| 2015-09-30 | Rank |
| Total securities | $333,085,000 | 474 |
| U.S. Government securities | $123,246,000 | 788 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $123,246,000 | 753 |
| Securities issued by states & political subdivisions | $81,941,000 | 413 |
| Other domestic debt securities | $127,898,000 | 126 |
| Privately issued residential mortgage-backed securities | $52,928,000 | 55 |
| Commercial mortgage-backed securities - Total | $57,129,000 | 33 |
| Asset backed securities | $17,841,000 | 100 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $100,880,000 | 616 |
| Mortgage-backed securities | $211,948,000 | 370 |
| Certificates of participation in pools of residential mortgages | $78,668,000 | 529 |
| Issued or guaranteed by U.S. | $78,668,000 | 528 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $75,643,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $22,715,000 | 704 |
| Privately issued | $52,928,000 | 53 |
| Commercial mortgage-backed securities | $57,637,000 | 134 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $57,637,000 | 93 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $333,085,000 | 392 |
| Total debt securities | $333,085,000 | 465 |
| Structured notes |
| Amortized cost | $3,537,000 | 608 |
| Fair value | $3,646,000 | 604 |
| Trading account assets | $12,033,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $359,776,000 | 434 |
| U.S. Government securities | $121,411,000 | 827 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $121,411,000 | 795 |
| Securities issued by states & political subdivisions | $80,894,000 | 410 |
| Other domestic debt securities | $157,471,000 | 99 |
| Privately issued residential mortgage-backed securities | $56,289,000 | 52 |
| Commercial mortgage-backed securities - Total | $83,076,000 | 32 |
| Asset backed securities | $18,106,000 | 100 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $92,991,000 | 675 |
| Mortgage-backed securities | $244,762,000 | 322 |
| Certificates of participation in pools of residential mortgages | $81,445,000 | 522 |
| Issued or guaranteed by U.S. | $81,445,000 | 522 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $79,717,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $23,428,000 | 717 |
| Privately issued | $56,289,000 | 50 |
| Commercial mortgage-backed securities | $83,600,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $83,600,000 | 78 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $359,776,000 | 365 |
| Total debt securities | $359,776,000 | 428 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $14,220,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $385,160,000 | 406 |
| U.S. Government securities | $121,605,000 | 824 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $121,605,000 | 796 |
| Securities issued by states & political subdivisions | $83,330,000 | 383 |
| Other domestic debt securities | $180,225,000 | 95 |
| Privately issued residential mortgage-backed securities | $58,326,000 | 49 |
| Commercial mortgage-backed securities - Total | $103,552,000 | 28 |
| Asset backed securities | $18,347,000 | 103 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $92,382,000 | 680 |
| Mortgage-backed securities | $271,143,000 | 303 |
| Certificates of participation in pools of residential mortgages | $84,472,000 | 511 |
| Issued or guaranteed by U.S. | $84,472,000 | 511 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $82,576,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $24,250,000 | 720 |
| Privately issued | $58,326,000 | 46 |
| Commercial mortgage-backed securities | $104,095,000 | 85 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $104,095,000 | 70 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $385,160,000 | 335 |
| Total debt securities | $385,160,000 | 399 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $15,618,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $388,809,000 | 402 |
| U.S. Government securities | $121,748,000 | 827 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $121,748,000 | 791 |
| Securities issued by states & political subdivisions | $83,324,000 | 389 |
| Other domestic debt securities | $183,737,000 | 93 |
| Privately issued residential mortgage-backed securities | $63,055,000 | 51 |
| Commercial mortgage-backed securities - Total | $101,941,000 | 28 |
| Asset backed securities | $18,741,000 | 94 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $104,711,000 | 611 |
| Mortgage-backed securities | $273,421,000 | 303 |
| Certificates of participation in pools of residential mortgages | $85,507,000 | 519 |
| Issued or guaranteed by U.S. | $85,507,000 | 517 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $85,288,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $22,233,000 | 774 |
| Privately issued | $63,055,000 | 47 |
| Commercial mortgage-backed securities | $102,626,000 | 85 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $102,626,000 | 69 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $388,809,000 | 326 |
| Total debt securities | $388,809,000 | 394 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $16,773,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $380,230,000 | 417 |
| U.S. Government securities | $119,502,000 | 853 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $119,502,000 | 818 |
| Securities issued by states & political subdivisions | $82,039,000 | 387 |
| Other domestic debt securities | $178,689,000 | 98 |
| Privately issued residential mortgage-backed securities | $64,235,000 | 47 |
| Commercial mortgage-backed securities - Total | $95,929,000 | 29 |
| Asset backed securities | $18,525,000 | 98 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $109,187,000 | 590 |
| Mortgage-backed securities | $271,960,000 | 310 |
| Certificates of participation in pools of residential mortgages | $88,013,000 | 516 |
| Issued or guaranteed by U.S. | $88,013,000 | 515 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $87,257,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $23,022,000 | 774 |
| Privately issued | $64,235,000 | 45 |
| Commercial mortgage-backed securities | $96,690,000 | 84 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $96,690,000 | 69 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $380,230,000 | 338 |
| Total debt securities | $380,230,000 | 411 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $22,488,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $333,987,000 | 473 |
| U.S. Government securities | $104,850,000 | 972 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $104,850,000 | 936 |
| Securities issued by states & political subdivisions | $75,465,000 | 427 |
| Other domestic debt securities | $153,672,000 | 105 |
