| 2014-06-30 | Rank |
| Total securities | $16,998,000 | 4,685 |
| U.S. Government securities | $4,453,000 | 5,472 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,453,000 | 5,360 |
| Securities issued by states & political subdivisions | $5,738,000 | 3,582 |
| Other domestic debt securities | $6,807,000 | 788 |
| Privately issued residential mortgage-backed securities | $2,524,000 | 292 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,283,000 | 737 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $6,977,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $3,033,000 | 3,898 |
| Issued or guaranteed by U.S. | $3,033,000 | 3,897 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,944,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $1,420,000 | 2,599 |
| Privately issued | $2,524,000 | 280 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $16,998,000 | 4,288 |
| Total debt securities | $16,998,000 | 4,669 |
| 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 | $18,170,000 | 4,630 |
| U.S. Government securities | $4,668,000 | 5,471 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,668,000 | 5,376 |
| Securities issued by states & political subdivisions | $5,667,000 | 3,632 |
| Other domestic debt securities | $7,835,000 | 742 |
| Privately issued residential mortgage-backed securities | $2,625,000 | 300 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $5,210,000 | 665 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $7,293,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $3,149,000 | 3,911 |
| Issued or guaranteed by U.S. | $3,149,000 | 3,910 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,144,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $1,519,000 | 2,574 |
| Privately issued | $2,625,000 | 290 |
| 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) | $18,170,000 | 4,240 |
| Total debt securities | $18,169,000 | 4,611 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $17,154,000 | 4,729 |
| U.S. Government securities | $3,394,000 | 5,721 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,394,000 | 5,629 |
| Securities issued by states & political subdivisions | $5,539,000 | 3,678 |
| Other domestic debt securities | $8,221,000 | 747 |
| Privately issued residential mortgage-backed securities | $2,978,000 | 301 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $5,243,000 | 686 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $6,372,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $1,784,000 | 4,335 |
| Issued or guaranteed by U.S. | $1,784,000 | 4,329 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,588,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $1,610,000 | 2,519 |
| Privately issued | $2,978,000 | 288 |
| 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) | $17,154,000 | 4,339 |
| Total debt securities | $17,154,000 | 4,704 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $17,722,000 | 4,713 |
| U.S. Government securities | $3,617,000 | 5,744 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,617,000 | 5,652 |
| Securities issued by states & political subdivisions | $5,617,000 | 3,665 |
| Other domestic debt securities | $8,488,000 | 763 |
| Privately issued residential mortgage-backed securities | $3,250,000 | 299 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,238,000 | 704 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $6,867,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $1,888,000 | 4,332 |
| Issued or guaranteed by U.S. | $1,888,000 | 4,325 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,979,000 | 1,886 |
| CMOs issued by government agencies or sponsored agencies | $1,729,000 | 2,490 |
| Privately issued | $3,250,000 | 283 |
| 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) | $17,722,000 | 4,337 |
| Total debt securities | $17,722,000 | 4,684 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $17,454,000 | 4,740 |
| U.S. Government securities | $2,826,000 | 5,915 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,826,000 | 5,811 |
| Securities issued by states & political subdivisions | $5,715,000 | 3,646 |
| Other domestic debt securities | $8,913,000 | 745 |
| Privately issued residential mortgage-backed securities | $3,686,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,227,000 | 719 |
| 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 | $2,823,000 | 4,870 |
| Mortgage-backed securities | $6,512,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $1,994,000 | 4,262 |
| Issued or guaranteed by U.S. | $1,994,000 | 4,257 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,518,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $832,000 | 2,909 |
| Privately issued | $3,686,000 | 279 |
| 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) | $17,454,000 | 4,373 |
| Total debt securities | $17,453,000 | 4,705 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $18,708,000 | 4,635 |
| U.S. Government securities | $3,290,000 | 5,862 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,290,000 | 5,755 |
| Securities issued by states & political subdivisions | $5,890,000 | 3,601 |
| Other domestic debt securities | $9,528,000 | 725 |
| Privately issued residential mortgage-backed securities | $4,230,000 | 295 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,298,000 | 703 |
| 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 | $3,231,000 | 4,783 |
| Mortgage-backed securities | $7,520,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $2,263,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,263,000 | 4,214 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,257,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $1,027,000 | 2,851 |
| Privately issued | $4,230,000 | 283 |
