| 2014-09-30 | Rank |
| Total securities | $53,196,000 | 2,525 |
| U.S. Government securities | $1,577,000 | 5,920 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,577,000 | 5,824 |
| Securities issued by states & political subdivisions | $46,884,000 | 816 |
| Other domestic debt securities | $4,735,000 | 932 |
| Privately issued residential mortgage-backed securities | $1,002,000 | 415 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,499,000 | 260 |
| Structured financial products - Total | $916,000 | 165 |
| Other domestic debt securities - All other | $1,318,000 | 1,247 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,597,000 | 2,266 |
| Mortgage-backed securities | $2,579,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $361,000 | 4,809 |
| Issued or guaranteed by U.S. | $361,000 | 4,804 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,357,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 3,061 |
| Privately issued | $1,002,000 | 395 |
| Commercial mortgage-backed securities | $861,000 | 831 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $861,000 | 496 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $53,196,000 | 2,288 |
| Total debt securities | $53,197,000 | 2,504 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $54,682,000 | 2,497 |
| U.S. Government securities | $2,301,000 | 5,847 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,301,000 | 5,746 |
| Securities issued by states & political subdivisions | $47,616,000 | 797 |
| Other domestic debt securities | $4,765,000 | 955 |
| Privately issued residential mortgage-backed securities | $1,090,000 | 414 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,465,000 | 279 |
| Structured financial products - Total | $889,000 | 166 |
| Other domestic debt securities - All other | $1,321,000 | 1,280 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,427,000 | 2,161 |
| Mortgage-backed securities | $3,391,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 4,547 |
| Issued or guaranteed by U.S. | $1,015,000 | 4,545 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,512,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 3,060 |
| Privately issued | $1,090,000 | 399 |
| Commercial mortgage-backed securities | $864,000 | 819 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $864,000 | 482 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $54,682,000 | 2,267 |
| Total debt securities | $54,682,000 | 2,476 |
| 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 | $57,730,000 | 2,394 |
| U.S. Government securities | $2,417,000 | 5,872 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,417,000 | 5,776 |
| Securities issued by states & political subdivisions | $49,939,000 | 753 |
| Other domestic debt securities | $5,374,000 | 902 |
| Privately issued residential mortgage-backed securities | $1,176,000 | 421 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $2,003,000 | 267 |
| Structured financial products - Total | $875,000 | 170 |
| Other domestic debt securities - All other | $1,320,000 | 1,320 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,109,000 | 2,009 |
| Mortgage-backed securities | $3,593,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $1,060,000 | 4,565 |
| Issued or guaranteed by U.S. | $1,060,000 | 4,561 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,533,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $1,357,000 | 2,628 |
| Privately issued | $1,176,000 | 404 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $57,730,000 | 2,177 |
| Total debt securities | $57,731,000 | 2,377 |
| Structured notes |
| Amortized cost | $200,000 | 2,300 |
| Fair value | $207,000 | 2,300 |
| 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 | $57,518,000 | 2,389 |
| U.S. Government securities | $2,490,000 | 5,898 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,490,000 | 5,800 |
| Securities issued by states & political subdivisions | $49,121,000 | 767 |
| Other domestic debt securities | $5,907,000 | 901 |
| Privately issued residential mortgage-backed securities | $1,220,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,994,000 | 269 |
| Structured financial products - Total | $865,000 | 189 |
| Other domestic debt securities - All other | $1,828,000 | 1,217 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,586,000 | 1,905 |
| Mortgage-backed securities | $3,710,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $1,137,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,137,000 | 4,553 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,573,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $1,353,000 | 2,605 |
| Privately issued | $1,220,000 | 426 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $57,518,000 | 2,169 |
| Total debt securities | $57,517,000 | 2,370 |
| Structured notes |
| Amortized cost | $200,000 | 2,295 |
| Fair value | $208,000 | 2,291 |
| 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 | $56,671,000 | 2,443 |
| U.S. Government securities | $2,687,000 | 5,922 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,687,000 | 5,824 |
| Securities issued by states & political subdivisions | $47,184,000 | 803 |
| Other domestic debt securities | $6,800,000 | 859 |
| Privately issued residential mortgage-backed securities | $1,319,000 | 462 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,991,000 | 270 |
| Structured financial products - Total | $843,000 | 201 |
| Other domestic debt securities - All other | $2,647,000 | 1,039 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,027,000 | 2,379 |
| Mortgage-backed securities | $4,006,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $1,227,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,227,000 | 4,557 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,779,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $1,460,000 | 2,591 |
| Privately issued | $1,319,000 | 441 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $56,671,000 | 2,222 |
| Total debt securities | $56,671,000 | 2,420 |
| Structured notes |
| Amortized cost | $200,000 | 2,290 |
| Fair value | $207,000 | 2,285 |
| 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 | $56,644,000 | 2,442 |
| U.S. Government securities | $3,018,000 | 5,878 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,018,000 | 5,769 |
| Securities issued by states & political subdivisions | $46,136,000 | 820 |
| Other domestic debt securities | $7,490,000 | 825 |
| Privately issued residential mortgage-backed securities | $1,682,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $2,535,000 | 256 |
| Structured financial products - Total | $631,000 | 216 |
| Other domestic debt securities - All other | $2,642,000 | 1,054 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,309,000 | 2,255 |
| Mortgage-backed securities | $4,700,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $1,334,000 | 4,501 |
| Issued or guaranteed by U.S. | $1,334,000 | 4,497 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,366,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $1,684,000 | 2,558 |
| Privately issued | $1,682,000 | 417 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $56,644,000 | 2,227 |
| Total debt securities | $56,644,000 | 2,419 |
| Structured notes |
| Amortized cost | $200,000 | 2,288 |
| Fair value | $204,000 | 2,283 |
| 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 | $57,533,000 | 2,420 |
| U.S. Government securities | $3,642,000 | 5,793 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,642,000 | 5,692 |
| Securities issued by states & political subdivisions | $44,987,000 | 825 |
| Other domestic debt securities | $8,904,000 | 765 |
