| 2014-03-31 | Rank |
| Total securities | $316,454,000 | 498 |
| U.S. Government securities | $184,863,000 | 572 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $184,863,000 | 553 |
| Securities issued by states & political subdivisions | $131,091,000 | 206 |
| Other domestic debt securities | $500,000 | 2,140 |
| 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 | $500,000 | 1,703 |
| 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 | $64,712,000 | 932 |
| Mortgage-backed securities | $88,787,000 | 765 |
| Certificates of participation in pools of residential mortgages | $57,690,000 | 765 |
| Issued or guaranteed by U.S. | $57,690,000 | 765 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $31,097,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $31,097,000 | 638 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $316,454,000 | 419 |
| Total debt securities | $316,454,000 | 491 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $306,290,000 | 501 |
| U.S. Government securities | $176,494,000 | 595 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $176,494,000 | 572 |
| Securities issued by states & political subdivisions | $129,296,000 | 208 |
| Other domestic debt securities | $500,000 | 2,197 |
| 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 | $500,000 | 1,741 |
| 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 | $58,029,000 | 1,028 |
| Mortgage-backed securities | $85,717,000 | 783 |
| Certificates of participation in pools of residential mortgages | $52,365,000 | 819 |
| Issued or guaranteed by U.S. | $52,365,000 | 818 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $33,352,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $33,352,000 | 607 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $306,290,000 | 432 |
| Total debt securities | $306,290,000 | 492 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $315,496,000 | 490 |
| U.S. Government securities | $186,467,000 | 564 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $186,467,000 | 546 |
| Securities issued by states & political subdivisions | $128,265,000 | 204 |
| Other domestic debt securities | $764,000 | 2,090 |
| 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 | $764,000 | 1,647 |
| 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 | $56,509,000 | 1,030 |
| Mortgage-backed securities | $89,957,000 | 751 |
| Certificates of participation in pools of residential mortgages | $55,767,000 | 774 |
| Issued or guaranteed by U.S. | $55,767,000 | 774 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $34,190,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $34,190,000 | 595 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $315,496,000 | 418 |
| Total debt securities | $315,496,000 | 479 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $314,081,000 | 486 |
| U.S. Government securities | $181,168,000 | 589 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $181,168,000 | 570 |
| Securities issued by states & political subdivisions | $132,149,000 | 197 |
| Other domestic debt securities | $764,000 | 2,147 |
| 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 | $764,000 | 1,685 |
| 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 | $48,853,000 | 1,154 |
| Mortgage-backed securities | $91,552,000 | 743 |
| Certificates of participation in pools of residential mortgages | $52,906,000 | 808 |
| Issued or guaranteed by U.S. | $52,906,000 | 807 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $38,646,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $38,646,000 | 557 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $314,081,000 | 426 |
| Total debt securities | $314,081,000 | 477 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $325,888,000 | 472 |
| U.S. Government securities | $189,584,000 | 575 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $189,584,000 | 557 |
| Securities issued by states & political subdivisions | $135,708,000 | 187 |
| Other domestic debt securities | $596,000 | 2,245 |
| 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 | $596,000 | 1,736 |
| 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 | $52,689,000 | 1,086 |
| Mortgage-backed securities | $97,424,000 | 723 |
| Certificates of participation in pools of residential mortgages | $53,468,000 | 824 |
| Issued or guaranteed by U.S. | $53,468,000 | 824 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $43,956,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $43,956,000 | 520 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $325,888,000 | 419 |
| Total debt securities | $325,888,000 | 462 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $91,334,000 | 1,615 |
| U.S. Government securities | $70,740,000 | 1,406 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $70,740,000 | 1,361 |
| Securities issued by states & political subdivisions | $20,094,000 | 1,786 |
| Other domestic debt securities | $500,000 | 2,317 |
| 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 | $500,000 | 1,774 |
| 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 | $7,364,000 | 3,756 |
| Mortgage-backed securities | $35,713,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | $19,275,000 | 1,814 |
| Issued or guaranteed by U.S. | $19,275,000 | 1,813 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,438,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $16,438,000 | 1,069 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $91,334,000 | 1,470 |
| Total debt securities | $91,334,000 | 1,594 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $88,256,000 | 1,670 |
| U.S. Government securities | $74,300,000 | 1,362 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $74,300,000 | 1,321 |
| Securities issued by states & political subdivisions | $13,456,000 | 2,352 |
| Other domestic debt securities | $500,000 | 2,387 |
| 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 | $500,000 | 1,842 |
