| 2014-06-30 | Rank |
| Total securities | $41,528,000 | 3,027 |
| U.S. Government securities | $41,453,000 | 2,192 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $41,453,000 | 2,119 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $25,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $25,000 | 255 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $50,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,290,000 | 2,730 |
| Mortgage-backed securities | $41,453,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $37,013,000 | 1,117 |
| Issued or guaranteed by U.S. | $37,013,000 | 1,117 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,440,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $4,440,000 | 1,862 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,079,000 | 1,958 |
| Available-for-sale securities (fair market value) | $40,449,000 | 2,803 |
| Total debt securities | $41,476,000 | 3,006 |
| 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 | $43,253,000 | 2,971 |
| U.S. Government securities | $43,174,000 | 2,145 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $43,174,000 | 2,076 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $29,000 | 2,544 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $29,000 | 265 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $50,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,227,000 | 2,667 |
| Mortgage-backed securities | $43,174,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $38,568,000 | 1,072 |
| Issued or guaranteed by U.S. | $38,568,000 | 1,071 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,606,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $4,606,000 | 1,834 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,146,000 | 1,949 |
| Available-for-sale securities (fair market value) | $42,107,000 | 2,759 |
| Total debt securities | $43,203,000 | 2,946 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $45,029,000 | 2,895 |
| U.S. Government securities | $44,947,000 | 2,041 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $44,947,000 | 1,982 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $32,000 | 2,602 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $32,000 | 287 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $50,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,243,000 | 2,583 |
| Mortgage-backed securities | $44,947,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $40,212,000 | 1,034 |
| Issued or guaranteed by U.S. | $40,212,000 | 1,033 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,735,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $4,735,000 | 1,818 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,211,000 | 1,928 |
| Available-for-sale securities (fair market value) | $43,818,000 | 2,680 |
| Total debt securities | $44,979,000 | 2,868 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $35,964,000 | 3,354 |
| U.S. Government securities | $35,877,000 | 2,444 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,877,000 | 2,377 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $37,000 | 2,671 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $37,000 | 313 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $50,000 | 1,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,394,000 | 3,214 |
| Mortgage-backed securities | $35,877,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $30,989,000 | 1,285 |
| Issued or guaranteed by U.S. | $30,989,000 | 1,280 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,888,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $4,888,000 | 1,825 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,288,000 | 1,896 |
| Available-for-sale securities (fair market value) | $34,676,000 | 3,137 |
| Total debt securities | $35,914,000 | 3,322 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $38,619,000 | 3,201 |
| U.S. Government securities | $38,529,000 | 2,314 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $38,529,000 | 2,248 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $40,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $40,000 | 312 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $50,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,402,000 | 2,925 |
| Mortgage-backed securities | $38,529,000 | 1,545 |
| Certificates of participation in pools of residential mortgages | $33,289,000 | 1,199 |
| Issued or guaranteed by U.S. | $33,289,000 | 1,197 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,240,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $5,240,000 | 1,806 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,445,000 | 1,794 |
| Available-for-sale securities (fair market value) | $37,174,000 | 3,018 |
| Total debt securities | $38,562,000 | 3,172 |
| 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 | $42,766,000 | 3,011 |
| U.S. Government securities | $42,670,000 | 2,170 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $42,670,000 | 2,111 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $46,000 | 2,722 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $46,000 | 311 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $50,000 | 1,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,279,000 | 2,850 |
| Mortgage-backed securities | $42,670,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $37,108,000 | 1,109 |
| Issued or guaranteed by U.S. | $37,108,000 | 1,109 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,562,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $5,562,000 | 1,806 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,638,000 | 1,729 |
| Available-for-sale securities (fair market value) | $41,128,000 | 2,851 |
| Total debt securities | $42,715,000 | 2,987 |
| 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 | $45,168,000 | 2,851 |
| U.S. Government securities | $45,070,000 | 2,025 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $45,070,000 | 1,966 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $48,000 | 2,716 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $48,000 | 314 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $50,000 | 1,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,782,000 | 2,299 |
| Mortgage-backed securities | $45,070,000 | 1,401 |
