| 2011-03-31 | Rank |
| Total securities | $411,755,000 | 353 |
| U.S. Government securities | $405,756,000 | 271 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $405,756,000 | 264 |
| Securities issued by states & political subdivisions | $2,782,000 | 4,107 |
| Other domestic debt securities | $3,078,000 | 1,307 |
| 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 | $791,000 | 189 |
| Other domestic debt securities - All other | $2,287,000 | 967 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $139,000 | 963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $112,647,000 | 529 |
| Mortgage-backed securities | $365,427,000 | 237 |
| Certificates of participation in pools of residential mortgages | $151,965,000 | 300 |
| Issued or guaranteed by U.S. | $151,965,000 | 299 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $209,291,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $209,291,000 | 164 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $4,171,000 | 136 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $4,171,000 | 71 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $411,755,000 | 316 |
| Total debt securities | $410,825,000 | 347 |
| Structured notes |
| Amortized cost | $17,292,000 | 429 |
| Fair value | $17,298,000 | 422 |
| 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 | $418,092,000 | 338 |
| U.S. Government securities | $409,902,000 | 256 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $409,902,000 | 249 |
| Securities issued by states & political subdivisions | $5,216,000 | 3,393 |
| Other domestic debt securities | $2,900,000 | 1,434 |
| 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 | $795,000 | 192 |
| Other domestic debt securities - All other | $2,105,000 | 1,001 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $74,000 | 1,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $110,408,000 | 528 |
| Mortgage-backed securities | $369,203,000 | 225 |
| Certificates of participation in pools of residential mortgages | $160,858,000 | 267 |
| Issued or guaranteed by U.S. | $160,858,000 | 265 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $208,345,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $208,345,000 | 162 |
| 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) | $418,092,000 | 304 |
| Total debt securities | $417,223,000 | 330 |
| Structured notes |
| Amortized cost | $17,294,000 | 385 |
| Fair value | $17,300,000 | 381 |
| 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 | $309,386,000 | 430 |
| U.S. Government securities | $300,911,000 | 323 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $300,911,000 | 313 |
| Securities issued by states & political subdivisions | $5,406,000 | 3,263 |
| Other domestic debt securities | $2,967,000 | 1,462 |
| 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 | $873,000 | 201 |
| Other domestic debt securities - All other | $2,094,000 | 1,004 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $102,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $162,159,000 | 365 |
| Mortgage-backed securities | $266,144,000 | 284 |
| Certificates of participation in pools of residential mortgages | $114,597,000 | 347 |
| Issued or guaranteed by U.S. | $114,597,000 | 344 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $151,547,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $151,547,000 | 199 |
| 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) | $309,386,000 | 377 |
| Total debt securities | $308,411,000 | 423 |
| Structured notes |
| Amortized cost | $27,220,000 | 186 |
| Fair value | $27,220,000 | 186 |
| 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 | $282,621,000 | 460 |
| U.S. Government securities | $274,322,000 | 348 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $274,322,000 | 337 |
| Securities issued by states & political subdivisions | $5,344,000 | 3,185 |
| Other domestic debt securities | $2,779,000 | 1,510 |
| 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 | $758,000 | 217 |
| Other domestic debt securities - All other | $2,021,000 | 994 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $176,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $217,685,000 | 279 |
| Mortgage-backed securities | $245,484,000 | 288 |
| Certificates of participation in pools of residential mortgages | $87,949,000 | 444 |
| Issued or guaranteed by U.S. | $87,949,000 | 440 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $157,535,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $157,535,000 | 185 |
| 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) | $282,621,000 | 406 |
| Total debt securities | $281,687,000 | 456 |
| Structured notes |
| Amortized cost | $1,339,000 | 2,350 |
| Fair value | $1,355,000 | 2,349 |
| 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 | $305,698,000 | 434 |
| U.S. Government securities | $295,936,000 | 324 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $295,936,000 | 313 |
| Securities issued by states & political subdivisions | $6,752,000 | 2,812 |
| Other domestic debt securities | $2,760,000 | 1,562 |
