| 2013-03-31 | Rank |
| Total securities | $56,037,000 | 2,471 |
| U.S. Government securities | $56,037,000 | 1,734 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $56,037,000 | 1,679 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,234,000 | 2,541 |
| Mortgage-backed securities | $56,037,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $56,037,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $56,037,000 | 446 |
| 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) | $56,037,000 | 2,274 |
| Total debt securities | $56,037,000 | 2,446 |
| 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 | $63,615,000 | 2,188 |
| U.S. Government securities | $63,615,000 | 1,532 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $63,615,000 | 1,483 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,786,000 | 2,100 |
| Mortgage-backed securities | $63,615,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $63,615,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $63,615,000 | 400 |
| 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) | $63,615,000 | 2,008 |
| Total debt securities | $63,616,000 | 2,166 |
| 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 | $66,580,000 | 2,126 |
| U.S. Government securities | $66,580,000 | 1,504 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $66,580,000 | 1,458 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,682,000 | 2,116 |
| Mortgage-backed securities | $66,580,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $66,580,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $66,580,000 | 407 |
| 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) | $66,580,000 | 1,940 |
| Total debt securities | $66,580,000 | 2,106 |
| 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 | $66,940,000 | 2,116 |
| U.S. Government securities | $66,940,000 | 1,533 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $66,940,000 | 1,492 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,335,000 | 1,689 |
| Mortgage-backed securities | $66,940,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $66,940,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $66,940,000 | 418 |
| 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) | $66,940,000 | 1,921 |
| Total debt securities | $66,940,000 | 2,094 |
| 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 | $66,375,000 | 2,118 |
| U.S. Government securities | $2,171,000 | 6,422 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,171,000 | 6,325 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $64,204,000 | 197 |
| Privately issued residential mortgage-backed securities | $64,204,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,365,000 | 1,700 |
| Mortgage-backed securities | $66,375,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $66,375,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $2,171,000 | 2,626 |
| Privately issued | $64,204,000 | 68 |
| 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) | $66,375,000 | 1,938 |
| Total debt securities | $66,375,000 | 2,102 |
| 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 | $63,055,000 | 2,166 |
| U.S. Government securities | $62,253,000 | 1,580 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,253,000 | 1,534 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $802,000 | 620 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $62,253,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $62,253,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $62,253,000 | 436 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $802,000 | 2,181 |
| Available-for-sale securities (fair market value) | $62,253,000 | 1,983 |
| Total debt securities | $62,253,000 | 2,173 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $60,932,000 | 2,149 |
| U.S. Government securities | $60,130,000 | 1,582 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,130,000 | 1,536 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $802,000 | 629 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60,130,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $60,130,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $60,130,000 | 449 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $802,000 | 2,212 |
| Available-for-sale securities (fair market value) | $60,130,000 | 1,969 |
| Total debt securities | $60,130,000 | 2,156 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $61,017,000 | 2,156 |
| U.S. Government securities | $60,216,000 | 1,610 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,216,000 | 1,568 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $801,000 | 637 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60,216,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $60,216,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $60,216,000 | 442 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $801,000 | 2,231 |
| Available-for-sale securities (fair market value) | $60,216,000 | 1,964 |
| Total debt securities | $60,216,000 | 2,156 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $58,299,000 | 2,216 |
| U.S. Government securities | $57,498,000 | 1,654 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,498,000 | 1,602 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $801,000 | 649 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $57,498,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $57,498,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $57,498,000 | 444 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $801,000 | 2,243 |
| Available-for-sale securities (fair market value) | $57,498,000 | 2,033 |
| Total debt securities | $57,498,000 | 2,220 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $54,917,000 | 2,251 |
| U.S. Government securities | $0 | 7,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $52,583,000 | 257 |
| Privately issued residential mortgage-backed securities | $52,583,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,334,000 | 395 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,583,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $52,583,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $52,583,000 | 122 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,334,000 | 1,814 |
| Available-for-sale securities (fair market value) | $52,583,000 | 2,095 |
| Total debt securities | $52,583,000 | 2,296 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $54,089,000 | 2,235 |
| U.S. Government securities | $51,757,000 | 1,690 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,757,000 | 1,622 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,332,000 | 430 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,757,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $51,757,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $51,757,000 | 441 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,332,000 | 1,850 |
| Available-for-sale securities (fair market value) | $51,757,000 | 2,080 |
| Total debt securities | $51,757,000 | 2,285 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $51,850,000 | 2,302 |
| U.S. Government securities | $47,109,000 | 1,859 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,109,000 | 1,796 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,741,000 | 272 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,109,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $47,109,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $47,109,000 | 456 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,741,000 | 1,537 |
| Available-for-sale securities (fair market value) | $47,109,000 | 2,227 |
| Total debt securities | $47,109,000 | 2,466 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $50,181,000 | 2,395 |
