| 2016-12-31 | Rank |
| Total securities | $1,949,000 | 5,512 |
| U.S. Government securities | $0 | 5,609 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $0 | 5,538 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $1,949,000 | 1,296 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,949,000 | 1,043 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,949,000 | 5,180 |
| Total debt securities | $1,949,000 | 5,489 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $2,954,000 | 5,443 |
| U.S. Government securities | $1,000,000 | 5,358 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,000,000 | 5,248 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,954,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,954,000 | 1,044 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,954,000 | 5,111 |
| Total debt securities | $2,954,000 | 5,416 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $9,651,000 | 4,793 |
| U.S. Government securities | $6,667,000 | 4,442 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,667,000 | 4,311 |
| Securities issued by states & political subdivisions | $1,043,000 | 4,516 |
| Other domestic debt securities | $1,941,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,941,000 | 1,061 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,946,000 | 3,837 |
| Mortgage-backed securities | $2,655,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $2,428,000 | 3,606 |
| Issued or guaranteed by U.S. | $2,428,000 | 3,601 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $227,000 | 2,963 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 2,860 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $9,651,000 | 4,453 |
| Total debt securities | $9,651,000 | 4,770 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $10,362,000 | 4,801 |
| U.S. Government securities | $7,450,000 | 4,426 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,450,000 | 4,311 |
| Securities issued by states & political subdivisions | $977,000 | 4,586 |
| Other domestic debt securities | $1,935,000 | 1,334 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,935,000 | 1,060 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,145,000 | 3,839 |
| Mortgage-backed securities | $3,447,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $2,663,000 | 3,585 |
| Issued or guaranteed by U.S. | $2,663,000 | 3,582 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $784,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 2,584 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $10,362,000 | 4,444 |
| Total debt securities | $10,363,000 | 4,777 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $11,075,000 | 4,790 |
| U.S. Government securities | $8,133,000 | 4,364 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,133,000 | 4,238 |
| Securities issued by states & political subdivisions | $968,000 | 4,620 |
| Other domestic debt securities | $1,974,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,974,000 | 1,036 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,302,000 | 3,851 |
| Mortgage-backed securities | $4,142,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $2,829,000 | 3,555 |
| Issued or guaranteed by U.S. | $2,829,000 | 3,551 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,313,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $1,313,000 | 2,400 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $11,075,000 | 4,426 |
| Total debt securities | $11,075,000 | 4,763 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $11,876,000 | 4,796 |
| U.S. Government securities | $8,971,000 | 4,329 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,971,000 | 4,217 |
| Securities issued by states & political subdivisions | $928,000 | 4,674 |
| Other domestic debt securities | $1,977,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,977,000 | 1,040 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,501,000 | 4,051 |
| Mortgage-backed securities | $4,970,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $3,043,000 | 3,534 |
| Issued or guaranteed by U.S. | $3,043,000 | 3,530 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,927,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $1,927,000 | 2,208 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $11,876,000 | 4,433 |
| Total debt securities | $11,876,000 | 4,769 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $12,145,000 | 4,859 |
| U.S. Government securities | $9,252,000 | 4,413 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,252,000 | 4,301 |
| Securities issued by states & political subdivisions | $903,000 | 4,720 |
| Other domestic debt securities | $1,990,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,990,000 | 1,048 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,663,000 | 4,072 |
| Mortgage-backed securities | $5,256,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $3,219,000 | 3,577 |
| Issued or guaranteed by U.S. | $3,219,000 | 3,573 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,037,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $2,037,000 | 2,233 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $12,145,000 | 4,483 |
| Total debt securities | $12,145,000 | 4,838 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $14,031,000 | 4,751 |
| U.S. Government securities | $10,100,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,100,000 | 4,248 |
| Securities issued by states & political subdivisions | $948,000 | 4,692 |
| Other domestic debt securities | $2,983,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,983,000 | 871 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,497,000 | 3,588 |
| Mortgage-backed securities | $5,501,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $3,449,000 | 3,584 |
| Issued or guaranteed by U.S. | $3,449,000 | 3,580 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,052,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $2,052,000 | 2,261 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $14,031,000 | 4,379 |
| Total debt securities | $14,031,000 | 4,725 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $14,177,000 | 4,795 |
| U.S. Government securities | $10,231,000 | 4,414 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,231,000 | 4,302 |
| Securities issued by states & political subdivisions | $946,000 | 4,776 |
| Other domestic debt securities | $3,000,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,000,000 | 859 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,544,000 | 3,441 |
| Mortgage-backed securities | $8,242,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $3,601,000 | 3,612 |
| Issued or guaranteed by U.S. | $3,601,000 | 3,606 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,641,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $4,641,000 | 1,785 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $14,177,000 | 4,417 |
| Total debt securities | $14,177,000 | 4,774 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $14,570,000 | 4,851 |
| U.S. Government securities | $10,403,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,403,000 | 4,378 |
| Securities issued by states & political subdivisions | $902,000 | 4,850 |
