| 2014-09-30 | Rank |
| Total securities | $56,586,000 | 2,413 |
| U.S. Government securities | $35,219,000 | 2,429 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $35,219,000 | 2,353 |
| Securities issued by states & political subdivisions | $21,367,000 | 1,736 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| 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 | $14,237,000 | 2,732 |
| Mortgage-backed securities | $29,334,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $22,514,000 | 1,588 |
| Issued or guaranteed by U.S. | $22,514,000 | 1,588 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,820,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $6,820,000 | 1,524 |
| 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) | $56,586,000 | 2,180 |
| Total debt securities | $56,585,000 | 2,391 |
| 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 | $60,375,000 | 2,302 |
| U.S. Government securities | $38,384,000 | 2,310 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $38,384,000 | 2,243 |
| Securities issued by states & political subdivisions | $21,240,000 | 1,748 |
| Other domestic debt securities | $751,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $751,000 | 1,545 |
| 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 | $15,423,000 | 2,616 |
| Mortgage-backed securities | $30,614,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | $23,568,000 | 1,562 |
| Issued or guaranteed by U.S. | $23,568,000 | 1,562 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,046,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $7,046,000 | 1,524 |
| Privately issued | $0 | 840 |
| 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) | $60,375,000 | 2,072 |
| Total debt securities | $60,377,000 | 2,283 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,098 |
| Fair value | $2,406,000 | 1,124 |
| 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 | $61,984,000 | 2,278 |
| U.S. Government securities | $38,523,000 | 2,338 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $38,523,000 | 2,271 |
| Securities issued by states & political subdivisions | $22,711,000 | 1,649 |
| Other domestic debt securities | $750,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $750,000 | 1,578 |
| 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 | $15,758,000 | 2,596 |
| Mortgage-backed securities | $30,833,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $24,640,000 | 1,517 |
| Issued or guaranteed by U.S. | $24,640,000 | 1,516 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,193,000 | 1,700 |
| CMOs issued by government agencies or sponsored agencies | $6,193,000 | 1,624 |
| Privately issued | $0 | 874 |
| 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) | $61,984,000 | 2,052 |
| Total debt securities | $61,984,000 | 2,260 |
| Structured notes |
| Amortized cost | $2,750,000 | 1,086 |
| Fair value | $2,616,000 | 1,094 |
| 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 | $63,529,000 | 2,218 |
| U.S. Government securities | $40,057,000 | 2,240 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $40,057,000 | 2,177 |
| Securities issued by states & political subdivisions | $22,247,000 | 1,679 |
| Other domestic debt securities | $1,225,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,225,000 | 1,365 |
| 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 | $15,354,000 | 2,653 |
| Mortgage-backed securities | $32,448,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $26,000,000 | 1,479 |
| Issued or guaranteed by U.S. | $26,000,000 | 1,478 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,448,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $6,448,000 | 1,590 |
| Privately issued | $0 | 906 |
| 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) | $63,529,000 | 2,011 |
| Total debt securities | $63,528,000 | 2,197 |
| Structured notes |
| Amortized cost | $3,250,000 | 946 |
| Fair value | $3,047,000 | 952 |
| 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 | $63,430,000 | 2,233 |
| U.S. Government securities | $39,961,000 | 2,261 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,961,000 | 2,203 |
| Securities issued by states & political subdivisions | $22,251,000 | 1,695 |
| Other domestic debt securities | $1,218,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,218,000 | 1,399 |
| 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 | $15,265,000 | 2,629 |
| Mortgage-backed securities | $31,818,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $26,187,000 | 1,483 |
| Issued or guaranteed by U.S. | $26,187,000 | 1,479 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,631,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $5,631,000 | 1,711 |
| Privately issued | $0 | 947 |
| 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) | $63,430,000 | 2,016 |
| Total debt securities | $63,430,000 | 2,207 |
| Structured notes |
| Amortized cost | $3,250,000 | 948 |
| Fair value | $3,066,000 | 955 |
| 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 | $66,297,000 | 2,150 |
| U.S. Government securities | $42,946,000 | 2,108 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $42,946,000 | 2,052 |
| Securities issued by states & political subdivisions | $22,135,000 | 1,685 |
| Other domestic debt securities | $1,216,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,216,000 | 1,429 |
| 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 | $14,668,000 | 2,666 |
| Mortgage-backed securities | $33,744,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | $27,942,000 | 1,397 |
| Issued or guaranteed by U.S. | $27,942,000 | 1,395 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,802,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $5,802,000 | 1,730 |
| Privately issued | $0 | 969 |
