| 2014-09-30 | Rank |
| Total securities | $85,355,000 | 1,722 |
| U.S. Government securities | $63,769,000 | 1,504 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $63,769,000 | 1,442 |
| Securities issued by states & political subdivisions | $17,811,000 | 2,017 |
| Other domestic debt securities | $3,775,000 | 1,046 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $3,775,000 | 199 |
| 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 | $32,002,000 | 1,610 |
| Mortgage-backed securities | $63,769,000 | 995 |
| Certificates of participation in pools of residential mortgages | $18,086,000 | 1,861 |
| Issued or guaranteed by U.S. | $18,086,000 | 1,859 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $45,683,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $45,683,000 | 483 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $85,355,000 | 1,527 |
| Total debt securities | $85,356,000 | 1,696 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $146,234,000 | 1,037 |
| U.S. Government securities | $110,136,000 | 921 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $110,136,000 | 884 |
| Securities issued by states & political subdivisions | $31,314,000 | 1,233 |
| Other domestic debt securities | $4,784,000 | 953 |
| Privately issued residential mortgage-backed securities | $948,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $3,836,000 | 215 |
| 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 | $31,874,000 | 1,624 |
| Mortgage-backed securities | $86,296,000 | 794 |
| Certificates of participation in pools of residential mortgages | $25,379,000 | 1,482 |
| Issued or guaranteed by U.S. | $25,379,000 | 1,481 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $60,917,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $59,969,000 | 395 |
| Privately issued | $948,000 | 417 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $146,234,000 | 905 |
| Total debt securities | $146,234,000 | 1,022 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $146,199,000 | 1,052 |
| U.S. Government securities | $110,857,000 | 931 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $110,857,000 | 895 |
| Securities issued by states & political subdivisions | $30,517,000 | 1,268 |
| Other domestic debt securities | $4,825,000 | 976 |
| Privately issued residential mortgage-backed securities | $1,013,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $3,812,000 | 219 |
| 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 | $28,048,000 | 1,784 |
| Mortgage-backed securities | $85,857,000 | 793 |
| Certificates of participation in pools of residential mortgages | $26,473,000 | 1,449 |
| Issued or guaranteed by U.S. | $26,473,000 | 1,449 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $59,384,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $58,371,000 | 407 |
| Privately issued | $1,013,000 | 428 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $146,199,000 | 925 |
| Total debt securities | $146,199,000 | 1,040 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $150,892,000 | 1,016 |
| U.S. Government securities | $114,086,000 | 910 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $114,086,000 | 877 |
| Securities issued by states & political subdivisions | $31,855,000 | 1,217 |
| Other domestic debt securities | $4,951,000 | 996 |
| Privately issued residential mortgage-backed securities | $1,140,000 | 458 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,811,000 | 223 |
| 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 | $29,366,000 | 1,709 |
| Mortgage-backed securities | $88,196,000 | 762 |
| Certificates of participation in pools of residential mortgages | $27,533,000 | 1,414 |
| Issued or guaranteed by U.S. | $27,533,000 | 1,414 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $60,663,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $59,523,000 | 387 |
| Privately issued | $1,140,000 | 436 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $150,892,000 | 882 |
| Total debt securities | $150,892,000 | 1,007 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $142,984,000 | 1,068 |
| U.S. Government securities | $105,802,000 | 967 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $105,802,000 | 933 |
| Securities issued by states & political subdivisions | $32,153,000 | 1,209 |
| Other domestic debt securities | $5,029,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $1,231,000 | 475 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $3,798,000 | 223 |
| 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 | $28,567,000 | 1,746 |
| Mortgage-backed securities | $78,598,000 | 852 |
| Certificates of participation in pools of residential mortgages | $28,969,000 | 1,369 |
| Issued or guaranteed by U.S. | $28,969,000 | 1,366 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $49,629,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $48,398,000 | 463 |
| Privately issued | $1,231,000 | 453 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $142,984,000 | 937 |
| Total debt securities | $142,984,000 | 1,055 |
| 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 | $157,474,000 | 976 |
| U.S. Government securities | $119,636,000 | 848 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $119,636,000 | 820 |
| Securities issued by states & political subdivisions | $32,494,000 | 1,181 |
| Other domestic debt securities | $5,344,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $1,323,000 | 481 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $4,021,000 | 218 |
| 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 | $26,480,000 | 1,816 |
| Mortgage-backed securities | $90,756,000 | 750 |
| Certificates of participation in pools of residential mortgages | $30,992,000 | 1,272 |
| Issued or guaranteed by U.S. | $30,992,000 | 1,271 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $59,764,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $58,441,000 | 408 |
| Privately issued | $1,323,000 | 460 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $157,474,000 | 865 |
| Total debt securities | $157,473,000 | 965 |
| 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 | $169,566,000 | 918 |
| U.S. Government securities | $132,555,000 | 796 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $132,555,000 | 760 |