| Certificates of participation in pools of residential mortgages | $39,295,000 | 1,050 |
| Issued or guaranteed by U.S. | $39,295,000 | 1,049 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,775,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $5,775,000 | 1,834 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,862,000 | 1,696 |
| Available-for-sale securities (fair market value) | $43,306,000 | 2,727 |
| Total debt securities | $45,118,000 | 2,826 |
| 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 | $50,378,000 | 2,651 |
| U.S. Government securities | $50,274,000 | 1,879 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $50,274,000 | 1,836 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $54,000 | 2,794 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $54,000 | 325 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $50,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,909,000 | 2,161 |
| Mortgage-backed securities | $50,274,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $44,315,000 | 1,006 |
| Issued or guaranteed by U.S. | $44,315,000 | 1,005 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,959,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $5,959,000 | 1,878 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,115,000 | 1,669 |
| Available-for-sale securities (fair market value) | $48,263,000 | 2,533 |
| Total debt securities | $50,329,000 | 2,626 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $36,851,000 | 3,290 |
| U.S. Government securities | $36,747,000 | 2,474 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $36,747,000 | 2,421 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $54,000 | 2,795 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $54,000 | 322 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $50,000 | 1,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,664,000 | 2,086 |
| Mortgage-backed securities | $36,747,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $36,747,000 | 1,199 |
| Issued or guaranteed by U.S. | $36,747,000 | 1,198 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,396,000 | 1,636 |
| Available-for-sale securities (fair market value) | $34,455,000 | 3,198 |
| Total debt securities | $36,800,000 | 3,273 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $40,231,000 | 3,142 |
| U.S. Government securities | $40,123,000 | 2,322 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $40,123,000 | 2,269 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $58,000 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $58,000 | 325 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $50,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,679,000 | 1,987 |
| Mortgage-backed securities | $40,123,000 | 1,644 |
| Certificates of participation in pools of residential mortgages | $40,123,000 | 1,108 |
| Issued or guaranteed by U.S. | $40,123,000 | 1,108 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,690,000 | 1,609 |
| Available-for-sale securities (fair market value) | $37,541,000 | 3,031 |
| Total debt securities | $40,180,000 | 3,115 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $43,298,000 | 2,914 |
| U.S. Government securities | $43,201,000 | 2,117 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,201,000 | 2,071 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $97,000 | 2,752 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $97,000 | 2,067 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,201,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $43,201,000 | 987 |
| Issued or guaranteed by U.S. | $43,201,000 | 986 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,010,000 | 1,610 |
| Available-for-sale securities (fair market value) | $40,288,000 | 2,805 |
| Total debt securities | $43,298,000 | 2,893 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $37,248,000 | 3,155 |
| U.S. Government securities | $37,141,000 | 2,310 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,141,000 | 2,246 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $107,000 | 2,699 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,000 | 2,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,141,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $37,141,000 | 1,073 |
| Issued or guaranteed by U.S. | $37,141,000 | 1,070 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,419,000 | 1,564 |
| Available-for-sale securities (fair market value) | $33,829,000 | 3,077 |
| Total debt securities | $37,248,000 | 3,133 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $39,400,000 | 3,045 |
| U.S. Government securities | $39,286,000 | 2,273 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,286,000 | 2,203 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $114,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,000 | 1,932 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,286,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $39,286,000 | 996 |
| Issued or guaranteed by U.S. | $39,286,000 | 992 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,623,000 | 1,562 |
| Available-for-sale securities (fair market value) | $35,777,000 | 2,966 |
| Total debt securities | $39,400,000 | 3,021 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $25,520,000 | 3,987 |
| U.S. Government securities | $25,405,000 | 3,133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,405,000 | 3,045 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $115,000 | 2,700 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 1,973 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,405,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $25,405,000 | 1,348 |
| Issued or guaranteed by U.S. | $25,405,000 | 1,343 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,753,000 | 1,554 |
| Available-for-sale securities (fair market value) | $21,767,000 | 3,996 |
| Total debt securities | $25,520,000 | 3,954 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $27,559,000 | 3,691 |
| U.S. Government securities | $27,453,000 | 2,822 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,453,000 | 2,736 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $106,000 | 2,857 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $106,000 | 1,989 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,453,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $27,453,000 | 1,245 |