| Privately issued residential mortgage-backed securities | $2,632,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $2,044,000 | 252 |
| Structured financial products - Total | $531,000 | 224 |
| Other domestic debt securities - All other | $3,697,000 | 871 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,272,000 | 2,214 |
| Mortgage-backed securities | $6,274,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $1,464,000 | 4,491 |
| Issued or guaranteed by U.S. | $1,464,000 | 4,489 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,810,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $2,178,000 | 2,458 |
| Privately issued | $2,632,000 | 365 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $57,533,000 | 2,231 |
| Total debt securities | $57,532,000 | 2,395 |
| Structured notes |
| Amortized cost | $200,000 | 2,332 |
| Fair value | $203,000 | 2,328 |
| 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 | $57,302,000 | 2,375 |
| U.S. Government securities | $4,450,000 | 5,678 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,450,000 | 5,563 |
| Securities issued by states & political subdivisions | $45,070,000 | 797 |
| Other domestic debt securities | $7,782,000 | 801 |
| Privately issued residential mortgage-backed securities | $2,743,000 | 387 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,517,000 | 267 |
| Structured financial products - Total | $436,000 | 240 |
| Other domestic debt securities - All other | $3,086,000 | 929 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,918,000 | 2,149 |
| Mortgage-backed securities | $7,193,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | $1,619,000 | 4,459 |
| Issued or guaranteed by U.S. | $1,619,000 | 4,458 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,574,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $2,831,000 | 2,340 |
| Privately issued | $2,743,000 | 375 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $57,302,000 | 2,185 |
| Total debt securities | $57,300,000 | 2,351 |
| Structured notes |
| Amortized cost | $200,000 | 2,368 |
| Fair value | $197,000 | 2,384 |
| 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 | $57,668,000 | 2,385 |
| U.S. Government securities | $5,134,000 | 5,655 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,134,000 | 5,546 |
| Securities issued by states & political subdivisions | $45,924,000 | 754 |
| Other domestic debt securities | $6,610,000 | 901 |
| Privately issued residential mortgage-backed securities | $2,572,000 | 440 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $527,000 | 340 |
| Structured financial products - Total | $445,000 | 237 |
| Other domestic debt securities - All other | $3,066,000 | 971 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,032,000 | 2,097 |
| Mortgage-backed securities | $7,706,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $1,795,000 | 4,520 |
| Issued or guaranteed by U.S. | $1,795,000 | 4,518 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,911,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $3,339,000 | 2,313 |
| Privately issued | $2,572,000 | 423 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $57,668,000 | 2,185 |
| Total debt securities | $57,669,000 | 2,363 |
| Structured notes |
| Amortized cost | $199,000 | 2,578 |
| Fair value | $198,000 | 2,579 |
| 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 | $54,877,000 | 2,488 |
| U.S. Government securities | $4,813,000 | 5,809 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,813,000 | 5,713 |
| Securities issued by states & political subdivisions | $44,104,000 | 769 |
| Other domestic debt securities | $5,960,000 | 971 |
| Privately issued residential mortgage-backed securities | $2,608,000 | 470 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $379,000 | 242 |
| Other domestic debt securities - All other | $2,973,000 | 1,009 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,629,000 | 2,091 |
| Mortgage-backed securities | $7,421,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $1,162,000 | 4,777 |
| Issued or guaranteed by U.S. | $1,162,000 | 4,774 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,259,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $3,651,000 | 2,257 |
| Privately issued | $2,608,000 | 451 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $54,877,000 | 2,273 |
| Total debt securities | $54,876,000 | 2,467 |
| Structured notes |
| Amortized cost | $200,000 | 2,812 |
| Fair value | $180,000 | 2,835 |
| 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 | $55,721,000 | 2,470 |
| U.S. Government securities | $6,047,000 | 5,665 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,047,000 | 5,552 |
| Securities issued by states & political subdivisions | $44,241,000 | 729 |
| Other domestic debt securities | $5,433,000 | 1,021 |
| Privately issued residential mortgage-backed securities | $3,181,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $282,000 | 264 |
| Other domestic debt securities - All other | $1,970,000 | 1,204 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,797,000 | 1,973 |
| Mortgage-backed securities | $9,228,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $1,259,000 | 4,758 |
| Issued or guaranteed by U.S. | $1,259,000 | 4,756 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,969,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $4,788,000 | 2,068 |
| Privately issued | $3,181,000 | 429 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $55,721,000 | 2,261 |
| Total debt securities | $55,720,000 | 2,454 |
| Structured notes |
| Amortized cost | $199,000 | 3,043 |
| Fair value | $191,000 | 3,045 |
| 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 | $55,174,000 | 2,426 |
| U.S. Government securities | $7,109,000 | 5,459 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,109,000 | 5,360 |
| Securities issued by states & political subdivisions | $42,449,000 | 741 |
| Other domestic debt securities | $5,616,000 | 981 |
| Privately issued residential mortgage-backed securities | $3,488,000 | 479 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $214,000 | 259 |
| Other domestic debt securities - All other | $1,914,000 | 1,153 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,960,000 | 1,793 |
| Mortgage-backed securities | $10,597,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 4,667 |
| Issued or guaranteed by U.S. | $1,343,000 | 4,660 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,254,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $5,766,000 | 1,830 |
| Privately issued | $3,488,000 | 459 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $55,174,000 | 2,197 |
| Total debt securities | $55,173,000 | 2,405 |
| Structured notes |
| Amortized cost | $199,000 | 2,925 |
| Fair value | $191,000 | 2,928 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $55,647,000 | 2,326 |
| U.S. Government securities | $8,147,000 | 5,251 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,147,000 | 5,150 |
| Securities issued by states & political subdivisions | $41,447,000 | 711 |
| Other domestic debt securities | $6,053,000 | 936 |
| Privately issued residential mortgage-backed securities | $3,860,000 | 485 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $241,000 | 257 |
| Other domestic debt securities - All other | $1,952,000 | 1,127 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,431,000 | 1,653 |
| Mortgage-backed securities | $12,007,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $1,455,000 | 4,612 |
| Issued or guaranteed by U.S. | $1,455,000 | 4,600 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,552,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $6,692,000 | 1,706 |