| 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 | $769,000 | 224 |
| Other domestic debt securities - All other | $1,991,000 | 1,036 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $250,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $227,220,000 | 275 |
| Mortgage-backed securities | $267,921,000 | 274 |
| Certificates of participation in pools of residential mortgages | $90,233,000 | 457 |
| Issued or guaranteed by U.S. | $90,233,000 | 452 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $177,688,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $177,688,000 | 160 |
| 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) | $305,698,000 | 385 |
| Total debt securities | $304,678,000 | 426 |
| Structured notes |
| Amortized cost | $22,979,000 | 216 |
| Fair value | $23,028,000 | 216 |
| 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 | $250,339,000 | 523 |
| U.S. Government securities | $237,287,000 | 391 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $237,287,000 | 376 |
| Securities issued by states & political subdivisions | $10,273,000 | 2,201 |
| Other domestic debt securities | $2,771,000 | 1,602 |
| 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 | $759,000 | 236 |
| Other domestic debt securities - All other | $2,012,000 | 1,047 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $8,000 | 1,507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $207,353,000 | 304 |
| Mortgage-backed securities | $208,115,000 | 351 |
| Certificates of participation in pools of residential mortgages | $106,287,000 | 398 |
| Issued or guaranteed by U.S. | $106,287,000 | 396 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $101,828,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $101,828,000 | 236 |
| 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) | $250,339,000 | 455 |
| Total debt securities | $249,572,000 | 517 |
| Structured notes |
| Amortized cost | $3,868,000 | 1,020 |
| Fair value | $3,888,000 | 1,008 |
| 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 | $264,444,000 | 488 |
| U.S. Government securities | $250,329,000 | 357 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $250,329,000 | 344 |
| Securities issued by states & political subdivisions | $10,309,000 | 2,207 |
| Other domestic debt securities | $3,784,000 | 1,464 |
| 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 | $2,043,000 | 175 |
| Other domestic debt securities - All other | $1,741,000 | 1,200 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $22,000 | 1,486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $215,781,000 | 298 |
| Mortgage-backed securities | $201,706,000 | 368 |
| Certificates of participation in pools of residential mortgages | $110,842,000 | 400 |
| Issued or guaranteed by U.S. | $110,842,000 | 397 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $90,864,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $90,864,000 | 254 |
| 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) | $264,444,000 | 422 |
| Total debt securities | $262,379,000 | 482 |
| Structured notes |
| Amortized cost | $16,000,000 | 146 |
| Fair value | $16,010,000 | 146 |
| 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 | $348,070,000 | 390 |
| U.S. Government securities | $332,747,000 | 288 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $332,747,000 | 277 |
| Securities issued by states & political subdivisions | $10,190,000 | 2,179 |
| Other domestic debt securities | $4,542,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $1,123,000 | 1,158 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $2,104,000 | 181 |
| Other domestic debt securities - All other | $1,315,000 | 1,367 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $591,000 | 901 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $240,816,000 | 264 |
| Mortgage-backed securities | $272,837,000 | 283 |
| Certificates of participation in pools of residential mortgages | $144,965,000 | 323 |
| Issued or guaranteed by U.S. | $144,965,000 | 320 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $127,872,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $126,749,000 | 190 |
| Privately issued | $1,123,000 | 1,107 |
| 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) | $348,070,000 | 338 |
| Total debt securities | $345,375,000 | 383 |
| Structured notes |
| Amortized cost | $25,987,000 | 47 |
| Fair value | $26,066,000 | 46 |
| 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 | $449,900,000 | 298 |
| U.S. Government securities | $368,954,000 | 259 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $368,954,000 | 252 |
| Securities issued by states & political subdivisions | $10,127,000 | 2,112 |
| Other domestic debt securities | $11,699,000 | 783 |
| Privately issued residential mortgage-backed securities | $6,097,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,958,000 | 137 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,644,000 | 1,257 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $59,120,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $221,559,000 | 295 |
| Mortgage-backed securities | $302,107,000 | 271 |