| 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 | $7,237,000 | 3,845 |
| Mortgage-backed securities | $39,661,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $21,426,000 | 1,774 |
| Issued or guaranteed by U.S. | $21,426,000 | 1,773 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $18,235,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $18,235,000 | 1,051 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $88,256,000 | 1,520 |
| Total debt securities | $88,256,000 | 1,648 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $80,014,000 | 1,822 |
| U.S. Government securities | $70,390,000 | 1,459 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $70,390,000 | 1,419 |
| Securities issued by states & political subdivisions | $9,124,000 | 2,882 |
| Other domestic debt securities | $500,000 | 2,373 |
| 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 | $500,000 | 1,827 |
| 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 | $7,726,000 | 3,782 |
| Mortgage-backed securities | $35,606,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | $21,345,000 | 1,788 |
| Issued or guaranteed by U.S. | $21,345,000 | 1,785 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,261,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $14,261,000 | 1,229 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $80,014,000 | 1,665 |
| Total debt securities | $80,014,000 | 1,796 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $83,850,000 | 1,754 |
| U.S. Government securities | $75,999,000 | 1,403 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $75,999,000 | 1,364 |
| Securities issued by states & political subdivisions | $7,351,000 | 3,108 |
| Other domestic debt securities | $500,000 | 2,339 |
| 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 | $500,000 | 1,809 |
| 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 | $7,797,000 | 3,798 |
| Mortgage-backed securities | $36,840,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $21,214,000 | 1,797 |
| Issued or guaranteed by U.S. | $21,214,000 | 1,794 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,626,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $15,626,000 | 1,198 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $83,850,000 | 1,594 |
| Total debt securities | $83,850,000 | 1,735 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $86,229,000 | 1,642 |
| U.S. Government securities | $80,342,000 | 1,267 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $80,342,000 | 1,229 |
| Securities issued by states & political subdivisions | $5,387,000 | 3,494 |
| Other domestic debt securities | $500,000 | 2,329 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $500,000 | 1,729 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,673,000 | 3,617 |
| Mortgage-backed securities | $37,538,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $24,233,000 | 1,529 |
| Issued or guaranteed by U.S. | $24,233,000 | 1,527 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $13,305,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $13,305,000 | 1,222 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $86,229,000 | 1,491 |
| Total debt securities | $86,229,000 | 1,623 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $80,205,000 | 1,709 |
| U.S. Government securities | $74,810,000 | 1,324 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $74,810,000 | 1,273 |
| Securities issued by states & political subdivisions | $4,895,000 | 3,559 |
| Other domestic debt securities | $500,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $500,000 | 1,701 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,834,000 | 3,964 |
| Mortgage-backed securities | $39,862,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $25,438,000 | 1,425 |
| Issued or guaranteed by U.S. | $25,438,000 | 1,420 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,424,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $14,424,000 | 1,152 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $80,205,000 | 1,549 |
| Total debt securities | $80,205,000 | 1,691 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $73,518,000 | 1,833 |
| U.S. Government securities | $68,169,000 | 1,435 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $68,169,000 | 1,396 |
| Securities issued by states & political subdivisions | $4,849,000 | 3,533 |
| Other domestic debt securities | $500,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $500,000 | 1,626 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,516,000 | 3,869 |
| Mortgage-backed securities | $35,575,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $20,281,000 | 1,646 |
| Issued or guaranteed by U.S. | $20,281,000 | 1,643 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $15,294,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $15,294,000 | 1,077 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $73,518,000 | 1,657 |
| Total debt securities | $73,518,000 | 1,814 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $77,670,000 | 1,738 |
| U.S. Government securities | $73,104,000 | 1,351 |
| U.S. Treasury securities | $2,003,000 | 758 |
| U.S. Government agency obligations | $71,101,000 | 1,326 |
| Securities issued by states & political subdivisions | $4,066,000 | 3,686 |
| Other domestic debt securities | $500,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $500,000 | 1,671 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,358,000 | 3,513 |
| Mortgage-backed securities | $35,214,000 | 1,577 |
| Certificates of participation in pools of residential mortgages | $21,189,000 | 1,564 |
| Issued or guaranteed by U.S. | $21,189,000 | 1,560 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $14,025,000 | 1,255 |
| CMOs issued by government agencies or sponsored agencies | $14,025,000 | 1,088 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $77,670,000 | 1,573 |