| Privately issued | $3,860,000 | 461 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $55,647,000 | 2,106 |
| Total debt securities | $55,619,000 | 2,308 |
| Structured notes |
| Amortized cost | $200,000 | 2,980 |
| Fair value | $199,000 | 2,992 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $55,205,000 | 2,353 |
| U.S. Government securities | $9,569,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,569,000 | 5,004 |
| Securities issued by states & political subdivisions | $39,307,000 | 701 |
| Other domestic debt securities | $6,329,000 | 889 |
| Privately issued residential mortgage-backed securities | $4,276,000 | 478 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $270,000 | 266 |
| Other domestic debt securities - All other | $1,783,000 | 1,090 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,667,000 | 1,622 |
| Mortgage-backed securities | $13,845,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $2,169,000 | 4,329 |
| Issued or guaranteed by U.S. | $2,169,000 | 4,318 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $11,676,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $7,400,000 | 1,608 |
| Privately issued | $4,276,000 | 456 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $55,205,000 | 2,128 |
| Total debt securities | $55,205,000 | 2,327 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $51,316,000 | 2,483 |
| U.S. Government securities | $9,194,000 | 5,163 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,194,000 | 5,050 |
| Securities issued by states & political subdivisions | $34,325,000 | 808 |
| Other domestic debt securities | $7,797,000 | 828 |
| Privately issued residential mortgage-backed securities | $4,675,000 | 497 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $275,000 | 256 |
| Other domestic debt securities - All other | $2,847,000 | 875 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,106,000 | 1,511 |
| Mortgage-backed securities | $13,869,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $1,669,000 | 4,480 |
| Issued or guaranteed by U.S. | $1,669,000 | 4,471 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,200,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $7,525,000 | 1,544 |
| Privately issued | $4,675,000 | 480 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $51,316,000 | 2,239 |
| Total debt securities | $51,315,000 | 2,462 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $50,330,000 | 2,410 |
| U.S. Government securities | $9,482,000 | 4,939 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,482,000 | 4,822 |
| Securities issued by states & political subdivisions | $31,661,000 | 864 |
| Other domestic debt securities | $9,187,000 | 801 |
| Privately issued residential mortgage-backed securities | $5,177,000 | 506 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $253,000 | 256 |
| Other domestic debt securities - All other | $3,757,000 | 729 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,405,000 | 1,465 |
| Mortgage-backed securities | $14,659,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $1,749,000 | 4,349 |
| Issued or guaranteed by U.S. | $1,749,000 | 4,344 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,910,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $7,733,000 | 1,491 |
| Privately issued | $5,177,000 | 485 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $50,330,000 | 2,171 |
| Total debt securities | $50,329,000 | 2,383 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $54,437,000 | 2,224 |
| U.S. Government securities | $10,062,000 | 4,823 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,062,000 | 4,705 |
| Securities issued by states & political subdivisions | $34,126,000 | 773 |
| Other domestic debt securities | $10,249,000 | 754 |
| Privately issued residential mortgage-backed securities | $5,658,000 | 532 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $788,000 | 210 |
| Other domestic debt securities - All other | $3,803,000 | 733 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,830,000 | 1,442 |
| Mortgage-backed securities | $15,468,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 4,289 |
| Issued or guaranteed by U.S. | $1,860,000 | 4,282 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,608,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $7,950,000 | 1,443 |
| Privately issued | $5,658,000 | 509 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $54,437,000 | 1,992 |
| Total debt securities | $54,438,000 | 2,197 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $53,714,000 | 2,245 |
| U.S. Government securities | $10,481,000 | 4,836 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,481,000 | 4,723 |
| Securities issued by states & political subdivisions | $32,688,000 | 753 |
| Other domestic debt securities | $10,545,000 | 750 |
| Privately issued residential mortgage-backed securities | $5,988,000 | 548 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $811,000 | 214 |
| Other domestic debt securities - All other | $3,746,000 | 705 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,456,000 | 1,450 |
| Mortgage-backed securities | $16,214,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $2,018,000 | 4,284 |
| Issued or guaranteed by U.S. | $2,018,000 | 4,275 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $14,196,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $8,208,000 | 1,339 |
| Privately issued | $5,988,000 | 528 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $53,714,000 | 2,005 |
| Total debt securities | $53,715,000 | 2,218 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $52,962,000 | 2,283 |
| U.S. Government securities | $11,175,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,175,000 | 4,642 |
| Securities issued by states & political subdivisions | $30,939,000 | 782 |
| Other domestic debt securities | $10,848,000 | 756 |
| Privately issued residential mortgage-backed securities | $6,328,000 | 563 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $845,000 | 218 |
| Other domestic debt securities - All other | $3,675,000 | 743 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,855,000 | 1,457 |
| Mortgage-backed securities | $17,247,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $2,144,000 | 4,346 |
| Issued or guaranteed by U.S. | $2,144,000 | 4,339 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,103,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $8,775,000 | 1,240 |
| Privately issued | $6,328,000 | 543 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $52,962,000 | 2,038 |
| Total debt securities | $52,961,000 | 2,252 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $52,784,000 | 2,271 |
| U.S. Government securities | $11,178,000 | 4,754 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,178,000 | 4,654 |
| Securities issued by states & political subdivisions | $30,508,000 | 785 |
| Other domestic debt securities | $11,098,000 | 779 |
| Privately issued residential mortgage-backed securities | $6,652,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $860,000 | 229 |
| Other domestic debt securities - All other | $3,586,000 | 753 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,623,000 | 1,784 |
| Mortgage-backed securities | $17,575,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $2,250,000 | 4,393 |
| Issued or guaranteed by U.S. | $2,250,000 | 4,387 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,325,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $8,673,000 | 1,220 |
| Privately issued | $6,652,000 | 555 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $52,784,000 | 2,019 |
| Total debt securities | $52,340,000 | 2,259 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $49,231,000 | 2,404 |