| Issued or guaranteed by U.S. | $27,453,000 | 1,233 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,007,000 | 1,542 |
| Available-for-sale securities (fair market value) | $23,552,000 | 3,720 |
| Total debt securities | $27,559,000 | 3,663 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $31,501,000 | 3,366 |
| U.S. Government securities | $31,392,000 | 2,542 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,392,000 | 2,456 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $109,000 | 2,938 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $109,000 | 2,030 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,392,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $31,392,000 | 1,094 |
| Issued or guaranteed by U.S. | $31,392,000 | 1,084 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,430,000 | 1,523 |
| Available-for-sale securities (fair market value) | $27,071,000 | 3,386 |
| Total debt securities | $31,501,000 | 3,337 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $33,933,000 | 3,213 |
| U.S. Government securities | $33,824,000 | 2,437 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,824,000 | 2,359 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $109,000 | 2,931 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $109,000 | 1,988 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,824,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $33,824,000 | 1,023 |
| Issued or guaranteed by U.S. | $33,824,000 | 1,015 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,637,000 | 1,551 |
| Available-for-sale securities (fair market value) | $29,296,000 | 3,213 |
| Total debt securities | $33,933,000 | 3,179 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $24,946,000 | 3,925 |
| U.S. Government securities | $24,833,000 | 3,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,833,000 | 3,018 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $113,000 | 2,994 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,000 | 2,012 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,833,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $24,833,000 | 1,381 |
| Issued or guaranteed by U.S. | $24,833,000 | 1,377 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,756,000 | 1,557 |
| Available-for-sale securities (fair market value) | $20,190,000 | 4,013 |
| Total debt securities | $24,946,000 | 3,893 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $27,401,000 | 3,676 |
| U.S. Government securities | $26,752,000 | 2,893 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,752,000 | 2,829 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $599,000 | 2,568 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $599,000 | 1,623 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,283 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,752,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $26,752,000 | 1,348 |
| Issued or guaranteed by U.S. | $26,752,000 | 1,342 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,861,000 | 1,538 |
| Available-for-sale securities (fair market value) | $22,540,000 | 3,754 |
| Total debt securities | $27,351,000 | 3,644 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $34,584,000 | 3,173 |
| U.S. Government securities | $33,861,000 | 2,437 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,861,000 | 2,377 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $673,000 | 2,621 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $673,000 | 1,686 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,380 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,861,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $28,861,000 | 1,308 |
| Issued or guaranteed by U.S. | $28,861,000 | 1,299 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,958,000 | 1,134 |
| Available-for-sale securities (fair market value) | $24,626,000 | 3,563 |
| Total debt securities | $34,534,000 | 3,141 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $25,909,000 | 3,797 |
| U.S. Government securities | $25,182,000 | 2,983 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,182,000 | 2,915 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $677,000 | 2,663 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $677,000 | 1,726 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,367 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,182,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $25,182,000 | 1,480 |
| Issued or guaranteed by U.S. | $25,182,000 | 1,472 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $25,909,000 | 3,417 |
| Total debt securities | $25,859,000 | 3,766 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $33,312,000 | 3,222 |
| U.S. Government securities | $27,697,000 | 2,838 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,697,000 | 2,769 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $5,565,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,565,000 | 605 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,373 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,697,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $27,697,000 | 1,410 |
| Issued or guaranteed by U.S. | $27,697,000 | 1,398 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $33,312,000 | 2,861 |
| Total debt securities | $33,262,000 | 3,185 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $33,759,000 | 3,172 |
| U.S. Government securities | $31,415,000 | 2,578 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,415,000 | 2,523 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,294,000 | 1,733 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,294,000 | 1,043 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,366 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,415,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $29,415,000 | 1,300 |
| Issued or guaranteed by U.S. | $29,415,000 | 1,291 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $33,759,000 | 2,821 |
| Total debt securities | $33,709,000 | 3,134 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $28,510,000 | 3,511 |