| Total debt securities | $77,670,000 | 1,724 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $65,635,000 | 1,942 |
| U.S. Government securities | $60,957,000 | 1,497 |
| U.S. Treasury securities | $3,008,000 | 640 |
| U.S. Government agency obligations | $57,949,000 | 1,503 |
| Securities issued by states & political subdivisions | $4,178,000 | 3,669 |
| Other domestic debt securities | $500,000 | 2,471 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $500,000 | 1,678 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,334,000 | 3,472 |
| Mortgage-backed securities | $34,797,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $34,797,000 | 1,024 |
| Issued or guaranteed by U.S. | $34,797,000 | 1,014 |
| 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 | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $65,635,000 | 1,754 |
| Total debt securities | $65,635,000 | 1,923 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $44,796,000 | 2,616 |
| U.S. Government securities | $42,420,000 | 1,982 |
| U.S. Treasury securities | $3,012,000 | 592 |
| U.S. Government agency obligations | $39,408,000 | 2,043 |
| Securities issued by states & political subdivisions | $1,876,000 | 4,399 |
| Other domestic debt securities | $500,000 | 2,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $500,000 | 1,705 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,298,000 | 3,686 |
| Mortgage-backed securities | $19,483,000 | 2,235 |
| Certificates of participation in pools of residential mortgages | $19,483,000 | 1,561 |
| Issued or guaranteed by U.S. | $19,483,000 | 1,558 |
| 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 | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $44,796,000 | 2,352 |
| Total debt securities | $44,796,000 | 2,590 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $51,277,000 | 2,321 |
| U.S. Government securities | $48,917,000 | 1,793 |
| U.S. Treasury securities | $3,014,000 | 570 |
| U.S. Government agency obligations | $45,903,000 | 1,826 |
| Securities issued by states & political subdivisions | $1,860,000 | 4,370 |
| Other domestic debt securities | $500,000 | 2,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $500,000 | 1,665 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,294,000 | 3,561 |
| Mortgage-backed securities | $18,391,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $18,391,000 | 1,645 |
| Issued or guaranteed by U.S. | $18,391,000 | 1,639 |
| 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 | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $51,277,000 | 2,082 |
| Total debt securities | $51,277,000 | 2,297 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $32,432,000 | 3,334 |
| U.S. Government securities | $29,852,000 | 2,718 |
| U.S. Treasury securities | $3,012,000 | 567 |
| U.S. Government agency obligations | $26,840,000 | 2,845 |
| Securities issued by states & political subdivisions | $2,080,000 | 4,256 |
| Other domestic debt securities | $500,000 | 2,616 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $500,000 | 1,681 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,884,000 | 3,712 |
| Mortgage-backed securities | $3,146,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $3,146,000 | 4,000 |
| Issued or guaranteed by U.S. | $3,146,000 | 3,991 |
| 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 | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $32,432,000 | 3,011 |
| Total debt securities | $32,432,000 | 3,301 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $20,771,000 | 4,330 |
| U.S. Government securities | $18,182,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $18,182,000 | 3,644 |
| Securities issued by states & political subdivisions | $2,089,000 | 4,286 |
| Other domestic debt securities | $500,000 | 2,671 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $500,000 | 1,718 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,282,000 | 2,271 |
| Mortgage-backed securities | $105,000 | 6,011 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,697 |
| Issued or guaranteed by U.S. | $105,000 | 5,682 |
| 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 | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $20,771,000 | 3,923 |
| Total debt securities | $20,771,000 | 4,297 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $16,525,000 | 4,855 |
| U.S. Government securities | $11,816,000 | 4,647 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,816,000 | 4,552 |
| Securities issued by states & political subdivisions | $3,213,000 | 3,843 |
| Other domestic debt securities | $1,496,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,496,000 | 1,279 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,200,000 | 2,874 |
| Mortgage-backed securities | $120,000 | 6,068 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,766 |
| Issued or guaranteed by U.S. | $120,000 | 5,748 |
| 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 | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $16,525,000 | 4,429 |
| Total debt securities | $16,525,000 | 4,811 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $11,806,000 | 5,520 |
| U.S. Government securities | $7,293,000 | 5,555 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,293,000 | 5,472 |
| Securities issued by states & political subdivisions | $3,350,000 | 3,754 |
| Other domestic debt securities | $1,163,000 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,163,000 | 1,428 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,113,000 | 3,513 |
| Mortgage-backed securities | $174,000 | 6,055 |
| Certificates of participation in pools of residential mortgages | $174,000 | 5,737 |
| Issued or guaranteed by U.S. | $174,000 | 5,718 |
| 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 | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $11,806,000 | 5,037 |
| Total debt securities | $11,806,000 | 5,476 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $14,882,000 | 5,111 |
