| 2016-06-30 | Rank |
| Total securities | $29,331,000 | 3,320 |
| U.S. Government securities | $21,901,000 | 2,825 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,901,000 | 2,712 |
| Securities issued by states & political subdivisions | $7,430,000 | 3,139 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,002,000 | 2,796 |
| Mortgage-backed securities | $19,664,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $13,719,000 | 1,959 |
| Issued or guaranteed by U.S. | $13,719,000 | 1,955 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,725,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $5,725,000 | 1,456 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $220,000 | 1,179 |
| Commercial mortgage pass-through securities | $220,000 | 793 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $7,430,000 | 1,108 |
| Available-for-sale securities (fair market value) | $21,901,000 | 3,488 |
| Total debt securities | $29,331,000 | 3,296 |
| Structured notes |
| Amortized cost | $250,000 | 1,134 |
| Fair value | $250,000 | 1,144 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $30,759,000 | 3,297 |
| U.S. Government securities | $23,113,000 | 2,811 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $23,113,000 | 2,706 |
| Securities issued by states & political subdivisions | $7,646,000 | 3,106 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,205,000 | 2,822 |
| Mortgage-backed securities | $20,785,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $14,589,000 | 1,908 |
| Issued or guaranteed by U.S. | $14,589,000 | 1,907 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,972,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $5,972,000 | 1,448 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $224,000 | 1,160 |
| Commercial mortgage pass-through securities | $224,000 | 783 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $7,646,000 | 1,133 |
| Available-for-sale securities (fair market value) | $23,113,000 | 3,451 |
| Total debt securities | $30,759,000 | 3,274 |
| Structured notes |
| Amortized cost | $250,000 | 1,326 |
| Fair value | $250,000 | 1,329 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $32,227,000 | 3,249 |
| U.S. Government securities | $24,655,000 | 2,740 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $24,655,000 | 2,642 |
| Securities issued by states & political subdivisions | $7,572,000 | 3,145 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,063,000 | 3,098 |
| Mortgage-backed securities | $22,110,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $15,686,000 | 1,820 |
| Issued or guaranteed by U.S. | $15,686,000 | 1,818 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,197,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $6,197,000 | 1,445 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $227,000 | 1,117 |
| Commercial mortgage pass-through securities | $227,000 | 755 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $7,572,000 | 1,159 |
| Available-for-sale securities (fair market value) | $24,655,000 | 3,373 |
| Total debt securities | $32,227,000 | 3,221 |
| Structured notes |
| Amortized cost | $250,000 | 1,470 |
| Fair value | $249,000 | 1,494 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $34,577,000 | 3,147 |
| U.S. Government securities | $26,722,000 | 2,662 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $26,722,000 | 2,570 |
| Securities issued by states & political subdivisions | $7,855,000 | 3,132 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,540,000 | 3,334 |
| Mortgage-backed securities | $22,934,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $17,204,000 | 1,730 |
| Issued or guaranteed by U.S. | $17,204,000 | 1,730 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,497,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $5,497,000 | 1,529 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $233,000 | 1,069 |
| Commercial mortgage pass-through securities | $233,000 | 727 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $7,855,000 | 1,146 |
| Available-for-sale securities (fair market value) | $26,722,000 | 3,308 |
| Total debt securities | $34,577,000 | 3,123 |
| Structured notes |
| Amortized cost | $946,000 | 1,282 |
| Fair value | $951,000 | 1,283 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $37,504,000 | 3,038 |
| U.S. Government securities | $29,775,000 | 2,562 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $29,775,000 | 2,474 |
| Securities issued by states & political subdivisions | $7,729,000 | 3,155 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,095,000 | 3,299 |
| Mortgage-backed securities | $24,932,000 | 1,880 |
| Certificates of participation in pools of residential mortgages | $18,276,000 | 1,718 |
| Issued or guaranteed by U.S. | $18,276,000 | 1,718 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,420,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $6,420,000 | 1,479 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $236,000 | 1,021 |
| Commercial mortgage pass-through securities | $236,000 | 686 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $7,729,000 | 1,176 |
| Available-for-sale securities (fair market value) | $29,775,000 | 3,191 |
| Total debt securities | $37,504,000 | 3,011 |
| Structured notes |
| Amortized cost | $1,395,000 | 1,180 |
| Fair value | $1,391,000 | 1,175 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $38,454,000 | 3,036 |
| U.S. Government securities | $31,134,000 | 2,527 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $31,134,000 | 2,440 |
| Securities issued by states & political subdivisions | $7,320,000 | 3,212 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,534,000 | 3,273 |
| Mortgage-backed securities | $26,255,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | $19,463,000 | 1,680 |
| Issued or guaranteed by U.S. | $19,463,000 | 1,679 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,551,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $6,551,000 | 1,497 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $241,000 | 998 |
| Commercial mortgage pass-through securities | $241,000 | 666 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $7,320,000 | 1,213 |
| Available-for-sale securities (fair market value) | $31,134,000 | 3,158 |
| Total debt securities | $38,454,000 | 3,014 |