| U.S. Government securities | $24,887,000 | 2,972 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,887,000 | 2,913 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,573,000 | 1,407 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,573,000 | 782 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,519 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,902,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | $22,902,000 | 1,539 |
| Issued or guaranteed by U.S. | $22,902,000 | 1,530 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $28,510,000 | 3,113 |
| Total debt securities | $28,460,000 | 3,485 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $30,224,000 | 3,439 |
| U.S. Government securities | $25,128,000 | 3,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,128,000 | 2,946 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $5,046,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,046,000 | 697 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,760 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,118,000 | 2,028 |
| Certificates of participation in pools of residential mortgages | $23,118,000 | 1,507 |
| Issued or guaranteed by U.S. | $23,118,000 | 1,498 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $30,224,000 | 3,054 |
| Total debt securities | $30,174,000 | 3,397 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $33,326,000 | 3,174 |
| U.S. Government securities | $27,077,000 | 2,832 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,077,000 | 2,782 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $6,199,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,199,000 | 607 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,737 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,046,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $25,046,000 | 1,344 |
| Issued or guaranteed by U.S. | $25,046,000 | 1,334 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $33,326,000 | 2,834 |
| Total debt securities | $33,276,000 | 3,135 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $20,992,000 | 4,330 |
| U.S. Government securities | $14,324,000 | 4,416 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,324,000 | 4,323 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $6,618,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,618,000 | 567 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,690 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,307,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $12,307,000 | 2,023 |
| Issued or guaranteed by U.S. | $12,307,000 | 2,012 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,000 | 3,440 |
| Available-for-sale securities (fair market value) | $20,922,000 | 3,847 |
| Total debt securities | $20,942,000 | 4,283 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $31,631,000 | 3,320 |
| U.S. Government securities | $24,332,000 | 3,169 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,332,000 | 3,099 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $7,249,000 | 908 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,249,000 | 523 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,628 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,399,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $11,399,000 | 1,955 |
| Issued or guaranteed by U.S. | $11,399,000 | 1,946 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $31,631,000 | 2,911 |
| Total debt securities | $31,581,000 | 3,277 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $48,274,000 | 2,361 |
| U.S. Government securities | $40,952,000 | 2,036 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,952,000 | 1,982 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $7,272,000 | 856 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,272,000 | 493 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,658 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,052,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $16,052,000 | 1,509 |
| Issued or guaranteed by U.S. | $16,052,000 | 1,501 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $48,274,000 | 2,042 |
| Total debt securities | $48,224,000 | 2,325 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $49,552,000 | 2,326 |
| U.S. Government securities | $41,100,000 | 2,053 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,100,000 | 1,994 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $8,402,000 | 804 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,402,000 | 461 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,688 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,145,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | $17,145,000 | 1,447 |
| Issued or guaranteed by U.S. | $17,145,000 | 1,442 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $49,552,000 | 2,009 |
| Total debt securities | $49,502,000 | 2,289 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $40,483,000 | 2,769 |
| U.S. Government securities | $32,032,000 | 2,598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,032,000 | 2,530 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $8,401,000 | 788 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,401,000 | 468 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,731 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,068,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $18,068,000 | 1,409 |
| Issued or guaranteed by U.S. | $18,068,000 | 1,402 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $40,483,000 | 2,414 |
| Total debt securities | $40,433,000 | 2,728 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $40,011,000 | 2,822 |
| U.S. Government securities | $31,558,000 | 2,669 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,558,000 | 2,604 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $8,403,000 | 780 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,403,000 | 461 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,765 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,614,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $17,614,000 | 1,451 |
| Issued or guaranteed by U.S. | $17,614,000 | 1,441 |
| 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) | $40,011,000 | 2,425 |
| Total debt securities | $39,961,000 | 2,787 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $43,502,000 | 2,638 |