| Privately issued residential mortgage-backed securities | $56,348,000 | 52 |
| Commercial mortgage-backed securities - Total | $87,582,000 | 31 |
| Asset backed securities | $9,742,000 | 150 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $127,902,000 | 515 |
| Mortgage-backed securities | $248,780,000 | 337 |
| Certificates of participation in pools of residential mortgages | $89,195,000 | 517 |
| Issued or guaranteed by U.S. | $89,195,000 | 516 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $70,635,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $14,287,000 | 1,057 |
| Privately issued | $56,348,000 | 50 |
| Commercial mortgage-backed securities | $88,950,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $88,950,000 | 68 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $333,987,000 | 391 |
| Total debt securities | $333,987,000 | 466 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $25,367,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $328,721,000 | 477 |
| U.S. Government securities | $117,495,000 | 886 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $117,495,000 | 850 |
| Securities issued by states & political subdivisions | $63,497,000 | 538 |
| Other domestic debt securities | $147,729,000 | 106 |
| Privately issued residential mortgage-backed securities | $43,841,000 | 59 |
| Commercial mortgage-backed securities - Total | $94,632,000 | 29 |
| Asset backed securities | $9,256,000 | 156 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $134,265,000 | 489 |
| Mortgage-backed securities | $255,968,000 | 328 |
| Certificates of participation in pools of residential mortgages | $100,523,000 | 455 |
| Issued or guaranteed by U.S. | $100,523,000 | 454 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $59,378,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $15,537,000 | 1,017 |
| Privately issued | $43,841,000 | 57 |
| Commercial mortgage-backed securities | $96,067,000 | 78 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $96,067,000 | 64 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $328,721,000 | 409 |
| Total debt securities | $328,721,000 | 471 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $27,380,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $357,299,000 | 434 |
| U.S. Government securities | $140,144,000 | 734 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $140,144,000 | 708 |
| Securities issued by states & political subdivisions | $67,739,000 | 489 |
| Other domestic debt securities | $149,416,000 | 110 |
| Privately issued residential mortgage-backed securities | $49,726,000 | 56 |
| Commercial mortgage-backed securities - Total | $91,952,000 | 28 |
| Asset backed securities | $7,738,000 | 163 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $140,932,000 | 463 |
| Mortgage-backed securities | $281,822,000 | 292 |
| Certificates of participation in pools of residential mortgages | $120,687,000 | 365 |
| Issued or guaranteed by U.S. | $120,687,000 | 365 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $67,271,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $17,545,000 | 939 |
| Privately issued | $49,726,000 | 54 |
| Commercial mortgage-backed securities | $93,864,000 | 75 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $93,864,000 | 59 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $357,299,000 | 369 |
| Total debt securities | $357,299,000 | 428 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $32,653,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $366,073,000 | 419 |
| U.S. Government securities | $127,318,000 | 804 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $127,318,000 | 776 |
| Securities issued by states & political subdivisions | $69,134,000 | 480 |
| Other domestic debt securities | $169,621,000 | 107 |
| Privately issued residential mortgage-backed securities | $86,151,000 | 44 |
| Commercial mortgage-backed securities - Total | $75,320,000 | 28 |
| Asset backed securities | $8,150,000 | 164 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $163,013,000 | 404 |
| Mortgage-backed securities | $288,789,000 | 288 |
| Certificates of participation in pools of residential mortgages | $104,878,000 | 428 |
| Issued or guaranteed by U.S. | $104,878,000 | 427 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $106,496,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $20,345,000 | 876 |
| Privately issued | $86,151,000 | 43 |
| Commercial mortgage-backed securities | $77,415,000 | 85 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $77,415,000 | 60 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $366,073,000 | 368 |
| Total debt securities | $366,073,000 | 414 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $371,970,000 | 406 |
| U.S. Government securities | $127,434,000 | 797 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $127,434,000 | 775 |
| Securities issued by states & political subdivisions | $69,868,000 | 468 |
| Other domestic debt securities | $174,668,000 | 104 |
| Privately issued residential mortgage-backed securities | $87,505,000 | 45 |
| Commercial mortgage-backed securities - Total | $80,268,000 | 26 |
| Asset backed securities | $6,895,000 | 171 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $106,413,000 | 580 |
| Mortgage-backed securities | $295,207,000 | 279 |
| Certificates of participation in pools of residential mortgages | $103,527,000 | 436 |
| Issued or guaranteed by U.S. | $103,527,000 | 435 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $111,412,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $23,907,000 | 796 |
| Privately issued | $87,505,000 | 44 |
| Commercial mortgage-backed securities | $80,268,000 | 81 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $80,268,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $371,970,000 | 356 |
| Total debt securities | $371,970,000 | 397 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $380,936,000 | 403 |
| U.S. Government securities | $124,530,000 | 842 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $124,530,000 | 808 |
| Securities issued by states & political subdivisions | $87,444,000 | 331 |
| Other domestic debt securities | $168,962,000 | 102 |
| Privately issued residential mortgage-backed securities | $84,209,000 | 48 |
| Commercial mortgage-backed securities - Total | $78,787,000 | 29 |
| Asset backed securities | $5,966,000 | 169 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $98,418,000 | 632 |
| Mortgage-backed securities | $287,526,000 | 296 |
| Certificates of participation in pools of residential mortgages | $94,678,000 | 485 |
| Issued or guaranteed by U.S. | $94,678,000 | 484 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $114,061,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $29,852,000 | 709 |