| U.S. Government securities | $41,278,000 | 2,092 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,278,000 | 2,019 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $375,000 | 2,743 |
| Privately issued residential mortgage-backed securities | $375,000 | 1,288 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,528,000 | 172 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,653,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $375,000 | 5,330 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $375,000 | 107 |
| Collaterized mortgage obligations | $41,278,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $41,278,000 | 491 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,528,000 | 1,184 |
| Available-for-sale securities (fair market value) | $41,653,000 | 2,482 |
| Total debt securities | $41,653,000 | 2,755 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $47,447,000 | 2,482 |
| U.S. Government securities | $43,260,000 | 1,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,260,000 | 1,916 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $525,000 | 2,615 |
| Privately issued residential mortgage-backed securities | $525,000 | 1,255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,662,000 | 356 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,785,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $525,000 | 5,264 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $525,000 | 105 |
| Collaterized mortgage obligations | $43,260,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $43,260,000 | 463 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,663,000 | 1,725 |
| Available-for-sale securities (fair market value) | $43,784,000 | 2,371 |
| Total debt securities | $43,785,000 | 2,634 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $47,478,000 | 2,486 |
| U.S. Government securities | $44,397,000 | 1,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,397,000 | 1,856 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $839,000 | 2,506 |
| Privately issued residential mortgage-backed securities | $839,000 | 1,210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,242,000 | 525 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,236,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $839,000 | 5,152 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $839,000 | 103 |
| Collaterized mortgage obligations | $44,397,000 | 562 |
| CMOs issued by government agencies or sponsored agencies | $44,397,000 | 432 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,874,000 | 1,762 |
| Available-for-sale securities (fair market value) | $43,604,000 | 2,364 |
| Total debt securities | $45,236,000 | 2,558 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $48,207,000 | 2,399 |
| U.S. Government securities | $42,372,000 | 1,944 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,372,000 | 1,898 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,048,000 | 2,387 |
| Privately issued residential mortgage-backed securities | $1,048,000 | 1,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,787,000 | 361 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,420,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $1,048,000 | 5,078 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $1,048,000 | 103 |
| Collaterized mortgage obligations | $42,372,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $42,372,000 | 417 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,055,000 | 1,476 |
| Available-for-sale securities (fair market value) | $42,152,000 | 2,362 |
| Total debt securities | $43,420,000 | 2,595 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $47,839,000 | 2,427 |
| U.S. Government securities | $42,784,000 | 1,958 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,784,000 | 1,917 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,319,000 | 2,163 |
| Privately issued residential mortgage-backed securities | $1,319,000 | 1,150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,736,000 | 433 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,103,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 5,019 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $1,319,000 | 112 |
| Collaterized mortgage obligations | $42,784,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $42,784,000 | 391 |
| 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) | $4,401,000 | 1,712 |
| Available-for-sale securities (fair market value) | $43,438,000 | 2,327 |
| Total debt securities | $44,103,000 | 2,546 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $44,023,000 | 2,566 |
| U.S. Government securities | $40,269,000 | 2,075 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,269,000 | 2,028 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,494,000 | 2,034 |
| Privately issued residential mortgage-backed securities | $1,494,000 | 1,059 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,260,000 | 518 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,763,000 | 1,359 |
| Certificates of participation in pools of residential mortgages | $1,494,000 | 4,940 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $1,494,000 | 99 |
| Collaterized mortgage obligations | $40,269,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $40,269,000 | 397 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,258,000 | 2,122 |
| Available-for-sale securities (fair market value) | $41,765,000 | 2,373 |
| Total debt securities | $41,763,000 | 2,642 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $50,039,000 | 2,251 |
| U.S. Government securities | $38,330,000 | 2,099 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,330,000 | 2,052 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,587,000 | 1,943 |
| Privately issued residential mortgage-backed securities | $1,587,000 | 1,029 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,122,000 | 181 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,917,000 | 1,336 |
| Certificates of participation in pools of residential mortgages | $1,587,000 | 4,871 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $1,587,000 | 103 |
| Collaterized mortgage obligations | $38,330,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $38,330,000 | 390 |
| 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) | $10,122,000 | 1,140 |
| Available-for-sale securities (fair market value) | $39,917,000 | 2,405 |
| Total debt securities | $39,917,000 | 2,701 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $47,570,000 | 2,421 |
| U.S. Government securities | $36,927,000 | 2,211 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,927,000 | 2,169 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $481,000 | 2,680 |
| Privately issued residential mortgage-backed securities | $481,000 | 1,290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,162,000 | 270 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,408,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,531 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $481,000 | 142 |
| Collaterized mortgage obligations | $36,927,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $36,927,000 | 389 |
| 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) | $10,162,000 | 1,132 |
| Available-for-sale securities (fair market value) | $37,408,000 | 2,601 |
| Total debt securities | $37,408,000 | 2,894 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $47,099,000 | 2,425 |
| U.S. Government securities | $35,544,000 | 2,278 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,544,000 | 2,233 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $521,000 | 2,518 |