| U.S. Government securities | $10,060,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,060,000 | 4,899 |
| Securities issued by states & political subdivisions | $25,765,000 | 949 |
| Other domestic debt securities | $13,406,000 | 745 |
| Privately issued residential mortgage-backed securities | $8,663,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $976,000 | 235 |
| Other domestic debt securities - All other | $3,767,000 | 780 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,820,000 | 1,709 |
| Mortgage-backed securities | $18,465,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 4,445 |
| Issued or guaranteed by U.S. | $2,390,000 | 4,438 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,075,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $7,412,000 | 1,301 |
| Privately issued | $8,663,000 | 519 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $49,231,000 | 2,132 |
| Total debt securities | $48,339,000 | 2,415 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $43,528,000 | 2,610 |
| U.S. Government securities | $9,693,000 | 5,040 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,693,000 | 4,944 |
| Securities issued by states & political subdivisions | $20,729,000 | 1,147 |
| Other domestic debt securities | $13,106,000 | 769 |
| Privately issued residential mortgage-backed securities | $9,128,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $487,000 | 315 |
| Other domestic debt securities - All other | $3,491,000 | 836 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,797,000 | 1,769 |
| Mortgage-backed securities | $18,566,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $2,557,000 | 4,449 |
| Issued or guaranteed by U.S. | $2,557,000 | 4,436 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $16,009,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $6,881,000 | 1,315 |
| Privately issued | $9,128,000 | 519 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $43,528,000 | 2,310 |
| Total debt securities | $43,527,000 | 2,588 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $44,045,000 | 2,585 |
| U.S. Government securities | $8,866,000 | 5,320 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,866,000 | 5,241 |
| Securities issued by states & political subdivisions | $21,323,000 | 1,061 |
| Other domestic debt securities | $13,856,000 | 708 |
| Privately issued residential mortgage-backed securities | $9,513,000 | 545 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,343,000 | 732 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,623,000 | 1,756 |
| Mortgage-backed securities | $18,121,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $2,825,000 | 4,457 |
| Issued or guaranteed by U.S. | $2,825,000 | 4,447 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,296,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $5,783,000 | 1,413 |
| Privately issued | $9,513,000 | 518 |
| 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) | $44,045,000 | 2,300 |
| Total debt securities | $44,044,000 | 2,552 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $44,620,000 | 2,549 |
| U.S. Government securities | $7,912,000 | 5,617 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,912,000 | 5,538 |
| Securities issued by states & political subdivisions | $21,001,000 | 1,043 |
| Other domestic debt securities | $15,707,000 | 631 |
| Privately issued residential mortgage-backed securities | $10,313,000 | 496 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,394,000 | 610 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,103,000 | 2,066 |
| Mortgage-backed securities | $17,959,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $3,005,000 | 4,361 |
| Issued or guaranteed by U.S. | $3,005,000 | 4,350 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $14,954,000 | 1,042 |
| CMOs issued by government agencies or sponsored agencies | $4,641,000 | 1,546 |
| Privately issued | $10,313,000 | 471 |
| 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) | $44,620,000 | 2,261 |
| Total debt securities | $44,619,000 | 2,516 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $46,950,000 | 2,387 |
| U.S. Government securities | $8,569,000 | 5,427 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,569,000 | 5,342 |
| Securities issued by states & political subdivisions | $20,994,000 | 1,005 |
| Other domestic debt securities | $17,362,000 | 585 |
| Privately issued residential mortgage-backed securities | $11,323,000 | 477 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,039,000 | 554 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $25,000 | 1,632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,386,000 | 2,695 |
| Mortgage-backed securities | $19,081,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $3,183,000 | 4,222 |
| Issued or guaranteed by U.S. | $3,183,000 | 4,210 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $15,898,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $4,575,000 | 1,480 |
| Privately issued | $11,323,000 | 453 |
| 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) | $46,950,000 | 2,090 |
| Total debt securities | $46,925,000 | 2,357 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $45,420,000 | 2,507 |
| U.S. Government securities | $7,311,000 | 5,777 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,311,000 | 5,694 |
| Securities issued by states & political subdivisions | $21,084,000 | 1,025 |
| Other domestic debt securities | $16,665,000 | 627 |
| Privately issued residential mortgage-backed securities | $10,971,000 | 490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,694,000 | 648 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $360,000 | 1,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,119,000 | 2,668 |
| Mortgage-backed securities | $17,471,000 | 2,446 |
| Certificates of participation in pools of residential mortgages | $2,942,000 | 4,301 |
| Issued or guaranteed by U.S. | $2,942,000 | 4,285 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,529,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $3,558,000 | 1,666 |
| Privately issued | $10,971,000 | 464 |
| 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) | $45,420,000 | 2,219 |
| Total debt securities | $45,059,000 | 2,470 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $43,108,000 | 2,592 |
| U.S. Government securities | $6,215,000 | 6,089 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,215,000 | 5,994 |
| Securities issued by states & political subdivisions | $20,872,000 | 1,044 |
| Other domestic debt securities | $15,625,000 | 633 |
| Privately issued residential mortgage-backed securities | $9,338,000 | 501 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,287,000 | 599 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $396,000 | 1,366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,438,000 | 3,130 |
| Mortgage-backed securities | $13,568,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $3,213,000 | 4,101 |
| Issued or guaranteed by U.S. | $3,213,000 | 4,087 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,355,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,417 |
| Privately issued | $9,338,000 | 475 |
| 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) | $43,108,000 | 2,304 |
| Total debt securities | $42,711,000 | 2,570 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,002,000 | 1,148 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $42,847,000 | 2,623 |
| U.S. Government securities | $12,480,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,480,000 | 4,693 |
| Securities issued by states & political subdivisions | $20,115,000 | 1,074 |
| Other domestic debt securities | $10,252,000 | 781 |