| 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) | $66,297,000 | 1,945 |
| Total debt securities | $66,291,000 | 2,127 |
| Structured notes |
| Amortized cost | $3,250,000 | 926 |
| Fair value | $3,101,000 | 931 |
| 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 | $71,051,000 | 2,056 |
| U.S. Government securities | $46,711,000 | 2,006 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $46,711,000 | 1,949 |
| Securities issued by states & political subdivisions | $23,098,000 | 1,604 |
| Other domestic debt securities | $1,242,000 | 1,867 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,242,000 | 1,414 |
| 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 | $11,983,000 | 3,030 |
| Mortgage-backed securities | $36,156,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $30,068,000 | 1,344 |
| Issued or guaranteed by U.S. | $30,068,000 | 1,342 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,088,000 | 1,839 |
| CMOs issued by government agencies or sponsored agencies | $6,088,000 | 1,745 |
| Privately issued | $0 | 1,005 |
| 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) | $71,051,000 | 1,872 |
| Total debt securities | $71,052,000 | 2,032 |
| Structured notes |
| Amortized cost | $3,250,000 | 929 |
| Fair value | $3,224,000 | 941 |
| 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 | $47,592,000 | 2,737 |
| U.S. Government securities | $26,202,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $26,202,000 | 2,915 |
| Securities issued by states & political subdivisions | $20,155,000 | 1,782 |
| Other domestic debt securities | $1,235,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,235,000 | 1,372 |
| 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 | $12,135,000 | 3,004 |
| Mortgage-backed securities | $17,199,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | $16,984,000 | 1,984 |
| Issued or guaranteed by U.S. | $16,984,000 | 1,982 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $215,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 3,334 |
| Privately issued | $0 | 1,025 |
| 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) | $47,592,000 | 2,524 |
| Total debt securities | $47,592,000 | 2,708 |
| Structured notes |
| Amortized cost | $3,636,000 | 922 |
| Fair value | $3,618,000 | 926 |
| 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 | $40,909,000 | 3,084 |
| U.S. Government securities | $22,815,000 | 3,315 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,815,000 | 3,250 |
| Securities issued by states & political subdivisions | $15,868,000 | 2,124 |
| Other domestic debt securities | $2,226,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,226,000 | 1,140 |
| 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 | $10,991,000 | 3,169 |
| Mortgage-backed securities | $14,384,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $14,146,000 | 2,331 |
| Issued or guaranteed by U.S. | $14,146,000 | 2,330 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $238,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,386 |
| Privately issued | $0 | 1,068 |
| 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) | $40,909,000 | 2,855 |
| Total debt securities | $40,909,000 | 3,061 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,061 |
| Fair value | $2,991,000 | 1,111 |
| 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 | $37,809,000 | 3,248 |
| U.S. Government securities | $21,079,000 | 3,526 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $21,079,000 | 3,452 |
| Securities issued by states & political subdivisions | $13,522,000 | 2,308 |
| Other domestic debt securities | $3,208,000 | 1,304 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,208,000 | 955 |
| 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 | $9,980,000 | 3,347 |
| Mortgage-backed securities | $9,092,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $8,830,000 | 3,003 |
| Issued or guaranteed by U.S. | $8,830,000 | 3,003 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $262,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 3,371 |
| Privately issued | $0 | 1,117 |
| 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) | $37,809,000 | 2,998 |
| Total debt securities | $37,809,000 | 3,229 |
| Structured notes |
| Amortized cost | $8,000,000 | 600 |
| Fair value | $7,986,000 | 619 |
| 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 | $36,430,000 | 3,341 |
| U.S. Government securities | $20,495,000 | 3,677 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,495,000 | 3,598 |
| Securities issued by states & political subdivisions | $12,721,000 | 2,327 |
| Other domestic debt securities | $3,214,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,214,000 | 936 |
| 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 | $11,369,000 | 3,166 |
| Mortgage-backed securities | $7,522,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $7,198,000 | 3,262 |
| Issued or guaranteed by U.S. | $7,198,000 | 3,260 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $324,000 | 3,518 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 3,349 |
| Privately issued | $0 | 1,155 |
| 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) | $36,430,000 | 3,087 |
| Total debt securities | $36,430,000 | 3,316 |
| Structured notes |
| Amortized cost | $8,000,000 | 719 |
| Fair value | $7,973,000 | 734 |
| 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 | $35,047,000 | 3,340 |
| U.S. Government securities | $20,020,000 | 3,636 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,020,000 | 3,561 |
| Securities issued by states & political subdivisions | $12,311,000 | 2,340 |
| Other domestic debt securities | $2,716,000 | 1,396 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,716,000 | 957 |