| 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) | $18,708,000 | 4,278 |
| Total debt securities | $18,709,000 | 4,601 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $19,629,000 | 4,503 |
| U.S. Government securities | $3,770,000 | 5,806 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,770,000 | 5,702 |
| Securities issued by states & political subdivisions | $5,880,000 | 3,552 |
| Other domestic debt securities | $9,979,000 | 692 |
| Privately issued residential mortgage-backed securities | $4,705,000 | 288 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,274,000 | 683 |
| 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 | $3,701,000 | 4,632 |
| Mortgage-backed securities | $8,475,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $2,474,000 | 4,169 |
| Issued or guaranteed by U.S. | $2,474,000 | 4,167 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,001,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $1,296,000 | 2,804 |
| Privately issued | $4,705,000 | 280 |
| 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) | $19,629,000 | 4,156 |
| Total debt securities | $19,626,000 | 4,473 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $21,433,000 | 4,405 |
| U.S. Government securities | $4,411,000 | 5,795 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,411,000 | 5,696 |
| Securities issued by states & political subdivisions | $5,903,000 | 3,538 |
| Other domestic debt securities | $11,119,000 | 667 |
| Privately issued residential mortgage-backed securities | $5,340,000 | 299 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,779,000 | 678 |
| 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 | $4,315,000 | 4,506 |
| Mortgage-backed securities | $9,751,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $2,711,000 | 4,241 |
| Issued or guaranteed by U.S. | $2,711,000 | 4,239 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,040,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $1,700,000 | 2,730 |
| Privately issued | $5,340,000 | 291 |
| 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) | $21,433,000 | 4,054 |
| Total debt securities | $21,431,000 | 4,368 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $22,052,000 | 4,401 |
| U.S. Government securities | $4,921,000 | 5,788 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,921,000 | 5,691 |
| Securities issued by states & political subdivisions | $5,870,000 | 3,497 |
| Other domestic debt securities | $11,261,000 | 668 |
| Privately issued residential mortgage-backed securities | $5,670,000 | 320 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,591,000 | 702 |
| 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 | $3,421,000 | 4,823 |
| Mortgage-backed securities | $10,591,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 4,242 |
| Issued or guaranteed by U.S. | $2,821,000 | 4,241 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,770,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $2,100,000 | 2,612 |
| Privately issued | $5,670,000 | 312 |
| 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) | $22,052,000 | 4,051 |
| Total debt securities | $22,053,000 | 4,365 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $25,331,000 | 4,122 |
| U.S. Government securities | $5,526,000 | 5,758 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,526,000 | 5,643 |
| Securities issued by states & political subdivisions | $6,874,000 | 3,197 |
| Other domestic debt securities | $12,931,000 | 619 |
| Privately issued residential mortgage-backed securities | $7,239,000 | 300 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $62,000 | 317 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,630,000 | 696 |
| 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 | $3,897,000 | 4,701 |
| Mortgage-backed securities | $12,765,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $3,018,000 | 4,198 |
| Issued or guaranteed by U.S. | $3,018,000 | 4,194 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,747,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $2,508,000 | 2,537 |
| Privately issued | $7,239,000 | 292 |
| 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) | $25,331,000 | 3,786 |
| Total debt securities | $25,330,000 | 4,086 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $27,719,000 | 3,865 |
| U.S. Government securities | $4,597,000 | 5,935 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,597,000 | 5,839 |
| Securities issued by states & political subdivisions | $7,201,000 | 3,105 |
| Other domestic debt securities | $15,921,000 | 559 |
| Privately issued residential mortgage-backed securities | $8,149,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $133,000 | 228 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $7,639,000 | 530 |
| 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 | $4,527,000 | 4,316 |
| Mortgage-backed securities | $12,746,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $1,609,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,609,000 | 4,576 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $11,137,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $2,988,000 | 2,310 |
| Privately issued | $8,149,000 | 331 |
| 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) | $27,719,000 | 3,565 |
| Total debt securities | $27,718,000 | 3,840 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $27,023,000 | 3,836 |
| U.S. Government securities | $5,477,000 | 5,790 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,477,000 | 5,680 |
| Securities issued by states & political subdivisions | $5,538,000 | 3,402 |
| Other domestic debt securities | $16,008,000 | 545 |
| Privately issued residential mortgage-backed securities | $8,338,000 | 348 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $7,670,000 | 496 |