| Privately issued residential mortgage-backed securities | $6,393,000 | 561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,859,000 | 783 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,977,000 | 2,800 |
| Mortgage-backed securities | $9,461,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $2,506,000 | 4,117 |
| Issued or guaranteed by U.S. | $2,506,000 | 4,100 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,955,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 2,611 |
| Privately issued | $6,393,000 | 527 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $42,847,000 | 2,306 |
| Total debt securities | $42,847,000 | 2,576 |
| Structured notes |
| Amortized cost | $2,592,000 | 891 |
| Fair value | $2,601,000 | 888 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $44,621,000 | 2,539 |
| U.S. Government securities | $18,199,000 | 3,876 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,199,000 | 3,792 |
| Securities issued by states & political subdivisions | $20,000,000 | 1,050 |
| Other domestic debt securities | $6,422,000 | 949 |
| Privately issued residential mortgage-backed securities | $2,490,000 | 757 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,932,000 | 754 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,537,000 | 2,504 |
| Mortgage-backed securities | $5,146,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $2,656,000 | 3,898 |
| Issued or guaranteed by U.S. | $2,656,000 | 3,881 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,490,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $2,490,000 | 721 |
| 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) | $44,621,000 | 2,213 |
| Total debt securities | $44,620,000 | 2,491 |
| Structured notes |
| Amortized cost | $4,488,000 | 685 |
| Fair value | $4,467,000 | 683 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $42,487,000 | 2,623 |
| U.S. Government securities | $19,630,000 | 3,697 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,630,000 | 3,608 |
| Securities issued by states & political subdivisions | $19,351,000 | 1,062 |
| Other domestic debt securities | $3,506,000 | 1,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,506,000 | 744 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,806,000 | 2,824 |
| Mortgage-backed securities | $2,992,000 | 4,323 |
| Certificates of participation in pools of residential mortgages | $2,992,000 | 3,722 |
| Issued or guaranteed by U.S. | $2,992,000 | 3,709 |
| 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) | $42,487,000 | 2,281 |
| Total debt securities | $42,488,000 | 2,578 |
| Structured notes |
| Amortized cost | $4,485,000 | 719 |
| Fair value | $4,403,000 | 720 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $40,783,000 | 2,742 |
| U.S. Government securities | $19,593,000 | 3,708 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,593,000 | 3,618 |
| Securities issued by states & political subdivisions | $18,141,000 | 1,143 |
| Other domestic debt securities | $3,049,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,049,000 | 820 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,999,000 | 3,095 |
| Mortgage-backed securities | $3,236,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $3,236,000 | 3,612 |
| Issued or guaranteed by U.S. | $3,236,000 | 3,594 |
| 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) | $40,783,000 | 2,382 |
| Total debt securities | $40,781,000 | 2,696 |
| Structured notes |
| Amortized cost | $5,032,000 | 683 |
| Fair value | $4,987,000 | 689 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $42,823,000 | 2,653 |
| U.S. Government securities | $21,419,000 | 3,546 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,419,000 | 3,447 |
| Securities issued by states & political subdivisions | $18,122,000 | 1,129 |
| Other domestic debt securities | $3,282,000 | 1,240 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,282,000 | 811 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,974,000 | 3,101 |
| Mortgage-backed securities | $3,519,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $3,519,000 | 3,508 |
| Issued or guaranteed by U.S. | $3,519,000 | 3,494 |
| 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) | $42,823,000 | 2,302 |
| Total debt securities | $42,823,000 | 2,615 |
| Structured notes |
| Amortized cost | $5,524,000 | 669 |
| Fair value | $5,463,000 | 669 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $38,437,000 | 2,920 |
| U.S. Government securities | $18,889,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,889,000 | 3,811 |
| Securities issued by states & political subdivisions | $16,570,000 | 1,217 |
| Other domestic debt securities | $2,978,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,978,000 | 866 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,138,000 | 3,061 |
| Mortgage-backed securities | $1,838,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,838,000 | 4,281 |
| Issued or guaranteed by U.S. | $1,838,000 | 4,259 |
| 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) | $38,437,000 | 2,510 |
| Total debt securities | $38,437,000 | 2,886 |
| Structured notes |
| Amortized cost | $5,518,000 | 728 |
| Fair value | $5,440,000 | 730 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $36,488,000 | 3,035 |
| U.S. Government securities | $17,968,000 | 4,054 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,968,000 | 3,927 |
| Securities issued by states & political subdivisions | $15,106,000 | 1,319 |
| Other domestic debt securities | $3,414,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,414,000 | 808 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,598,000 | 3,142 |
| Mortgage-backed securities | $1,984,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $1,984,000 | 4,192 |
| Issued or guaranteed by U.S. | $1,984,000 | 4,177 |
| 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) | $36,488,000 | 2,617 |
| Total debt securities | $36,487,000 | 2,996 |
| Structured notes |
| Amortized cost | $5,511,000 | 782 |
| Fair value | $5,346,000 | 789 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $36,676,000 | 3,056 |
| U.S. Government securities | $17,527,000 | 4,166 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,527,000 | 4,036 |
| Securities issued by states & political subdivisions | $15,101,000 | 1,334 |
| Other domestic debt securities | $4,048,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,048,000 | 775 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,704,000 | 3,110 |
| Mortgage-backed securities | $2,172,000 | 4,654 |
| Certificates of participation in pools of residential mortgages | $2,172,000 | 4,117 |
| Issued or guaranteed by U.S. | $2,172,000 | 4,103 |
| 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) | $36,676,000 | 2,640 |
| Total debt securities | $36,677,000 | 3,008 |
| Structured notes |
| Amortized cost | $5,218,000 | 827 |
| Fair value | $5,100,000 | 827 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $35,830,000 | 3,098 |
| U.S. Government securities | $16,414,000 | 4,316 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,414,000 | 4,182 |
| Securities issued by states & political subdivisions | $15,156,000 | 1,334 |
| Other domestic debt securities | $4,072,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,072,000 | 799 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $188,000 | 1,656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,560,000 | 3,110 |
| Mortgage-backed securities | $1,831,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 4,343 |
| Issued or guaranteed by U.S. | $1,831,000 | 4,325 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $35,830,000 | 2,671 |