| 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 | $11,430,000 | 3,020 |
| Mortgage-backed securities | $6,904,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $6,499,000 | 3,295 |
| Issued or guaranteed by U.S. | $6,499,000 | 3,294 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $405,000 | 3,431 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 3,178 |
| Privately issued | $0 | 1,216 |
| 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) | $35,047,000 | 3,066 |
| Total debt securities | $35,047,000 | 3,317 |
| Structured notes |
| Amortized cost | $7,500,000 | 711 |
| Fair value | $7,562,000 | 706 |
| 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 | $30,492,000 | 3,575 |
| U.S. Government securities | $17,611,000 | 3,852 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,611,000 | 3,764 |
| Securities issued by states & political subdivisions | $11,648,000 | 2,356 |
| Other domestic debt securities | $1,233,000 | 1,863 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,233,000 | 1,324 |
| 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 | $8,681,000 | 3,416 |
| Mortgage-backed securities | $4,917,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $4,431,000 | 3,683 |
| Issued or guaranteed by U.S. | $4,431,000 | 3,673 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $486,000 | 3,372 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 3,107 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $30,492,000 | 3,293 |
| Total debt securities | $30,492,000 | 3,543 |
| Structured notes |
| Amortized cost | $6,000,000 | 890 |
| Fair value | $6,027,000 | 895 |
| 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 | $25,069,000 | 4,051 |
| U.S. Government securities | $17,879,000 | 3,912 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,879,000 | 3,813 |
| Securities issued by states & political subdivisions | $6,944,000 | 3,028 |
| Other domestic debt securities | $246,000 | 2,531 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $246,000 | 1,861 |
| 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 | $7,845,000 | 3,620 |
| Mortgage-backed securities | $5,219,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $4,670,000 | 3,600 |
| Issued or guaranteed by U.S. | $4,670,000 | 3,588 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $549,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 3,017 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $25,069,000 | 3,721 |
| Total debt securities | $25,068,000 | 4,012 |
| Structured notes |
| Amortized cost | $7,427,000 | 866 |
| Fair value | $7,402,000 | 867 |
| 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 | $24,460,000 | 4,074 |
| U.S. Government securities | $15,400,000 | 4,186 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,400,000 | 4,062 |
| Securities issued by states & political subdivisions | $8,811,000 | 2,669 |
| Other domestic debt securities | $249,000 | 2,575 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $249,000 | 1,893 |
| 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 | $6,681,000 | 3,822 |
| Mortgage-backed securities | $5,558,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $4,902,000 | 3,480 |
| Issued or guaranteed by U.S. | $4,902,000 | 3,472 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $656,000 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $656,000 | 2,921 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $24,460,000 | 3,751 |
| Total debt securities | $24,459,000 | 4,040 |
| Structured notes |
| Amortized cost | $7,999,000 | 875 |
| Fair value | $7,717,000 | 902 |
| 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 | $21,692,000 | 4,219 |
| U.S. Government securities | $13,059,000 | 4,375 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,059,000 | 4,251 |
| Securities issued by states & political subdivisions | $8,387,000 | 2,730 |
| Other domestic debt securities | $246,000 | 2,730 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $246,000 | 1,910 |
| 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 | $6,033,000 | 3,946 |
| Mortgage-backed securities | $3,240,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $2,361,000 | 4,113 |
| Issued or guaranteed by U.S. | $2,361,000 | 4,104 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $879,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $879,000 | 2,798 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $21,692,000 | 3,882 |
| Total debt securities | $21,692,000 | 4,186 |
| Structured notes |
| Amortized cost | $7,999,000 | 792 |
| Fair value | $7,677,000 | 821 |
| 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 | $20,202,000 | 4,334 |
| U.S. Government securities | $11,989,000 | 4,485 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,989,000 | 4,368 |
| Securities issued by states & political subdivisions | $7,967,000 | 2,714 |
| Other domestic debt securities | $246,000 | 2,817 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $246,000 | 1,938 |
| 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 | $6,531,000 | 3,868 |
| Mortgage-backed securities | $2,771,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $1,585,000 | 4,408 |
| Issued or guaranteed by U.S. | $1,585,000 | 4,401 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,186,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $1,186,000 | 2,615 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $20,202,000 | 3,965 |
| Total debt securities | $20,202,000 | 4,296 |
| Structured notes |
| Amortized cost | $6,999,000 | 853 |
| Fair value | $7,047,000 | 854 |
| 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 | $18,413,000 | 4,589 |
| U.S. Government securities | $10,815,000 | 4,776 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,815,000 | 4,667 |