| Securities issued by states & political subdivisions | $31,547,000 | 1,196 |
| Other domestic debt securities | $5,464,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $1,424,000 | 492 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $4,040,000 | 211 |
| 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 | $25,227,000 | 1,930 |
| Mortgage-backed securities | $103,134,000 | 696 |
| Certificates of participation in pools of residential mortgages | $33,275,000 | 1,227 |
| Issued or guaranteed by U.S. | $33,275,000 | 1,225 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $69,859,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $68,435,000 | 368 |
| Privately issued | $1,424,000 | 474 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $169,566,000 | 817 |
| Total debt securities | $169,566,000 | 904 |
| 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 | $174,259,000 | 872 |
| U.S. Government securities | $146,067,000 | 707 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $146,067,000 | 677 |
| Securities issued by states & political subdivisions | $26,586,000 | 1,361 |
| Other domestic debt securities | $1,606,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $1,606,000 | 487 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| 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 | $31,143,000 | 1,623 |
| Mortgage-backed securities | $116,314,000 | 615 |
| Certificates of participation in pools of residential mortgages | $35,038,000 | 1,162 |
| Issued or guaranteed by U.S. | $35,038,000 | 1,161 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $81,276,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $79,670,000 | 344 |
| Privately issued | $1,606,000 | 473 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $174,259,000 | 773 |
| Total debt securities | $174,259,000 | 865 |
| 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 | $151,273,000 | 1,017 |
| U.S. Government securities | $117,927,000 | 886 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $117,927,000 | 853 |
| Securities issued by states & political subdivisions | $31,618,000 | 1,136 |
| Other domestic debt securities | $1,728,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $1,728,000 | 510 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| 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 | $35,333,000 | 1,477 |
| Mortgage-backed securities | $87,858,000 | 830 |
| Certificates of participation in pools of residential mortgages | $19,153,000 | 1,911 |
| Issued or guaranteed by U.S. | $19,153,000 | 1,910 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $68,705,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $66,977,000 | 405 |
| Privately issued | $1,728,000 | 490 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $151,273,000 | 909 |
| Total debt securities | $151,271,000 | 1,007 |
| 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 | $168,774,000 | 921 |
| U.S. Government securities | $135,433,000 | 784 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $135,433,000 | 756 |
| Securities issued by states & political subdivisions | $31,480,000 | 1,109 |
| Other domestic debt securities | $1,861,000 | 1,694 |
| Privately issued residential mortgage-backed securities | $1,861,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| 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 | $32,339,000 | 1,602 |
| Mortgage-backed securities | $104,626,000 | 736 |
| Certificates of participation in pools of residential mortgages | $20,397,000 | 1,859 |
| Issued or guaranteed by U.S. | $20,397,000 | 1,858 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $84,229,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $82,368,000 | 363 |
| Privately issued | $1,861,000 | 508 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $168,774,000 | 814 |
| Total debt securities | $168,775,000 | 911 |
| 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 | $157,514,000 | 985 |
| U.S. Government securities | $121,101,000 | 901 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $121,101,000 | 875 |
| Securities issued by states & political subdivisions | $34,342,000 | 950 |
| Other domestic debt securities | $2,071,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $2,071,000 | 538 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| 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 | $31,609,000 | 1,649 |
| Mortgage-backed securities | $116,160,000 | 680 |
| Certificates of participation in pools of residential mortgages | $18,781,000 | 1,978 |
| Issued or guaranteed by U.S. | $18,781,000 | 1,976 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $97,379,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $95,308,000 | 345 |
| Privately issued | $2,071,000 | 518 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $157,514,000 | 875 |
| Total debt securities | $157,515,000 | 974 |
| 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 | $149,462,000 | 999 |
| U.S. Government securities | $114,135,000 | 915 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $114,135,000 | 889 |
| Securities issued by states & political subdivisions | $33,030,000 | 979 |
| Other domestic debt securities | $2,297,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $2,297,000 | 578 |
| 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 | $27,892,000 | 1,700 |
| Mortgage-backed securities | $116,432,000 | 664 |
| Certificates of participation in pools of residential mortgages | $19,175,000 | 1,835 |
| Issued or guaranteed by U.S. | $19,175,000 | 1,835 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $97,257,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $94,960,000 | 321 |
| Privately issued | $2,297,000 | 551 |
| 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) | $149,462,000 | 888 |
| Total debt securities | $149,462,000 | 992 |
| 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 | $130,491,000 | 1,115 |
| U.S. Government securities | $95,183,000 | 1,043 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $95,183,000 | 1,011 |
| Securities issued by states & political subdivisions | $32,708,000 | 939 |
| Other domestic debt securities | $2,600,000 | 1,435 |
| Privately issued residential mortgage-backed securities | $2,600,000 | 582 |
| 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 | $32,311,000 | 1,481 |