| Total debt securities | $35,641,000 | 3,060 |
| Structured notes |
| Amortized cost | $5,211,000 | 835 |
| Fair value | $5,117,000 | 837 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $32,444,000 | 3,331 |
| U.S. Government securities | $12,719,000 | 4,960 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,719,000 | 4,814 |
| Securities issued by states & political subdivisions | $15,094,000 | 1,342 |
| Other domestic debt securities | $4,436,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,436,000 | 793 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $195,000 | 1,651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,993,000 | 3,023 |
| Mortgage-backed securities | $1,966,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $1,966,000 | 4,311 |
| Issued or guaranteed by U.S. | $1,966,000 | 4,295 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $32,444,000 | 2,876 |
| Total debt securities | $32,248,000 | 3,292 |
| Structured notes |
| Amortized cost | $3,547,000 | 1,103 |
| Fair value | $3,498,000 | 1,106 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $32,853,000 | 3,359 |
| U.S. Government securities | $13,000,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,000,000 | 4,799 |
| Securities issued by states & political subdivisions | $15,028,000 | 1,326 |
| Other domestic debt securities | $4,614,000 | 1,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,614,000 | 800 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $211,000 | 1,660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,007,000 | 3,010 |
| Mortgage-backed securities | $2,197,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $2,197,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,197,000 | 4,237 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $32,853,000 | 2,892 |
| Total debt securities | $32,642,000 | 3,323 |
| Structured notes |
| Amortized cost | $3,546,000 | 1,106 |
| Fair value | $3,526,000 | 1,106 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $33,916,000 | 3,309 |
| U.S. Government securities | $12,696,000 | 5,062 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,696,000 | 4,913 |
| Securities issued by states & political subdivisions | $14,516,000 | 1,360 |
| Other domestic debt securities | $6,503,000 | 993 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,503,000 | 686 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $201,000 | 1,706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,864,000 | 3,041 |
| Mortgage-backed securities | $2,050,000 | 4,985 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 4,415 |
| Issued or guaranteed by U.S. | $2,046,000 | 4,401 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,392 |
| 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) | $33,916,000 | 2,838 |
| Total debt securities | $33,716,000 | 3,275 |
| Structured notes |
| Amortized cost | $3,546,000 | 1,101 |
| Fair value | $3,452,000 | 1,119 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $30,699,000 | 3,567 |
| U.S. Government securities | $11,158,000 | 5,442 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,158,000 | 5,274 |
| Securities issued by states & political subdivisions | $13,568,000 | 1,463 |
| Other domestic debt securities | $5,772,000 | 1,075 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,772,000 | 767 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $201,000 | 1,742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,724,000 | 3,618 |
| Mortgage-backed securities | $1,399,000 | 5,401 |
| Certificates of participation in pools of residential mortgages | $1,371,000 | 4,864 |
| Issued or guaranteed by U.S. | $1,371,000 | 4,850 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $28,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,323 |
| 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) | $30,699,000 | 3,082 |
| Total debt securities | $30,498,000 | 3,524 |
| Structured notes |
| Amortized cost | $3,546,000 | 1,087 |
| Fair value | $3,487,000 | 1,102 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $26,059,000 | 3,985 |
| U.S. Government securities | $6,041,000 | 6,793 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,041,000 | 6,635 |
| Securities issued by states & political subdivisions | $12,998,000 | 1,528 |
| Other domestic debt securities | $6,816,000 | 993 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,816,000 | 708 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $204,000 | 1,749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,885,000 | 3,339 |
| Mortgage-backed securities | $111,000 | 6,609 |
| Certificates of participation in pools of residential mortgages | $61,000 | 6,401 |
| Issued or guaranteed by U.S. | $61,000 | 6,386 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $50,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,276 |
| 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) | $26,059,000 | 3,460 |
| Total debt securities | $25,855,000 | 3,940 |
| Structured notes |
| Amortized cost | $2,147,000 | 1,452 |
| Fair value | $2,118,000 | 1,452 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $27,981,000 | 3,860 |
| U.S. Government securities | $6,535,000 | 6,728 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,535,000 | 6,562 |
| Securities issued by states & political subdivisions | $12,867,000 | 1,515 |
| Other domestic debt securities | $8,379,000 | 907 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,379,000 | 639 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $200,000 | 1,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,482,000 | 3,187 |
| Mortgage-backed securities | $148,000 | 6,614 |
| Certificates of participation in pools of residential mortgages | $72,000 | 6,434 |
| Issued or guaranteed by U.S. | $72,000 | 6,418 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $76,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,306 |
| 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) | $27,981,000 | 3,326 |
| Total debt securities | $27,779,000 | 3,811 |
| Structured notes |
| Amortized cost | $2,146,000 | 1,431 |
| Fair value | $2,050,000 | 1,440 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $28,121,000 | 3,843 |
| U.S. Government securities | $6,390,000 | 6,714 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,390,000 | 6,556 |
| Securities issued by states & political subdivisions | $12,909,000 | 1,529 |
| Other domestic debt securities | $8,604,000 | 948 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,604,000 | 672 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $218,000 | 1,824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,933,000 | 2,934 |
| Mortgage-backed securities | $225,000 | 6,517 |
| Certificates of participation in pools of residential mortgages | $85,000 | 6,404 |
| Issued or guaranteed by U.S. | $85,000 | 6,384 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $140,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,257 |
| 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) | $28,121,000 | 3,324 |
| Total debt securities | $27,903,000 | 3,787 |
| Structured notes |
| Amortized cost | $2,744,000 | 1,142 |
| Fair value | $2,752,000 | 1,142 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $29,099,000 | 3,802 |
| U.S. Government securities | $7,446,000 | 6,471 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,446,000 | 6,297 |
| Securities issued by states & political subdivisions | $13,222,000 | 1,498 |
| Other domestic debt securities | $8,219,000 | 957 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,219,000 | 739 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $212,000 | 1,848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,181,000 | 3,555 |