| Structured notes |
| Amortized cost | $1,045,000 | 1,328 |
| Fair value | $1,049,000 | 1,331 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $38,819,000 | 3,066 |
| U.S. Government securities | $31,916,000 | 2,522 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $31,916,000 | 2,439 |
| Securities issued by states & political subdivisions | $6,903,000 | 3,303 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,746,000 | 3,418 |
| Mortgage-backed securities | $26,460,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $19,451,000 | 1,713 |
| Issued or guaranteed by U.S. | $19,451,000 | 1,709 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,766,000 | 1,579 |
| CMOs issued by government agencies or sponsored agencies | $6,766,000 | 1,517 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $243,000 | 978 |
| Commercial mortgage pass-through securities | $243,000 | 670 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $6,903,000 | 1,257 |
| Available-for-sale securities (fair market value) | $31,916,000 | 3,133 |
| Total debt securities | $38,819,000 | 3,042 |
| Structured notes |
| Amortized cost | $1,540,000 | 1,256 |
| Fair value | $1,529,000 | 1,254 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $39,158,000 | 3,111 |
| U.S. Government securities | $32,223,000 | 2,576 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $32,223,000 | 2,498 |
| Securities issued by states & political subdivisions | $6,935,000 | 3,334 |
| 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 | $9,533,000 | 3,321 |
| Mortgage-backed securities | $25,340,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $18,871,000 | 1,801 |
| Issued or guaranteed by U.S. | $18,871,000 | 1,799 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,199,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $6,199,000 | 1,591 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $270,000 | 942 |
| Commercial mortgage pass-through securities | $270,000 | 657 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $6,935,000 | 1,279 |
| Available-for-sale securities (fair market value) | $32,223,000 | 3,194 |
| Total debt securities | $39,158,000 | 3,084 |
| Structured notes |
| Amortized cost | $2,086,000 | 1,125 |
| Fair value | $2,056,000 | 1,126 |
| 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 | $39,726,000 | 3,137 |
| U.S. Government securities | $33,765,000 | 2,542 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $33,765,000 | 2,462 |
| Securities issued by states & political subdivisions | $5,961,000 | 3,545 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,636,000 | 3,473 |
| Mortgage-backed securities | $25,991,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $19,912,000 | 1,780 |
| Issued or guaranteed by U.S. | $19,912,000 | 1,778 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,793,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $5,793,000 | 1,664 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $286,000 | 930 |
| Commercial mortgage pass-through securities | $286,000 | 650 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $5,961,000 | 1,365 |
| Available-for-sale securities (fair market value) | $33,765,000 | 3,147 |
| Total debt securities | $39,726,000 | 3,108 |
| Structured notes |
| Amortized cost | $1,993,000 | 1,285 |
| Fair value | $1,969,000 | 1,245 |
| 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 | $38,554,000 | 3,201 |
| U.S. Government securities | $32,578,000 | 2,622 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $32,578,000 | 2,547 |
| Securities issued by states & political subdivisions | $5,976,000 | 3,566 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,038,000 | 3,428 |
| Mortgage-backed securities | $25,811,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $20,552,000 | 1,748 |
| Issued or guaranteed by U.S. | $20,552,000 | 1,748 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,962,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $4,962,000 | 1,776 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $297,000 | 908 |
| Commercial mortgage pass-through securities | $297,000 | 639 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $5,976,000 | 1,362 |
| Available-for-sale securities (fair market value) | $32,578,000 | 3,222 |
| Total debt securities | $38,554,000 | 3,172 |
| Structured notes |
| Amortized cost | $1,303,000 | 1,496 |
| Fair value | $1,269,000 | 1,504 |
| 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 | $38,204,000 | 3,221 |
| U.S. Government securities | $31,788,000 | 2,648 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,788,000 | 2,573 |
| Securities issued by states & political subdivisions | $6,416,000 | 3,491 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,628,000 | 3,685 |
| Mortgage-backed securities | $24,949,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $20,240,000 | 1,748 |
| Issued or guaranteed by U.S. | $20,240,000 | 1,747 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,709,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $4,709,000 | 1,823 |
| 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) | $6,416,000 | 1,313 |
| Available-for-sale securities (fair market value) | $31,788,000 | 3,277 |
| Total debt securities | $38,204,000 | 3,189 |
| Structured notes |
| Amortized cost | $1,243,000 | 1,508 |
| Fair value | $1,196,000 | 1,510 |
| 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 | $37,796,000 | 3,263 |
| U.S. Government securities | $31,078,000 | 2,714 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,078,000 | 2,643 |
| Securities issued by states & political subdivisions | $6,718,000 | 3,442 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,617,000 | 3,698 |
| Mortgage-backed securities | $23,861,000 | 2,131 |
| Certificates of participation in pools of residential mortgages | $19,487,000 | 1,821 |
| Issued or guaranteed by U.S. | $19,487,000 | 1,818 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,374,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $4,374,000 | 1,903 |
| 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) | $6,718,000 | 1,258 |
| Available-for-sale securities (fair market value) | $31,078,000 | 3,347 |
| Total debt securities | $37,796,000 | 3,233 |
| Structured notes |
| Amortized cost | $1,130,000 | 1,524 |