| Certificates of participation in pools of residential mortgages | $143,064,000 | 344 |
| Issued or guaranteed by U.S. | $143,064,000 | 338 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $159,043,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $152,946,000 | 160 |
| Privately issued | $6,097,000 | 624 |
| 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) | $449,900,000 | 259 |
| Total debt securities | $390,040,000 | 334 |
| Structured notes |
| Amortized cost | $9,988,000 | 110 |
| Fair value | $10,016,000 | 103 |
| 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 | $219,378,000 | 557 |
| U.S. Government securities | $203,253,000 | 426 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $203,253,000 | 417 |
| Securities issued by states & political subdivisions | $10,126,000 | 2,051 |
| Other domestic debt securities | $5,987,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,275,000 | 119 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,712,000 | 1,216 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $12,000 | 1,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $156,773,000 | 382 |
| Mortgage-backed securities | $151,585,000 | 461 |
| Certificates of participation in pools of residential mortgages | $52,209,000 | 791 |
| Issued or guaranteed by U.S. | $52,209,000 | 783 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $99,376,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $99,376,000 | 211 |
| 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) | $219,378,000 | 481 |
| Total debt securities | $218,602,000 | 550 |
| 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 | $191,030,000 | 635 |
| U.S. Government securities | $168,151,000 | 507 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $168,151,000 | 493 |
| Securities issued by states & political subdivisions | $10,054,000 | 2,038 |
| Other domestic debt securities | $12,505,000 | 723 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,135,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,370,000 | 1,001 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $320,000 | 1,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $159,815,000 | 366 |
| Mortgage-backed securities | $128,078,000 | 505 |
| Certificates of participation in pools of residential mortgages | $46,852,000 | 848 |
| Issued or guaranteed by U.S. | $46,852,000 | 838 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $81,226,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $81,226,000 | 224 |
| 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) | $191,030,000 | 533 |
| Total debt securities | $185,299,000 | 636 |
| 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 | $181,370,000 | 663 |
| U.S. Government securities | $158,554,000 | 537 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $158,554,000 | 522 |
| Securities issued by states & political subdivisions | $10,305,000 | 2,021 |
| Other domestic debt securities | $12,243,000 | 781 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,873,000 | 87 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,370,000 | 1,088 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $268,000 | 1,455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $156,203,000 | 376 |
| Mortgage-backed securities | $112,692,000 | 559 |
| Certificates of participation in pools of residential mortgages | $51,442,000 | 774 |
| Issued or guaranteed by U.S. | $51,442,000 | 764 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $61,250,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $61,250,000 | 270 |
| 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) | $181,370,000 | 563 |
| Total debt securities | $175,948,000 | 659 |
| 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 | $164,478,000 | 730 |
| U.S. Government securities | $140,280,000 | 585 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $140,280,000 | 575 |
| Securities issued by states & political subdivisions | $11,200,000 | 1,892 |
| Other domestic debt securities | $12,346,000 | 750 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,581,000 | 95 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,765,000 | 977 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $652,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $120,169,000 | 461 |
| Mortgage-backed securities | $99,126,000 | 606 |
| Certificates of participation in pools of residential mortgages | $34,607,000 | 1,030 |
| Issued or guaranteed by U.S. | $34,607,000 | 1,019 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $64,519,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $64,519,000 | 262 |
| 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) | $164,478,000 | 625 |
| Total debt securities | $158,169,000 | 735 |
| 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 | $158,225,000 | 758 |
| U.S. Government securities | $131,688,000 | 630 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $131,688,000 | 619 |
| Securities issued by states & political subdivisions | $12,059,000 | 1,774 |