| U.S. Government securities | $9,826,000 | 5,112 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,826,000 | 5,029 |
| Securities issued by states & political subdivisions | $4,061,000 | 3,428 |
| Other domestic debt securities | $995,000 | 2,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $995,000 | 1,564 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,381,000 | 3,182 |
| Mortgage-backed securities | $177,000 | 6,094 |
| Certificates of participation in pools of residential mortgages | $177,000 | 5,785 |
| Issued or guaranteed by U.S. | $177,000 | 5,768 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $14,882,000 | 4,627 |
| Total debt securities | $14,882,000 | 5,068 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $16,047,000 | 4,965 |
| U.S. Government securities | $10,909,000 | 4,959 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,909,000 | 4,870 |
| Securities issued by states & political subdivisions | $4,057,000 | 3,400 |
| Other domestic debt securities | $1,081,000 | 2,215 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,081,000 | 1,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,478,000 | 3,054 |
| Mortgage-backed securities | $175,000 | 6,133 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,822 |
| Issued or guaranteed by U.S. | $175,000 | 5,802 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $16,047,000 | 4,479 |
| Total debt securities | $16,047,000 | 4,923 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $19,233,000 | 4,489 |
| U.S. Government securities | $11,311,000 | 4,836 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,311,000 | 4,746 |
| Securities issued by states & political subdivisions | $6,252,000 | 2,771 |
| Other domestic debt securities | $1,670,000 | 1,919 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,670,000 | 1,211 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,864,000 | 3,837 |
| Mortgage-backed securities | $226,000 | 6,063 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,739 |
| Issued or guaranteed by U.S. | $226,000 | 5,721 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $19,233,000 | 4,004 |
| Total debt securities | $19,233,000 | 4,455 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $17,768,000 | 4,727 |
| U.S. Government securities | $9,758,000 | 5,184 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,758,000 | 5,093 |
| Securities issued by states & political subdivisions | $6,275,000 | 2,780 |
| Other domestic debt securities | $500,000 | 2,597 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,863 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,235,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,390,000 | 3,317 |
| Mortgage-backed securities | $259,000 | 6,050 |
| Certificates of participation in pools of residential mortgages | $259,000 | 5,721 |
| Issued or guaranteed by U.S. | $259,000 | 5,697 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $17,768,000 | 4,253 |
| Total debt securities | $16,533,000 | 4,850 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $13,530,000 | 5,333 |
| U.S. Government securities | $8,598,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,598,000 | 5,354 |
| Securities issued by states & political subdivisions | $3,532,000 | 3,581 |
| Other domestic debt securities | $500,000 | 2,569 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,853 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $900,000 | 1,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,731,000 | 3,586 |
| Mortgage-backed securities | $575,000 | 5,799 |
| Certificates of participation in pools of residential mortgages | $575,000 | 5,410 |
| Issued or guaranteed by U.S. | $575,000 | 5,384 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $13,530,000 | 4,830 |
| Total debt securities | $12,630,000 | 5,421 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $12,827,000 | 5,538 |
| U.S. Government securities | $8,779,000 | 5,524 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,779,000 | 5,417 |
| Securities issued by states & political subdivisions | $3,528,000 | 3,568 |
| Other domestic debt securities | $520,000 | 2,346 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 1,676 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,906,000 | 3,589 |
| Mortgage-backed securities | $770,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $770,000 | 5,092 |
| Issued or guaranteed by U.S. | $770,000 | 5,071 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,827,000 | 4,977 |
| Total debt securities | $12,827,000 | 5,479 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $14,997,000 | 5,184 |
| U.S. Government securities | $10,904,000 | 5,167 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,904,000 | 5,071 |
| Securities issued by states & political subdivisions | $3,573,000 | 3,555 |
| Other domestic debt securities | $520,000 | 2,285 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 1,643 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,688,000 | 2,979 |
| Mortgage-backed securities | $815,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $815,000 | 4,948 |
| Issued or guaranteed by U.S. | $815,000 | 4,933 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $14,997,000 | 4,615 |
| Total debt securities | $14,997,000 | 5,140 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $11,478,000 | 5,825 |
| U.S. Government securities | $6,895,000 | 6,148 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,895,000 | 6,035 |
| Securities issued by states & political subdivisions | $4,063,000 | 3,379 |
| Other domestic debt securities | $520,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 1,600 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,672,000 | 3,648 |
| Mortgage-backed securities | $942,000 | 5,313 |
| Certificates of participation in pools of residential mortgages | $942,000 | 4,846 |