| Privately issued | $84,209,000 | 46 |
| Commercial mortgage-backed securities | $78,787,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $78,787,000 | 54 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $380,936,000 | 351 |
| Total debt securities | $380,936,000 | 398 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $353,489,000 | 432 |
| U.S. Government securities | $125,546,000 | 823 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $125,546,000 | 793 |
| Securities issued by states & political subdivisions | $77,870,000 | 392 |
| Other domestic debt securities | $150,073,000 | 111 |
| Privately issued residential mortgage-backed securities | $85,313,000 | 52 |
| Commercial mortgage-backed securities - Total | $58,706,000 | 30 |
| Asset backed securities | $6,054,000 | 155 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,805,000 | 804 |
| Mortgage-backed securities | $269,565,000 | 313 |
| Certificates of participation in pools of residential mortgages | $91,147,000 | 488 |
| Issued or guaranteed by U.S. | $91,147,000 | 486 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $119,712,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $34,399,000 | 645 |
| Privately issued | $85,313,000 | 48 |
| Commercial mortgage-backed securities | $58,706,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $58,706,000 | 55 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $353,489,000 | 380 |
| Total debt securities | $353,489,000 | 425 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $334,313,000 | 460 |
| U.S. Government securities | $130,089,000 | 808 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $130,089,000 | 782 |
| Securities issued by states & political subdivisions | $62,805,000 | 492 |
| Other domestic debt securities | $141,419,000 | 121 |
| Privately issued residential mortgage-backed securities | $86,053,000 | 53 |
| Commercial mortgage-backed securities - Total | $51,124,000 | 34 |
| Asset backed securities | $4,242,000 | 176 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $76,044,000 | 779 |
| Mortgage-backed securities | $267,266,000 | 335 |
| Certificates of participation in pools of residential mortgages | $93,723,000 | 502 |
| Issued or guaranteed by U.S. | $93,723,000 | 501 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $122,419,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $36,366,000 | 649 |
| Privately issued | $86,053,000 | 51 |
| Commercial mortgage-backed securities | $51,124,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $51,124,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $334,313,000 | 407 |
| Total debt securities | $334,313,000 | 450 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $328,983,000 | 468 |
| U.S. Government securities | $132,021,000 | 813 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $132,021,000 | 785 |
| Securities issued by states & political subdivisions | $65,826,000 | 442 |
| Other domestic debt securities | $131,136,000 | 127 |
| Privately issued residential mortgage-backed securities | $96,359,000 | 52 |
| Commercial mortgage-backed securities - Total | $31,777,000 | 41 |
| Asset backed securities | $3,000,000 | 186 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $84,260,000 | 729 |
| Mortgage-backed securities | $260,157,000 | 344 |
| Certificates of participation in pools of residential mortgages | $101,857,000 | 482 |
| Issued or guaranteed by U.S. | $101,857,000 | 480 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $126,523,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $30,164,000 | 752 |
| Privately issued | $96,359,000 | 51 |
| Commercial mortgage-backed securities | $31,777,000 | 92 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $31,777,000 | 62 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $328,983,000 | 420 |
| Total debt securities | $328,983,000 | 460 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $343,494,000 | 450 |
| U.S. Government securities | $172,771,000 | 650 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $172,771,000 | 632 |
| Securities issued by states & political subdivisions | $51,949,000 | 578 |
| Other domestic debt securities | $118,774,000 | 138 |
| Privately issued residential mortgage-backed securities | $104,078,000 | 50 |
| Commercial mortgage-backed securities - Total | $14,696,000 | 52 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,432,000 | 750 |
| Mortgage-backed securities | $291,545,000 | 313 |
| Certificates of participation in pools of residential mortgages | $124,905,000 | 403 |
| Issued or guaranteed by U.S. | $124,905,000 | 402 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $151,944,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $47,866,000 | 545 |
| Privately issued | $104,078,000 | 49 |
| Commercial mortgage-backed securities | $14,696,000 | 129 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $14,696,000 | 76 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $343,494,000 | 412 |
| Total debt securities | $343,494,000 | 443 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $351,878,000 | 418 |
| U.S. Government securities | $199,829,000 | 548 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $199,829,000 | 525 |
| Securities issued by states & political subdivisions | $41,194,000 | 764 |
| Other domestic debt securities | $110,855,000 | 153 |
| Privately issued residential mortgage-backed securities | $110,855,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $78,123,000 | 710 |
| Mortgage-backed securities | $310,684,000 | 288 |
| Certificates of participation in pools of residential mortgages | $146,804,000 | 338 |
| Issued or guaranteed by U.S. | $146,804,000 | 337 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $163,880,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $53,025,000 | 479 |
| Privately issued | $110,855,000 | 64 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $351,878,000 | 372 |
| Total debt securities | $351,878,000 | 417 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $322,928,000 | 448 |
| U.S. Government securities | $203,391,000 | 529 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $203,391,000 | 508 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $119,537,000 | 148 |
| Privately issued residential mortgage-backed securities | $119,537,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $81,936,000 | 670 |
| Mortgage-backed securities | $322,928,000 | 272 |
| Certificates of participation in pools of residential mortgages | $138,034,000 | 333 |
| Issued or guaranteed by U.S. | $138,034,000 | 331 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $184,894,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $65,357,000 | 425 |
| Privately issued | $119,537,000 | 68 |