| Other domestic debt securities | $3,265,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $278,000 | 594 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,987,000 | 884 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,403,000 | 3,197 |
| Mortgage-backed securities | $8,695,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | $3,720,000 | 3,657 |
| Issued or guaranteed by U.S. | $3,720,000 | 3,655 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,975,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $4,697,000 | 1,795 |
| Privately issued | $278,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $14,570,000 | 4,464 |
| Total debt securities | $14,570,000 | 4,831 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $14,674,000 | 4,912 |
| U.S. Government securities | $10,510,000 | 4,555 |
| U.S. Treasury securities | $1,981,000 | 805 |
| U.S. Government agency obligations | $8,529,000 | 4,696 |
| Securities issued by states & political subdivisions | $875,000 | 4,909 |
| Other domestic debt securities | $3,289,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $312,000 | 588 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,977,000 | 915 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,525,000 | 3,329 |
| Mortgage-backed securities | $6,860,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $1,757,000 | 4,294 |
| Issued or guaranteed by U.S. | $1,757,000 | 4,291 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,103,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $4,791,000 | 1,808 |
| Privately issued | $312,000 | 562 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $14,674,000 | 4,509 |
| Total debt securities | $14,673,000 | 4,887 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $20,303,000 | 4,422 |
| U.S. Government securities | $13,163,000 | 4,243 |
| U.S. Treasury securities | $969,000 | 930 |
| U.S. Government agency obligations | $12,194,000 | 4,263 |
| Securities issued by states & political subdivisions | $841,000 | 4,962 |
| Other domestic debt securities | $6,299,000 | 832 |
| Privately issued residential mortgage-backed securities | $3,343,000 | 270 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,956,000 | 944 |
| 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 | $11,766,000 | 3,053 |
| Mortgage-backed securities | $11,218,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $2,809,000 | 4,010 |
| Issued or guaranteed by U.S. | $2,809,000 | 4,008 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,409,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $5,066,000 | 1,758 |
| Privately issued | $3,343,000 | 261 |
| 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) | $20,303,000 | 4,053 |
| Total debt securities | $20,303,000 | 4,400 |
| Structured notes |
| Amortized cost | $1,397,000 | 1,482 |
| Fair value | $1,397,000 | 1,467 |
| 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 | $19,264,000 | 4,522 |
| U.S. Government securities | $12,051,000 | 4,371 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,051,000 | 4,272 |
| Securities issued by states & political subdivisions | $798,000 | 5,026 |
| Other domestic debt securities | $6,415,000 | 858 |
| Privately issued residential mortgage-backed securities | $3,483,000 | 283 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,932,000 | 970 |
| 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 | $12,051,000 | 3,009 |
| Mortgage-backed securities | $11,613,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $2,880,000 | 4,004 |
| Issued or guaranteed by U.S. | $2,880,000 | 3,998 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,733,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $5,250,000 | 1,739 |
| Privately issued | $3,483,000 | 273 |
| 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) | $19,264,000 | 4,152 |
| Total debt securities | $19,264,000 | 4,503 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $1,000,000 | 1,580 |
| 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 | $19,100,000 | 4,579 |
| U.S. Government securities | $11,688,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,688,000 | 4,359 |
| Securities issued by states & political subdivisions | $796,000 | 5,042 |
| Other domestic debt securities | $6,616,000 | 867 |
| Privately issued residential mortgage-backed securities | $3,687,000 | 290 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,929,000 | 1,001 |
| 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 | $11,688,000 | 3,039 |
| Mortgage-backed securities | $12,405,000 | 2,948 |
| Certificates of participation in pools of residential mortgages | $2,976,000 | 3,990 |
| Issued or guaranteed by U.S. | $2,976,000 | 3,983 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,429,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $5,742,000 | 1,693 |
| Privately issued | $3,687,000 | 276 |
| 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) | $19,100,000 | 4,207 |
| Total debt securities | $19,100,000 | 4,546 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $1,000,000 | 1,575 |
| 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 | $15,441,000 | 4,933 |
| U.S. Government securities | $7,725,000 | 5,011 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,725,000 | 4,900 |
| Securities issued by states & political subdivisions | $815,000 | 5,035 |
| Other domestic debt securities | $6,901,000 | 868 |
| Privately issued residential mortgage-backed securities | $3,929,000 | 289 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,972,000 | 1,004 |
| 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 | $10,198,000 | 3,217 |
| Mortgage-backed securities | $11,654,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $2,967,000 | 4,000 |
| Issued or guaranteed by U.S. | $2,967,000 | 3,994 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,687,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $4,758,000 | 1,868 |
| Privately issued | $3,929,000 | 275 |
| 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) | $15,441,000 | 4,553 |
| Total debt securities | $15,442,000 | 4,903 |
| 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 | $17,374,000 | 4,757 |
| U.S. Government securities | $9,159,000 | 4,843 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,159,000 | 4,740 |
| Securities issued by states & political subdivisions | $947,000 | 4,980 |
| Other domestic debt securities | $7,268,000 | 854 |
| Privately issued residential mortgage-backed securities | $4,273,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,995,000 | 982 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,285,000 | 3,117 |
| Mortgage-backed securities | $13,432,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $3,214,000 | 3,965 |
| Issued or guaranteed by U.S. | $3,214,000 | 3,961 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,218,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $5,945,000 | 1,761 |
| Privately issued | $4,273,000 | 282 |
| 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) | $17,374,000 | 4,389 |
| Total debt securities | $17,374,000 | 4,726 |