| U.S. Government securities | $35,037,000 | 2,444 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,037,000 | 2,374 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $8,415,000 | 788 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,415,000 | 470 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,796 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,634,000 | 2,235 |
| Certificates of participation in pools of residential mortgages | $13,634,000 | 1,743 |
| Issued or guaranteed by U.S. | $13,634,000 | 1,733 |
| 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) | $43,502,000 | 2,264 |
| Total debt securities | $43,452,000 | 2,602 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $50,426,000 | 2,351 |
| U.S. Government securities | $41,916,000 | 2,124 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,916,000 | 2,047 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $8,460,000 | 811 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,460,000 | 489 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 1,835 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,521,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $14,521,000 | 1,684 |
| Issued or guaranteed by U.S. | $14,521,000 | 1,673 |
| 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) | $50,426,000 | 2,021 |
| Total debt securities | $50,376,000 | 2,306 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $67,781,000 | 1,791 |
| U.S. Government securities | $41,149,000 | 2,134 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,149,000 | 2,054 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $8,431,000 | 817 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,431,000 | 506 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,201,000 | 173 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,767,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $18,005,000 | 1,476 |
| Issued or guaranteed by U.S. | $18,005,000 | 1,464 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $762,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 2,367 |
| 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) | $67,781,000 | 1,526 |
| Total debt securities | $49,580,000 | 2,348 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $77,233,000 | 1,579 |
| U.S. Government securities | $50,912,000 | 1,757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,912,000 | 1,688 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $8,517,000 | 818 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,517,000 | 521 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,804,000 | 182 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,519,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $19,641,000 | 1,413 |
| Issued or guaranteed by U.S. | $19,641,000 | 1,402 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $878,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 2,322 |
| 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) | $77,233,000 | 1,348 |
| Total debt securities | $59,429,000 | 1,970 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $79,937,000 | 1,539 |
| U.S. Government securities | $53,370,000 | 1,695 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,370,000 | 1,630 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $8,495,000 | 821 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,495,000 | 536 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,072,000 | 179 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,942,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $20,834,000 | 1,397 |
| Issued or guaranteed by U.S. | $20,834,000 | 1,383 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,108,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 2,247 |
| 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) | $79,937,000 | 1,308 |
| Total debt securities | $61,865,000 | 1,898 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $57,224,000 | 2,139 |
| U.S. Government securities | $34,908,000 | 2,501 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,908,000 | 2,415 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $5,039,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,039,000 | 803 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,277,000 | 198 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,925,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $19,613,000 | 1,487 |
| Issued or guaranteed by U.S. | $19,613,000 | 1,475 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $312,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $312,000 | 2,872 |
| 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) | $57,224,000 | 1,796 |
| Total debt securities | $39,947,000 | 2,830 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $58,125,000 | 2,134 |
| U.S. Government securities | $36,420,000 | 2,437 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,420,000 | 2,342 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $5,028,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,028,000 | 830 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,677,000 | 212 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,646,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $21,115,000 | 1,434 |
| Issued or guaranteed by U.S. | $21,115,000 | 1,421 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $531,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 2,701 |
| 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) | $58,125,000 | 1,798 |
| Total debt securities | $41,448,000 | 2,761 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $58,025,000 | 2,120 |
| U.S. Government securities | $35,117,000 | 2,480 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,117,000 | 2,388 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $6,030,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,030,000 | 770 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,878,000 | 219 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,141,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $28,380,000 | 1,163 |
| Issued or guaranteed by U.S. | $28,380,000 | 1,156 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $761,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $761,000 | 2,589 |
| 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) | $58,025,000 | 1,773 |