| 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) | $322,928,000 | 399 |
| Total debt securities | $322,928,000 | 444 |
| 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 | $327,645,000 | 443 |
| U.S. Government securities | $191,145,000 | 554 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $191,145,000 | 532 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $136,500,000 | 136 |
| Privately issued residential mortgage-backed securities | $136,500,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $85,723,000 | 661 |
| Mortgage-backed securities | $327,645,000 | 265 |
| Certificates of participation in pools of residential mortgages | $116,743,000 | 379 |
| Issued or guaranteed by U.S. | $116,743,000 | 376 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $210,902,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $74,402,000 | 369 |
| Privately issued | $136,500,000 | 64 |
| 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) | $327,645,000 | 391 |
| Total debt securities | $327,645,000 | 433 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $284,470,000 | 515 |
| U.S. Government securities | $155,589,000 | 684 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $155,589,000 | 654 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $128,881,000 | 138 |
| Privately issued residential mortgage-backed securities | $128,881,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $106,477,000 | 555 |
| Mortgage-backed securities | $284,470,000 | 292 |
| Certificates of participation in pools of residential mortgages | $72,725,000 | 565 |
| Issued or guaranteed by U.S. | $72,725,000 | 562 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $211,745,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $82,864,000 | 324 |
| Privately issued | $128,881,000 | 66 |
| 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) | $284,470,000 | 460 |
| Total debt securities | $284,470,000 | 508 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $271,799,000 | 514 |
| U.S. Government securities | $133,030,000 | 761 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $133,030,000 | 719 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $138,769,000 | 135 |
| Privately issued residential mortgage-backed securities | $138,769,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $103,565,000 | 549 |
| Mortgage-backed securities | $271,799,000 | 294 |
| Certificates of participation in pools of residential mortgages | $36,513,000 | 987 |
| Issued or guaranteed by U.S. | $36,513,000 | 979 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $235,286,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $96,517,000 | 279 |
| Privately issued | $138,769,000 | 65 |
| 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) | $271,799,000 | 467 |
| Total debt securities | $271,799,000 | 508 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $269,030,000 | 494 |
| U.S. Government securities | $128,315,000 | 759 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $128,315,000 | 726 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $140,715,000 | 125 |
| Privately issued residential mortgage-backed securities | $140,715,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $102,093,000 | 565 |
| Mortgage-backed securities | $269,030,000 | 282 |
| Certificates of participation in pools of residential mortgages | $27,508,000 | 1,215 |
| Issued or guaranteed by U.S. | $27,508,000 | 1,206 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $241,522,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $100,807,000 | 274 |
| Privately issued | $140,715,000 | 64 |
| 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) | $269,030,000 | 435 |
| Total debt securities | $269,030,000 | 485 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $244,893,000 | 542 |
| U.S. Government securities | $125,062,000 | 780 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $125,062,000 | 749 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $119,831,000 | 145 |
| Privately issued residential mortgage-backed securities | $119,831,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $87,063,000 | 645 |
| Mortgage-backed securities | $244,893,000 | 290 |
| Certificates of participation in pools of residential mortgages | $20,425,000 | 1,515 |
| Issued or guaranteed by U.S. | $20,425,000 | 1,509 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $224,468,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $104,637,000 | 254 |
| Privately issued | $119,831,000 | 76 |
| 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) | $244,893,000 | 473 |
| Total debt securities | $244,893,000 | 534 |
| 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 | $197,937,000 | 666 |
| U.S. Government securities | $101,748,000 | 915 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $101,748,000 | 882 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $96,189,000 | 165 |
| Privately issued residential mortgage-backed securities | $96,189,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,165,000 | 748 |
| Mortgage-backed securities | $196,418,000 | 368 |
| Certificates of participation in pools of residential mortgages | $25,273,000 | 1,359 |
| Issued or guaranteed by U.S. | $25,273,000 | 1,354 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $171,145,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $74,956,000 | 319 |
| Privately issued | $96,189,000 | 93 |
| 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) | $197,937,000 | 579 |
| Total debt securities | $197,937,000 | 656 |
| Structured notes |
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,519,000 | 2,021 |
| 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 | $245,204,000 | 531 |
| U.S. Government securities | $141,990,000 | 652 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $141,990,000 | 623 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $103,214,000 | 168 |
| Privately issued residential mortgage-backed securities | $103,214,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $79,846,000 | 706 |
| Mortgage-backed securities | $243,669,000 | 308 |
| Certificates of participation in pools of residential mortgages | $70,518,000 | 567 |
| Issued or guaranteed by U.S. | $70,518,000 | 563 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $173,151,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $69,937,000 | 320 |
| Privately issued | $103,214,000 | 95 |
| 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) | $245,204,000 | 465 |
| Total debt securities | $245,204,000 | 524 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,535,000 | 1,751 |
| 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 | $247,309,000 | 526 |