| Mortgage-backed securities | $97,783,000 | 745 |
| Certificates of participation in pools of residential mortgages | $11,422,000 | 2,484 |
| Issued or guaranteed by U.S. | $11,422,000 | 2,479 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $86,361,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $83,761,000 | 355 |
| Privately issued | $2,600,000 | 548 |
| 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) | $130,491,000 | 986 |
| Total debt securities | $130,491,000 | 1,101 |
| 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 | $141,493,000 | 1,022 |
| U.S. Government securities | $107,929,000 | 945 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $107,929,000 | 914 |
| Securities issued by states & political subdivisions | $30,603,000 | 951 |
| Other domestic debt securities | $2,961,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $2,961,000 | 566 |
| 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 | $21,917,000 | 2,040 |
| Mortgage-backed securities | $110,890,000 | 663 |
| Certificates of participation in pools of residential mortgages | $12,730,000 | 2,285 |
| Issued or guaranteed by U.S. | $12,730,000 | 2,279 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $98,160,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $95,199,000 | 310 |
| Privately issued | $2,961,000 | 537 |
| 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) | $141,493,000 | 908 |
| Total debt securities | $141,494,000 | 1,013 |
| 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 | $124,206,000 | 1,153 |
| U.S. Government securities | $88,924,000 | 1,118 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $88,924,000 | 1,068 |
| Securities issued by states & political subdivisions | $29,919,000 | 953 |
| Other domestic debt securities | $5,363,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $5,363,000 | 464 |
| 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 | $25,326,000 | 1,830 |
| Mortgage-backed securities | $94,287,000 | 732 |
| Certificates of participation in pools of residential mortgages | $13,206,000 | 2,171 |
| Issued or guaranteed by U.S. | $13,206,000 | 2,166 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $81,081,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $75,718,000 | 346 |
| Privately issued | $5,363,000 | 448 |
| 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) | $124,206,000 | 1,020 |
| Total debt securities | $124,206,000 | 1,139 |
| 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 | $125,115,000 | 1,106 |
| U.S. Government securities | $90,969,000 | 1,041 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $90,969,000 | 1,001 |
| Securities issued by states & political subdivisions | $28,235,000 | 994 |
| Other domestic debt securities | $5,911,000 | 1,032 |
| Privately issued residential mortgage-backed securities | $5,911,000 | 478 |
| 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 | $26,303,000 | 1,758 |
| Mortgage-backed securities | $96,880,000 | 683 |
| Certificates of participation in pools of residential mortgages | $14,016,000 | 2,010 |
| Issued or guaranteed by U.S. | $14,016,000 | 2,004 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $82,864,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $76,953,000 | 330 |
| Privately issued | $5,911,000 | 458 |
| 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) | $125,115,000 | 980 |
| Total debt securities | $125,116,000 | 1,095 |
| 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 | $134,737,000 | 993 |
| U.S. Government securities | $98,310,000 | 953 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $98,310,000 | 912 |
| Securities issued by states & political subdivisions | $29,887,000 | 899 |
| Other domestic debt securities | $6,540,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $6,540,000 | 497 |
| 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 | $28,589,000 | 1,669 |
| Mortgage-backed securities | $104,850,000 | 631 |
| Certificates of participation in pools of residential mortgages | $14,844,000 | 1,884 |
| Issued or guaranteed by U.S. | $14,844,000 | 1,877 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $90,006,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $83,466,000 | 311 |
| Privately issued | $6,540,000 | 474 |
| 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) | $134,737,000 | 874 |
| Total debt securities | $134,738,000 | 979 |
| 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 | $131,736,000 | 1,007 |
| U.S. Government securities | $96,524,000 | 971 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $96,524,000 | 931 |
| Securities issued by states & political subdivisions | $26,809,000 | 947 |
| Other domestic debt securities | $8,403,000 | 868 |
| Privately issued residential mortgage-backed securities | $8,403,000 | 467 |
| 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 | $30,818,000 | 1,572 |
| Mortgage-backed securities | $104,927,000 | 615 |
| Certificates of participation in pools of residential mortgages | $16,932,000 | 1,745 |
| Issued or guaranteed by U.S. | $16,932,000 | 1,739 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $87,995,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $79,592,000 | 303 |
| Privately issued | $8,403,000 | 452 |
| 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) | $131,736,000 | 879 |
| Total debt securities | $131,733,000 | 996 |
| 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 | $122,795,000 | 1,076 |
| U.S. Government securities | $96,174,000 | 977 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $96,174,000 | 941 |
| Securities issued by states & political subdivisions | $17,624,000 | 1,439 |
| Other domestic debt securities | $8,997,000 | 864 |
| Privately issued residential mortgage-backed securities | $8,997,000 | 485 |
| 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 | $25,892,000 | 1,858 |
| Mortgage-backed securities | $105,171,000 | 634 |
| Certificates of participation in pools of residential mortgages | $15,344,000 | 1,957 |
| Issued or guaranteed by U.S. | $15,344,000 | 1,954 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $89,827,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $80,830,000 | 305 |
| Privately issued | $8,997,000 | 466 |