| Total debt securities | $41,147,000 | 2,776 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $73,020,000 | 1,741 |
| U.S. Government securities | $41,466,000 | 2,173 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,466,000 | 2,101 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $9,185,000 | 858 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,185,000 | 600 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,369,000 | 179 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,678,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $34,701,000 | 1,014 |
| Issued or guaranteed by U.S. | $34,701,000 | 1,008 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $977,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 2,482 |
| 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) | $73,020,000 | 1,470 |
| Total debt securities | $50,651,000 | 2,366 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $76,110,000 | 1,683 |
| U.S. Government securities | $44,525,000 | 2,056 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,525,000 | 1,985 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $9,188,000 | 907 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,188,000 | 638 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,397,000 | 195 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,517,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $37,083,000 | 985 |
| Issued or guaranteed by U.S. | $37,083,000 | 977 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,434,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $1,434,000 | 2,318 |
| 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) | $76,110,000 | 1,436 |
| Total debt securities | $53,713,000 | 2,237 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $78,390,000 | 1,695 |
| U.S. Government securities | $46,999,000 | 2,021 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,999,000 | 1,949 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $9,147,000 | 897 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,147,000 | 689 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,244,000 | 195 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,101,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $39,355,000 | 967 |
| Issued or guaranteed by U.S. | $39,355,000 | 958 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,746,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $1,746,000 | 2,286 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $78,390,000 | 1,449 |
| Total debt securities | $56,146,000 | 2,197 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $102,857,000 | 1,300 |
| U.S. Government securities | $69,253,000 | 1,382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,253,000 | 1,337 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $9,090,000 | 931 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,090,000 | 723 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,514,000 | 192 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,378,000 | 882 |
| Certificates of participation in pools of residential mortgages | $54,759,000 | 723 |
| Issued or guaranteed by U.S. | $54,759,000 | 720 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,619,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $8,619,000 | 1,140 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $102,857,000 | 1,104 |
| Total debt securities | $78,343,000 | 1,617 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $112,679,000 | 1,173 |
| U.S. Government securities | $79,712,000 | 1,172 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $79,712,000 | 1,132 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $9,075,000 | 972 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,075,000 | 740 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,892,000 | 200 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $71,201,000 | 823 |
| Certificates of participation in pools of residential mortgages | $58,444,000 | 673 |
| Issued or guaranteed by U.S. | $58,444,000 | 669 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,757,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $12,757,000 | 985 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,711 |
| Available-for-sale securities (fair market value) | $112,678,000 | 992 |
| Total debt securities | $88,787,000 | 1,392 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $116,354,000 | 1,105 |
| U.S. Government securities | $81,729,000 | 1,139 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $81,729,000 | 1,091 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $8,988,000 | 986 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,988,000 | 763 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,637,000 | 175 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $76,710,000 | 771 |
| Certificates of participation in pools of residential mortgages | $61,054,000 | 641 |
| Issued or guaranteed by U.S. | $61,054,000 | 640 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $15,656,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $15,656,000 | 883 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $116,354,000 | 944 |
| Total debt securities | $90,717,000 | 1,349 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $87,886,000 | 1,400 |
| U.S. Government securities | $56,468,000 | 1,552 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,468,000 | 1,488 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $8,996,000 | 989 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,996,000 | 771 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,422,000 | 211 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $56,468,000 | 922 |
| Certificates of participation in pools of residential mortgages | $52,107,000 | 697 |
| Issued or guaranteed by U.S. | $52,107,000 | 691 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,361,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $4,361,000 | 1,848 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $87,886,000 | 1,180 |
| Total debt securities | $65,464,000 | 1,776 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $61,698,000 | 1,820 |