| Fair value | $1,100,000 | 1,527 |
| 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 | $37,344,000 | 3,274 |
| U.S. Government securities | $30,610,000 | 2,729 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $30,610,000 | 2,664 |
| Securities issued by states & political subdivisions | $6,734,000 | 3,439 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,842,000 | 2,761 |
| Mortgage-backed securities | $24,014,000 | 2,119 |
| Certificates of participation in pools of residential mortgages | $19,501,000 | 1,815 |
| Issued or guaranteed by U.S. | $19,501,000 | 1,813 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,513,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $4,513,000 | 1,902 |
| 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) | $6,734,000 | 1,188 |
| Available-for-sale securities (fair market value) | $30,610,000 | 3,371 |
| Total debt securities | $37,344,000 | 3,239 |
| Structured notes |
| Amortized cost | $749,000 | 1,811 |
| Fair value | $736,000 | 1,798 |
| 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 | $35,973,000 | 3,369 |
| U.S. Government securities | $29,699,000 | 2,840 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $29,699,000 | 2,772 |
| Securities issued by states & political subdivisions | $6,274,000 | 3,515 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,465,000 | 2,605 |
| Mortgage-backed securities | $23,695,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $18,150,000 | 1,933 |
| Issued or guaranteed by U.S. | $18,150,000 | 1,933 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,545,000 | 1,905 |
| CMOs issued by government agencies or sponsored agencies | $5,545,000 | 1,813 |
| 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) | $6,274,000 | 1,187 |
| Available-for-sale securities (fair market value) | $29,699,000 | 3,466 |
| Total debt securities | $35,973,000 | 3,334 |
| Structured notes |
| Amortized cost | $999,000 | 1,738 |
| Fair value | $1,001,000 | 1,633 |
| 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 | $33,520,000 | 3,458 |
| U.S. Government securities | $27,977,000 | 2,869 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,977,000 | 2,799 |
| Securities issued by states & political subdivisions | $5,543,000 | 3,635 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,185,000 | 3,116 |
| Mortgage-backed securities | $22,162,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $15,125,000 | 2,140 |
| Issued or guaranteed by U.S. | $15,125,000 | 2,138 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,037,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $7,037,000 | 1,657 |
| 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) | $5,543,000 | 1,256 |
| Available-for-sale securities (fair market value) | $27,977,000 | 3,527 |
| Total debt securities | $33,520,000 | 3,429 |
| Structured notes |
| Amortized cost | $250,000 | 2,307 |
| Fair value | $253,000 | 2,307 |
| 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 | $31,530,000 | 3,621 |
| U.S. Government securities | $26,490,000 | 3,016 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,490,000 | 2,961 |
| Securities issued by states & political subdivisions | $5,040,000 | 3,741 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,907,000 | 3,034 |
| Mortgage-backed securities | $22,288,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $15,073,000 | 2,235 |
| Issued or guaranteed by U.S. | $15,073,000 | 2,234 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,215,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $7,215,000 | 1,720 |
| 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) | $5,040,000 | 1,329 |
| Available-for-sale securities (fair market value) | $26,490,000 | 3,658 |
| Total debt securities | $31,530,000 | 3,592 |
| Structured notes |
| Amortized cost | $500,000 | 2,199 |
| Fair value | $503,000 | 2,212 |
| 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 | $30,253,000 | 3,697 |
| U.S. Government securities | $25,639,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $25,639,000 | 3,075 |
| Securities issued by states & political subdivisions | $4,614,000 | 3,783 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,814,000 | 2,944 |
| Mortgage-backed securities | $19,479,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $13,289,000 | 2,437 |
| Issued or guaranteed by U.S. | $13,289,000 | 2,436 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,190,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $6,190,000 | 1,851 |
| 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) | $4,614,000 | 1,371 |
| Available-for-sale securities (fair market value) | $25,639,000 | 3,739 |
| Total debt securities | $30,253,000 | 3,673 |
| Structured notes |
| Amortized cost | $1,255,000 | 1,862 |
| Fair value | $1,258,000 | 1,868 |
| 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 | $27,266,000 | 3,947 |
| U.S. Government securities | $22,648,000 | 3,452 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,648,000 | 3,385 |
| Securities issued by states & political subdivisions | $4,618,000 | 3,720 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,587,000 | 2,854 |
| Mortgage-backed securities | $17,987,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $13,240,000 | 2,440 |
| Issued or guaranteed by U.S. | $13,240,000 | 2,436 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,747,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $4,747,000 | 2,074 |
| 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) | $4,618,000 | 1,383 |
| Available-for-sale securities (fair market value) | $22,648,000 | 4,027 |
| Total debt securities | $27,266,000 | 3,917 |
| Structured notes |
| Amortized cost | $499,000 | 2,819 |
| Fair value | $499,000 | 2,781 |
| 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 | $26,628,000 | 3,959 |
| U.S. Government securities | $22,699,000 | 3,371 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,699,000 | 3,298 |
| Securities issued by states & political subdivisions | $3,886,000 | 3,872 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,492,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $16,492,000 | 2,058 |
| Issued or guaranteed by U.S. | $16,492,000 | 2,054 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,194,000 | 1,459 |
| Available-for-sale securities (fair market value) | $22,434,000 | 3,981 |