| 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 | $3,447,000 | 4,653 |
| Mortgage-backed securities | $13,815,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,837,000 | 4,459 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $11,978,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $3,640,000 | 2,141 |
| Privately issued | $8,338,000 | 335 |
| 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) | $27,023,000 | 3,533 |
| Total debt securities | $27,018,000 | 3,797 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $36,275,000 | 3,228 |
| U.S. Government securities | $8,766,000 | 5,263 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,766,000 | 5,150 |
| Securities issued by states & political subdivisions | $7,291,000 | 2,963 |
| Other domestic debt securities | $20,218,000 | 456 |
| Privately issued residential mortgage-backed securities | $11,221,000 | 312 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $8,997,000 | 418 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $19,987,000 | 2,354 |
| Certificates of participation in pools of residential mortgages | $4,637,000 | 3,611 |
| Issued or guaranteed by U.S. | $4,637,000 | 3,599 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $15,350,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $4,129,000 | 2,005 |
| Privately issued | $11,221,000 | 302 |
| 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) | $36,275,000 | 2,945 |
| Total debt securities | $36,277,000 | 3,199 |
| 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 | $37,363,000 | 3,122 |
| U.S. Government securities | $8,572,000 | 5,286 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,572,000 | 5,164 |
| Securities issued by states & political subdivisions | $6,483,000 | 3,087 |
| Other domestic debt securities | $22,308,000 | 437 |
| Privately issued residential mortgage-backed securities | $12,371,000 | 321 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $9,937,000 | 389 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $20,943,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | $4,414,000 | 3,586 |
| Issued or guaranteed by U.S. | $4,414,000 | 3,578 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $16,529,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $4,158,000 | 1,940 |
| Privately issued | $12,371,000 | 311 |
| 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) | $37,363,000 | 2,845 |
| Total debt securities | $37,362,000 | 3,095 |
| 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 | $39,145,000 | 2,945 |
| U.S. Government securities | $9,325,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,325,000 | 4,855 |
| Securities issued by states & political subdivisions | $3,639,000 | 3,819 |
| Other domestic debt securities | $26,181,000 | 422 |
| Privately issued residential mortgage-backed securities | $13,609,000 | 324 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $12,572,000 | 319 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $22,934,000 | 2,055 |
| Certificates of participation in pools of residential mortgages | $4,689,000 | 3,434 |
| Issued or guaranteed by U.S. | $4,689,000 | 3,427 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,245,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $4,636,000 | 1,831 |
| Privately issued | $13,609,000 | 313 |
| 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) | $39,145,000 | 2,667 |
| Total debt securities | $39,145,000 | 2,923 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,000,000 | 2,405 |
| 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 | $36,677,000 | 3,039 |
| U.S. Government securities | $9,949,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,949,000 | 4,732 |
| Securities issued by states & political subdivisions | $4,108,000 | 3,595 |
| Other domestic debt securities | $22,620,000 | 450 |
| Privately issued residential mortgage-backed securities | $16,058,000 | 315 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $6,562,000 | 505 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $26,007,000 | 1,885 |
| Certificates of participation in pools of residential mortgages | $5,277,000 | 3,260 |
| Issued or guaranteed by U.S. | $5,277,000 | 3,253 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,730,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $4,672,000 | 1,803 |
| Privately issued | $16,058,000 | 300 |
| 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) | $36,677,000 | 2,754 |
| Total debt securities | $36,669,000 | 3,016 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,000,000 | 2,546 |
| 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 | $34,597,000 | 3,174 |
| U.S. Government securities | $12,432,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,432,000 | 4,389 |
| Securities issued by states & political subdivisions | $4,069,000 | 3,552 |
| Other domestic debt securities | $18,096,000 | 521 |
| Privately issued residential mortgage-backed securities | $11,118,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $6,978,000 | 457 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $22,548,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $7,237,000 | 2,876 |
| Issued or guaranteed by U.S. | $7,237,000 | 2,867 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $15,311,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $4,193,000 | 1,784 |
| Privately issued | $11,118,000 | 388 |
| 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) | $34,597,000 | 2,857 |
| Total debt securities | $34,598,000 | 3,142 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,615 |
| Fair value | $2,990,000 | 1,694 |
| 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 | $38,022,000 | 2,968 |