| 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) | $122,795,000 | 946 |
| Total debt securities | $122,798,000 | 1,064 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $123,571,000 | 1,044 |
| U.S. Government securities | $105,274,000 | 874 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $105,274,000 | 841 |
| Securities issued by states & political subdivisions | $13,584,000 | 1,802 |
| Other domestic debt securities | $4,713,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $4,713,000 | 666 |
| 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 | $24,946,000 | 1,927 |
| Mortgage-backed securities | $109,987,000 | 615 |
| Certificates of participation in pools of residential mortgages | $17,446,000 | 1,859 |
| Issued or guaranteed by U.S. | $17,446,000 | 1,854 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $92,541,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $87,828,000 | 270 |
| Privately issued | $4,713,000 | 640 |
| 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) | $123,571,000 | 905 |
| Total debt securities | $123,569,000 | 1,030 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $118,087,000 | 1,089 |
| U.S. Government securities | $104,073,000 | 859 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $104,073,000 | 829 |
| Securities issued by states & political subdivisions | $14,014,000 | 1,760 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $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 | $26,331,000 | 1,825 |
| Mortgage-backed securities | $104,073,000 | 637 |
| Certificates of participation in pools of residential mortgages | $21,247,000 | 1,662 |
| Issued or guaranteed by U.S. | $21,247,000 | 1,656 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $82,826,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $82,826,000 | 269 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $118,087,000 | 941 |
| Total debt securities | $118,087,000 | 1,069 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $107,160,000 | 1,175 |
| U.S. Government securities | $93,805,000 | 912 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $93,805,000 | 879 |
| Securities issued by states & political subdivisions | $13,355,000 | 1,785 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $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 | $32,956,000 | 1,532 |
| Mortgage-backed securities | $93,805,000 | 688 |
| Certificates of participation in pools of residential mortgages | $14,923,000 | 2,174 |
| Issued or guaranteed by U.S. | $14,923,000 | 2,163 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $78,882,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $78,882,000 | 258 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $107,160,000 | 1,012 |
| Total debt securities | $107,160,000 | 1,153 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $111,294,000 | 1,127 |
| U.S. Government securities | $97,716,000 | 885 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $97,716,000 | 862 |
| Securities issued by states & political subdivisions | $13,578,000 | 1,686 |
| 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 | $34,462,000 | 1,507 |
| Mortgage-backed securities | $97,716,000 | 670 |
| Certificates of participation in pools of residential mortgages | $14,340,000 | 2,246 |
| Issued or guaranteed by U.S. | $14,340,000 | 2,232 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $83,376,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $83,376,000 | 245 |
| 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) | $111,294,000 | 972 |
| Total debt securities | $111,293,000 | 1,103 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $108,483,000 | 1,122 |
| U.S. Government securities | $89,709,000 | 950 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $89,709,000 | 928 |
| Securities issued by states & political subdivisions | $18,774,000 | 1,177 |
| 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 | $37,537,000 | 1,401 |
| Mortgage-backed securities | $89,709,000 | 717 |
| Certificates of participation in pools of residential mortgages | $14,555,000 | 2,192 |
| Issued or guaranteed by U.S. | $14,555,000 | 2,181 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $75,154,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $75,154,000 | 257 |
| 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) | $108,483,000 | 966 |
| Total debt securities | $108,483,000 | 1,101 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $88,427,000 | 1,340 |
| U.S. Government securities | $69,928,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $69,928,000 | 1,173 |
| Securities issued by states & political subdivisions | $18,499,000 | 1,172 |
| 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 | $38,428,000 | 1,344 |
| Mortgage-backed securities | $69,928,000 | 855 |
| Certificates of participation in pools of residential mortgages | $14,973,000 | 2,074 |
| Issued or guaranteed by U.S. | $14,973,000 | 2,061 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $54,955,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $54,955,000 | 298 |
| 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) | $88,427,000 | 1,156 |
| Total debt securities | $88,427,000 | 1,317 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $86,677,000 | 1,390 |
| U.S. Government securities | $61,209,000 | 1,395 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $61,209,000 | 1,363 |
| Securities issued by states & political subdivisions | $25,468,000 | 849 |
| 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 | $36,686,000 | 1,390 |
| Mortgage-backed securities | $61,209,000 | 965 |
| Certificates of participation in pools of residential mortgages | $10,511,000 | 2,577 |
| Issued or guaranteed by U.S. | $10,511,000 | 2,561 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $50,698,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $50,698,000 | 306 |
| 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) | $86,677,000 | 1,204 |
| Total debt securities | $86,677,000 | 1,359 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $62,335,000 | 1,894 |
| U.S. Government securities | $36,616,000 | 2,226 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $36,616,000 | 2,183 |
| Securities issued by states & political subdivisions | $25,719,000 | 821 |