| 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 | $15,348,000 | 4,926 |
| U.S. Government securities | $8,633,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,633,000 | 4,806 |
| Securities issued by states & political subdivisions | $2,046,000 | 4,536 |
| Other domestic debt securities | $4,669,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $4,669,000 | 291 |
| 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 | $7,732,000 | 3,695 |
| Mortgage-backed securities | $13,302,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $1,308,000 | 4,579 |
| Issued or guaranteed by U.S. | $1,308,000 | 4,578 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,994,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $7,325,000 | 1,622 |
| Privately issued | $4,669,000 | 282 |
| 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) | $15,348,000 | 4,543 |
| Total debt securities | $15,347,000 | 4,891 |
| 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 | $22,675,000 | 4,278 |
| U.S. Government securities | $10,694,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,694,000 | 4,589 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $9,752,000 | 740 |
| Privately issued residential mortgage-backed securities | $5,990,000 | 280 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,762,000 | 874 |
| Foreign debt securities | $2,229,000 | 126 |
| 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 | $3,958,000 | 4,626 |
| Mortgage-backed securities | $16,684,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $1,471,000 | 4,629 |
| Issued or guaranteed by U.S. | $1,471,000 | 4,627 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,213,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $9,223,000 | 1,545 |
| Privately issued | $5,990,000 | 274 |
| 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) | $22,675,000 | 3,930 |
| Total debt securities | $22,676,000 | 4,248 |
| Structured notes |
| Amortized cost | $1,998,000 | 1,426 |
| Fair value | $2,033,000 | 1,302 |
| 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 | $31,897,000 | 3,615 |
| U.S. Government securities | $12,668,000 | 4,475 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,668,000 | 4,386 |
| Securities issued by states & political subdivisions | $7,330,000 | 3,204 |
| Other domestic debt securities | $9,725,000 | 746 |
| Privately issued residential mortgage-backed securities | $6,125,000 | 304 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,600,000 | 903 |
| Foreign debt securities | $2,174,000 | 118 |
| 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 | $2,902,000 | 4,994 |
| Mortgage-backed securities | $18,793,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $1,625,000 | 4,606 |
| Issued or guaranteed by U.S. | $1,625,000 | 4,604 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,168,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $11,043,000 | 1,416 |
| Privately issued | $6,125,000 | 296 |
| 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) | $31,897,000 | 3,343 |
| Total debt securities | $31,899,000 | 3,585 |
| Structured notes |
| Amortized cost | $1,998,000 | 1,597 |
| Fair value | $1,987,000 | 1,605 |
| 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 | $39,669,000 | 3,182 |
| U.S. Government securities | $10,028,000 | 4,977 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,028,000 | 4,880 |
| Securities issued by states & political subdivisions | $19,580,000 | 1,682 |
| Other domestic debt securities | $10,061,000 | 728 |
| Privately issued residential mortgage-backed securities | $6,491,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,570,000 | 888 |
| 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 | $4,001,000 | 4,664 |
| Mortgage-backed securities | $16,519,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $1,787,000 | 4,565 |
| Issued or guaranteed by U.S. | $1,787,000 | 4,561 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,732,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $8,241,000 | 1,646 |
| Privately issued | $6,491,000 | 309 |
| 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) | $39,669,000 | 2,929 |
| Total debt securities | $39,669,000 | 3,150 |
| Structured notes |
| Amortized cost | $2,998,000 | 1,443 |
| Fair value | $2,954,000 | 1,451 |
| 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 | $28,596,000 | 3,789 |
| U.S. Government securities | $13,416,000 | 4,420 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,416,000 | 4,329 |
| Securities issued by states & political subdivisions | $4,178,000 | 3,793 |
| Other domestic debt securities | $11,002,000 | 681 |
| Privately issued residential mortgage-backed securities | $6,578,000 | 376 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,424,000 | 746 |
| 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 | $6,172,000 | 3,907 |
| Mortgage-backed securities | $16,992,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $1,939,000 | 4,463 |
| Issued or guaranteed by U.S. | $1,939,000 | 4,457 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $15,053,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $8,475,000 | 1,552 |
| Privately issued | $6,578,000 | 363 |
| 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) | $28,596,000 | 3,491 |
| Total debt securities | $28,596,000 | 3,765 |
| Structured notes |
| Amortized cost | $5,998,000 | 888 |
| Fair value | $5,839,000 | 903 |
| 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 | $28,256,000 | 3,738 |
| U.S. Government securities | $17,327,000 | 3,883 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,327,000 | 3,792 |
| Securities issued by states & political subdivisions | $1,242,000 | 4,797 |
| Other domestic debt securities | $9,687,000 | 737 |
| Privately issued residential mortgage-backed securities | $7,223,000 | 377 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,464,000 | 987 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,275,000 | 3,485 |
| Mortgage-backed securities | $21,541,000 | 2,302 |
| Certificates of participation in pools of residential mortgages | $2,112,000 | 4,355 |
| Issued or guaranteed by U.S. | $2,112,000 | 4,342 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $17,596,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $10,373,000 | 1,393 |
| Privately issued | $7,223,000 | 362 |
| Commercial mortgage-backed securities | $1,833,000 | 249 |
| Commercial mortgage pass-through securities | $1,833,000 | 157 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $28,256,000 | 3,443 |
| Total debt securities | $28,257,000 | 3,705 |
| Structured notes |
| Amortized cost | $5,001,000 | 1,014 |
| Fair value | $4,871,000 | 1,081 |
| 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 | $26,096,000 | 3,950 |
| U.S. Government securities | $12,558,000 | 4,640 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,558,000 | 4,524 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $13,538,000 | 590 |
| Privately issued residential mortgage-backed securities | $10,926,000 | 320 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,612,000 | 903 |
| 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 | $6,386,000 | 3,900 |