| Mortgage-backed securities | $285,000 | 6,463 |
| Certificates of participation in pools of residential mortgages | $99,000 | 6,421 |
| Issued or guaranteed by U.S. | $99,000 | 6,397 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $186,000 | 3,559 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,385 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $29,099,000 | 3,273 |
| Total debt securities | $28,887,000 | 3,759 |
| Structured notes |
| Amortized cost | $2,443,000 | 1,114 |
| Fair value | $2,390,000 | 1,118 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $28,575,000 | 3,761 |
| U.S. Government securities | $6,756,000 | 6,553 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,756,000 | 6,368 |
| Securities issued by states & political subdivisions | $12,165,000 | 1,635 |
| Other domestic debt securities | $9,423,000 | 912 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,423,000 | 707 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $231,000 | 1,895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,231,000 | 3,465 |
| Mortgage-backed securities | $375,000 | 6,407 |
| Certificates of participation in pools of residential mortgages | $121,000 | 6,399 |
| Issued or guaranteed by U.S. | $121,000 | 6,372 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $254,000 | 3,547 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,370 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $28,575,000 | 3,261 |
| Total debt securities | $28,344,000 | 3,709 |
| Structured notes |
| Amortized cost | $2,146,000 | 977 |
| Fair value | $2,100,000 | 980 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $26,456,000 | 3,891 |
| U.S. Government securities | $5,627,000 | 6,863 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,627,000 | 6,679 |
| Securities issued by states & political subdivisions | $10,468,000 | 1,843 |
| Other domestic debt securities | $10,141,000 | 896 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,141,000 | 679 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $220,000 | 1,912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,063,000 | 3,739 |
| Mortgage-backed securities | $655,000 | 6,181 |
| Certificates of participation in pools of residential mortgages | $150,000 | 6,365 |
| Issued or guaranteed by U.S. | $150,000 | 6,342 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $505,000 | 3,427 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 3,262 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $26,456,000 | 3,366 |
| Total debt securities | $26,236,000 | 3,840 |
| Structured notes |
| Amortized cost | $1,150,000 | 1,131 |
| Fair value | $1,158,000 | 1,132 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $24,393,000 | 4,089 |
| U.S. Government securities | $5,735,000 | 6,887 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,735,000 | 6,690 |
| Securities issued by states & political subdivisions | $9,475,000 | 1,909 |
| Other domestic debt securities | $8,975,000 | 988 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,975,000 | 765 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $208,000 | 1,931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,947,000 | 3,770 |
| Mortgage-backed securities | $931,000 | 5,999 |
| Certificates of participation in pools of residential mortgages | $179,000 | 6,309 |
| Issued or guaranteed by U.S. | $179,000 | 6,288 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $752,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 3,163 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $24,393,000 | 3,531 |
| Total debt securities | $24,183,000 | 4,044 |
| Structured notes |
| Amortized cost | $742,000 | 1,222 |
| Fair value | $753,000 | 1,212 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $23,161,000 | 4,213 |
| U.S. Government securities | $6,458,000 | 6,665 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,458,000 | 6,461 |
| Securities issued by states & political subdivisions | $8,888,000 | 2,003 |
| Other domestic debt securities | $7,606,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,606,000 | 880 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $209,000 | 1,931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,950,000 | 4,075 |
| Mortgage-backed securities | $1,187,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $211,000 | 6,228 |
| Issued or guaranteed by U.S. | $211,000 | 6,209 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $976,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 3,057 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $23,161,000 | 3,615 |
| Total debt securities | $22,951,000 | 4,159 |
| Structured notes |
| Amortized cost | $742,000 | 1,067 |
| Fair value | $753,000 | 1,059 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $20,576,000 | 4,447 |
| U.S. Government securities | $7,820,000 | 6,162 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,820,000 | 5,932 |
| Securities issued by states & political subdivisions | $5,653,000 | 2,644 |
| Other domestic debt securities | $6,900,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,900,000 | 929 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $203,000 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,637,000 | 3,513 |
| Mortgage-backed securities | $1,652,000 | 5,475 |
| Certificates of participation in pools of residential mortgages | $347,000 | 5,953 |
| Issued or guaranteed by U.S. | $347,000 | 5,929 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,305,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $1,305,000 | 2,923 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $20,576,000 | 3,760 |
| Total debt securities | $20,373,000 | 4,384 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $20,057,000 | 4,613 |
| U.S. Government securities | $8,496,000 | 6,336 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,496,000 | 5,997 |
| Securities issued by states & political subdivisions | $5,120,000 | 2,764 |
| Other domestic debt securities | $5,743,000 | 1,119 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,640,000 | 945 |
| Foreign debt securities | NA | NA |
| Equity securities | $698,000 | 3,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,879,000 | 3,431 |
| Mortgage-backed securities | $672,000 | 5,887 |
| Certificates of participation in pools of residential mortgages | $534,000 | 5,360 |
| Issued or guaranteed by U.S. | $534,000 | 5,343 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $138,000 | 3,875 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,883 |
| Privately issued | $103,000 | 1,016 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $20,057,000 | 3,769 |
| Total debt securities | $19,359,000 | 4,606 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $17,617,000 | 5,254 |
| U.S. Government securities | $8,815,000 | 6,506 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,815,000 | 5,972 |
| Securities issued by states & political subdivisions | $2,969,000 | 3,932 |
| Other domestic debt securities | $5,230,000 | 1,177 |
| Privately issued residential mortgage-backed securities | $124,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,106,000 | 970 |
| Foreign debt securities | NA | NA |
| Equity securities | $603,000 | 3,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,988,000 | 3,671 |
| Mortgage-backed securities | $965,000 | 5,882 |
| Certificates of participation in pools of residential mortgages | $773,000 | 5,325 |
| Issued or guaranteed by U.S. | $773,000 | 5,316 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $192,000 | 4,013 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 4,073 |
| Privately issued | $124,000 | 1,037 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $17,617,000 | 4,242 |