| 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 | $31,921,000 | 1,513 |
| Mortgage-backed securities | $36,616,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $4,259,000 | 3,754 |
| Issued or guaranteed by U.S. | $4,259,000 | 3,739 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $32,357,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $32,357,000 | 422 |
| 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) | $62,335,000 | 1,661 |
| Total debt securities | $62,335,000 | 1,853 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $62,650,000 | 1,868 |
| U.S. Government securities | $37,355,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $37,355,000 | 2,142 |
| Securities issued by states & political subdivisions | $25,295,000 | 818 |
| 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 | $28,401,000 | 1,673 |
| Mortgage-backed securities | $37,355,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $4,331,000 | 3,419 |
| Issued or guaranteed by U.S. | $4,331,000 | 3,405 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $33,024,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $33,024,000 | 402 |
| 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) | $62,650,000 | 1,626 |
| Total debt securities | $62,651,000 | 1,827 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $63,461,000 | 1,840 |
| U.S. Government securities | $38,235,000 | 2,149 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $38,235,000 | 2,104 |
| Securities issued by states & political subdivisions | $25,226,000 | 793 |
| 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 | $27,434,000 | 1,700 |
| Mortgage-backed securities | $38,235,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $4,318,000 | 3,261 |
| Issued or guaranteed by U.S. | $4,318,000 | 3,247 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $33,917,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $33,917,000 | 388 |
| 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) | $63,461,000 | 1,584 |
| Total debt securities | $63,460,000 | 1,804 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $67,069,000 | 1,739 |
| U.S. Government securities | $42,936,000 | 1,963 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $42,936,000 | 1,904 |
| Securities issued by states & political subdivisions | $24,133,000 | 826 |
| 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 | $26,283,000 | 1,741 |
| Mortgage-backed securities | $40,978,000 | 1,048 |
| Certificates of participation in pools of residential mortgages | $4,471,000 | 3,148 |
| Issued or guaranteed by U.S. | $4,471,000 | 3,136 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $36,507,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $36,507,000 | 368 |
| 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) | $67,069,000 | 1,507 |
| Total debt securities | $67,068,000 | 1,707 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $68,942,000 | 1,706 |
| U.S. Government securities | $48,683,000 | 1,757 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $48,683,000 | 1,708 |
| Securities issued by states & political subdivisions | $20,259,000 | 1,014 |
| 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 | $17,406,000 | 2,410 |
| Mortgage-backed securities | $42,328,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | $4,647,000 | 3,099 |
| Issued or guaranteed by U.S. | $4,647,000 | 3,082 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $37,681,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $37,681,000 | 372 |
| 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) | $68,942,000 | 1,464 |
| Total debt securities | $68,941,000 | 1,672 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $70,558,000 | 1,684 |
| U.S. Government securities | $50,046,000 | 1,742 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $50,046,000 | 1,697 |
| Securities issued by states & political subdivisions | $20,512,000 | 980 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $18,210,000 | 2,344 |
| Mortgage-backed securities | $43,722,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $4,758,000 | 3,070 |
| Issued or guaranteed by U.S. | $4,758,000 | 3,057 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $38,964,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $38,964,000 | 371 |
| 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) | $70,558,000 | 1,455 |
| Total debt securities | $70,558,000 | 1,654 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $76,494,000 | 1,588 |
| U.S. Government securities | $53,401,000 | 1,670 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $53,401,000 | 1,627 |
| Securities issued by states & political subdivisions | $23,093,000 | 862 |
| 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 | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,541,000 | 2,234 |
| Mortgage-backed securities | $46,088,000 | 989 |
| Certificates of participation in pools of residential mortgages | $5,858,000 | 2,803 |
| Issued or guaranteed by U.S. | $5,858,000 | 2,789 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $40,230,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $40,230,000 | 364 |
| 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) | $76,494,000 | 1,366 |
| Total debt securities | $76,494,000 | 1,555 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $52,725,000 | 2,228 |
| U.S. Government securities | $31,210,000 | 2,676 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $31,210,000 | 2,595 |
| Securities issued by states & political subdivisions | $21,515,000 | 916 |
| 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 | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,388,000 | 2,220 |
| Mortgage-backed securities | $23,995,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $2,564,000 | 3,884 |
| Issued or guaranteed by U.S. | $2,564,000 | 3,868 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $21,431,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $21,431,000 | 513 |
| 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) | $52,725,000 | 1,897 |
| Total debt securities | $52,725,000 | 2,188 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $50,620,000 | 2,340 |
| U.S. Government securities | $33,211,000 | 2,574 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $33,211,000 | 2,506 |