| Other domestic debt securities | $13,254,000 | 674 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,489,000 | 92 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,765,000 | 922 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,224,000 | 919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $129,970,000 | 423 |
| Mortgage-backed securities | $58,528,000 | 870 |
| Certificates of participation in pools of residential mortgages | $15,748,000 | 1,687 |
| Issued or guaranteed by U.S. | $15,748,000 | 1,677 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $42,780,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $42,780,000 | 340 |
| 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) | $158,225,000 | 642 |
| Total debt securities | $153,847,000 | 757 |
| 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 | $160,669,000 | 736 |
| U.S. Government securities | $131,896,000 | 628 |
| U.S. Treasury securities | $4,948,000 | 349 |
| U.S. Government agency obligations | $126,948,000 | 643 |
| Securities issued by states & political subdivisions | $12,635,000 | 1,676 |
| Other domestic debt securities | $13,505,000 | 626 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,740,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,765,000 | 895 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,633,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $104,502,000 | 507 |
| Mortgage-backed securities | $36,870,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $16,044,000 | 1,541 |
| Issued or guaranteed by U.S. | $16,044,000 | 1,532 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $20,826,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $20,826,000 | 532 |
| 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) | $160,669,000 | 625 |
| Total debt securities | $158,036,000 | 725 |
| 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 | $144,369,000 | 821 |
| U.S. Government securities | $114,101,000 | 743 |
| U.S. Treasury securities | $4,981,000 | 383 |
| U.S. Government agency obligations | $109,120,000 | 759 |
| Securities issued by states & political subdivisions | $12,474,000 | 1,668 |
| Other domestic debt securities | $14,800,000 | 570 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,800,000 | 72 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,994,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,243,000 | 856 |
| Mortgage-backed securities | $15,779,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $15,779,000 | 1,529 |
| Issued or guaranteed by U.S. | $15,779,000 | 1,521 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $144,369,000 | 689 |
| Total debt securities | $141,375,000 | 818 |
| 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 | $142,227,000 | 837 |
| U.S. Government securities | $111,187,000 | 757 |
| U.S. Treasury securities | $4,983,000 | 413 |
| U.S. Government agency obligations | $106,204,000 | 772 |
| Securities issued by states & political subdivisions | $12,966,000 | 1,611 |
| Other domestic debt securities | $14,945,000 | 571 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,945,000 | 71 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $3,129,000 | 611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $57,167,000 | 887 |
| Mortgage-backed securities | $15,133,000 | 2,111 |
| Certificates of participation in pools of residential mortgages | $15,133,000 | 1,584 |
| Issued or guaranteed by U.S. | $15,133,000 | 1,579 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $142,227,000 | 704 |
| Total debt securities | $139,098,000 | 830 |
| 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 | $131,199,000 | 931 |
| U.S. Government securities | $104,474,000 | 845 |
| U.S. Treasury securities | $4,962,000 | 453 |
| U.S. Government agency obligations | $99,512,000 | 861 |
| Securities issued by states & political subdivisions | $13,332,000 | 1,582 |
| Other domestic debt securities | $9,909,000 | 707 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,909,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,484,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,504,000 | 1,165 |
| Mortgage-backed securities | $16,514,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $16,514,000 | 1,502 |
| Issued or guaranteed by U.S. | $16,514,000 | 1,495 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $131,199,000 | 789 |
| Total debt securities | $127,715,000 | 933 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $126,577,000 | 982 |
| U.S. Government securities | $99,926,000 | 911 |
| U.S. Treasury securities | $4,939,000 | 477 |
| U.S. Government agency obligations | $94,987,000 | 930 |
| Securities issued by states & political subdivisions | $13,281,000 | 1,557 |
| Other domestic debt securities | $9,999,000 | 711 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,999,000 | 91 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $3,371,000 | 596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,687,000 | 1,204 |
| Mortgage-backed securities | $17,590,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $17,590,000 | 1,453 |