| Total debt securities | $17,014,000 | 5,260 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $11,654,000 | 6,617 |
| U.S. Government securities | $10,906,000 | 5,814 |
| U.S. Treasury securities | $205,000 | 6,546 |
| U.S. Government agency obligations | $10,701,000 | 5,065 |
| Securities issued by states & political subdivisions | $324,000 | 6,932 |
| Other domestic debt securities | $203,000 | 3,209 |
| Privately issued residential mortgage-backed securities | $203,000 | 1,096 |
| 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 | $221,000 | 5,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,291,000 | 4,143 |
| Mortgage-backed securities | $1,635,000 | 5,568 |
| Certificates of participation in pools of residential mortgages | $1,268,000 | 4,975 |
| Issued or guaranteed by U.S. | $1,268,000 | 4,960 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $367,000 | 3,983 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 4,172 |
| Privately issued | $203,000 | 938 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $11,654,000 | 5,350 |
| Total debt securities | $11,433,000 | 6,552 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $13,484,000 | 6,391 |
| U.S. Government securities | $12,561,000 | 5,659 |
| U.S. Treasury securities | $606,000 | 6,959 |
| U.S. Government agency obligations | $11,955,000 | 4,674 |
| Securities issued by states & political subdivisions | $322,000 | 7,144 |
| Other domestic debt securities | $334,000 | 2,616 |
| Privately issued residential mortgage-backed securities | $334,000 | 913 |
| 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 | $267,000 | 4,874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,714,000 | 5,195 |
| Mortgage-backed securities | $3,541,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $1,986,000 | 4,400 |
| Issued or guaranteed by U.S. | $1,986,000 | 4,387 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,555,000 | 2,958 |
| CMOs issued by government agencies or sponsored agencies | $1,221,000 | 3,083 |
| Privately issued | $334,000 | 733 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $13,484,000 | 4,811 |
| Total debt securities | $13,217,000 | 6,335 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $15,865,000 | 6,208 |
| U.S. Government securities | $14,645,000 | 5,587 |
| U.S. Treasury securities | $801,000 | 7,592 |
| U.S. Government agency obligations | $13,844,000 | 4,440 |
| Securities issued by states & political subdivisions | $429,000 | 7,232 |
| Other domestic debt securities | $535,000 | 2,575 |
| Privately issued residential mortgage-backed securities | $535,000 | 948 |
| 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 | $256,000 | 4,835 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,888,000 | 5,224 |
| Mortgage-backed securities | $5,948,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $4,142,000 | 3,527 |
| Issued or guaranteed by U.S. | $4,142,000 | 3,507 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,806,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 3,428 |
| Privately issued | $535,000 | 738 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $15,865,000 | 4,523 |
| Total debt securities | $15,609,000 | 6,151 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $19,054,000 | 5,739 |
| U.S. Government securities | $17,626,000 | 5,092 |
| U.S. Treasury securities | $2,197,000 | 6,815 |
| U.S. Government agency obligations | $15,429,000 | 4,110 |
| Securities issued by states & political subdivisions | $514,000 | 7,293 |
| Other domestic debt securities | $686,000 | 2,867 |
| Privately issued residential mortgage-backed securities | $686,000 | 1,056 |
| 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 | $228,000 | 4,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,008,000 | 4,205 |
| Mortgage-backed securities | $7,854,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $3,527,000 | 3,901 |
| Issued or guaranteed by U.S. | $3,527,000 | 3,872 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,327,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $3,641,000 | 2,459 |
| Privately issued | $686,000 | 812 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $19,054,000 | 4,113 |
| Total debt securities | $18,826,000 | 5,684 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $24,098,000 | 5,129 |
| U.S. Government securities | $22,671,000 | 4,475 |
| U.S. Treasury securities | $2,457,000 | 7,715 |
| U.S. Government agency obligations | $20,214,000 | 3,165 |
| Securities issued by states & political subdivisions | $506,000 | 7,664 |
| Other domestic debt securities | $693,000 | 3,176 |
| Privately issued residential mortgage-backed securities | $693,000 | 1,101 |
| 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 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $228,000 | 4,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,505,000 | 3,664 |
| Mortgage-backed securities | $11,004,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $6,014,000 | 3,077 |
| Issued or guaranteed by U.S. | $6,014,000 | 3,066 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,990,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $4,297,000 | 2,392 |
| Privately issued | $693,000 | 876 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,385,000 | 4,682 |
| Available-for-sale securities (fair market value) | $10,713,000 | 4,552 |
| Total debt securities | $23,870,000 | 5,081 |
| 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 | $18,006,000 | 6,586 |
| U.S. Government securities | $15,867,000 | 6,042 |
| U.S. Treasury securities | $2,060,000 | 8,316 |
| U.S. Government agency obligations | $13,807,000 | 4,449 |
| Securities issued by states & political subdivisions | $1,034,000 | 6,734 |
| Other domestic debt securities | $478,000 | 4,369 |
| Privately issued residential mortgage-backed securities | $206,000 | 2,315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $272,000 | 3,850 |
| Foreign debt securities | NA | NA |
| Equity securities | $627,000 | 2,708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,656,000 | 4,822 |
| Mortgage-backed securities | $8,570,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $5,217,000 | 3,675 |
| Issued or guaranteed by U.S. | $5,217,000 | 3,639 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,353,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $3,147,000 | 3,134 |
| Privately issued | $206,000 | 1,939 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $17,379,000 | 6,593 |
| 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 | $16,532,000 | 6,927 |
| U.S. Government securities | $14,739,000 | 6,325 |
| U.S. Treasury securities | $508,000 | 11,222 |
| U.S. Government agency obligations | $14,231,000 | 4,274 |
| Securities issued by states & political subdivisions | $649,000 | 7,324 |
| Other domestic debt securities | $517,000 | 4,984 |
| Privately issued residential mortgage-backed securities | $25,000 | 3,939 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $492,000 | 3,928 |
| Foreign debt securities | NA | NA |
| Equity securities | $627,000 | 2,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,580,000 | 5,451 |
| Mortgage-backed securities | $5,441,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $4,209,000 | 4,335 |
| Issued or guaranteed by U.S. | $4,209,000 | 4,284 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,232,000 | 4,747 |
| CMOs issued by government agencies or sponsored agencies | $1,207,000 | 4,409 |
| Privately issued | $25,000 | 3,381 |
| 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 | $15,905,000 | 6,990 |
| 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 |