| Securities issued by states & political subdivisions | $7,598,000 | 2,664 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $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 | $8,355,000 | 3,552 |
| Mortgage-backed securities | $3,129,000 | 4,476 |
| Certificates of participation in pools of residential mortgages | $1,738,000 | 4,397 |
| Issued or guaranteed by U.S. | $1,738,000 | 4,389 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,391,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $1,391,000 | 2,434 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $18,413,000 | 4,167 |
| Total debt securities | $18,413,000 | 4,548 |
| Structured notes |
| Amortized cost | $4,500,000 | 1,259 |
| Fair value | $4,513,000 | 1,286 |
| 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 | $20,192,000 | 4,429 |
| U.S. Government securities | $12,874,000 | 4,476 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,874,000 | 4,362 |
| Securities issued by states & political subdivisions | $7,318,000 | 2,701 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $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 | $8,578,000 | 3,585 |
| Mortgage-backed securities | $3,463,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $1,883,000 | 4,465 |
| Issued or guaranteed by U.S. | $1,883,000 | 4,457 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,580,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 2,309 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $20,192,000 | 4,012 |
| Total debt securities | $20,193,000 | 4,395 |
| Structured notes |
| Amortized cost | $6,250,000 | 794 |
| Fair value | $6,234,000 | 798 |
| 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 | $19,560,000 | 4,454 |
| U.S. Government securities | $13,236,000 | 4,397 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,236,000 | 4,306 |
| Securities issued by states & political subdivisions | $6,324,000 | 2,910 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $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 | $8,936,000 | 3,530 |
| Mortgage-backed securities | $3,907,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 4,464 |
| Issued or guaranteed by U.S. | $2,076,000 | 4,458 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,831,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $1,831,000 | 2,225 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $19,560,000 | 4,047 |
| Total debt securities | $19,560,000 | 4,416 |
| Structured notes |
| Amortized cost | $4,750,000 | 846 |
| Fair value | $4,621,000 | 857 |
| 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 | $21,858,000 | 4,221 |
| U.S. Government securities | $18,150,000 | 3,708 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,150,000 | 3,633 |
| Securities issued by states & political subdivisions | $3,708,000 | 3,668 |
| 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 | $8,058,000 | 3,710 |
| Mortgage-backed securities | $10,931,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $8,935,000 | 2,817 |
| Issued or guaranteed by U.S. | $8,935,000 | 2,807 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,996,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $1,996,000 | 2,144 |
| 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) | $21,858,000 | 3,828 |
| Total debt securities | $21,858,000 | 4,185 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $967,000 | 1,762 |
| 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 | $20,135,000 | 4,411 |
| U.S. Government securities | $18,073,000 | 3,688 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,073,000 | 3,612 |
| Securities issued by states & political subdivisions | $2,062,000 | 4,312 |
| 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 | $8,678,000 | 3,592 |
| Mortgage-backed securities | $10,873,000 | 3,234 |
| Certificates of participation in pools of residential mortgages | $8,655,000 | 2,931 |
| Issued or guaranteed by U.S. | $8,655,000 | 2,917 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,218,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $2,218,000 | 2,051 |
| 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) | $20,135,000 | 3,985 |
| Total debt securities | $20,131,000 | 4,375 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $954,000 | 1,308 |
| 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 | $21,253,000 | 4,287 |
| U.S. Government securities | $20,515,000 | 3,468 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $20,515,000 | 3,401 |
| Securities issued by states & political subdivisions | $738,000 | 5,044 |
| 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 | $5,482,000 | 4,326 |
| Mortgage-backed securities | $13,260,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $10,771,000 | 2,659 |
| Issued or guaranteed by U.S. | $10,771,000 | 2,644 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,489,000 | 2,363 |
| CMOs issued by government agencies or sponsored agencies | $2,489,000 | 1,982 |
| 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) | $21,253,000 | 3,853 |
| Total debt securities | $21,246,000 | 4,251 |
| Structured notes |
| Amortized cost | $1,000,000 | 892 |
| Fair value | $955,000 | 1,049 |
| 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 | $18,884,000 | 4,585 |
| U.S. Government securities | $18,877,000 | 3,701 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,877,000 | 3,627 |
| Securities issued by states & political subdivisions | $7,000 | 5,865 |
| 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 | $5,052,000 | 4,514 |
| Mortgage-backed securities | $14,141,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $11,532,000 | 2,535 |
| Issued or guaranteed by U.S. | $11,532,000 | 2,519 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,609,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $2,609,000 | 1,923 |