| U.S. Government securities | $153,592,000 | 595 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $153,592,000 | 571 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $93,717,000 | 198 |
| Privately issued residential mortgage-backed securities | $93,717,000 | 114 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,477,000 | 1,005 |
| Mortgage-backed securities | $245,755,000 | 307 |
| Certificates of participation in pools of residential mortgages | $73,714,000 | 564 |
| Issued or guaranteed by U.S. | $73,714,000 | 560 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $172,041,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $78,324,000 | 283 |
| Privately issued | $93,717,000 | 111 |
| 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) | $247,309,000 | 451 |
| Total debt securities | $247,309,000 | 515 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,554,000 | 1,304 |
| 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 | $160,836,000 | 789 |
| U.S. Government securities | $129,172,000 | 691 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $129,172,000 | 661 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $31,664,000 | 445 |
| Privately issued residential mortgage-backed securities | $31,664,000 | 260 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,921,000 | 966 |
| Mortgage-backed securities | $159,269,000 | 455 |
| Certificates of participation in pools of residential mortgages | $50,314,000 | 824 |
| Issued or guaranteed by U.S. | $50,314,000 | 816 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $108,955,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $77,291,000 | 264 |
| Privately issued | $31,664,000 | 252 |
| 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) | $160,836,000 | 672 |
| Total debt securities | $160,836,000 | 769 |
| Structured notes |
| Amortized cost | $1,500,000 | 931 |
| Fair value | $1,567,000 | 923 |
| 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 | $101,683,000 | 1,229 |
| U.S. Government securities | $101,683,000 | 843 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $101,683,000 | 822 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,328,000 | 917 |
| Mortgage-backed securities | $100,112,000 | 657 |
| Certificates of participation in pools of residential mortgages | $33,228,000 | 1,225 |
| Issued or guaranteed by U.S. | $33,228,000 | 1,214 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $66,884,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $66,884,000 | 285 |
| 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) | $101,683,000 | 1,068 |
| Total debt securities | $101,683,000 | 1,202 |
| Structured notes |
| Amortized cost | $1,500,000 | 737 |
| Fair value | $1,571,000 | 728 |
| 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 | $102,344,000 | 1,193 |
| U.S. Government securities | $102,344,000 | 828 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $102,344,000 | 809 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,726,000 | 1,208 |
| Mortgage-backed securities | $96,739,000 | 662 |
| Certificates of participation in pools of residential mortgages | $34,717,000 | 1,136 |
| Issued or guaranteed by U.S. | $34,717,000 | 1,127 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $62,022,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $62,022,000 | 295 |
| 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) | $102,344,000 | 1,030 |
| Total debt securities | $102,344,000 | 1,175 |
| Structured notes |
| Amortized cost | $1,500,000 | 780 |
| Fair value | $1,582,000 | 771 |
| 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 | $75,356,000 | 1,567 |
| U.S. Government securities | $75,356,000 | 1,098 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $75,356,000 | 1,074 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,908,000 | 981 |
| Mortgage-backed securities | $67,796,000 | 880 |
| Certificates of participation in pools of residential mortgages | $35,999,000 | 1,062 |
| Issued or guaranteed by U.S. | $35,999,000 | 1,051 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $31,797,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $31,797,000 | 434 |
| 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) | $75,356,000 | 1,353 |
| Total debt securities | $75,356,000 | 1,547 |
| Structured notes |
| Amortized cost | $1,500,000 | 761 |
| Fair value | $1,548,000 | 753 |
| 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 | $54,236,000 | 2,149 |
| U.S. Government securities | $54,236,000 | 1,546 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $54,236,000 | 1,518 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,236,000 | 972 |
| Mortgage-backed securities | $46,675,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $37,581,000 | 1,014 |
| Issued or guaranteed by U.S. | $37,581,000 | 1,003 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,094,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $9,094,000 | 1,047 |
| 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) | $54,236,000 | 1,891 |
| Total debt securities | $54,236,000 | 2,108 |
| Structured notes |
| Amortized cost | $1,500,000 | 803 |
| Fair value | $1,542,000 | 793 |
| 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 | $64,436,000 | 1,839 |
| U.S. Government securities | $64,436,000 | 1,298 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $64,436,000 | 1,273 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,623,000 | 857 |
| Mortgage-backed securities | $52,781,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $43,866,000 | 876 |
| Issued or guaranteed by U.S. | $43,866,000 | 865 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,915,000 | 1,313 |
| CMOs issued by government agencies or sponsored agencies | $8,915,000 | 1,043 |
| 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) | $64,436,000 | 1,624 |
| Total debt securities | $64,436,000 | 1,800 |
| Structured notes |
| Amortized cost | $1,500,000 | 872 |
| Fair value | $1,587,000 | 857 |
| 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 | $63,656,000 | 1,835 |
| U.S. Government securities | $63,656,000 | 1,327 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $63,656,000 | 1,300 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $51,072,000 | 1,001 |
| Mortgage-backed securities | $47,753,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | $38,365,000 | 854 |
| Issued or guaranteed by U.S. | $38,365,000 | 843 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,388,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $9,388,000 | 960 |
| 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) | $63,656,000 | 1,600 |
| Total debt securities | $63,656,000 | 1,791 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,271 |
| Fair value | $1,532,000 | 1,261 |