| Total debt securities | $26,585,000 | 3,934 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $26,374,000 | 3,887 |
| U.S. Government securities | $22,751,000 | 3,299 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,751,000 | 3,218 |
| Securities issued by states & political subdivisions | $3,580,000 | 3,913 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,427,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $16,427,000 | 1,996 |
| Issued or guaranteed by U.S. | $16,427,000 | 1,991 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,623,000 | 1,539 |
| Available-for-sale securities (fair market value) | $22,751,000 | 3,884 |
| Total debt securities | $26,331,000 | 3,849 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $25,655,000 | 3,983 |
| U.S. Government securities | $22,306,000 | 3,416 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,306,000 | 3,325 |
| Securities issued by states & political subdivisions | $3,306,000 | 3,961 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 1,118 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,770,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $14,770,000 | 2,083 |
| Issued or guaranteed by U.S. | $14,770,000 | 2,081 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,348,000 | 1,603 |
| Available-for-sale securities (fair market value) | $22,307,000 | 3,974 |
| Total debt securities | $25,612,000 | 3,951 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $24,022,000 | 4,119 |
| U.S. Government securities | $21,086,000 | 3,542 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,086,000 | 3,441 |
| Securities issued by states & political subdivisions | $2,894,000 | 4,070 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $42,000 | 1,132 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,948,000 | 2,889 |
| Certificates of participation in pools of residential mortgages | $12,948,000 | 2,202 |
| Issued or guaranteed by U.S. | $12,948,000 | 2,197 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,936,000 | 1,680 |
| Available-for-sale securities (fair market value) | $21,086,000 | 4,060 |
| Total debt securities | $23,980,000 | 4,093 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $24,379,000 | 3,967 |
| U.S. Government securities | $20,757,000 | 3,405 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,757,000 | 3,305 |
| Securities issued by states & political subdivisions | $3,579,000 | 3,840 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,908,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | $12,908,000 | 2,110 |
| Issued or guaranteed by U.S. | $12,908,000 | 2,104 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,622,000 | 1,593 |
| Available-for-sale securities (fair market value) | $20,757,000 | 3,963 |
| Total debt securities | $24,336,000 | 3,936 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $23,517,000 | 4,002 |
| U.S. Government securities | $19,895,000 | 3,447 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,895,000 | 3,351 |
| Securities issued by states & political subdivisions | $3,579,000 | 3,762 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,132,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $11,132,000 | 2,281 |
| Issued or guaranteed by U.S. | $11,132,000 | 2,278 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,622,000 | 1,624 |
| Available-for-sale securities (fair market value) | $19,895,000 | 3,998 |
| Total debt securities | $23,474,000 | 3,968 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $22,601,000 | 4,109 |
| U.S. Government securities | $19,604,000 | 3,541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,604,000 | 3,453 |
| Securities issued by states & political subdivisions | $2,954,000 | 3,911 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 1,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,616,000 | 2,942 |
| Certificates of participation in pools of residential mortgages | $11,616,000 | 2,236 |
| Issued or guaranteed by U.S. | $11,616,000 | 2,230 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,996,000 | 1,796 |
| Available-for-sale securities (fair market value) | $19,605,000 | 4,033 |
| Total debt securities | $22,558,000 | 4,072 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $20,600,000 | 4,389 |
| U.S. Government securities | $17,603,000 | 3,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,603,000 | 3,738 |
| Securities issued by states & political subdivisions | $2,954,000 | 3,902 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,987,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $11,987,000 | 2,277 |
| Issued or guaranteed by U.S. | $11,987,000 | 2,272 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,498,000 | 1,735 |
| Available-for-sale securities (fair market value) | $17,102,000 | 4,351 |
| Total debt securities | $20,557,000 | 4,359 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $19,791,000 | 4,426 |
| U.S. Government securities | $16,813,000 | 3,879 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,813,000 | 3,798 |
| Securities issued by states & political subdivisions | $2,935,000 | 3,928 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 1,307 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,137,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $12,137,000 | 2,326 |
| Issued or guaranteed by U.S. | $12,137,000 | 2,319 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,977,000 | 1,841 |
| Available-for-sale securities (fair market value) | $16,814,000 | 4,347 |
| Total debt securities | $19,748,000 | 4,396 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $20,607,000 | 4,367 |
| U.S. Government securities | $17,779,000 | 3,749 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,779,000 | 3,678 |
| Securities issued by states & political subdivisions | $2,785,000 | 4,002 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,807,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $12,807,000 | 2,308 |
| Issued or guaranteed by U.S. | $12,807,000 | 2,299 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,827,000 | 1,949 |
| Available-for-sale securities (fair market value) | $17,780,000 | 4,280 |
| Total debt securities | $20,564,000 | 4,335 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $21,601,000 | 4,242 |