| Mortgage-backed securities | $22,472,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $2,301,000 | 4,280 |
| Issued or guaranteed by U.S. | $2,301,000 | 4,268 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $18,309,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $7,383,000 | 1,611 |
| Privately issued | $10,926,000 | 309 |
| Commercial mortgage-backed securities | $1,862,000 | 225 |
| Commercial mortgage pass-through securities | $1,862,000 | 149 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $26,096,000 | 3,631 |
| Total debt securities | $26,096,000 | 3,911 |
| Structured notes |
| Amortized cost | $3,002,000 | 1,593 |
| Fair value | $3,002,000 | 1,635 |
| 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 | $29,903,000 | 3,643 |
| U.S. Government securities | $21,575,000 | 3,489 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $21,575,000 | 3,392 |
| Securities issued by states & political subdivisions | $1,680,000 | 4,544 |
| Other domestic debt securities | $6,648,000 | 903 |
| Privately issued residential mortgage-backed securities | $4,050,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,598,000 | 917 |
| 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 | $5,888,000 | 4,011 |
| Mortgage-backed securities | $16,787,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $2,562,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,562,000 | 4,126 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,336,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $8,286,000 | 1,475 |
| Privately issued | $4,050,000 | 505 |
| Commercial mortgage-backed securities | $1,889,000 | 220 |
| Commercial mortgage pass-through securities | $1,889,000 | 144 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $29,903,000 | 3,347 |
| Total debt securities | $29,903,000 | 3,612 |
| Structured notes |
| Amortized cost | $3,003,000 | 1,657 |
| Fair value | $2,995,000 | 1,677 |
| 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 | $41,060,000 | 2,841 |
| U.S. Government securities | $20,940,000 | 3,388 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,940,000 | 3,286 |
| Securities issued by states & political subdivisions | $11,862,000 | 2,194 |
| Other domestic debt securities | $8,258,000 | 846 |
| Privately issued residential mortgage-backed securities | $3,769,000 | 581 |
| Commercial mortgage-backed securities - Total | $1,914,000 | 190 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,575,000 | 921 |
| 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 | $8,689,000 | 3,418 |
| Mortgage-backed securities | $17,870,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $2,828,000 | 3,956 |
| Issued or guaranteed by U.S. | $2,828,000 | 3,946 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,128,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $9,359,000 | 1,358 |
| Privately issued | $3,769,000 | 552 |
| Commercial mortgage-backed securities | $1,914,000 | 190 |
| Commercial mortgage pass-through securities | $1,914,000 | 131 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $41,060,000 | 2,574 |
| Total debt securities | $41,060,000 | 2,816 |
| Structured notes |
| Amortized cost | $3,004,000 | 1,514 |
| Fair value | $2,984,000 | 1,554 |
| 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 | $38,769,000 | 2,921 |
| U.S. Government securities | $24,801,000 | 2,999 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,801,000 | 2,902 |
| Securities issued by states & political subdivisions | $5,155,000 | 3,335 |
| Other domestic debt securities | $8,813,000 | 850 |
| Privately issued residential mortgage-backed securities | $4,238,000 | 610 |
| Commercial mortgage-backed securities - Total | $1,958,000 | 164 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,617,000 | 896 |
| 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 | $9,827,000 | 3,253 |
| Mortgage-backed securities | $19,876,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | $3,110,000 | 3,843 |
| Issued or guaranteed by U.S. | $3,110,000 | 3,834 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,808,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $10,570,000 | 1,237 |
| Privately issued | $4,238,000 | 580 |
| Commercial mortgage-backed securities | $1,958,000 | 164 |
| Commercial mortgage pass-through securities | $1,958,000 | 108 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $38,769,000 | 2,642 |
| Total debt securities | $38,769,000 | 2,898 |
| Structured notes |
| Amortized cost | $3,004,000 | 1,535 |
| Fair value | $3,028,000 | 1,554 |
| 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 | $38,387,000 | 2,922 |
| U.S. Government securities | $25,755,000 | 2,970 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $25,755,000 | 2,883 |
| Securities issued by states & political subdivisions | $4,255,000 | 3,498 |
| Other domestic debt securities | $8,377,000 | 869 |
| Privately issued residential mortgage-backed securities | $4,403,000 | 628 |
| Commercial mortgage-backed securities - Total | $1,974,000 | 160 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,000,000 | 1,005 |
| 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 | $9,783,000 | 3,273 |
| Mortgage-backed securities | $20,884,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $3,452,000 | 3,782 |
| Issued or guaranteed by U.S. | $3,452,000 | 3,775 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $15,458,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $11,055,000 | 1,126 |
| Privately issued | $4,403,000 | 601 |
| Commercial mortgage-backed securities | $1,974,000 | 160 |
| Commercial mortgage pass-through securities | $1,974,000 | 105 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $38,387,000 | 2,627 |
| Total debt securities | $38,387,000 | 2,893 |
| Structured notes |
| Amortized cost | $3,005,000 | 1,610 |
| Fair value | $3,031,000 | 1,620 |
| 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 | $37,570,000 | 3,001 |
| U.S. Government securities | $27,339,000 | 2,887 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $27,339,000 | 2,811 |
| Securities issued by states & political subdivisions | $4,283,000 | 3,477 |
| Other domestic debt securities | $5,948,000 | 1,087 |
| Privately issued residential mortgage-backed securities | $3,956,000 | 677 |
| Commercial mortgage-backed securities - Total | $1,992,000 | 176 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,274,000 | 3,273 |
| Mortgage-backed securities | $21,270,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $3,822,000 | 3,780 |
| Issued or guaranteed by U.S. | $3,822,000 | 3,773 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,456,000 | 1,110 |
| CMOs issued by government agencies or sponsored agencies | $11,500,000 | 1,075 |
| Privately issued | $3,956,000 | 648 |
| Commercial mortgage-backed securities | $1,992,000 | 176 |
| Commercial mortgage pass-through securities | $1,992,000 | 111 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $37,570,000 | 2,692 |
| Total debt securities | $37,569,000 | 2,973 |
| Structured notes |
| Amortized cost | $2,006,000 | 1,734 |
| Fair value | $2,010,000 | 1,753 |
| 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 | $44,892,000 | 2,604 |