| 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 | $46,790,000 | 2,436 |
| U.S. Government securities | $46,790,000 | 1,791 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $46,790,000 | 1,746 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,882,000 | 1,088 |
| Mortgage-backed securities | $30,975,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $28,900,000 | 1,005 |
| Issued or guaranteed by U.S. | $28,900,000 | 999 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,075,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $2,075,000 | 1,868 |
| 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) | $46,790,000 | 2,113 |
| Total debt securities | $46,790,000 | 2,391 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,442 |
| Fair value | $1,512,000 | 1,438 |
| 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 | $49,994,000 | 2,297 |
| U.S. Government securities | $49,994,000 | 1,694 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $49,994,000 | 1,648 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,302,000 | 1,133 |
| Mortgage-backed securities | $31,866,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $29,714,000 | 961 |
| Issued or guaranteed by U.S. | $29,714,000 | 956 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,152,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $2,152,000 | 1,829 |
| 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) | $49,994,000 | 1,984 |
| Total debt securities | $49,994,000 | 2,258 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,483,000 | 1,564 |
| 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 | $43,661,000 | 2,577 |
| U.S. Government securities | $43,661,000 | 1,956 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $43,661,000 | 1,895 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,410,000 | 1,137 |
| Mortgage-backed securities | $25,547,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $23,231,000 | 1,147 |
| Issued or guaranteed by U.S. | $23,231,000 | 1,138 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,316,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,316,000 | 1,774 |
| 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) | $43,661,000 | 2,242 |
| Total debt securities | $43,661,000 | 2,538 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,483,000 | 1,662 |
| 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 | $45,895,000 | 2,504 |
| U.S. Government securities | $44,889,000 | 1,929 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $44,889,000 | 1,866 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $1,006,000 | 73 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,257,000 | 1,195 |
| Mortgage-backed securities | $26,844,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $24,418,000 | 1,129 |
| Issued or guaranteed by U.S. | $24,418,000 | 1,119 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,426,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $2,426,000 | 1,755 |
| 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) | $45,895,000 | 2,173 |
| Total debt securities | $45,895,000 | 2,459 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,476,000 | 1,765 |
| 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 | $47,257,000 | 2,456 |
| U.S. Government securities | $46,258,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $46,258,000 | 1,839 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $999,000 | 1,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,719,000 | 1,156 |
| Mortgage-backed securities | $28,298,000 | 1,391 |
| Certificates of participation in pools of residential mortgages | $25,732,000 | 1,092 |
| Issued or guaranteed by U.S. | $25,732,000 | 1,082 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,566,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $2,566,000 | 1,693 |
| 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) | $47,257,000 | 2,122 |
| Total debt securities | $46,258,000 | 2,461 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,465,000 | 1,867 |
| 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 | $52,247,000 | 2,253 |
| U.S. Government securities | $51,248,000 | 1,733 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $51,248,000 | 1,683 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $999,000 | 1,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,571,000 | 1,123 |
| Mortgage-backed securities | $27,559,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $24,885,000 | 1,137 |
| Issued or guaranteed by U.S. | $24,885,000 | 1,130 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,674,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $2,674,000 | 1,645 |
| 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) | $52,247,000 | 1,921 |
| Total debt securities | $51,249,000 | 2,244 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,436,000 | 1,930 |
| 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 | $54,702,000 | 2,174 |
| U.S. Government securities | $53,704,000 | 1,696 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $53,704,000 | 1,643 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $998,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,461,000 | 991 |
| Mortgage-backed securities | $23,737,000 | 1,589 |
| Certificates of participation in pools of residential mortgages | $20,858,000 | 1,307 |
| Issued or guaranteed by U.S. | $20,858,000 | 1,300 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,879,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $2,879,000 | 1,605 |
| 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) | $54,702,000 | 1,850 |
| Total debt securities | $53,703,000 | 2,168 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,841 |
| Fair value | $1,446,000 | 1,931 |
| 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 | $59,069,000 | 2,040 |
| U.S. Government securities | $58,081,000 | 1,575 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $58,081,000 | 1,512 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $988,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $57,560,000 | 876 |
| Mortgage-backed securities | $25,157,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $22,075,000 | 1,279 |
| Issued or guaranteed by U.S. | $22,075,000 | 1,270 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,082,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $3,082,000 | 1,564 |
| 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) | $59,069,000 | 1,736 |
| Total debt securities | $58,081,000 | 2,030 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,833 |
| Fair value | $1,444,000 | 1,929 |
| 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 | $66,347,000 | 1,818 |