| U.S. Government securities | $18,815,000 | 3,600 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,815,000 | 3,531 |
| Securities issued by states & political subdivisions | $2,786,000 | 3,985 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,378,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $13,378,000 | 2,306 |
| Issued or guaranteed by U.S. | $13,378,000 | 2,298 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,037,000 | 1,902 |
| Available-for-sale securities (fair market value) | $18,564,000 | 4,162 |
| Total debt securities | $21,601,000 | 4,198 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $22,129,000 | 4,179 |
| U.S. Government securities | $19,333,000 | 3,611 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,333,000 | 3,537 |
| Securities issued by states & political subdivisions | $2,796,000 | 3,892 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,329,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $14,329,000 | 2,247 |
| Issued or guaranteed by U.S. | $14,329,000 | 2,233 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $2,801,000 | 1,980 |
| Available-for-sale securities (fair market value) | $19,328,000 | 4,063 |
| Total debt securities | $22,129,000 | 4,146 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $19,469,000 | 4,511 |
| U.S. Government securities | $17,172,000 | 3,926 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,172,000 | 3,849 |
| Securities issued by states & political subdivisions | $2,297,000 | 4,075 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,595,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $14,595,000 | 2,190 |
| Issued or guaranteed by U.S. | $14,595,000 | 2,179 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $2,296,000 | 2,110 |
| Available-for-sale securities (fair market value) | $17,173,000 | 4,318 |
| Total debt securities | $19,469,000 | 4,476 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $18,148,000 | 4,607 |
| U.S. Government securities | $15,550,000 | 4,121 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,550,000 | 4,045 |
| Securities issued by states & political subdivisions | $2,598,000 | 3,920 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,782,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $13,782,000 | 2,197 |
| Issued or guaranteed by U.S. | $13,782,000 | 2,185 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $2,597,000 | 2,054 |
| Available-for-sale securities (fair market value) | $15,551,000 | 4,487 |
| Total debt securities | $18,148,000 | 4,569 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $18,574,000 | 4,622 |
| U.S. Government securities | $15,976,000 | 4,081 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,976,000 | 4,012 |
| Securities issued by states & political subdivisions | $2,598,000 | 3,951 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,051,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $13,051,000 | 2,251 |
| Issued or guaranteed by U.S. | $13,051,000 | 2,238 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $2,398,000 | 2,105 |
| Available-for-sale securities (fair market value) | $16,176,000 | 4,452 |
| Total debt securities | $18,574,000 | 4,574 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $14,522,000 | 5,188 |
| U.S. Government securities | $11,873,000 | 4,772 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,873,000 | 4,687 |
| Securities issued by states & political subdivisions | $2,649,000 | 3,950 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,677,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $6,677,000 | 3,110 |
| Issued or guaranteed by U.S. | $6,677,000 | 3,097 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $2,650,000 | 2,080 |
| Available-for-sale securities (fair market value) | $11,872,000 | 5,104 |
| Total debt securities | $14,522,000 | 5,130 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $13,707,000 | 5,369 |
| U.S. Government securities | $11,004,000 | 5,053 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,004,000 | 4,948 |
| Securities issued by states & political subdivisions | $2,703,000 | 3,917 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,749,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $5,749,000 | 3,057 |
| Issued or guaranteed by U.S. | $5,749,000 | 3,042 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $2,703,000 | 2,135 |
| Available-for-sale securities (fair market value) | $11,004,000 | 5,276 |
| Total debt securities | $13,707,000 | 5,314 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $14,888,000 | 5,201 |
| U.S. Government securities | $12,184,000 | 4,920 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,184,000 | 4,823 |
| Securities issued by states & political subdivisions | $2,704,000 | 3,919 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,077,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $6,077,000 | 2,824 |
| Issued or guaranteed by U.S. | $6,077,000 | 2,809 |
| 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) | $2,704,000 | 2,167 |
| Available-for-sale securities (fair market value) | $12,184,000 | 5,117 |
| Total debt securities | $14,888,000 | 5,155 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $15,321,000 | 5,152 |
| U.S. Government securities | $12,416,000 | 4,901 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,416,000 | 4,794 |
| Securities issued by states & political subdivisions | $2,905,000 | 3,836 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,705,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $6,705,000 | 2,613 |
| Issued or guaranteed by U.S. | $6,705,000 | 2,600 |
| 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) | $3,005,000 | 2,117 |
| Available-for-sale securities (fair market value) | $12,316,000 | 5,069 |
| Total debt securities | $15,321,000 | 5,108 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $15,999,000 | 5,084 |
| U.S. Government securities | $12,993,000 | 4,799 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,993,000 | 4,673 |
| Securities issued by states & political subdivisions | $3,006,000 | 3,796 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,273,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $7,273,000 | 2,482 |
| Issued or guaranteed by U.S. | $7,273,000 | 2,472 |
| 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) | $3,457,000 | 2,067 |