| Issued or guaranteed by U.S. | $942,000 | 4,832 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,478,000 | 5,233 |
| Total debt securities | $11,478,000 | 5,768 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $11,539,000 | 5,817 |
| U.S. Government securities | $6,918,000 | 6,204 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,918,000 | 6,085 |
| Securities issued by states & political subdivisions | $4,101,000 | 3,376 |
| Other domestic debt securities | $520,000 | 2,229 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 1,630 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,729,000 | 3,656 |
| Mortgage-backed securities | $995,000 | 5,301 |
| Certificates of participation in pools of residential mortgages | $995,000 | 4,819 |
| Issued or guaranteed by U.S. | $995,000 | 4,800 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $11,539,000 | 5,204 |
| Total debt securities | $11,539,000 | 5,766 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $12,313,000 | 5,724 |
| U.S. Government securities | $8,158,000 | 5,892 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,158,000 | 5,773 |
| Securities issued by states & political subdivisions | $3,635,000 | 3,551 |
| Other domestic debt securities | $520,000 | 2,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 1,668 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,503,000 | 3,510 |
| Mortgage-backed securities | $1,034,000 | 5,262 |
| Certificates of participation in pools of residential mortgages | $1,034,000 | 4,777 |
| Issued or guaranteed by U.S. | $1,034,000 | 4,759 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $12,313,000 | 5,116 |
| Total debt securities | $12,313,000 | 5,677 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $14,723,000 | 5,362 |
| U.S. Government securities | $9,446,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,446,000 | 5,521 |
| Securities issued by states & political subdivisions | $4,757,000 | 3,157 |
| Other domestic debt securities | $520,000 | 2,291 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 1,709 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,911,000 | 3,094 |
| Mortgage-backed securities | $1,073,000 | 5,241 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 4,758 |
| Issued or guaranteed by U.S. | $1,073,000 | 4,733 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $14,723,000 | 4,728 |
| Total debt securities | $14,723,000 | 5,314 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $15,116,000 | 5,314 |
| U.S. Government securities | $10,370,000 | 5,461 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,370,000 | 5,330 |
| Securities issued by states & political subdivisions | $4,246,000 | 3,321 |
| Other domestic debt securities | $500,000 | 2,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,793 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,826,000 | 2,958 |
| Mortgage-backed securities | $1,237,000 | 5,151 |
| Certificates of participation in pools of residential mortgages | $1,237,000 | 4,663 |
| Issued or guaranteed by U.S. | $1,237,000 | 4,639 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $15,116,000 | 4,655 |
| Total debt securities | $15,116,000 | 5,258 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $16,563,000 | 5,119 |
| U.S. Government securities | $10,937,000 | 5,375 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,937,000 | 5,235 |
| Securities issued by states & political subdivisions | $5,126,000 | 3,033 |
| Other domestic debt securities | $500,000 | 2,434 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,896 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,271,000 | 2,767 |
| Mortgage-backed securities | $1,361,000 | 5,122 |
| Certificates of participation in pools of residential mortgages | $1,361,000 | 4,605 |
| Issued or guaranteed by U.S. | $1,361,000 | 4,586 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $16,563,000 | 4,473 |
| Total debt securities | $16,563,000 | 5,063 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $17,725,000 | 4,949 |
| U.S. Government securities | $11,988,000 | 5,119 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,988,000 | 4,973 |
| Securities issued by states & political subdivisions | $5,237,000 | 2,997 |
| Other domestic debt securities | $500,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,023 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,331,000 | 2,607 |
| Mortgage-backed securities | $1,422,000 | 5,127 |
| Certificates of participation in pools of residential mortgages | $1,422,000 | 4,608 |
| Issued or guaranteed by U.S. | $1,422,000 | 4,589 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $17,725,000 | 4,277 |
| Total debt securities | $17,725,000 | 4,899 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $20,048,000 | 4,611 |
| U.S. Government securities | $14,241,000 | 4,646 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,241,000 | 4,511 |
| Securities issued by states & political subdivisions | $5,307,000 | 2,972 |
| Other domestic debt securities | $500,000 | 2,580 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,111 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,653,000 | 2,325 |
| Mortgage-backed securities | $1,662,000 | 5,046 |
| Certificates of participation in pools of residential mortgages | $1,662,000 | 4,505 |
| Issued or guaranteed by U.S. | $1,662,000 | 4,489 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $20,048,000 | 3,987 |
| Total debt securities | $20,048,000 | 4,550 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $20,444,000 | 4,578 |
| U.S. Government securities | $14,543,000 | 4,650 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,543,000 | 4,513 |
| Securities issued by states & political subdivisions | $5,401,000 | 2,905 |
| Other domestic debt securities | $500,000 | 2,661 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,195 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,045,000 | 2,270 |