| 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) | $18,884,000 | 4,113 |
| Total debt securities | $18,877,000 | 4,551 |
| 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 | $19,455,000 | 4,461 |
| U.S. Government securities | $19,442,000 | 3,575 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,442,000 | 3,503 |
| Securities issued by states & political subdivisions | $13,000 | 5,889 |
| 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 | $6,468,000 | 4,134 |
| Mortgage-backed securities | $12,252,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $9,562,000 | 2,730 |
| Issued or guaranteed by U.S. | $9,562,000 | 2,714 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,690,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $2,690,000 | 1,815 |
| 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) | $19,455,000 | 3,978 |
| Total debt securities | $19,455,000 | 4,427 |
| 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 | $19,212,000 | 4,548 |
| U.S. Government securities | $19,212,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,212,000 | 3,572 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,431,000 | 4,134 |
| Mortgage-backed securities | $12,059,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $9,295,000 | 2,747 |
| Issued or guaranteed by U.S. | $9,295,000 | 2,731 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,764,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $2,764,000 | 1,807 |
| 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) | $19,212,000 | 4,087 |
| Total debt securities | $19,212,000 | 4,493 |
| 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 | $19,217,000 | 4,527 |
| U.S. Government securities | $19,217,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $19,217,000 | 3,554 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,577,000 | 4,050 |
| Mortgage-backed securities | $11,905,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $8,908,000 | 2,702 |
| Issued or guaranteed by U.S. | $8,908,000 | 2,690 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,997,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $2,997,000 | 1,739 |
| 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) | $19,217,000 | 4,045 |
| Total debt securities | $19,217,000 | 4,465 |
| 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 | $18,154,000 | 4,699 |
| U.S. Government securities | $18,154,000 | 3,837 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,154,000 | 3,759 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,367,000 | 3,690 |
| Mortgage-backed securities | $3,471,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $2,472,000 | 4,134 |
| Issued or guaranteed by U.S. | $2,472,000 | 4,118 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $999,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 2,343 |
| 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) | $18,154,000 | 4,174 |
| Total debt securities | $18,155,000 | 4,647 |
| Structured notes |
| Amortized cost | $1,983,000 | 1,121 |
| Fair value | $2,001,000 | 1,054 |
| 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 | $20,101,000 | 4,470 |
| U.S. Government securities | $20,006,000 | 3,631 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,006,000 | 3,555 |
| Securities issued by states & political subdivisions | $95,000 | 5,918 |
| 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 | $8,260,000 | 3,733 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $20,101,000 | 3,948 |
| Total debt securities | $20,101,000 | 4,418 |
| Structured notes |
| Amortized cost | $19,869,000 | 113 |
| Fair value | $20,045,000 | 108 |
| 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 | $19,840,000 | 4,511 |
| U.S. Government securities | $19,749,000 | 3,675 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,749,000 | 3,585 |
| Securities issued by states & political subdivisions | $91,000 | 5,978 |
| 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 | $7,884,000 | 3,802 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $19,840,000 | 3,970 |
| Total debt securities | $19,840,000 | 4,465 |
| Structured notes |
| Amortized cost | $1,981,000 | 1,389 |
| Fair value | $1,983,000 | 1,319 |
| 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 | $20,445,000 | 4,438 |
| U.S. Government securities | $20,355,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,355,000 | 3,524 |
| Securities issued by states & political subdivisions | $90,000 | 6,033 |
| 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 | $7,228,000 | 3,979 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,445,000 | 3,901 |
| Total debt securities | $20,445,000 | 4,393 |
| Structured notes |
| Amortized cost | $1,980,000 | 1,449 |
| Fair value | $1,986,000 | 1,391 |
| 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 | $21,367,000 | 4,356 |
| U.S. Government securities | $21,276,000 | 3,563 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,276,000 | 3,465 |
| Securities issued by states & political subdivisions | $91,000 | 6,080 |
| 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 | $7,215,000 | 3,992 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $21,367,000 | 3,814 |
| Total debt securities | $21,367,000 | 4,303 |
| Structured notes |
| Amortized cost | $1,979,000 | 1,541 |
| Fair value | $1,983,000 | 1,471 |
| 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 | $19,227,000 | 4,684 |
| U.S. Government securities | $18,727,000 | 3,940 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,727,000 | 3,829 |
| Securities issued by states & political subdivisions | $500,000 | 5,509 |