| Privately issued residential mortgage-backed securities | $521,000 | 1,251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,034,000 | 291 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,065,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,461 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $521,000 | 142 |
| Collaterized mortgage obligations | $35,544,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $35,544,000 | 391 |
| 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) | $11,034,000 | 1,083 |
| Available-for-sale securities (fair market value) | $36,065,000 | 2,675 |
| Total debt securities | $36,065,000 | 2,956 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $40,877,000 | 2,730 |
| U.S. Government securities | $34,843,000 | 2,332 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,843,000 | 2,284 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,034,000 | 417 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,843,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $565,000 | 5,267 |
| Issued or guaranteed by U.S. | $565,000 | 5,247 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $34,278,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $34,278,000 | 394 |
| 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) | $6,034,000 | 1,573 |
| Available-for-sale securities (fair market value) | $34,843,000 | 2,720 |
| Total debt securities | $34,843,000 | 3,045 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $43,921,000 | 2,569 |
| U.S. Government securities | $32,633,000 | 2,501 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,633,000 | 2,452 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,288,000 | 259 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,633,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $595,000 | 5,149 |
| Issued or guaranteed by U.S. | $595,000 | 5,130 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $32,038,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $32,038,000 | 402 |
| 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) | $11,883,000 | 1,139 |
| Available-for-sale securities (fair market value) | $32,038,000 | 2,893 |
| Total debt securities | $32,633,000 | 3,199 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $38,335,000 | 2,864 |
| U.S. Government securities | $29,887,000 | 2,685 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,887,000 | 2,620 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,448,000 | 309 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,887,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $29,887,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $29,887,000 | 423 |
| 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) | $8,448,000 | 1,374 |
| Available-for-sale securities (fair market value) | $29,887,000 | 3,019 |
| Total debt securities | $29,887,000 | 3,396 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $37,912,000 | 2,904 |
| U.S. Government securities | $24,291,000 | 3,190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,291,000 | 3,094 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,621,000 | 222 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,291,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $24,291,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $24,291,000 | 480 |
| 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) | $13,621,000 | 1,074 |
| Available-for-sale securities (fair market value) | $24,291,000 | 3,485 |
| Total debt securities | $24,291,000 | 3,908 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $32,964,000 | 3,239 |
| U.S. Government securities | $24,839,000 | 3,181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,839,000 | 3,088 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,125,000 | 339 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,839,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $24,839,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $24,839,000 | 484 |
| 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) | $8,125,000 | 1,463 |
| Available-for-sale securities (fair market value) | $24,839,000 | 3,459 |
| Total debt securities | $24,839,000 | 3,897 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $31,438,000 | 3,391 |
| U.S. Government securities | $23,661,000 | 3,308 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,661,000 | 3,214 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,777,000 | 344 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,661,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $23,661,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $23,661,000 | 495 |
| 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) | $7,777,000 | 1,554 |
| Available-for-sale securities (fair market value) | $23,661,000 | 3,580 |
| Total debt securities | $23,661,000 | 4,055 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $30,890,000 | 3,423 |
| U.S. Government securities | $20,779,000 | 3,669 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,779,000 | 3,553 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,111,000 | 279 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,779,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,779,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $20,779,000 | 526 |
| 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) | $10,111,000 | 1,354 |
| Available-for-sale securities (fair market value) | $20,779,000 | 3,891 |
| Total debt securities | $20,779,000 | 4,403 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $26,641,000 | 3,847 |
| U.S. Government securities | $22,455,000 | 3,489 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,455,000 | 3,372 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,186,000 | 545 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,456,000 | 1,703 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,456,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $21,456,000 | 521 |
| 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) | $4,186,000 | 2,064 |
| Available-for-sale securities (fair market value) | $22,455,000 | 3,720 |
| Total debt securities | $22,455,000 | 4,257 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $32,421,000 | 3,346 |
| U.S. Government securities | $23,092,000 | 3,419 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,092,000 | 3,307 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,329,000 | 315 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,099,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $22,099,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $22,099,000 | 506 |
| 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) | $9,329,000 | 1,476 |
| Available-for-sale securities (fair market value) | $23,092,000 | 3,653 |
| Total debt securities | $23,092,000 | 4,179 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $28,070,000 | 3,716 |
| U.S. Government securities | $24,115,000 | 3,277 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,115,000 | 3,160 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,955,000 | 589 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,126,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $23,126,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $23,126,000 | 502 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,955,000 | 2,156 |
| Available-for-sale securities (fair market value) | $24,115,000 | 3,533 |
| Total debt securities | $24,115,000 | 4,036 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $26,897,000 | 3,852 |