| Mortgage-backed securities | $1,931,000 | 4,975 |
| Certificates of participation in pools of residential mortgages | $1,931,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,931,000 | 4,389 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $20,444,000 | 3,985 |
| Total debt securities | $20,444,000 | 4,505 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $21,569,000 | 4,501 |
| U.S. Government securities | $15,657,000 | 4,517 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,657,000 | 4,377 |
| Securities issued by states & political subdivisions | $5,412,000 | 2,908 |
| Other domestic debt securities | $500,000 | 2,725 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,288 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,170,000 | 2,174 |
| Mortgage-backed securities | $2,110,000 | 4,954 |
| Certificates of participation in pools of residential mortgages | $2,110,000 | 4,366 |
| Issued or guaranteed by U.S. | $2,110,000 | 4,354 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $21,569,000 | 3,914 |
| Total debt securities | $21,569,000 | 4,442 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $15,740,000 | 5,370 |
| U.S. Government securities | $11,895,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,895,000 | 5,107 |
| Securities issued by states & political subdivisions | $3,320,000 | 3,669 |
| Other domestic debt securities | $500,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,350 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $25,000 | 2,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,813,000 | 2,595 |
| Mortgage-backed securities | $1,212,000 | 5,495 |
| Certificates of participation in pools of residential mortgages | $1,212,000 | 4,957 |
| Issued or guaranteed by U.S. | $1,212,000 | 4,944 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $15,740,000 | 4,693 |
| Total debt securities | $15,715,000 | 5,306 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $11,929,000 | 6,115 |
| U.S. Government securities | $9,316,000 | 5,861 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,316,000 | 5,701 |
| Securities issued by states & political subdivisions | $1,863,000 | 4,450 |
| Other domestic debt securities | $500,000 | 2,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,410 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $250,000 | 1,692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,769,000 | 3,156 |
| Mortgage-backed securities | $6,000 | 7,079 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,788 |
| Issued or guaranteed by U.S. | $6,000 | 6,776 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $11,929,000 | 5,340 |
| Total debt securities | $11,679,000 | 6,096 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $11,759,000 | 6,210 |
| U.S. Government securities | $9,517,000 | 5,882 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,517,000 | 5,723 |
| Securities issued by states & political subdivisions | $1,492,000 | 4,737 |
| Other domestic debt securities | $500,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,520 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $250,000 | 1,733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,905,000 | 3,106 |
| Mortgage-backed securities | $6,000 | 7,160 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,867 |
| Issued or guaranteed by U.S. | $6,000 | 6,854 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $11,759,000 | 5,468 |
| Total debt securities | $11,509,000 | 6,183 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $12,204,000 | 6,089 |
| U.S. Government securities | $9,565,000 | 5,847 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,565,000 | 5,691 |
| Securities issued by states & political subdivisions | $1,889,000 | 4,431 |
| Other domestic debt securities | $500,000 | 3,020 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,608 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $250,000 | 1,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,349,000 | 3,023 |
| Mortgage-backed securities | $6,000 | 7,180 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,881 |
| Issued or guaranteed by U.S. | $6,000 | 6,865 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $12,204,000 | 5,368 |
| Total debt securities | $11,954,000 | 6,066 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $12,746,000 | 6,048 |
| U.S. Government securities | $10,101,000 | 5,741 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,101,000 | 5,578 |
| Securities issued by states & political subdivisions | $1,895,000 | 4,463 |
| Other domestic debt securities | $500,000 | 3,086 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,754 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $250,000 | 1,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,839,000 | 2,854 |
| Mortgage-backed securities | $7,000 | 7,214 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,940 |
| Issued or guaranteed by U.S. | $7,000 | 6,916 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,746,000 | 5,307 |
| Total debt securities | $12,496,000 | 6,017 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $12,588,000 | 6,001 |
| U.S. Government securities | $9,161,000 | 5,833 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,161,000 | 5,660 |
| Securities issued by states & political subdivisions | $1,924,000 | 4,458 |
| Other domestic debt securities | $1,253,000 | 2,488 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,253,000 | 2,182 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $250,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,909,000 | 2,934 |
| Mortgage-backed securities | $7,000 | 7,263 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,986 |
| Issued or guaranteed by U.S. | $7,000 | 6,962 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $12,588,000 | 5,282 |