| U.S. Government securities | $65,366,000 | 1,375 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $65,366,000 | 1,320 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $981,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,692,000 | 810 |
| Mortgage-backed securities | $19,907,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | $16,339,000 | 1,593 |
| Issued or guaranteed by U.S. | $16,339,000 | 1,582 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,568,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $3,568,000 | 1,475 |
| 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) | $66,347,000 | 1,528 |
| Total debt securities | $65,366,000 | 1,803 |
| Structured notes |
| Amortized cost | $2,995,000 | 1,279 |
| Fair value | $2,959,000 | 1,271 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $54,732,000 | 2,175 |
| U.S. Government securities | $53,750,000 | 1,681 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $53,750,000 | 1,614 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $982,000 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,519,000 | 924 |
| Mortgage-backed securities | $22,632,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $17,967,000 | 1,546 |
| Issued or guaranteed by U.S. | $17,967,000 | 1,531 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,665,000 | 1,559 |
| CMOs issued by government agencies or sponsored agencies | $4,665,000 | 1,357 |
| 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) | $54,732,000 | 1,820 |
| Total debt securities | $53,750,000 | 2,160 |
| Structured notes |
| Amortized cost | $2,995,000 | 1,289 |
| Fair value | $2,959,000 | 1,299 |
| 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 | $56,437,000 | 2,166 |
| U.S. Government securities | $55,438,000 | 1,675 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $55,438,000 | 1,607 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $999,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,088,000 | 1,038 |
| Mortgage-backed securities | $24,774,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $19,128,000 | 1,526 |
| Issued or guaranteed by U.S. | $19,128,000 | 1,515 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,646,000 | 1,454 |
| CMOs issued by government agencies or sponsored agencies | $5,646,000 | 1,267 |
| 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) | $56,437,000 | 1,818 |
| Total debt securities | $55,438,000 | 2,155 |
| Structured notes |
| Amortized cost | $2,995,000 | 1,275 |
| Fair value | $2,905,000 | 1,290 |
| 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 | $53,457,000 | 2,290 |
| U.S. Government securities | $52,460,000 | 1,763 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $52,460,000 | 1,693 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $997,000 | 1,220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,010,000 | 2,690 |
| Mortgage-backed securities | $21,255,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $14,528,000 | 1,862 |
| Issued or guaranteed by U.S. | $14,528,000 | 1,855 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,727,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $6,727,000 | 1,174 |
| 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) | $53,457,000 | 1,924 |
| Total debt securities | $52,460,000 | 2,282 |
| Structured notes |
| Amortized cost | $2,995,000 | 1,242 |
| Fair value | $2,945,000 | 1,258 |
| 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 | $58,495,000 | 2,098 |
| U.S. Government securities | $57,504,000 | 1,611 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $57,504,000 | 1,557 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $991,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,727,000 | 1,372 |
| Mortgage-backed securities | $23,059,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $15,479,000 | 1,808 |
| Issued or guaranteed by U.S. | $15,479,000 | 1,800 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,580,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $7,580,000 | 1,116 |
| 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) | $58,495,000 | 1,761 |
| Total debt securities | $57,504,000 | 2,081 |
| Structured notes |
| Amortized cost | $2,994,000 | 1,279 |
| Fair value | $2,956,000 | 1,301 |
| 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 | $62,756,000 | 1,989 |
| U.S. Government securities | $61,758,000 | 1,532 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $61,758,000 | 1,472 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $998,000 | 1,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,230,000 | 1,218 |
| Mortgage-backed securities | $24,061,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $16,346,000 | 1,757 |
| Issued or guaranteed by U.S. | $16,346,000 | 1,749 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,715,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $7,715,000 | 1,118 |
| 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) | $62,756,000 | 1,681 |
| Total debt securities | $61,758,000 | 1,975 |
| Structured notes |
| Amortized cost | $2,994,000 | 1,250 |
| Fair value | $2,859,000 | 1,271 |
| 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 | $49,491,000 | 2,475 |
| U.S. Government securities | $48,482,000 | 1,902 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $48,482,000 | 1,846 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,009,000 | 1,307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,014,000 | 1,262 |
| Mortgage-backed securities | $22,925,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $14,407,000 | 1,939 |
| Issued or guaranteed by U.S. | $14,407,000 | 1,930 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,518,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $8,518,000 | 1,093 |
| 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) | $49,491,000 | 2,112 |
| Total debt securities | $48,482,000 | 2,458 |
| Structured notes |
| Amortized cost | $2,994,000 | 1,097 |
| Fair value | $2,988,000 | 1,107 |
| 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 | $51,763,000 | 2,426 |
| U.S. Government securities | $50,774,000 | 1,875 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $50,774,000 | 1,807 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $989,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $24,178,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $15,358,000 | 1,876 |
| Issued or guaranteed by U.S. | $15,358,000 | 1,861 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,820,000 | 1,208 |
| CMOs issued by government agencies or sponsored agencies | $8,820,000 | 1,114 |
| 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) | $51,763,000 | 2,061 |
| Total debt securities | $50,774,000 | 2,409 |
| Structured notes |
| Amortized cost | $2,993,000 | 984 |
| Fair value | $2,928,000 | 999 |
| 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 | $33,965,000 | 3,320 |