| Securities issued by states & political subdivisions | $17,409,000 | 1,150 |
| 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 | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,462,000 | 2,105 |
| Mortgage-backed securities | $25,942,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $2,736,000 | 3,838 |
| Issued or guaranteed by U.S. | $2,736,000 | 3,820 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,206,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $23,206,000 | 490 |
| 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) | $50,620,000 | 2,009 |
| Total debt securities | $50,620,000 | 2,291 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $51,397,000 | 2,308 |
| U.S. Government securities | $33,491,000 | 2,531 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $33,491,000 | 2,450 |
| Securities issued by states & political subdivisions | $17,906,000 | 1,111 |
| 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 | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,179,000 | 2,027 |
| Mortgage-backed securities | $26,201,000 | 1,496 |
| Certificates of participation in pools of residential mortgages | $1,667,000 | 4,448 |
| Issued or guaranteed by U.S. | $1,667,000 | 4,429 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $24,534,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $24,534,000 | 476 |
| 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) | $51,397,000 | 1,952 |
| Total debt securities | $51,397,000 | 2,265 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $49,527,000 | 2,368 |
| U.S. Government securities | $35,889,000 | 2,380 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $35,889,000 | 2,314 |
| Securities issued by states & political subdivisions | $13,638,000 | 1,467 |
| 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 | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,544,000 | 1,888 |
| Mortgage-backed securities | $28,550,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $1,830,000 | 4,392 |
| Issued or guaranteed by U.S. | $1,830,000 | 4,377 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,720,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $26,720,000 | 451 |
| 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) | $49,527,000 | 1,996 |
| Total debt securities | $49,527,000 | 2,322 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $43,599,000 | 2,648 |
| U.S. Government securities | $35,784,000 | 2,421 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $35,784,000 | 2,343 |
| Securities issued by states & political subdivisions | $7,815,000 | 2,308 |
| 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 | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,366,000 | 1,754 |
| Mortgage-backed securities | $28,370,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $933,000 | 5,088 |
| Issued or guaranteed by U.S. | $933,000 | 5,068 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $27,437,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $27,437,000 | 470 |
| 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) | $43,599,000 | 2,247 |
| Total debt securities | $43,599,000 | 2,602 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $47,367,000 | 2,490 |
| U.S. Government securities | $35,200,000 | 2,487 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $35,200,000 | 2,399 |
| Securities issued by states & political subdivisions | $7,153,000 | 2,456 |
| 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 | $5,014,000 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,041,000 | 1,743 |
| Mortgage-backed securities | $27,895,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 5,019 |
| Issued or guaranteed by U.S. | $1,073,000 | 5,005 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $26,822,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $26,822,000 | 488 |
| 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) | $47,367,000 | 2,096 |
| Total debt securities | $42,353,000 | 2,708 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $45,037,000 | 2,631 |
| U.S. Government securities | $37,500,000 | 2,364 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,500,000 | 2,282 |
| Securities issued by states & political subdivisions | $7,537,000 | 2,398 |
| 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 | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,390,000 | 2,026 |
| Mortgage-backed securities | $30,045,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $1,299,000 | 4,901 |
| Issued or guaranteed by U.S. | $1,299,000 | 4,887 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $28,746,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $28,746,000 | 478 |
| 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) | $45,037,000 | 2,236 |
| Total debt securities | $45,037,000 | 2,586 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $51,246,000 | 2,360 |
| U.S. Government securities | $37,616,000 | 2,336 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $37,616,000 | 2,254 |
| Securities issued by states & political subdivisions | $8,592,000 | 2,195 |
| 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 | $5,038,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,015,000 | 2,306 |
| Mortgage-backed securities | $30,094,000 | 1,487 |
| Certificates of participation in pools of residential mortgages | $1,596,000 | 4,746 |
| Issued or guaranteed by U.S. | $1,596,000 | 4,734 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $28,498,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $28,498,000 | 483 |
| 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) | $51,246,000 | 1,997 |
| Total debt securities | $46,208,000 | 2,520 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $49,025,000 | 2,494 |
| U.S. Government securities | $36,412,000 | 2,435 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $36,412,000 | 2,348 |
| Securities issued by states & political subdivisions | $7,605,000 | 2,386 |
| 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 | $5,008,000 | 599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,229,000 | 2,376 |
| Mortgage-backed securities | $30,127,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $1,910,000 | 4,628 |
| Issued or guaranteed by U.S. | $1,910,000 | 4,612 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $28,217,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $28,217,000 | 502 |