| U.S. Government securities | $34,487,000 | 2,400 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,487,000 | 2,333 |
| Securities issued by states & political subdivisions | $4,664,000 | 3,354 |
| Other domestic debt securities | $5,741,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $3,738,000 | 723 |
| Commercial mortgage-backed securities - Total | $2,003,000 | 169 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,076,000 | 2,779 |
| Mortgage-backed securities | $21,969,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $4,085,000 | 3,777 |
| Issued or guaranteed by U.S. | $4,085,000 | 3,770 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,881,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $12,143,000 | 1,023 |
| Privately issued | $3,738,000 | 695 |
| Commercial mortgage-backed securities | $2,003,000 | 169 |
| Commercial mortgage pass-through securities | $2,003,000 | 108 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $44,892,000 | 2,320 |
| Total debt securities | $44,892,000 | 2,579 |
| Structured notes |
| Amortized cost | $3,007,000 | 1,158 |
| Fair value | $3,012,000 | 1,167 |
| 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 | $24,136,000 | 3,995 |
| U.S. Government securities | $16,927,000 | 3,851 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,927,000 | 3,779 |
| Securities issued by states & political subdivisions | $5,200,000 | 3,184 |
| Other domestic debt securities | $2,009,000 | 1,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $2,009,000 | 178 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,135,000 | 2,655 |
| Mortgage-backed securities | $9,402,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $4,367,000 | 3,795 |
| Issued or guaranteed by U.S. | $4,367,000 | 3,786 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,026,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $3,026,000 | 1,901 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $2,009,000 | 178 |
| Commercial mortgage pass-through securities | $2,009,000 | 104 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $24,136,000 | 3,609 |
| Total debt securities | $24,136,000 | 3,958 |
| Structured notes |
| Amortized cost | $8,008,000 | 323 |
| Fair value | $8,012,000 | 329 |
| 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 | $16,616,000 | 4,841 |
| U.S. Government securities | $9,307,000 | 5,111 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,307,000 | 5,013 |
| Securities issued by states & political subdivisions | $5,309,000 | 3,117 |
| Other domestic debt securities | $2,000,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $2,000,000 | 159 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,410,000 | 2,550 |
| Mortgage-backed securities | $9,783,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $4,671,000 | 3,762 |
| Issued or guaranteed by U.S. | $4,671,000 | 3,749 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,112,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $3,112,000 | 1,834 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $2,000,000 | 159 |
| Commercial mortgage pass-through securities | $2,000,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $16,616,000 | 4,392 |
| Total debt securities | $16,616,000 | 4,799 |
| 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 | $17,367,000 | 4,755 |
| U.S. Government securities | $11,742,000 | 4,743 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,742,000 | 4,657 |
| Securities issued by states & political subdivisions | $5,625,000 | 2,986 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,367,000 | 2,515 |
| Mortgage-backed securities | $10,220,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $7,122,000 | 3,256 |
| Issued or guaranteed by U.S. | $7,122,000 | 3,243 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,098,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $3,098,000 | 1,836 |
| 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) | $17,367,000 | 4,284 |
| Total debt securities | $17,367,000 | 4,716 |
| 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 | $27,802,000 | 3,625 |
| U.S. Government securities | $21,884,000 | 3,329 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,884,000 | 3,269 |
| Securities issued by states & political subdivisions | $5,918,000 | 2,893 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,079,000 | 1,944 |
| Mortgage-backed securities | $20,315,000 | 2,326 |
| Certificates of participation in pools of residential mortgages | $17,287,000 | 1,945 |
| Issued or guaranteed by U.S. | $17,287,000 | 1,935 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,028,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $3,028,000 | 1,832 |
| 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) | $27,802,000 | 3,242 |
| Total debt securities | $27,802,000 | 3,584 |
| 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 | $21,550,000 | 4,196 |
| U.S. Government securities | $15,655,000 | 4,110 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,655,000 | 4,030 |
| Securities issued by states & political subdivisions | $5,895,000 | 2,857 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,580,000 | 2,914 |
| Mortgage-backed securities | $14,147,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $11,080,000 | 2,518 |
| Issued or guaranteed by U.S. | $11,080,000 | 2,501 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,067,000 | 2,079 |
| CMOs issued by government agencies or sponsored agencies | $3,067,000 | 1,742 |
| 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) | $21,550,000 | 3,732 |
| Total debt securities | $21,550,000 | 4,161 |
| 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 | $20,064,000 | 4,440 |
| U.S. Government securities | $13,632,000 | 4,454 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,632,000 | 4,379 |
| Securities issued by states & political subdivisions | $6,432,000 | 2,735 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,397,000 | 2,642 |
| Mortgage-backed securities | $12,119,000 | 2,958 |
| Certificates of participation in pools of residential mortgages | $9,085,000 | 2,787 |
| Issued or guaranteed by U.S. | $9,085,000 | 2,772 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,034,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $3,034,000 | 1,747 |
| 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) | $20,064,000 | 3,971 |
| Total debt securities | $20,064,000 | 4,388 |
| 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 | $22,206,000 | 4,162 |
| U.S. Government securities | $15,451,000 | 4,166 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,451,000 | 4,091 |
| Securities issued by states & political subdivisions | $6,755,000 | 2,696 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,225,000 | 2,433 |
| Mortgage-backed securities | $12,875,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $9,778,000 | 2,577 |
| Issued or guaranteed by U.S. | $9,778,000 | 2,565 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,097,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $3,097,000 | 1,712 |
| 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) | $22,206,000 | 3,731 |