| Available-for-sale securities (fair market value) | $12,542,000 | 5,040 |
| Total debt securities | $15,999,000 | 5,041 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $15,842,000 | 5,168 |
| U.S. Government securities | $12,809,000 | 4,898 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,809,000 | 4,771 |
| Securities issued by states & political subdivisions | $3,033,000 | 3,806 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,754,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $7,754,000 | 2,396 |
| Issued or guaranteed by U.S. | $7,754,000 | 2,384 |
| 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) | $3,134,000 | 2,160 |
| Available-for-sale securities (fair market value) | $12,708,000 | 5,049 |
| Total debt securities | $15,842,000 | 5,125 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $18,020,000 | 4,865 |
| U.S. Government securities | $14,986,000 | 4,539 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,986,000 | 4,409 |
| Securities issued by states & political subdivisions | $3,034,000 | 3,768 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,309,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $8,309,000 | 2,335 |
| Issued or guaranteed by U.S. | $8,309,000 | 2,321 |
| 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) | $3,136,000 | 2,207 |
| Available-for-sale securities (fair market value) | $14,884,000 | 4,707 |
| Total debt securities | $18,020,000 | 4,816 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $18,679,000 | 4,751 |
| U.S. Government securities | $15,643,000 | 4,403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,643,000 | 4,276 |
| Securities issued by states & political subdivisions | $3,036,000 | 3,764 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,749,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $8,749,000 | 2,271 |
| Issued or guaranteed by U.S. | $8,749,000 | 2,260 |
| 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) | $3,136,000 | 2,227 |
| Available-for-sale securities (fair market value) | $15,543,000 | 4,580 |
| Total debt securities | $18,679,000 | 4,699 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $19,774,000 | 4,652 |
| U.S. Government securities | $16,737,000 | 4,274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,737,000 | 4,137 |
| Securities issued by states & political subdivisions | $3,037,000 | 3,791 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,521,000 | 2,736 |
| Certificates of participation in pools of residential mortgages | $9,521,000 | 2,220 |
| Issued or guaranteed by U.S. | $9,521,000 | 2,209 |
| 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) | $3,136,000 | 2,274 |
| Available-for-sale securities (fair market value) | $16,638,000 | 4,462 |
| Total debt securities | $19,774,000 | 4,598 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $21,235,000 | 4,465 |
| U.S. Government securities | $17,825,000 | 4,113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,825,000 | 3,982 |
| Securities issued by states & political subdivisions | $3,410,000 | 3,661 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,126,000 | 2,672 |
| Certificates of participation in pools of residential mortgages | $10,126,000 | 2,139 |
| Issued or guaranteed by U.S. | $10,126,000 | 2,125 |
| 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) | $3,510,000 | 2,247 |
| Available-for-sale securities (fair market value) | $17,725,000 | 4,277 |
| Total debt securities | $21,235,000 | 4,403 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $22,831,000 | 4,241 |
| U.S. Government securities | $19,419,000 | 3,844 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,419,000 | 3,715 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,647 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,172,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $11,172,000 | 2,058 |
| Issued or guaranteed by U.S. | $11,172,000 | 2,047 |
| 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) | $3,512,000 | 2,247 |
| Available-for-sale securities (fair market value) | $19,319,000 | 4,070 |
| Total debt securities | $22,831,000 | 4,193 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $23,990,000 | 4,144 |
| U.S. Government securities | $20,506,000 | 3,730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,506,000 | 3,608 |
| Securities issued by states & political subdivisions | $3,484,000 | 3,599 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,113,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $12,113,000 | 2,019 |
| Issued or guaranteed by U.S. | $12,113,000 | 2,009 |
| 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) | $3,684,000 | 2,237 |
| Available-for-sale securities (fair market value) | $20,306,000 | 3,998 |
| Total debt securities | $23,990,000 | 4,090 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $24,804,000 | 4,133 |
| U.S. Government securities | $21,318,000 | 3,699 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,318,000 | 3,569 |
| Securities issued by states & political subdivisions | $3,486,000 | 3,591 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,951,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $12,951,000 | 1,987 |
| Issued or guaranteed by U.S. | $12,951,000 | 1,976 |
| 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) | $3,687,000 | 2,276 |
| Available-for-sale securities (fair market value) | $21,117,000 | 3,961 |
| Total debt securities | $24,804,000 | 4,072 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $26,570,000 | 3,934 |
| U.S. Government securities | $22,595,000 | 3,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,595,000 | 3,437 |
| Securities issued by states & political subdivisions | $3,975,000 | 3,426 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,934,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $13,934,000 | 1,907 |
| Issued or guaranteed by U.S. | $13,934,000 | 1,898 |
| 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) | $4,175,000 | 2,184 |
| Available-for-sale securities (fair market value) | $22,395,000 | 3,837 |
| Total debt securities | $26,570,000 | 3,872 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $29,724,000 | 3,643 |
| U.S. Government securities | $25,745,000 | 3,194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,745,000 | 3,077 |