| 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 | $5,699,000 | 4,391 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $19,227,000 | 4,104 |
| Total debt securities | $19,227,000 | 4,633 |
| Structured notes |
| Amortized cost | $2,478,000 | 1,380 |
| Fair value | $2,473,000 | 1,359 |
| 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 | $18,962,000 | 4,704 |
| U.S. Government securities | $18,465,000 | 3,988 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,465,000 | 3,865 |
| Securities issued by states & political subdivisions | $497,000 | 5,533 |
| 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 | $4,855,000 | 4,691 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $18,962,000 | 4,095 |
| Total debt securities | $18,961,000 | 4,653 |
| Structured notes |
| Amortized cost | $3,478,000 | 1,152 |
| Fair value | $3,422,000 | 1,139 |
| 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 | $19,054,000 | 4,741 |
| U.S. Government securities | $16,121,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,121,000 | 4,243 |
| Securities issued by states & political subdivisions | $2,933,000 | 3,840 |
| 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 | $5,078,000 | 4,589 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,054,000 | 4,116 |
| Total debt securities | $19,054,000 | 4,685 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,405 |
| Fair value | $2,460,000 | 1,432 |
| 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 | $19,435,000 | 4,700 |
| U.S. Government securities | $16,097,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,097,000 | 4,227 |
| Securities issued by states & political subdivisions | $3,338,000 | 3,686 |
| 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 | $5,069,000 | 4,562 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $19,435,000 | 4,058 |
| Total debt securities | $19,435,000 | 4,640 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,406 |
| Fair value | $2,458,000 | 1,436 |
| 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 | $20,939,000 | 4,492 |
| U.S. Government securities | $16,607,000 | 4,243 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,607,000 | 4,123 |
| Securities issued by states & political subdivisions | $4,332,000 | 3,288 |
| 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 | $5,050,000 | 4,575 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $20,939,000 | 3,878 |
| Total debt securities | $20,939,000 | 4,427 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,384 |
| Fair value | $2,475,000 | 1,408 |
| 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 | $22,402,000 | 4,324 |
| U.S. Government securities | $17,727,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $17,727,000 | 3,994 |
| Securities issued by states & political subdivisions | $4,675,000 | 3,149 |
| 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 | $4,607,000 | 4,715 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $22,402,000 | 3,753 |
| Total debt securities | $22,403,000 | 4,264 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,379 |
| Fair value | $2,487,000 | 1,401 |
| 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 | $23,050,000 | 4,319 |
| U.S. Government securities | $18,585,000 | 4,075 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,585,000 | 3,929 |
| Securities issued by states & political subdivisions | $4,465,000 | 3,212 |
| 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 | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,565,000 | 4,760 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $23,050,000 | 3,750 |
| Total debt securities | $23,051,000 | 4,264 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,362 |
| Fair value | $2,461,000 | 1,387 |
| 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 | $20,894,000 | 4,600 |
| U.S. Government securities | $16,408,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,408,000 | 4,245 |
| Securities issued by states & political subdivisions | $4,486,000 | 3,218 |
| 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 | $4,648,000 | 4,726 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $20,894,000 | 4,000 |
| Total debt securities | $20,893,000 | 4,539 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,330 |
| Fair value | $2,490,000 | 1,343 |
| 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 | $24,183,000 | 4,200 |
| U.S. Government securities | $19,322,000 | 3,913 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,322,000 | 3,770 |
| Securities issued by states & political subdivisions | $4,861,000 | 3,114 |
| 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 | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,708,000 | 6,083 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $24,183,000 | 3,633 |
| Total debt securities | $24,183,000 | 4,125 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,212 |
| Fair value | $2,999,000 | 1,243 |
| 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 | $24,014,000 | 4,284 |
| U.S. Government securities | $19,391,000 | 3,979 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,391,000 | 3,834 |
| Securities issued by states & political subdivisions | $4,623,000 | 3,187 |
| 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 | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,699,000 | 6,109 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $24,014,000 | 3,717 |
| Total debt securities | $24,015,000 | 4,213 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,185 |
| Fair value | $2,950,000 | 1,215 |
| 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 | $24,774,000 | 4,179 |
| U.S. Government securities | $19,862,000 | 3,869 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $19,862,000 | 3,740 |
| Securities issued by states & political subdivisions | $4,912,000 | 3,116 |