| Issued or guaranteed by U.S. | $17,590,000 | 1,443 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $126,577,000 | 827 |
| Total debt securities | $123,206,000 | 986 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $125,627,000 | 968 |
| U.S. Government securities | $99,213,000 | 906 |
| U.S. Treasury securities | $4,879,000 | 527 |
| U.S. Government agency obligations | $94,334,000 | 925 |
| Securities issued by states & political subdivisions | $13,494,000 | 1,507 |
| Other domestic debt securities | $10,002,000 | 707 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,002,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,918,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,431,000 | 1,168 |
| Mortgage-backed securities | $18,105,000 | 1,885 |
| Certificates of participation in pools of residential mortgages | $18,105,000 | 1,431 |
| Issued or guaranteed by U.S. | $18,105,000 | 1,424 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $125,627,000 | 821 |
| Total debt securities | $122,709,000 | 978 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $133,768,000 | 928 |
| U.S. Government securities | $106,517,000 | 862 |
| U.S. Treasury securities | $5,015,000 | 539 |
| U.S. Government agency obligations | $101,502,000 | 870 |
| Securities issued by states & political subdivisions | $13,702,000 | 1,475 |
| Other domestic debt securities | $10,327,000 | 714 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,327,000 | 84 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $3,222,000 | 630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,715,000 | 1,073 |
| Mortgage-backed securities | $19,284,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $19,284,000 | 1,387 |
| Issued or guaranteed by U.S. | $19,284,000 | 1,380 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $133,768,000 | 778 |
| Total debt securities | $130,546,000 | 931 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $97,464,000 | 1,278 |
| U.S. Government securities | $77,702,000 | 1,155 |
| U.S. Treasury securities | $5,038,000 | 547 |
| U.S. Government agency obligations | $72,664,000 | 1,197 |
| Securities issued by states & political subdivisions | $12,247,000 | 1,622 |
| Other domestic debt securities | $4,076,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,076,000 | 118 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,439,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,539,000 | 1,878 |
| Mortgage-backed securities | $10,252,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $10,252,000 | 2,127 |
| Issued or guaranteed by U.S. | $10,252,000 | 2,111 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $97,464,000 | 1,091 |
| Total debt securities | $94,025,000 | 1,287 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $94,548,000 | 1,296 |
| U.S. Government securities | $78,775,000 | 1,141 |
| U.S. Treasury securities | $5,067,000 | 528 |
| U.S. Government agency obligations | $73,708,000 | 1,172 |
| Securities issued by states & political subdivisions | $12,354,000 | 1,603 |
| 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 | $3,419,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,301,000 | 2,577 |
| Mortgage-backed securities | $10,895,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $10,895,000 | 2,085 |
| Issued or guaranteed by U.S. | $10,895,000 | 2,074 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $94,548,000 | 1,104 |
| Total debt securities | $91,129,000 | 1,313 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $86,992,000 | 1,414 |
| U.S. Government securities | $70,926,000 | 1,284 |
| U.S. Treasury securities | $5,128,000 | 544 |
| U.S. Government agency obligations | $65,798,000 | 1,344 |
| Securities issued by states & political subdivisions | $12,576,000 | 1,573 |
| 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 | $3,490,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,883,000 | 2,194 |
| Mortgage-backed securities | $2,299,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $2,299,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,299,000 | 4,182 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $86,992,000 | 1,207 |
| Total debt securities | $83,502,000 | 1,438 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $80,735,000 | 1,548 |
| U.S. Government securities | $64,851,000 | 1,440 |
| U.S. Treasury securities | $5,039,000 | 604 |
| U.S. Government agency obligations | $59,812,000 | 1,483 |
| Securities issued by states & political subdivisions | $12,363,000 | 1,584 |
| 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 | $3,521,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,560,000 | 2,039 |
| Mortgage-backed securities | $2,371,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $2,371,000 | 4,235 |
| Issued or guaranteed by U.S. | $2,371,000 | 4,221 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $80,735,000 | 1,312 |
| Total debt securities | $77,214,000 | 1,559 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $77,807,000 | 1,622 |
| U.S. Government securities | $61,148,000 | 1,516 |
| U.S. Treasury securities | $5,153,000 | 613 |
| U.S. Government agency obligations | $55,995,000 | 1,593 |