| 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) | $49,025,000 | 2,111 |
| Total debt securities | $44,017,000 | 2,665 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $42,179,000 | 2,813 |
| U.S. Government securities | $34,209,000 | 2,548 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $34,209,000 | 2,467 |
| Securities issued by states & political subdivisions | $7,970,000 | 2,328 |
| 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 | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,678,000 | 5,041 |
| Mortgage-backed securities | $27,669,000 | 1,618 |
| Certificates of participation in pools of residential mortgages | $2,109,000 | 4,539 |
| Issued or guaranteed by U.S. | $2,109,000 | 4,520 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $25,560,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $25,560,000 | 548 |
| 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) | $42,179,000 | 2,420 |
| Total debt securities | $42,179,000 | 2,747 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $41,411,000 | 2,896 |
| U.S. Government securities | $33,298,000 | 2,688 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $33,298,000 | 2,599 |
| Securities issued by states & political subdivisions | $8,113,000 | 2,301 |
| 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 | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,413,000 | 5,118 |
| Mortgage-backed securities | $26,883,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $2,446,000 | 4,361 |
| Issued or guaranteed by U.S. | $2,446,000 | 4,341 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $24,437,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $24,437,000 | 611 |
| 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) | $41,411,000 | 2,505 |
| Total debt securities | $41,411,000 | 2,838 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $40,736,000 | 2,888 |
| U.S. Government securities | $27,270,000 | 3,021 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $27,270,000 | 2,914 |
| Securities issued by states & political subdivisions | $8,461,000 | 2,234 |
| 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 | $5,005,000 | 676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,427,000 | 4,658 |
| Mortgage-backed securities | $25,324,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $3,021,000 | 4,089 |
| Issued or guaranteed by U.S. | $3,021,000 | 4,075 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $22,303,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $22,303,000 | 669 |
| 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) | $40,736,000 | 2,482 |
| Total debt securities | $35,731,000 | 3,132 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $34,208,000 | 3,243 |
| U.S. Government securities | $25,022,000 | 3,156 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,022,000 | 3,024 |
| Securities issued by states & political subdivisions | $9,186,000 | 2,060 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,701,000 | 5,441 |
| Mortgage-backed securities | $25,022,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $3,673,000 | 3,877 |
| Issued or guaranteed by U.S. | $3,673,000 | 3,866 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $21,349,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $21,349,000 | 719 |
| 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) | $34,208,000 | 2,793 |
| Total debt securities | $34,208,000 | 3,164 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $34,941,000 | 3,145 |
| U.S. Government securities | $23,066,000 | 3,340 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $23,066,000 | 3,189 |
| Securities issued by states & political subdivisions | $8,362,000 | 2,145 |
| 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 | $3,513,000 | 838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,957,000 | 4,854 |
| Mortgage-backed securities | $22,051,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $3,392,000 | 4,002 |
| Issued or guaranteed by U.S. | $3,392,000 | 3,987 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $18,659,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $18,659,000 | 803 |
| 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) | $34,941,000 | 2,709 |
| Total debt securities | $31,428,000 | 3,322 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $29,607,000 | 3,553 |
| U.S. Government securities | $22,107,000 | 3,423 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $22,107,000 | 3,271 |
| Securities issued by states & political subdivisions | $7,500,000 | 2,286 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,264,000 | 4,716 |
| Mortgage-backed securities | $19,474,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | $7,145,000 | 2,814 |
| Issued or guaranteed by U.S. | $7,145,000 | 2,804 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $12,329,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $12,329,000 | 1,031 |
| 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) | $29,607,000 | 3,042 |
| Total debt securities | $29,607,000 | 3,481 |
| 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 | $27,048,000 | 3,641 |
| U.S. Government securities | $20,079,000 | 3,505 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,079,000 | 3,342 |
| Securities issued by states & political subdivisions | $6,969,000 | 2,305 |
| 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 | $3,374,000 | 5,140 |
| Mortgage-backed securities | $15,778,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $12,499,000 | 1,819 |
| Issued or guaranteed by U.S. | $12,499,000 | 1,807 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,279,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $3,279,000 | 2,141 |
| 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) | $27,048,000 | 3,073 |
| Total debt securities | $27,048,000 | 3,548 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $23,636,000 | 4,103 |
| U.S. Government securities | $21,964,000 | 3,402 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $21,964,000 | 3,146 |
| Securities issued by states & political subdivisions | $1,267,000 | 5,032 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $405,000 | 4,291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,409,000 | 6,715 |