| Total debt securities | $12,338,000 | 5,963 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $11,997,000 | 6,056 |
| U.S. Government securities | $9,977,000 | 5,566 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,977,000 | 5,396 |
| Securities issued by states & political subdivisions | $1,259,000 | 4,950 |
| Other domestic debt securities | $761,000 | 2,985 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $761,000 | 2,652 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,064,000 | 2,849 |
| Mortgage-backed securities | $7,000 | 7,314 |
| Certificates of participation in pools of residential mortgages | $7,000 | 7,009 |
| Issued or guaranteed by U.S. | $7,000 | 6,990 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $11,997,000 | 5,328 |
| Total debt securities | $11,997,000 | 5,964 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $14,101,000 | 5,657 |
| U.S. Government securities | $11,518,000 | 5,232 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,518,000 | 5,050 |
| Securities issued by states & political subdivisions | $1,314,000 | 4,849 |
| Other domestic debt securities | $1,269,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,269,000 | 2,260 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,659,000 | 2,622 |
| Mortgage-backed securities | $7,000 | 7,344 |
| Certificates of participation in pools of residential mortgages | $7,000 | 7,026 |
| Issued or guaranteed by U.S. | $7,000 | 7,006 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $14,101,000 | 4,937 |
| Total debt securities | $14,101,000 | 5,562 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $10,723,000 | 6,359 |
| U.S. Government securities | $7,884,000 | 6,197 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,884,000 | 6,005 |
| Securities issued by states & political subdivisions | $1,311,000 | 4,855 |
| Other domestic debt securities | $1,528,000 | 2,458 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,528,000 | 2,143 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,062,000 | 3,058 |
| Mortgage-backed securities | $7,000 | 7,365 |
| Certificates of participation in pools of residential mortgages | $7,000 | 7,028 |
| Issued or guaranteed by U.S. | $7,000 | 7,005 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $10,723,000 | 5,570 |
| Total debt securities | $10,723,000 | 6,258 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $11,299,000 | 6,178 |
| U.S. Government securities | $8,456,000 | 5,952 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,456,000 | 5,725 |
| Securities issued by states & political subdivisions | $1,540,000 | 4,704 |
| Other domestic debt securities | $1,303,000 | 2,662 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,303,000 | 2,276 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,200,000 | 3,928 |
| Mortgage-backed securities | $34,000 | 7,227 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,816 |
| Issued or guaranteed by U.S. | $34,000 | 6,794 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $11,299,000 | 5,298 |
| Total debt securities | $11,299,000 | 6,086 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $7,283,000 | 7,587 |
| U.S. Government securities | $4,282,000 | 8,057 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,282,000 | 7,722 |
| Securities issued by states & political subdivisions | $1,631,000 | 4,698 |
| Other domestic debt securities | $500,000 | 2,946 |
| 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 | $500,000 | 2,582 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $870,000 | 2,757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,347,000 | 4,129 |
| Mortgage-backed securities | $34,000 | 7,178 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,745 |
| Issued or guaranteed by U.S. | $34,000 | 6,723 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,283,000 | 6,498 |
| Total debt securities | $6,413,000 | 7,756 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $6,613,000 | 8,114 |
| U.S. Government securities | $3,680,000 | 8,659 |
| U.S. Treasury securities | $501,000 | 4,374 |
| U.S. Government agency obligations | $3,179,000 | 8,374 |
| Securities issued by states & political subdivisions | $1,963,000 | 4,648 |
| Other domestic debt securities | $495,000 | 2,844 |
| 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 | $495,000 | 2,417 |
| Foreign debt securities | NA | NA |
| Equity securities | $475,000 | 3,827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,580,000 | 4,404 |
| Mortgage-backed securities | $35,000 | 7,559 |
| Certificates of participation in pools of residential mortgages | $35,000 | 7,097 |
| Issued or guaranteed by U.S. | $35,000 | 7,079 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,613,000 | 6,886 |
| Total debt securities | $6,138,000 | 8,173 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $7,106,000 | 7,990 |
| U.S. Government securities | $3,385,000 | 8,806 |
| U.S. Treasury securities | $511,000 | 5,795 |
| U.S. Government agency obligations | $2,874,000 | 8,296 |
| Securities issued by states & political subdivisions | $2,933,000 | 4,033 |
| Other domestic debt securities | $502,000 | 2,712 |
| 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 | $502,000 | 2,249 |
| Foreign debt securities | NA | NA |
| Equity securities | $286,000 | 4,722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,555,000 | 5,031 |
| Mortgage-backed securities | $83,000 | 7,582 |
| Certificates of participation in pools of residential mortgages | $83,000 | 7,068 |
| Issued or guaranteed by U.S. | $83,000 | 7,050 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $7,106,000 | 6,638 |
| Total debt securities | $6,820,000 | 7,957 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $6,896,000 | 8,488 |
| U.S. Government securities | $2,792,000 | 9,666 |
| U.S. Treasury securities | $1,007,000 | 6,305 |
| U.S. Government agency obligations | $1,785,000 | 9,195 |