| Securities issued by states & political subdivisions | $12,672,000 | 1,560 |
| 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 | $3,987,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,924,000 | 2,996 |
| Mortgage-backed securities | $2,532,000 | 4,802 |
| Certificates of participation in pools of residential mortgages | $2,532,000 | 4,211 |
| Issued or guaranteed by U.S. | $2,532,000 | 4,198 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $77,807,000 | 1,382 |
| Total debt securities | $73,820,000 | 1,650 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $78,697,000 | 1,605 |
| U.S. Government securities | $62,121,000 | 1,501 |
| U.S. Treasury securities | $5,209,000 | 590 |
| U.S. Government agency obligations | $56,912,000 | 1,578 |
| Securities issued by states & political subdivisions | $13,043,000 | 1,522 |
| 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 | $3,533,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,035,000 | 4,256 |
| Mortgage-backed securities | $2,955,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $2,955,000 | 4,052 |
| Issued or guaranteed by U.S. | $2,955,000 | 4,042 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $78,697,000 | 1,362 |
| Total debt securities | $75,164,000 | 1,625 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $81,652,000 | 1,577 |
| U.S. Government securities | $64,158,000 | 1,478 |
| U.S. Treasury securities | $5,106,000 | 626 |
| U.S. Government agency obligations | $59,052,000 | 1,544 |
| Securities issued by states & political subdivisions | $14,335,000 | 1,358 |
| 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 | $3,159,000 | 777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,084,000 | 3,710 |
| Mortgage-backed securities | $3,484,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $3,484,000 | 3,907 |
| Issued or guaranteed by U.S. | $3,484,000 | 3,898 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $81,652,000 | 1,339 |
| Total debt securities | $78,493,000 | 1,587 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $50,488,000 | 2,426 |
| U.S. Government securities | $34,021,000 | 2,560 |
| U.S. Treasury securities | $219,000 | 1,920 |
| U.S. Government agency obligations | $33,802,000 | 2,490 |
| Securities issued by states & political subdivisions | $12,495,000 | 1,580 |
| 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 | $3,972,000 | 747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,250,000 | 1,915 |
| Mortgage-backed securities | $4,310,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $4,310,000 | 3,664 |
| Issued or guaranteed by U.S. | $4,310,000 | 3,656 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $50,488,000 | 2,066 |
| Total debt securities | $46,516,000 | 2,551 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $52,557,000 | 2,385 |
| U.S. Government securities | $36,504,000 | 2,490 |
| U.S. Treasury securities | $218,000 | 2,045 |
| U.S. Government agency obligations | $36,286,000 | 2,420 |
| Securities issued by states & political subdivisions | $12,657,000 | 1,564 |
| 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 | $3,396,000 | 788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,284,000 | 2,306 |
| Mortgage-backed securities | $5,167,000 | 4,006 |
| Certificates of participation in pools of residential mortgages | $5,167,000 | 3,371 |
| Issued or guaranteed by U.S. | $5,167,000 | 3,360 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $52,557,000 | 2,025 |
| Total debt securities | $49,161,000 | 2,473 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $64,891,000 | 1,942 |
| U.S. Government securities | $52,285,000 | 1,786 |
| U.S. Treasury securities | $220,000 | 2,105 |
| U.S. Government agency obligations | $52,065,000 | 1,732 |
| Securities issued by states & political subdivisions | $12,606,000 | 1,570 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,374,000 | 2,112 |
| Mortgage-backed securities | $10,740,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $10,740,000 | 2,301 |
| Issued or guaranteed by U.S. | $10,740,000 | 2,288 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $64,891,000 | 1,643 |
| Total debt securities | $64,891,000 | 1,889 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $47,396,000 | 2,496 |
| U.S. Government securities | $34,523,000 | 2,443 |
| U.S. Treasury securities | $225,000 | 2,133 |
| U.S. Government agency obligations | $34,298,000 | 2,361 |
| Securities issued by states & political subdivisions | $12,873,000 | 1,505 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,230,000 | 1,837 |
| Mortgage-backed securities | $12,003,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $12,003,000 | 2,158 |
| Issued or guaranteed by U.S. | $12,003,000 | 2,148 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $47,396,000 | 2,127 |
| Total debt securities | $47,396,000 | 2,436 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $50,889,000 | 2,339 |
| U.S. Government securities | $39,738,000 | 2,164 |
| U.S. Treasury securities | $221,000 | 2,190 |
| U.S. Government agency obligations | $39,517,000 | 2,095 |