| Total debt securities | $22,206,000 | 4,106 |
| 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 | $23,193,000 | 4,072 |
| U.S. Government securities | $16,056,000 | 4,128 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,056,000 | 4,043 |
| Securities issued by states & political subdivisions | $7,137,000 | 2,588 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,184,000 | 2,377 |
| Mortgage-backed securities | $13,008,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $10,018,000 | 2,276 |
| Issued or guaranteed by U.S. | $10,018,000 | 2,262 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,990,000 | 1,963 |
| CMOs issued by government agencies or sponsored agencies | $2,990,000 | 1,662 |
| 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) | $23,193,000 | 3,621 |
| Total debt securities | $23,194,000 | 4,020 |
| 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 | $23,288,000 | 4,080 |
| U.S. Government securities | $16,138,000 | 4,185 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,138,000 | 4,097 |
| Securities issued by states & political subdivisions | $7,150,000 | 2,538 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,336,000 | 2,529 |
| Mortgage-backed securities | $13,142,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $10,157,000 | 2,114 |
| Issued or guaranteed by U.S. | $10,157,000 | 2,105 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,985,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $2,985,000 | 1,626 |
| 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) | $23,288,000 | 3,602 |
| Total debt securities | $23,288,000 | 4,029 |
| 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 | $23,351,000 | 4,055 |
| U.S. Government securities | $16,264,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,264,000 | 4,089 |
| Securities issued by states & political subdivisions | $7,087,000 | 2,561 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,441,000 | 2,139 |
| Mortgage-backed securities | $11,329,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $8,377,000 | 2,301 |
| Issued or guaranteed by U.S. | $8,377,000 | 2,288 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,952,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $2,952,000 | 1,609 |
| 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) | $23,351,000 | 3,570 |
| Total debt securities | $23,351,000 | 4,014 |
| 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 | $20,307,000 | 4,453 |
| U.S. Government securities | $12,772,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,772,000 | 4,720 |
| Securities issued by states & political subdivisions | $7,535,000 | 2,469 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,308,000 | 2,423 |
| Mortgage-backed securities | $7,786,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $6,791,000 | 2,591 |
| Issued or guaranteed by U.S. | $6,791,000 | 2,581 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $995,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 2,256 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,307,000 | 3,918 |
| Total debt securities | $20,307,000 | 4,410 |
| 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 | $18,582,000 | 4,736 |
| U.S. Government securities | $11,035,000 | 5,255 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,035,000 | 5,129 |
| Securities issued by states & political subdivisions | $7,547,000 | 2,464 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,242,000 | 2,650 |
| Mortgage-backed securities | $8,042,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $7,054,000 | 2,538 |
| Issued or guaranteed by U.S. | $7,054,000 | 2,524 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $988,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,252 |
| 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) | $18,582,000 | 4,173 |
| Total debt securities | $18,582,000 | 4,691 |
| 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 | $18,620,000 | 4,776 |
| U.S. Government securities | $10,796,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,796,000 | 5,223 |
| Securities issued by states & political subdivisions | $7,824,000 | 2,415 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,209,000 | 2,655 |
| Mortgage-backed securities | $7,311,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $7,311,000 | 2,503 |
| Issued or guaranteed by U.S. | $7,311,000 | 2,488 |
| 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) | $18,620,000 | 4,178 |
| Total debt securities | $18,620,000 | 4,728 |
| 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 | $18,599,000 | 4,760 |
| U.S. Government securities | $10,872,000 | 5,362 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,872,000 | 5,221 |
| Securities issued by states & political subdivisions | $7,727,000 | 2,401 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,139,000 | 2,660 |
| Mortgage-backed securities | $7,447,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $7,447,000 | 2,484 |
| Issued or guaranteed by U.S. | $7,447,000 | 2,475 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $18,599,000 | 4,143 |
| Total debt securities | $18,598,000 | 4,706 |
| 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 | $18,629,000 | 4,799 |
| U.S. Government securities | $10,381,000 | 5,494 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,381,000 | 5,359 |
| Securities issued by states & political subdivisions | $8,248,000 | 2,289 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,029,000 | 2,800 |
| Mortgage-backed securities | $7,910,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $7,910,000 | 2,444 |
| Issued or guaranteed by U.S. | $7,910,000 | 2,433 |
| 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) | $18,629,000 | 4,171 |
| Total debt securities | $18,629,000 | 4,746 |
| 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 | $19,011,000 | 4,767 |
| U.S. Government securities | $11,240,000 | 5,299 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,240,000 | 5,160 |
| Securities issued by states & political subdivisions | $7,771,000 | 2,379 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,663,000 | 2,678 |
| Mortgage-backed securities | $8,291,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $8,291,000 | 2,410 |
| Issued or guaranteed by U.S. | $8,291,000 | 2,401 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $19,011,000 | 4,122 |
| Total debt securities | $19,011,000 | 4,711 |
| 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 | $17,470,000 | 4,992 |
| U.S. Government securities | $9,711,000 | 5,629 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,711,000 | 5,496 |
| Securities issued by states & political subdivisions | $7,759,000 | 2,349 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,451,000 | 3,131 |
| Mortgage-backed securities | $6,752,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $6,752,000 | 2,722 |
| Issued or guaranteed by U.S. | $6,752,000 | 2,710 |
| 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) | $17,470,000 | 4,333 |
| Total debt securities | $17,470,000 | 4,943 |
| 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 | $18,942,000 | 4,790 |