| U.S. Government securities | $32,980,000 | 2,646 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $32,980,000 | 2,558 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $985,000 | 1,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,965,000 | 1,187 |
| Mortgage-backed securities | $13,883,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $5,917,000 | 3,173 |
| Issued or guaranteed by U.S. | $5,917,000 | 3,158 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,966,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $7,966,000 | 1,183 |
| 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) | $33,965,000 | 2,869 |
| Total debt securities | $32,980,000 | 3,323 |
| Structured notes |
| Amortized cost | $2,993,000 | 844 |
| Fair value | $2,913,000 | 849 |
| 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 | $24,230,000 | 4,132 |
| U.S. Government securities | $23,193,000 | 3,318 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $23,193,000 | 3,190 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,037,000 | 1,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,230,000 | 1,581 |
| Mortgage-backed securities | $9,784,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $5,976,000 | 3,171 |
| Issued or guaranteed by U.S. | $5,976,000 | 3,158 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,808,000 | 1,958 |
| CMOs issued by government agencies or sponsored agencies | $3,808,000 | 1,841 |
| 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) | $24,230,000 | 3,571 |
| Total debt securities | $23,193,000 | 4,171 |
| Structured notes |
| Amortized cost | $2,993,000 | 658 |
| Fair value | $3,016,000 | 629 |
| 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 | $21,150,000 | 4,493 |
| U.S. Government securities | $20,138,000 | 3,686 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $20,138,000 | 3,515 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,012,000 | 1,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,150,000 | 1,772 |
| Mortgage-backed securities | $8,882,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $5,834,000 | 3,178 |
| Issued or guaranteed by U.S. | $5,834,000 | 3,167 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,048,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $3,048,000 | 2,105 |
| 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) | $21,150,000 | 3,880 |
| Total debt securities | $20,138,000 | 4,552 |
| Structured notes |
| Amortized cost | $2,000,000 | 604 |
| Fair value | $2,000,000 | 675 |
| 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 | $13,597,000 | 5,727 |
| U.S. Government securities | $12,591,000 | 4,953 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,591,000 | 4,770 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,006,000 | 1,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,597,000 | 2,476 |
| Mortgage-backed securities | $11,577,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $6,749,000 | 2,907 |
| Issued or guaranteed by U.S. | $6,749,000 | 2,898 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,828,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $4,828,000 | 1,749 |
| 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) | $13,597,000 | 4,969 |
| Total debt securities | $12,591,000 | 5,843 |
| 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 | $19,615,000 | 4,582 |
| U.S. Government securities | $19,615,000 | 3,576 |
| U.S. Treasury securities | $3,516,000 | 1,018 |
| U.S. Government agency obligations | $16,099,000 | 3,984 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $7,284,000 | 3,594 |
| Mortgage-backed securities | $2,324,000 | 5,077 |
| Certificates of participation in pools of residential mortgages | $2,324,000 | 4,284 |
| Issued or guaranteed by U.S. | $2,324,000 | 4,267 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $19,615,000 | 3,887 |
| Total debt securities | $19,615,000 | 4,494 |
| Structured notes |
| Amortized cost | $2,000,000 | 188 |
| Fair value | $2,000,000 | 198 |
| 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 | $27,239,000 | 3,703 |
| U.S. Government securities | $26,978,000 | 2,887 |
| U.S. Treasury securities | $18,435,000 | 364 |
| U.S. Government agency obligations | $8,543,000 | 5,980 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | NA | NA |
| Equity securities | $261,000 | 5,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,951,000 | 3,419 |
| Mortgage-backed securities | $3,807,000 | 3,819 |
| Certificates of participation in pools of residential mortgages | $3,807,000 | 3,045 |
| Issued or guaranteed by U.S. | $3,807,000 | 3,029 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $27,239,000 | 2,984 |
| Total debt securities | $26,978,000 | 3,623 |
| 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 | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $27,178,000 | 3,895 |
| U.S. Government securities | $27,066,000 | 3,022 |
| U.S. Treasury securities | $18,720,000 | 510 |
| U.S. Government agency obligations | $8,346,000 | 6,118 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | NA | NA |
| Equity securities | $112,000 | 6,617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,066,000 | 4,225 |
| Mortgage-backed securities | $4,171,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $4,171,000 | 3,080 |
| Issued or guaranteed by U.S. | $4,171,000 | 3,068 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $27,178,000 | 3,063 |
| Total debt securities | $27,066,000 | 3,800 |
| 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 | $8,495,000 | 7,549 |
| U.S. Government securities | $8,495,000 | 6,577 |
| U.S. Treasury securities | $3,268,000 | 2,957 |
| U.S. Government agency obligations | $5,227,000 | 7,098 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,471,000 | 5,105 |
| Mortgage-backed securities | $1,974,000 | 5,339 |
| Certificates of participation in pools of residential mortgages | $1,974,000 | 4,409 |
| Issued or guaranteed by U.S. | $1,974,000 | 4,389 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $8,495,000 | 6,206 |
| Total debt securities | $8,495,000 | 7,416 |
| 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 | $2,051,000 | 10,306 |
| U.S. Government securities | $2,051,000 | 9,994 |
| U.S. Treasury securities | $754,000 | 6,805 |
| U.S. Government agency obligations | $1,297,000 | 9,506 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $544,000 | 6,898 |
| Certificates of participation in pools of residential mortgages | $544,000 | 6,073 |
| Issued or guaranteed by U.S. | $544,000 | 6,054 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $2,051,000 | 8,709 |
| Total debt securities | $2,051,000 | 10,204 |
| 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 |