| Securities issued by states & political subdivisions | $11,151,000 | 1,649 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,750,000 | 1,713 |
| Mortgage-backed securities | $13,399,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $13,399,000 | 1,981 |
| Issued or guaranteed by U.S. | $13,399,000 | 1,974 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $50,889,000 | 1,974 |
| Total debt securities | $50,889,000 | 2,260 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $54,268,000 | 2,178 |
| U.S. Government securities | $44,254,000 | 1,945 |
| U.S. Treasury securities | $224,000 | 2,335 |
| U.S. Government agency obligations | $44,030,000 | 1,868 |
| Securities issued by states & political subdivisions | $10,014,000 | 1,797 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,517,000 | 1,978 |
| Mortgage-backed securities | $14,813,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $14,813,000 | 1,806 |
| Issued or guaranteed by U.S. | $14,813,000 | 1,796 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $54,268,000 | 1,835 |
| Total debt securities | $54,268,000 | 2,101 |
| 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 | $52,354,000 | 2,115 |
| U.S. Government securities | $38,515,000 | 2,046 |
| U.S. Treasury securities | $3,295,000 | 1,043 |
| U.S. Government agency obligations | $35,220,000 | 2,088 |
| Securities issued by states & political subdivisions | $10,629,000 | 1,629 |
| Other domestic debt securities | $3,210,000 | 1,808 |
| 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 | $3,210,000 | 1,490 |
| 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 | $15,077,000 | 2,205 |
| Mortgage-backed securities | $18,439,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $18,439,000 | 1,384 |
| Issued or guaranteed by U.S. | $18,439,000 | 1,375 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,880,000 | 1,056 |
| Available-for-sale securities (fair market value) | $35,474,000 | 2,451 |
| Total debt securities | $52,354,000 | 2,047 |
| 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 | $69,208,000 | 1,580 |
| U.S. Government securities | $60,663,000 | 1,304 |
| U.S. Treasury securities | $3,135,000 | 1,447 |
| U.S. Government agency obligations | $57,528,000 | 1,281 |
| Securities issued by states & political subdivisions | $7,356,000 | 2,112 |
| 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 | $1,189,000 | 2,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,810,000 | 1,958 |
| Mortgage-backed securities | $24,364,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $24,364,000 | 932 |
| Issued or guaranteed by U.S. | $24,364,000 | 924 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,265,000 | 745 |
| Available-for-sale securities (fair market value) | $35,943,000 | 2,355 |
| Total debt securities | $68,019,000 | 1,526 |
| 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 | $60,363,000 | 1,903 |
| U.S. Government securities | $52,432,000 | 1,613 |
| U.S. Treasury securities | $17,647,000 | 541 |
| U.S. Government agency obligations | $34,785,000 | 2,144 |
| Securities issued by states & political subdivisions | $6,742,000 | 2,369 |
| 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 | $1,189,000 | 2,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,238,000 | 2,437 |
| Mortgage-backed securities | $1,622,000 | 5,341 |
| Certificates of participation in pools of residential mortgages | $1,622,000 | 4,476 |
| Issued or guaranteed by U.S. | $1,622,000 | 4,462 |
| 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) | $43,252,000 | 641 |
| Available-for-sale securities (fair market value) | $17,111,000 | 4,335 |
| Total debt securities | $59,174,000 | 1,859 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $66,000,000 | 1,782 |
| U.S. Government securities | $56,302,000 | 1,552 |
| U.S. Treasury securities | $19,126,000 | 710 |
| U.S. Government agency obligations | $37,176,000 | 1,952 |
| Securities issued by states & political subdivisions | $8,333,000 | 2,020 |
| Other domestic debt securities | $457,000 | 2,817 |
| 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 | $457,000 | 2,354 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $908,000 | 2,498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,260,000 | 2,259 |
| Mortgage-backed securities | $4,015,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $4,015,000 | 3,349 |
| Issued or guaranteed by U.S. | $4,015,000 | 3,332 |
| 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) | $47,244,000 | 627 |
| Available-for-sale securities (fair market value) | $18,756,000 | 3,984 |
| Total debt securities | $65,092,000 | 1,742 |
| 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 | $54,690,000 | 2,108 |
| U.S. Government securities | $45,978,000 | 1,981 |
| U.S. Treasury securities | $24,988,000 | 758 |
| U.S. Government agency obligations | $20,990,000 | 3,102 |
| Securities issued by states & political subdivisions | $7,374,000 | 1,999 |
| Other domestic debt securities | $473,000 | 2,430 |