| U.S. Government securities | $23,333,000 | 3,416 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,333,000 | 3,299 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,564,000 | 636 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,345,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $22,345,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $22,345,000 | 524 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,564,000 | 2,265 |
| Available-for-sale securities (fair market value) | $23,333,000 | 3,656 |
| Total debt securities | $23,333,000 | 4,162 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $27,784,000 | 3,825 |
| U.S. Government securities | $23,481,000 | 3,462 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,481,000 | 3,330 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,303,000 | 579 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,497,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $22,497,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $22,497,000 | 550 |
| 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) | $4,303,000 | 2,144 |
| Available-for-sale securities (fair market value) | $23,481,000 | 3,703 |
| Total debt securities | $23,481,000 | 4,214 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $27,459,000 | 3,858 |
| U.S. Government securities | $20,970,000 | 3,752 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,970,000 | 3,625 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,489,000 | 453 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,970,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $20,970,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $20,970,000 | 596 |
| 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) | $6,489,000 | 1,822 |
| Available-for-sale securities (fair market value) | $20,970,000 | 3,990 |
| Total debt securities | $20,970,000 | 4,526 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $20,304,000 | 4,673 |
| U.S. Government securities | $19,411,000 | 3,903 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,411,000 | 3,761 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $893,000 | 1,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,411,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,411,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $19,411,000 | 632 |
| 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) | $894,000 | 3,377 |
| Available-for-sale securities (fair market value) | $19,410,000 | 4,147 |
| Total debt securities | $19,411,000 | 4,715 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $20,930,000 | 4,666 |
| U.S. Government securities | $20,367,000 | 3,842 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,367,000 | 3,703 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $563,000 | 1,457 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,367,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $20,367,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $20,367,000 | 612 |
| 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) | $563,000 | 3,634 |
| Available-for-sale securities (fair market value) | $20,367,000 | 4,133 |
| Total debt securities | $20,367,000 | 4,679 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $25,734,000 | 4,086 |
| U.S. Government securities | $21,189,000 | 3,703 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,189,000 | 3,579 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,545,000 | 681 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,189,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $21,189,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $21,189,000 | 615 |
| 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) | $4,545,000 | 2,119 |
| Available-for-sale securities (fair market value) | $21,189,000 | 4,027 |
| Total debt securities | $21,189,000 | 4,532 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $26,071,000 | 4,095 |
| U.S. Government securities | $23,879,000 | 3,456 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,879,000 | 3,333 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,192,000 | 968 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,879,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $22,879,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $22,879,000 | 644 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,192,000 | 2,783 |
| Available-for-sale securities (fair market value) | $23,879,000 | 3,758 |
| Total debt securities | $23,879,000 | 4,263 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $28,093,000 | 3,799 |
| U.S. Government securities | $19,546,000 | 3,853 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,546,000 | 3,717 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,547,000 | 477 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,546,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $18,546,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $18,546,000 | 748 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,547,000 | 1,596 |
| Available-for-sale securities (fair market value) | $19,546,000 | 4,180 |
| Total debt securities | $19,546,000 | 4,716 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $24,814,000 | 4,071 |
| U.S. Government securities | $19,612,000 | 3,742 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,612,000 | 3,595 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,202,000 | 675 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,612,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $19,612,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $19,612,000 | 769 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,202,000 | 2,030 |
| Available-for-sale securities (fair market value) | $19,612,000 | 4,132 |
| Total debt securities | $19,612,000 | 4,646 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $24,617,000 | 4,061 |
| U.S. Government securities | $18,087,000 | 3,962 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,087,000 | 3,806 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,530,000 | 584 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,087,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $18,087,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $18,087,000 | 813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,530,000 | 1,887 |
| Available-for-sale securities (fair market value) | $18,087,000 | 4,298 |
| Total debt securities | $18,087,000 | 4,861 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $15,661,000 | 5,341 |
| U.S. Government securities | $12,923,000 | 4,887 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,923,000 | 4,705 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,738,000 | 961 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,923,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $12,923,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $12,923,000 | 1,004 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,738,000 | 2,747 |
| Available-for-sale securities (fair market value) | $12,923,000 | 5,088 |
| Total debt securities | $12,923,000 | 5,775 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $8,273,000 | 6,960 |
| U.S. Government securities | $7,573,000 | 6,241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,573,000 | 6,020 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $700,000 | 1,476 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,573,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $889,000 | 5,307 |
| Issued or guaranteed by U.S. | $889,000 | 5,286 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,684,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $6,684,000 | 1,500 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $700,000 | 4,088 |
| Available-for-sale securities (fair market value) | $7,573,000 | 6,258 |
| Total debt securities | $7,573,000 | 7,050 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
