | 2,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,088,000 | 3,147 |
| Mortgage-backed securities | $9,700,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,627 |
| Issued or guaranteed by U.S. | $56,000 | 6,605 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $9,644,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $9,644,000 | 927 |
| 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) | $15,744,000 | 1,368 |
| Available-for-sale securities (fair market value) | $56,084,000 | 1,523 |
| Total debt securities | $70,658,000 | 1,479 |
| 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 | $33,999,000 | 3,247 |
| U.S. Government securities | $25,560,000 | 3,183 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $25,560,000 | 2,843 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $6,043,000 | 1,086 |
| 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 | $6,043,000 | 879 |
| Foreign debt securities | $1,729,000 | 94 |
| Equity securities | $667,000 | 3,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,518,000 | 5,364 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,285,000 | 1,439 |
| Available-for-sale securities (fair market value) | $16,714,000 | 4,418 |
| Total debt securities | $33,332,000 | 3,198 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $17,551,000 | 5,271 |
| U.S. Government securities | $8,311,000 | 6,637 |
| U.S. Treasury securities | $501,000 | 6,020 |
| U.S. Government agency obligations | $7,810,000 | 5,980 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $2,579,000 | 1,527 |
| 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 | $2,579,000 | 1,241 |
| Foreign debt securities | $6,090,000 | 52 |
| Equity securities | $571,000 | 3,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,834,000 | 5,508 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,980,000 | 1,576 |
| Available-for-sale securities (fair market value) | $571,000 | 9,064 |
| Total debt securities | $16,980,000 | 5,240 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $18,842,000 | 5,137 |
| U.S. Government securities | $10,322,000 | 6,363 |
| U.S. Treasury securities | $2,301,000 | 4,847 |
| U.S. Government agency obligations | $8,021,000 | 5,959 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $8,226,000 | 642 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,226,000 | 479 |
| Foreign debt securities | NA | NA |
| Equity securities | $294,000 | 4,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,456,000 | 6,067 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,610,000 | 2,145 |
| Available-for-sale securities (fair market value) | $4,232,000 | 7,788 |
| Total debt securities | $18,548,000 | 5,072 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $12,386,000 | 7,160 |
| U.S. Government securities | $12,116,000 | 6,289 |
| U.S. Treasury securities | $4,601,000 | 3,986 |
| U.S. Government agency obligations | $7,515,000 | 6,474 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| 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 | NA | NA |
| Equity securities | $270,000 | 4,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,700,000 | 7,013 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| 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) | $1,303,000 | 6,774 |
| Available-for-sale securities (fair market value) | $11,083,000 | 5,665 |
| Total debt securities | $12,116,000 | 7,105 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $11,508,000 | 7,760 |
| U.S. Government securities | $11,188,000 | 6,854 |
| U.S. Treasury securities | $2,625,000 | 6,378 |
| U.S. Government agency obligations | $8,563,000 | 6,031 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | NA | NA |
| Equity securities | $320,000 | 4,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,599,000 | 6,283 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| 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) | $299,000 | 8,028 |
| Available-for-sale securities (fair market value) | $11,209,000 | 5,790 |
| Total debt securities | $11,188,000 | 7,732 |
| 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 | $2,603,000 | 11,837 |
| U.S. Government securities | $2,477,000 | 11,527 |
| U.S. Treasury securities | $2,477,000 | 7,679 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | NA | NA |
| Equity securities | $126,000 | 5,610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,499,000 | 7,689 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| 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) | $2,477,000 | 9,675 |
| Available-for-sale securities (fair market value) | $126,000 | 10,660 |
| Total debt securities | $2,477,000 | 11,794 |
| 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 | $2,846,000 | 12,229 |
| U.S. Government securities | $2,518,000 | 11,912 |
| U.S. Treasury securities | $1,500,000 | 9,204 |
| U.S. Government agency obligations | $1,018,000 | 11,168 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $202,000 | 5,260 |
| 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 | $202,000 | 4,117 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 5,281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $498,000 | 9,673 |
| Mortgage-backed securities | $1,018,000 | 8,410 |
| Certificates of participation in pools of residential mortgages | $1,018,000 | 7,052 |
| Issued or guaranteed by U.S. | $1,018,000 | 7,001 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,720,000 | 12,151 |
| 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 | $1,831,000 | 13,130 |
| U.S. Government securities | $1,497,000 | 12,986 |
| U.S. Treasury securities | $498,000 | 11,441 |
| U.S. Government agency obligations | $999,000 | 11,609 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $208,000 | 6,114 |
| 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 | $208,000 | 4,674 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 4,701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,705,000 | 13,067 |
| 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 |