| U.S. Government securities | $44,206,000 | 1,820 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,206,000 | 1,719 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $3,009,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,009,000 | 1,577 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,483,000 | 300 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,206,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $10,078,000 | 2,101 |
| Issued or guaranteed by U.S. | $10,078,000 | 2,087 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $34,128,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $34,128,000 | 529 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $61,698,000 | 1,504 |
| Total debt securities | $47,215,000 | 2,236 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $2,761,000 | 9,074 |
| U.S. Government securities | $93,000 | 9,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $93,000 | 9,417 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,668,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $93,000 | 6,922 |
| Certificates of participation in pools of residential mortgages | $93,000 | 6,425 |
| Issued or guaranteed by U.S. | $93,000 | 6,404 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $93,000 | 5,491 |
| Available-for-sale securities (fair market value) | $2,668,000 | 7,968 |
| Total debt securities | $93,000 | 9,652 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $1,941,000 | 9,650 |
| U.S. Government securities | $118,000 | 9,926 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $118,000 | 9,707 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,823,000 | 1,610 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $118,000 | 7,205 |
| Certificates of participation in pools of residential mortgages | $118,000 | 6,661 |
| Issued or guaranteed by U.S. | $118,000 | 6,642 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $118,000 | 5,840 |
| Available-for-sale securities (fair market value) | $1,823,000 | 8,485 |
| Total debt securities | $118,000 | 9,977 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $2,627,000 | 9,611 |
| U.S. Government securities | $131,000 | 10,130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $131,000 | 9,810 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $2,496,000 | 1,318 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $131,000 | 7,402 |
| Certificates of participation in pools of residential mortgages | $131,000 | 6,861 |
| Issued or guaranteed by U.S. | $131,000 | 6,843 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $131,000 | 6,347 |
| Available-for-sale securities (fair market value) | $2,496,000 | 8,303 |
| Total debt securities | $131,000 | 10,184 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $1,773,000 | 10,387 |
| U.S. Government securities | $146,000 | 10,626 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $146,000 | 10,198 |
| 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 | $1,627,000 | 1,692 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $146,000 | 7,740 |
| Certificates of participation in pools of residential mortgages | $146,000 | 7,096 |
| Issued or guaranteed by U.S. | $146,000 | 7,071 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $146,000 | 7,146 |
| Available-for-sale securities (fair market value) | $1,627,000 | 8,898 |
| Total debt securities | $146,000 | 10,669 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $1,259,000 | 11,072 |
| U.S. Government securities | $165,000 | 11,197 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $165,000 | 10,688 |
| 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 | $1,094,000 | 2,186 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $165,000 | 8,269 |
| Certificates of participation in pools of residential mortgages | $165,000 | 7,594 |
| Issued or guaranteed by U.S. | $165,000 | 7,574 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,259,000 | 6,806 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $165,000 | 11,227 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $240,000 | 11,813 |
| U.S. Government securities | $177,000 | 11,711 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $177,000 | 11,079 |
| 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 | $63,000 | 6,749 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $177,000 | 8,740 |
| Certificates of participation in pools of residential mortgages | $177,000 | 7,935 |
| Issued or guaranteed by U.S. | $177,000 | 7,903 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $240,000 | 8,099 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $177,000 | 11,737 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $268,000 | 12,468 |
| U.S. Government securities | $205,000 | 12,370 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $205,000 | 11,554 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,000 | 6,632 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $205,000 | 9,218 |
| Certificates of participation in pools of residential mortgages | $205,000 | 8,328 |
| Issued or guaranteed by U.S. | $205,000 | 8,301 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $268,000 | 11,272 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $205,000 | 12,402 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $342,000 | 13,072 |
| U.S. Government securities | $279,000 | 12,926 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $279,000 | 11,909 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,000 | 6,364 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $279,000 | 9,731 |
| Certificates of participation in pools of residential mortgages | $279,000 | 8,715 |
| Issued or guaranteed by U.S. | $279,000 | 8,661 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $279,000 | 12,980 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $366,000 | 13,641 |
| U.S. Government securities | $328,000 | 13,475 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $328,000 | 12,296 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 6,820 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $328,000 | 10,150 |
| Certificates of participation in pools of residential mortgages | $328,000 | 9,060 |
| Issued or guaranteed by U.S. | $328,000 | 8,990 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $328,000 | 13,544 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