| U.S. Government securities | $11,215,000 | 5,325 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,215,000 | 5,175 |
| Securities issued by states & political subdivisions | $7,727,000 | 2,325 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,863,000 | 3,039 |
| Mortgage-backed securities | $7,252,000 | 3,256 |
| Certificates of participation in pools of residential mortgages | $7,252,000 | 2,677 |
| Issued or guaranteed by U.S. | $7,252,000 | 2,666 |
| 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) | $18,942,000 | 4,148 |
| Total debt securities | $18,942,000 | 4,731 |
| 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 | $21,363,000 | 4,530 |
| U.S. Government securities | $11,630,000 | 5,301 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,630,000 | 5,150 |
| Securities issued by states & political subdivisions | $9,733,000 | 1,956 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,010,000 | 3,012 |
| Mortgage-backed securities | $7,687,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $7,687,000 | 2,666 |
| Issued or guaranteed by U.S. | $7,687,000 | 2,657 |
| 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) | $21,363,000 | 3,932 |
| Total debt securities | $21,363,000 | 4,470 |
| 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 | $22,567,000 | 4,422 |
| U.S. Government securities | $12,261,000 | 5,176 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,261,000 | 5,019 |
| Securities issued by states & political subdivisions | $9,803,000 | 1,973 |
| Other domestic debt securities | $503,000 | 2,744 |
| 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 | $503,000 | 2,324 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,146,000 | 3,326 |
| Mortgage-backed securities | $8,274,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $8,274,000 | 2,606 |
| Issued or guaranteed by U.S. | $8,274,000 | 2,598 |
| 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) | $22,567,000 | 3,823 |
| Total debt securities | $22,568,000 | 4,349 |
| 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 | $24,390,000 | 4,180 |
| U.S. Government securities | $14,016,000 | 4,809 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,016,000 | 4,662 |
| Securities issued by states & political subdivisions | $9,865,000 | 1,959 |
| Other domestic debt securities | $509,000 | 2,771 |
| 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 | $509,000 | 2,368 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,382,000 | 3,228 |
| Mortgage-backed securities | $8,800,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $8,800,000 | 2,537 |
| Issued or guaranteed by U.S. | $8,800,000 | 2,526 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $24,390,000 | 3,612 |
| Total debt securities | $24,390,000 | 4,104 |
| Structured notes |
| Amortized cost | $200,000 | 2,778 |
| Fair value | $200,000 | 2,787 |
| 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 | $19,074,000 | 4,932 |
| U.S. Government securities | $12,550,000 | 5,178 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,550,000 | 5,024 |
| Securities issued by states & political subdivisions | $5,486,000 | 2,914 |
| Other domestic debt securities | $1,038,000 | 2,379 |
| 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 | $1,038,000 | 2,008 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,621,000 | 3,159 |
| Mortgage-backed securities | $5,930,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $5,930,000 | 3,146 |
| Issued or guaranteed by U.S. | $5,930,000 | 3,139 |
| 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) | $19,074,000 | 4,309 |
| Total debt securities | $19,074,000 | 4,869 |
| Structured notes |
| Amortized cost | $202,000 | 2,730 |
| Fair value | $202,000 | 2,731 |
| 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 | $19,273,000 | 4,883 |
| U.S. Government securities | $12,255,000 | 5,186 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,255,000 | 5,041 |
| Securities issued by states & political subdivisions | $5,707,000 | 2,865 |
| Other domestic debt securities | $1,311,000 | 2,311 |
| 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 | $1,311,000 | 1,940 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,020,000 | 2,755 |
| Mortgage-backed securities | $6,504,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $6,504,000 | 3,032 |
| Issued or guaranteed by U.S. | $6,504,000 | 3,022 |
| 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) | $19,273,000 | 4,269 |
| Total debt securities | $19,274,000 | 4,809 |
| Structured notes |
| Amortized cost | $204,000 | 2,506 |
| Fair value | $204,000 | 2,508 |
| 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 | $19,464,000 | 4,885 |
| U.S. Government securities | $12,491,000 | 5,201 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,491,000 | 5,042 |
| Securities issued by states & political subdivisions | $5,648,000 | 2,898 |
| Other domestic debt securities | $1,325,000 | 2,340 |
| 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 | $1,325,000 | 2,043 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,875,000 | 3,020 |
| Mortgage-backed securities | $6,741,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $6,741,000 | 3,005 |
| Issued or guaranteed by U.S. | $6,741,000 | 2,991 |
| 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) | $19,464,000 | 4,272 |
| Total debt securities | $19,463,000 | 4,807 |
| Structured notes |
| Amortized cost | $705,000 | 1,962 |
| Fair value | $708,000 | 1,961 |
| 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 | $18,530,000 | 4,939 |
| U.S. Government securities | $11,581,000 | 5,248 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,581,000 | 5,092 |
| Securities issued by states & political subdivisions | $5,606,000 | 2,896 |
| Other domestic debt securities | $1,343,000 | 2,444 |
| 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 | $1,343,000 | 2,144 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,578,000 | 3,380 |
| Mortgage-backed securities | $3,433,000 | 4,564 |
| Certificates of participation in pools of residential mortgages | $3,433,000 | 3,933 |
| Issued or guaranteed by U.S. | $3,433,000 | 3,918 |
| 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) | $18,530,000 | 4,318 |
| Total debt securities | $18,530,000 | 4,855 |
| Structured notes |
| Amortized cost | $500,000 | 1,773 |
| Fair value | $501,000 | 1,850 |
| 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 | $16,830,000 | 5,168 |
| U.S. Government securities | $9,604,000 | 5,655 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,604,000 | 5,481 |
| Securities issued by states & political subdivisions | $5,863,000 | 2,783 |
| Other domestic debt securities | $1,363,000 | 2,501 |
| 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 | $1,363,000 | 2,191 |
| 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 | $7,857,000 | 3,541 |
| Mortgage-backed securities | $1,784,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 4,831 |
| Issued or guaranteed by U.S. | $1,734,000 | 4,816 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $50,000 | 4,095 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,897 |