| 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 | $1,571,000 | 6,146 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $24,774,000 | 3,631 |
| Total debt securities | $24,774,000 | 4,104 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,034 |
| Fair value | $3,017,000 | 1,062 |
| 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 | $22,805,000 | 4,464 |
| U.S. Government securities | $18,706,000 | 4,101 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $18,706,000 | 3,960 |
| Securities issued by states & political subdivisions | $4,099,000 | 3,396 |
| 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 | $2,083,000 | 5,792 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $22,805,000 | 3,868 |
| Total debt securities | $22,805,000 | 4,390 |
| Structured notes |
| Amortized cost | $3,500,000 | 843 |
| Fair value | $3,494,000 | 853 |
| 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 | $22,790,000 | 4,398 |
| U.S. Government securities | $19,723,000 | 3,830 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,723,000 | 3,691 |
| Securities issued by states & political subdivisions | $3,067,000 | 3,832 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,978,000 | 4,857 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $22,790,000 | 3,799 |
| Total debt securities | $22,790,000 | 4,314 |
| Structured notes |
| Amortized cost | $3,000,000 | 780 |
| Fair value | $2,982,000 | 820 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $24,179,000 | 4,140 |
| U.S. Government securities | $23,060,000 | 3,335 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $23,060,000 | 3,207 |
| Securities issued by states & political subdivisions | $1,119,000 | 5,071 |
| 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 | $4,267,000 | 4,688 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $24,179,000 | 3,575 |
| Total debt securities | $24,179,000 | 4,051 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,008 |
| Fair value | $1,520,000 | 1,021 |
| 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 | $24,660,000 | 4,052 |
| U.S. Government securities | $23,919,000 | 3,247 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $23,919,000 | 3,100 |
| Securities issued by states & political subdivisions | $741,000 | 5,478 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,263,000 | 5,160 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $24,660,000 | 3,501 |
| Total debt securities | $24,660,000 | 3,974 |
| Structured notes |
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,016,000 | 955 |
| 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 | $25,312,000 | 3,967 |
| U.S. Government securities | $22,777,000 | 3,357 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $22,777,000 | 3,200 |
| Securities issued by states & political subdivisions | $1,555,000 | 4,627 |
| Other domestic debt securities | $980,000 | 2,875 |
| 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 | $980,000 | 2,544 |
| 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 | $3,090,000 | 5,272 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $25,312,000 | 3,403 |
| Total debt securities | $25,311,000 | 3,889 |
| Structured notes |
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,024,000 | 783 |
| 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 | $23,437,000 | 4,050 |
| U.S. Government securities | $19,992,000 | 3,518 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $19,992,000 | 3,356 |
| Securities issued by states & political subdivisions | $2,442,000 | 4,027 |
| Other domestic debt securities | $1,003,000 | 2,916 |
| 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 | $1,003,000 | 2,514 |
| 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 | $3,211,000 | 5,218 |
| Mortgage-backed securities | $858,000 | 6,021 |
| Certificates of participation in pools of residential mortgages | $858,000 | 5,334 |
| Issued or guaranteed by U.S. | $858,000 | 5,313 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $23,437,000 | 3,427 |
| Total debt securities | $23,435,000 | 3,975 |
| 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 | $22,757,000 | 4,214 |
| U.S. Government securities | $19,312,000 | 3,773 |
| U.S. Treasury securities | $998,000 | 2,843 |
| U.S. Government agency obligations | $18,314,000 | 3,656 |
| Securities issued by states & political subdivisions | $3,445,000 | 3,456 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,485,000 | 5,394 |
| Mortgage-backed securities | $1,811,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $1,811,000 | 4,100 |
| Issued or guaranteed by U.S. | $1,811,000 | 4,074 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $22,757,000 | 3,425 |
| Total debt securities | $22,757,000 | 4,102 |
| 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 | $21,824,000 | 4,552 |
| U.S. Government securities | $17,839,000 | 4,219 |
| U.S. Treasury securities | $2,187,000 | 2,574 |
| U.S. Government agency obligations | $15,652,000 | 4,166 |
| Securities issued by states & political subdivisions | $3,985,000 | 3,359 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,649,000 | 6,617 |
| Mortgage-backed securities | $3,064,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 3,561 |
| Issued or guaranteed by U.S. | $3,064,000 | 3,546 |
| 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) | $3,545,000 | 3,552 |
| Available-for-sale securities (fair market value) | $18,279,000 | 4,153 |
| Total debt securities | $21,824,000 | 4,432 |
| 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 | $21,409,000 | 4,626 |
| U.S. Government securities | $16,973,000 | 4,399 |
| U.S. Treasury securities | $2,218,000 | 3,669 |
| U.S. Government agency obligations | $14,755,000 | 4,173 |