| Mortgage-backed securities | $13,610,000 | 1,937 |
| Certificates of participation in pools of residential mortgages | $11,145,000 | 1,632 |
| Issued or guaranteed by U.S. | $11,145,000 | 1,620 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,465,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $2,465,000 | 1,963 |
| 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) | $23,636,000 | 3,334 |
| Total debt securities | $23,231,000 | 4,045 |
| 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 | $17,309,000 | 5,313 |
| U.S. Government securities | $16,904,000 | 4,383 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $16,904,000 | 3,967 |
| 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 | $405,000 | 4,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,160,000 | 7,014 |
| Mortgage-backed securities | $10,593,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | $10,593,000 | 1,820 |
| Issued or guaranteed by U.S. | $10,593,000 | 1,808 |
| 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) | $17,309,000 | 4,296 |
| Total debt securities | $16,904,000 | 5,289 |
| 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 | $16,978,000 | 5,368 |
| U.S. Government securities | $16,615,000 | 4,463 |
| U.S. Treasury securities | $1,513,000 | 4,408 |
| U.S. Government agency obligations | $15,102,000 | 4,097 |
| 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 | $363,000 | 4,247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $220,000 | 8,131 |
| Mortgage-backed securities | $10,586,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $10,586,000 | 1,894 |
| Issued or guaranteed by U.S. | $10,586,000 | 1,880 |
| 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) | $16,978,000 | 4,267 |
| Total debt securities | $16,615,000 | 5,322 |
| 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 | $16,697,000 | 5,607 |
| U.S. Government securities | $15,854,000 | 4,853 |
| U.S. Treasury securities | $5,010,000 | 3,207 |
| U.S. Government agency obligations | $10,844,000 | 4,976 |
| Securities issued by states & political subdivisions | $527,000 | 6,668 |
| 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 | $316,000 | 4,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $219,000 | 8,559 |
| Mortgage-backed securities | $3,350,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $3,350,000 | 3,567 |
| Issued or guaranteed by U.S. | $3,350,000 | 3,553 |
| 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) | $16,697,000 | 4,138 |
| Total debt securities | $16,381,000 | 5,539 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $11,485,000 | 7,446 |
| U.S. Government securities | $11,208,000 | 6,593 |
| U.S. Treasury securities | $999,000 | 7,295 |
| U.S. Government agency obligations | $10,209,000 | 5,441 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $277,000 | 4,684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,183,000 | 7,620 |
| Mortgage-backed securities | $6,270,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $6,270,000 | 2,835 |
| Issued or guaranteed by U.S. | $6,270,000 | 2,815 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,830,000 | 5,225 |
| Available-for-sale securities (fair market value) | $7,655,000 | 6,741 |
| Total debt securities | $11,208,000 | 7,387 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $10,934,000 | 7,956 |
| U.S. Government securities | $10,656,000 | 7,057 |
| U.S. Treasury securities | $1,991,000 | 7,234 |
| U.S. Government agency obligations | $8,665,000 | 5,988 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $278,000 | 4,405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $199,000 | 9,440 |
| Mortgage-backed securities | $7,663,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $7,663,000 | 2,555 |
| Issued or guaranteed by U.S. | $7,663,000 | 2,533 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,610,000 | 5,184 |
| Available-for-sale securities (fair market value) | $6,324,000 | 7,413 |
| Total debt securities | $10,656,000 | 7,916 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $21,053,000 | 5,661 |
| U.S. Government securities | $20,766,000 | 4,778 |
| U.S. Treasury securities | $10,688,000 | 3,209 |
| U.S. Government agency obligations | $10,078,000 | 5,340 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $287,000 | 4,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,133,000 | 5,962 |
| Mortgage-backed securities | $9,109,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $9,109,000 | 2,382 |
| Issued or guaranteed by U.S. | $9,109,000 | 2,370 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,194,000 | 7,899 |
| Available-for-sale securities (fair market value) | $15,859,000 | 3,402 |
| Total debt securities | $20,766,000 | 5,630 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $28,785,000 | 4,644 |
| U.S. Government securities | $28,422,000 | 3,780 |
| U.S. Treasury securities | $15,280,000 | 2,404 |
| U.S. Government agency obligations | $13,142,000 | 4,604 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $250,000 | 5,033 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,913 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 5,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,506,000 | 4,906 |
| Mortgage-backed securities | $6,442,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $6,442,000 | 3,256 |
| Issued or guaranteed by U.S. | $6,442,000 | 3,226 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $28,672,000 | 4,550 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $30,656,000 | 4,378 |
| U.S. Government securities | $30,274,000 | 3,530 |
| U.S. Treasury securities | $24,086,000 | 1,557 |
| U.S. Government agency obligations | $6,188,000 | 7,242 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $269,000 | 5,862 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $269,000 | 4,465 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 4,906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,005,000 | 7,096 |
| Mortgage-backed securities | $1,643,000 | 8,058 |
| Certificates of participation in pools of residential mortgages | $1,643,000 | 6,589 |
| Issued or guaranteed by U.S. | $1,643,000 | 6,528 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $30,543,000 | 4,287 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