| 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 | $473,000 | 1,955 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $865,000 | 2,567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,964,000 | 2,675 |
| Mortgage-backed securities | $8,988,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $8,988,000 | 2,071 |
| Issued or guaranteed by U.S. | $8,988,000 | 2,057 |
| 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) | $35,354,000 | 992 |
| Available-for-sale securities (fair market value) | $19,336,000 | 3,703 |
| Total debt securities | $53,825,000 | 2,076 |
| 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 | $50,877,000 | 2,413 |
| U.S. Government securities | $44,964,000 | 2,169 |
| U.S. Treasury securities | $29,077,000 | 807 |
| U.S. Government agency obligations | $15,887,000 | 4,004 |
| Securities issued by states & political subdivisions | $5,354,000 | 2,688 |
| Other domestic debt securities | $484,000 | 2,754 |
| 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 | $484,000 | 2,116 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $75,000 | 6,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,638,000 | 1,505 |
| Mortgage-backed securities | $14,894,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $14,894,000 | 1,653 |
| Issued or guaranteed by U.S. | $14,894,000 | 1,638 |
| 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) | $14,312,000 | 2,461 |
| Available-for-sale securities (fair market value) | $36,565,000 | 2,273 |
| Total debt securities | $50,802,000 | 2,334 |
| 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 | $60,995,000 | 2,040 |
| U.S. Government securities | $54,369,000 | 1,849 |
| U.S. Treasury securities | $33,625,000 | 842 |
| U.S. Government agency obligations | $20,744,000 | 3,215 |
| Securities issued by states & political subdivisions | $6,049,000 | 2,420 |
| Other domestic debt securities | $502,000 | 3,186 |
| 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 | $502,000 | 2,489 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $75,000 | 6,545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,191,000 | 2,334 |
| Mortgage-backed securities | $18,761,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $18,761,000 | 1,386 |
| Issued or guaranteed by U.S. | $18,761,000 | 1,365 |
| 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) | $10,041,000 | 3,399 |
| Available-for-sale securities (fair market value) | $50,954,000 | 1,662 |
| Total debt securities | $60,920,000 | 1,977 |
| 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 | $65,347,000 | 2,008 |
| U.S. Government securities | $57,582,000 | 1,833 |
| U.S. Treasury securities | $34,859,000 | 997 |
| U.S. Government agency obligations | $22,723,000 | 2,878 |
| Securities issued by states & political subdivisions | $7,222,000 | 2,119 |
| Other domestic debt securities | $468,000 | 3,724 |
| 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 | $468,000 | 2,995 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $75,000 | 6,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,540,000 | 2,269 |
| Mortgage-backed securities | $19,746,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $19,746,000 | 1,392 |
| Issued or guaranteed by U.S. | $19,746,000 | 1,371 |
| 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) | $12,216,000 | 4,976 |
| Available-for-sale securities (fair market value) | $53,131,000 | 1,064 |
| Total debt securities | $65,272,000 | 1,958 |
| 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 | $64,142,000 | 2,143 |
| U.S. Government securities | $56,204,000 | 1,942 |
| U.S. Treasury securities | $35,787,000 | 1,045 |
| U.S. Government agency obligations | $20,417,000 | 3,251 |
| Securities issued by states & political subdivisions | $7,414,000 | 2,114 |
| Other domestic debt securities | $449,000 | 4,433 |
| 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 | $449,000 | 3,428 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $75,000 | 6,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,305,000 | 2,478 |
| Mortgage-backed securities | $20,417,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $20,417,000 | 1,457 |
| Issued or guaranteed by U.S. | $20,417,000 | 1,436 |
| 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 | $64,067,000 | 2,087 |
| 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 | $72,574,000 | 1,856 |
| U.S. Government securities | $63,783,000 | 1,700 |
| U.S. Treasury securities | $43,392,000 | 861 |
| U.S. Government agency obligations | $20,391,000 | 3,199 |
| Securities issued by states & political subdivisions | $8,268,000 | 1,663 |
| Other domestic debt securities | $448,000 | 5,284 |
| 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 | $448,000 | 4,023 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $75,000 | 5,639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,004,000 | 2,473 |
| Mortgage-backed securities | $20,391,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $20,391,000 | 1,489 |
| Issued or guaranteed by U.S. | $20,391,000 | 1,452 |
| 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 | $72,499,000 | 1,808 |
| 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 |