| Securities issued by states & political subdivisions | $4,436,000 | 3,184 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,384,000 | 6,728 |
| Mortgage-backed securities | $4,536,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $4,455,000 | 3,148 |
| Issued or guaranteed by U.S. | $4,455,000 | 3,132 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $81,000 | 4,526 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 4,331 |
| 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) | $3,644,000 | 3,925 |
| Available-for-sale securities (fair market value) | $17,765,000 | 4,155 |
| Total debt securities | $21,409,000 | 4,502 |
| 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 | $22,863,000 | 4,484 |
| U.S. Government securities | $18,269,000 | 4,371 |
| U.S. Treasury securities | $4,104,000 | 3,567 |
| U.S. Government agency obligations | $14,165,000 | 4,201 |
| Securities issued by states & political subdivisions | $4,594,000 | 2,924 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $825,000 | 7,760 |
| Mortgage-backed securities | $7,354,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $6,668,000 | 2,506 |
| Issued or guaranteed by U.S. | $6,668,000 | 2,493 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $686,000 | 3,752 |
| CMOs issued by government agencies or sponsored agencies | $686,000 | 3,619 |
| 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) | $6,420,000 | 3,670 |
| Available-for-sale securities (fair market value) | $16,443,000 | 4,191 |
| Total debt securities | $22,863,000 | 4,370 |
| Structured notes |
| Amortized cost | $750,000 | 1,602 |
| Fair value | $750,000 | 1,596 |
| 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 | $20,200,000 | 5,269 |
| U.S. Government securities | $15,808,000 | 5,279 |
| U.S. Treasury securities | $3,851,000 | 4,491 |
| U.S. Government agency obligations | $11,957,000 | 4,939 |
| Securities issued by states & political subdivisions | $4,392,000 | 3,091 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $624,000 | 8,338 |
| Mortgage-backed securities | $8,409,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $7,318,000 | 2,597 |
| Issued or guaranteed by U.S. | $7,318,000 | 2,575 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,091,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 3,571 |
| 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) | $6,559,000 | 4,097 |
| Available-for-sale securities (fair market value) | $13,641,000 | 5,038 |
| Total debt securities | $20,200,000 | 5,156 |
| Structured notes |
| Amortized cost | $1,550,000 | 1,291 |
| Fair value | $1,534,000 | 1,293 |
| 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 | $20,949,000 | 5,378 |
| U.S. Government securities | $15,910,000 | 5,505 |
| U.S. Treasury securities | $5,214,000 | 4,433 |
| U.S. Government agency obligations | $10,696,000 | 5,262 |
| Securities issued by states & political subdivisions | $3,481,000 | 3,643 |
| Other domestic debt securities | $1,558,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $1,558,000 | 704 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $950,000 | 8,245 |
| Mortgage-backed securities | $6,919,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $5,361,000 | 3,175 |
| Issued or guaranteed by U.S. | $5,361,000 | 3,150 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,558,000 | 3,764 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $1,558,000 | 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) | $6,970,000 | 4,247 |
| Available-for-sale securities (fair market value) | $13,979,000 | 5,076 |
| Total debt securities | $20,949,000 | 5,279 |
| Structured notes |
| Amortized cost | $2,680,000 | 1,326 |
| Fair value | $2,635,000 | 1,326 |
| 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 | $21,742,000 | 5,540 |
| U.S. Government securities | $18,768,000 | 5,178 |
| U.S. Treasury securities | $5,231,000 | 5,381 |
| U.S. Government agency obligations | $13,537,000 | 4,324 |
| Securities issued by states & political subdivisions | $2,974,000 | 4,224 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,050,000 | 8,306 |
| Mortgage-backed securities | $6,615,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $6,520,000 | 2,934 |
| Issued or guaranteed by U.S. | $6,520,000 | 2,924 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $95,000 | 6,206 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 5,880 |
| 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) | $7,303,000 | 6,777 |
| Available-for-sale securities (fair market value) | $14,439,000 | 3,675 |
| Total debt securities | $21,742,000 | 5,447 |
| 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 | $21,595,000 | 5,798 |
| U.S. Government securities | $20,077,000 | 5,115 |
| U.S. Treasury securities | $3,597,000 | 6,784 |
| U.S. Government agency obligations | $16,480,000 | 3,860 |
| Securities issued by states & political subdivisions | $1,518,000 | 5,981 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $700,000 | 9,125 |
| Mortgage-backed securities | $145,000 | 10,135 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $145,000 | 6,507 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 6,190 |
| 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 | $21,595,000 | 5,670 |
| 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 | $19,089,000 | 6,293 |
| U.S. Government securities | $18,386,000 | 5,401 |
| U.S. Treasury securities | $4,797,000 | 5,971 |
| U.S. Government agency obligations | $13,589,000 | 4,434 |
| Securities issued by states & political subdivisions | $703,000 | 7,209 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $300,000 | 10,209 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $19,089,000 | 6,184 |
| 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 |