| Securities issued by states & political subdivisions | $3,328,000 | 3,605 |
| Other domestic debt securities | $494,000 | 2,408 |
| 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 | $494,000 | 1,930 |
| Foreign debt securities | NA | NA |
| Equity securities | $282,000 | 4,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,706,000 | 4,643 |
| Mortgage-backed securities | $155,000 | 7,708 |
| Certificates of participation in pools of residential mortgages | $155,000 | 7,059 |
| Issued or guaranteed by U.S. | $155,000 | 7,035 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $6,896,000 | 6,748 |
| Total debt securities | $6,614,000 | 8,444 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $8,218,000 | 8,527 |
| U.S. Government securities | $3,314,000 | 9,983 |
| U.S. Treasury securities | $1,009,000 | 7,134 |
| U.S. Government agency obligations | $2,305,000 | 9,270 |
| Securities issued by states & political subdivisions | $3,642,000 | 3,482 |
| Other domestic debt securities | $1,020,000 | 2,017 |
| 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 | $1,020,000 | 1,520 |
| Foreign debt securities | NA | NA |
| Equity securities | $242,000 | 4,954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,270,000 | 5,649 |
| Mortgage-backed securities | $172,000 | 8,250 |
| Certificates of participation in pools of residential mortgages | $172,000 | 7,570 |
| Issued or guaranteed by U.S. | $172,000 | 7,550 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $8,218,000 | 6,546 |
| Total debt securities | $7,976,000 | 8,526 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $13,673,000 | 7,067 |
| U.S. Government securities | $5,468,000 | 9,327 |
| U.S. Treasury securities | $1,018,000 | 8,367 |
| U.S. Government agency obligations | $4,450,000 | 8,040 |
| Securities issued by states & political subdivisions | $5,754,000 | 2,531 |
| Other domestic debt securities | $2,254,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $200,000 | 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 | $2,054,000 | 1,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $197,000 | 5,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,105,000 | 7,930 |
| Mortgage-backed securities | $966,000 | 7,344 |
| Certificates of participation in pools of residential mortgages | $766,000 | 6,479 |
| Issued or guaranteed by U.S. | $766,000 | 6,447 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $200,000 | 5,473 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $200,000 | 1,301 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $13,673,000 | 5,142 |
| Total debt securities | $13,476,000 | 6,992 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $10,699,000 | 8,497 |
| U.S. Government securities | $3,156,000 | 11,155 |
| U.S. Treasury securities | $965,000 | 9,817 |
| U.S. Government agency obligations | $2,191,000 | 9,751 |
| Securities issued by states & political subdivisions | $4,812,000 | 3,028 |
| Other domestic debt securities | $2,561,000 | 1,765 |
| Privately issued residential mortgage-backed securities | $248,000 | 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 | $2,313,000 | 1,458 |
| Foreign debt securities | NA | NA |
| Equity securities | $170,000 | 5,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,394,000 | 7,857 |
| Mortgage-backed securities | $1,431,000 | 7,219 |
| Certificates of participation in pools of residential mortgages | $859,000 | 6,671 |
| Issued or guaranteed by U.S. | $859,000 | 6,648 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $572,000 | 5,117 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 5,366 |
| Privately issued | $248,000 | 1,423 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,390,000 | 6,734 |
| Available-for-sale securities (fair market value) | $3,309,000 | 7,913 |
| Total debt securities | $10,529,000 | 8,448 |
| 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 | $10,667,000 | 8,844 |
| U.S. Government securities | $5,480,000 | 10,243 |
| U.S. Treasury securities | $1,016,000 | 9,850 |
| U.S. Government agency obligations | $4,464,000 | 8,279 |
| Securities issued by states & political subdivisions | $2,911,000 | 4,362 |
| Other domestic debt securities | $2,276,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $626,000 | 1,545 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,650,000 | 1,995 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,334,000 | 7,979 |
| Mortgage-backed securities | $4,143,000 | 5,733 |
| Certificates of participation in pools of residential mortgages | $1,184,000 | 6,771 |
| Issued or guaranteed by U.S. | $1,184,000 | 6,725 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,959,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $2,333,000 | 3,619 |
| Privately issued | $626,000 | 1,223 |
| 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 | $10,667,000 | 8,705 |
| 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 | $17,106,000 | 6,778 |
| U.S. Government securities | $8,710,000 | 8,648 |
| U.S. Treasury securities | $1,031,000 | 10,201 |
| U.S. Government agency obligations | $7,679,000 | 6,501 |
| Securities issued by states & political subdivisions | $3,639,000 | 3,556 |
| Other domestic debt securities | $4,757,000 | 1,762 |
| Privately issued residential mortgage-backed securities | $2,465,000 | 1,055 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,292,000 | 1,916 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $367,000 | 10,110 |
| Mortgage-backed securities | $7,563,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $1,784,000 | 6,416 |
| Issued or guaranteed by U.S. | $1,784,000 | 6,352 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,779,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $3,314,000 | 2,993 |
| Privately issued | $2,465,000 | 788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $17,106,000 | 6,665 |
| 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 |