| 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) | $16,830,000 | 4,497 |
| Total debt securities | $16,830,000 | 5,073 |
| Structured notes |
| Amortized cost | $500,000 | 1,576 |
| Fair value | $501,000 | 1,689 |
| 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 | $15,998,000 | 5,329 |
| U.S. Government securities | $8,746,000 | 5,920 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,746,000 | 5,743 |
| Securities issued by states & political subdivisions | $5,393,000 | 2,812 |
| Other domestic debt securities | $1,859,000 | 2,274 |
| 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 | $1,859,000 | 1,971 |
| 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 | $6,962,000 | 3,763 |
| Mortgage-backed securities | $1,682,000 | 5,510 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 5,076 |
| Issued or guaranteed by U.S. | $1,344,000 | 5,061 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $338,000 | 3,736 |
| CMOs issued by government agencies or sponsored agencies | $338,000 | 3,567 |
| 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) | $15,998,000 | 4,611 |
| Total debt securities | $15,999,000 | 5,228 |
| 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 | $19,054,000 | 4,783 |
| U.S. Government securities | $11,304,000 | 5,275 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,304,000 | 5,091 |
| Securities issued by states & political subdivisions | $5,360,000 | 2,809 |
| Other domestic debt securities | $2,390,000 | 2,036 |
| 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 | $2,390,000 | 1,762 |
| 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 | $7,995,000 | 3,503 |
| Mortgage-backed securities | $2,202,000 | 5,215 |
| Certificates of participation in pools of residential mortgages | $1,056,000 | 5,293 |
| Issued or guaranteed by U.S. | $1,056,000 | 5,274 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,146,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,892 |
| 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) | $19,054,000 | 4,128 |
| Total debt securities | $19,054,000 | 4,688 |
| 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 | $17,240,000 | 4,967 |
| U.S. Government securities | $9,899,000 | 5,547 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,899,000 | 5,301 |
| Securities issued by states & political subdivisions | $4,893,000 | 2,901 |
| Other domestic debt securities | $1,845,000 | 2,345 |
| 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 | $1,845,000 | 1,998 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $603,000 | 1,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $375,000 | 7,328 |
| Mortgage-backed securities | $1,026,000 | 5,860 |
| Certificates of participation in pools of residential mortgages | $927,000 | 5,269 |
| Issued or guaranteed by U.S. | $927,000 | 5,248 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $99,000 | 4,266 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 4,078 |
| 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) | $500,000 | 4,282 |
| Available-for-sale securities (fair market value) | $16,740,000 | 4,315 |
| Total debt securities | $16,636,000 | 4,990 |
| 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 | $17,631,000 | 5,056 |
| U.S. Government securities | $13,414,000 | 4,908 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $13,414,000 | 4,597 |
| Securities issued by states & political subdivisions | $2,044,000 | 4,376 |
| Other domestic debt securities | $1,031,000 | 2,418 |
| 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 | $1,031,000 | 2,100 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,142,000 | 2,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $375,000 | 7,631 |
| Mortgage-backed securities | $169,000 | 6,705 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $169,000 | 3,832 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 3,652 |
| 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) | $500,000 | 4,931 |
| Available-for-sale securities (fair market value) | $17,131,000 | 4,219 |
| Total debt securities | $16,489,000 | 5,135 |
| 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 | $16,274,000 | 5,546 |
| U.S. Government securities | $13,254,000 | 5,181 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,254,000 | 4,695 |
| Securities issued by states & political subdivisions | $1,864,000 | 4,732 |
| Other domestic debt securities | $242,000 | 3,250 |
| 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 | $242,000 | 2,777 |
| Foreign debt securities | NA | NA |
| Equity securities | $914,000 | 2,583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $375,000 | 7,841 |
| Mortgage-backed securities | $210,000 | 6,960 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $210,000 | 3,972 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 3,796 |
| 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) | $500,000 | 5,341 |
| Available-for-sale securities (fair market value) | $15,774,000 | 4,595 |
| Total debt securities | $15,360,000 | 5,623 |
| 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 | $11,570,000 | 6,644 |
| U.S. Government securities | $9,111,000 | 6,376 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $9,111,000 | 5,544 |
| Securities issued by states & political subdivisions | $1,680,000 | 5,024 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $779,000 | 2,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $200,000 | 8,151 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $500,000 | 5,884 |
| Available-for-sale securities (fair market value) | $11,070,000 | 5,493 |
| Total debt securities | $10,791,000 | 6,731 |
| 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 | $6,236,000 | 8,738 |
| U.S. Government securities | $5,819,000 | 8,173 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $5,819,000 | 6,909 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $417,000 | 3,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $499,000 | 6,792 |
| Available-for-sale securities (fair market value) | $5,737,000 | 7,170 |
| Total debt securities | $5,819,000 | 8,756 |
| 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 | $1,658,000 | 10,968 |
| U.S. Government securities | $1,246,000 | 10,890 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $1,246,000 | 9,993 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $412,000 | 3,901 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $499,000 | 8,618 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| 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) | $499,000 | 7,447 |
| Available-for-sale securities (fair market value) | $1,159,000 | 9,432 |
| Total debt securities | $1,246,000 | 10,983 |
| 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 | $200,000 | 11,822 |
| U.S. Government securities | $200,000 | 11,697 |
| U.S. Treasury securities | $200,000 | 9,974 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $200,000 | 9,373 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 8,144 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $200,000 | 11,723 |
| 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 |