| Securities issued by states & political subdivisions | $3,979,000 | 3,429 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,997,000 | 2,351 |
| Certificates of participation in pools of residential mortgages | $14,997,000 | 1,846 |
| Issued or guaranteed by U.S. | $14,997,000 | 1,837 |
| 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) | $4,180,000 | 2,202 |
| Available-for-sale securities (fair market value) | $25,544,000 | 3,502 |
| Total debt securities | $29,724,000 | 3,577 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $32,221,000 | 3,467 |
| U.S. Government securities | $28,536,000 | 2,972 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,536,000 | 2,860 |
| Securities issued by states & political subdivisions | $3,685,000 | 3,543 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,335,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $16,335,000 | 1,759 |
| Issued or guaranteed by U.S. | $16,335,000 | 1,751 |
| 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) | $3,885,000 | 2,267 |
| Available-for-sale securities (fair market value) | $28,336,000 | 3,286 |
| Total debt securities | $32,221,000 | 3,406 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $34,836,000 | 3,268 |
| U.S. Government securities | $31,148,000 | 2,731 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,148,000 | 2,646 |
| Securities issued by states & political subdivisions | $3,688,000 | 3,540 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,059,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | $18,059,000 | 1,658 |
| Issued or guaranteed by U.S. | $18,059,000 | 1,648 |
| 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) | $3,888,000 | 2,251 |
| Available-for-sale securities (fair market value) | $30,948,000 | 3,095 |
| Total debt securities | $34,836,000 | 3,204 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $36,141,000 | 3,228 |
| U.S. Government securities | $32,943,000 | 2,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,943,000 | 2,627 |
| Securities issued by states & political subdivisions | $3,198,000 | 3,781 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,279,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $18,279,000 | 1,659 |
| Issued or guaranteed by U.S. | $18,279,000 | 1,646 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $3,697,000 | 2,334 |
| Available-for-sale securities (fair market value) | $32,444,000 | 3,019 |
| Total debt securities | $36,141,000 | 3,168 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $33,907,000 | 3,328 |
| U.S. Government securities | $30,706,000 | 2,769 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,706,000 | 2,673 |
| Securities issued by states & political subdivisions | $3,201,000 | 3,756 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,437,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $19,437,000 | 1,557 |
| Issued or guaranteed by U.S. | $19,437,000 | 1,547 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $3,700,000 | 2,332 |
| Available-for-sale securities (fair market value) | $30,207,000 | 3,129 |
| Total debt securities | $33,907,000 | 3,261 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $35,932,000 | 3,121 |
| U.S. Government securities | $32,709,000 | 2,555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,709,000 | 2,453 |
| Securities issued by states & political subdivisions | $3,223,000 | 3,724 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,837,000 | 1,930 |
| Certificates of participation in pools of residential mortgages | $21,837,000 | 1,437 |
| Issued or guaranteed by U.S. | $21,837,000 | 1,428 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,189,000 | 3,325 |
| Available-for-sale securities (fair market value) | $34,743,000 | 2,762 |
| Total debt securities | $35,932,000 | 3,040 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $38,342,000 | 2,930 |
| U.S. Government securities | $24,592,000 | 3,166 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,592,000 | 3,027 |
| Securities issued by states & political subdivisions | $3,226,000 | 3,668 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,524,000 | 404 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,160,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $22,160,000 | 1,400 |
| Issued or guaranteed by U.S. | $22,160,000 | 1,394 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $6,258,000 | 1,926 |
| Available-for-sale securities (fair market value) | $32,084,000 | 2,893 |
| Total debt securities | $27,818,000 | 3,663 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $33,161,000 | 3,250 |
| U.S. Government securities | $29,355,000 | 2,756 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,355,000 | 2,629 |
| Securities issued by states & political subdivisions | $3,806,000 | 3,387 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,749,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $19,749,000 | 1,475 |
| Issued or guaranteed by U.S. | $19,749,000 | 1,470 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,606,000 | 2,255 |
| Available-for-sale securities (fair market value) | $28,555,000 | 3,120 |
| Total debt securities | $33,161,000 | 3,170 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $45,169,000 | 2,406 |
| U.S. Government securities | $40,958,000 | 1,928 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,958,000 | 1,822 |
| Securities issued by states & political subdivisions | $4,211,000 | 3,171 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,463,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $27,463,000 | 1,014 |
| Issued or guaranteed by U.S. | $27,463,000 | 1,009 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $25,255,000 | 761 |
| Available-for-sale securities (fair market value) | $19,914,000 | 3,844 |
| Total debt securities | $45,169,000 | 2,338 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $8,589,000 | 7,195 |
| U.S. Government securities | $5,572,000 | 7,494 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,572,000 | 7,148 |
| Securities issued by states & political subdivisions | $3,017,000 | 3,695 |
| 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 | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $366,000 | 6,332 |
| Certificates of participation in pools of residential mortgages | $366,000 | 5,694 |
| Issued or guaranteed by U.S. | $366,000 | 5,675 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,962,000 | 3,438 |
| Available-for-sale securities (fair market value) | $5,627,000 | 7,029 |
| Total debt securities | $8,589,000 | 7,078 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $8,985,000 | 7,377 |
| U.S. Government securities | $5,448,000 | 7,839 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,448,000 | 7,317 |
| Securities issued by states & political subdivisions | $3,537,000 | 3,602 |
| 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 | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $423,000 | 6,575 |
| Certificates of participation in pools of residential mortgages | $423,000 | 5,883 |
| Issued or guaranteed by U.S. | $423,000 | 5,870 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $3,326,000 | 3,639 |
| Available-for-sale securities (fair market value) | $5,659,000 | 7,202 |
| Total debt securities | $8,985,000 | 7,261 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,892,000 | 9,166 |
| U.S. Government securities | $1,889,000 | 9,499 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,889,000 | 8,832 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,708 |
| 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 | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $619,000 | 6,528 |
| Certificates of participation in pools of residential mortgages | $619,000 | 5,786 |
| Issued or guaranteed by U.S. | $619,000 | 5,770 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,070,000 | 4,701 |
| Available-for-sale securities (fair market value) | $1,822,000 | 8,532 |
| Total debt securities | $3,892,000 | 9,042 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,007,000 | 9,602 |
| U.S. Government securities | $3,124,000 | 9,497 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,124,000 | 8,352 |
| Securities issued by states & political subdivisions | $883,000 | 6,028 |
| 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 | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,419,000 | 5,900 |
| Certificates of participation in pools of residential mortgages | $1,419,000 | 4,899 |
| Issued or guaranteed by U.S. | $1,419,000 | 4,879 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $818,000 | 6,477 |
| Available-for-sale securities (fair market value) | $3,189,000 | 8,226 |
| Total debt securities | $4,007,000 | 9,501 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,777,000 | 10,264 |
| U.S. Government securities | $2,894,000 | 10,210 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,894,000 | 8,892 |
| Securities issued by states & political subdivisions | $861,000 | 6,333 |
| 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 | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-22,000 | 864 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,996,000 | 5,884 |
| Certificates of participation in pools of residential mortgages | $1,996,000 | 4,740 |
| Issued or guaranteed by U.S. | $1,996,000 | 4,717 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $892,000 | 7,100 |
| Available-for-sale securities (fair market value) | $2,885,000 | 8,653 |
| Total debt securities | $3,755,000 | 10,176 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,053,000 | 10,605 |
| U.S. Government securities | $3,259,000 | 10,454 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $3,259,000 | 8,815 |
| Securities issued by states & political subdivisions | $735,000 | 6,827 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,601 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-33,000 | 957 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,363,000 | 5,960 |
| Certificates of participation in pools of residential mortgages | $2,363,000 | 4,626 |
| Issued or guaranteed by U.S. | $2,363,000 | 4,600 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $794,000 | 7,552 |
| Available-for-sale securities (fair market value) | $3,259,000 | 8,807 |
| Total debt securities | $3,994,000 | 10,526 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,887,000 | 10,911 |
| U.S. Government securities | $4,187,000 | 10,599 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $4,187,000 | 8,242 |
| Securities issued by states & political subdivisions | $670,000 | 7,291 |
| 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 | $10,000 | 8,264 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-20,000 | 967 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,851,000 | 5,953 |
| Certificates of participation in pools of residential mortgages | $2,851,000 | 4,476 |
| Issued or guaranteed by U.S. | $2,851,000 | 4,450 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $700,000 | 10,953 |
| Available-for-sale securities (fair market value) | $4,187,000 | 7,340 |
| Total debt securities | $4,857,000 | 10,821 |
| 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 | $4,994,000 | 11,281 |
| U.S. Government securities | $4,306,000 | 10,923 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $4,306,000 | 8,375 |
| Securities issued by states & political subdivisions | $620,000 | 7,572 |
| 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 | $11,000 | 8,219 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-57,000 | 1,143 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,805,000 | 5,935 |
| Certificates of participation in pools of residential mortgages | $3,805,000 | 4,365 |
| Issued or guaranteed by U.S. | $3,805,000 | 4,326 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $4,926,000 | 11,181 |
| 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 | $5,384,000 | 11,394 |
| U.S. Government securities | $4,596,000 | 11,060 |
| U.S. Treasury securities | $499,000 | 11,409 |
| U.S. Government agency obligations | $4,097,000 | 8,639 |
| Securities issued by states & political subdivisions | $733,000 | 7,136 |
| 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 | $14,000 | 7,919 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-41,000 | 1,336 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,097,000 | 5,973 |
| Certificates of participation in pools of residential mortgages | $4,097,000 | 4,395 |
| Issued or guaranteed by U.S. | $4,097,000 | 4,341 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $5,329,000 | 11,280 |
| 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 |