| U.S. Government securities | $15,989,000 | 4,011 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,989,000 | 3,916 |
| Securities issued by states & political subdivisions | $5,939,000 | 3,004 |
| Other domestic debt securities | $16,094,000 | 590 |
| Privately issued residential mortgage-backed securities | $11,161,000 | 428 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,933,000 | 597 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $23,151,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $7,553,000 | 2,898 |
| Issued or guaranteed by U.S. | $7,553,000 | 2,890 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,598,000 | 1,100 |
| CMOs issued by government agencies or sponsored agencies | $4,437,000 | 1,685 |
| Privately issued | $11,161,000 | 409 |
| 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) | $38,022,000 | 2,662 |
| Total debt securities | $38,021,000 | 2,944 |
| Structured notes |
| Amortized cost | $4,000,000 | 1,157 |
| Fair value | $3,995,000 | 1,187 |
| 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 | $36,052,000 | 3,078 |
| U.S. Government securities | $15,619,000 | 4,034 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,619,000 | 3,949 |
| Securities issued by states & political subdivisions | $3,226,000 | 3,829 |
| Other domestic debt securities | $17,207,000 | 585 |
| Privately issued residential mortgage-backed securities | $11,225,000 | 453 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $5,982,000 | 531 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $22,875,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $6,951,000 | 3,090 |
| Issued or guaranteed by U.S. | $6,951,000 | 3,083 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,924,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $4,699,000 | 1,622 |
| Privately issued | $11,225,000 | 435 |
| 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) | $36,052,000 | 2,755 |
| Total debt securities | $36,050,000 | 3,051 |
| Structured notes |
| Amortized cost | $4,000,000 | 938 |
| Fair value | $3,969,000 | 975 |
| 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 | $28,477,000 | 3,613 |
| U.S. Government securities | $8,202,000 | 5,355 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,202,000 | 5,261 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $20,275,000 | 568 |
| Privately issued residential mortgage-backed securities | $12,405,000 | 458 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $7,870,000 | 463 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $18,594,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $2,831,000 | 4,292 |
| Issued or guaranteed by U.S. | $2,831,000 | 4,285 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,763,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $3,358,000 | 1,830 |
| Privately issued | $12,405,000 | 438 |
| 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) | $28,477,000 | 3,265 |
| Total debt securities | $28,476,000 | 3,571 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,013,000 | 1,103 |
| 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 | $19,484,000 | 4,491 |
| U.S. Government securities | $1,394,000 | 7,237 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,394,000 | 7,150 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $18,090,000 | 640 |
| Privately issued residential mortgage-backed securities | $10,120,000 | 515 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $7,970,000 | 476 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $11,514,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $1,394,000 | 4,915 |
| Issued or guaranteed by U.S. | $1,394,000 | 4,901 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $10,120,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $10,120,000 | 491 |
| 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) | $19,484,000 | 4,056 |
| Total debt securities | $19,484,000 | 4,449 |
| 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 | $11,141,000 | 5,679 |
| U.S. Government securities | $1,033,000 | 7,431 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,033,000 | 7,346 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $10,108,000 | 864 |
| Privately issued residential mortgage-backed securities | $1,725,000 | 1,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,383,000 | 456 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $2,758,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $1,033,000 | 5,172 |
| Issued or guaranteed by U.S. | $1,033,000 | 5,155 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,725,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,725,000 | 1,006 |
| 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) | $11,141,000 | 5,187 |
| Total debt securities | $11,140,000 | 5,633 |
| 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 | $4,517,000 | 7,010 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $4,517,000 | 1,273 |
| Privately issued residential mortgage-backed securities | $343,000 | 1,372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,174,000 | 732 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $343,000 | 5,968 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,622 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $343,000 | 136 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,517,000 | 6,446 |
| Total debt securities | $4,517,000 | 6,970 |
| 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 | $1,019,000 | 7,822 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,019,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,019,000 | 1,455 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,019,000 | 7,200 |
| Total debt securities | $1,019,000 | 7,783 |
| 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 | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $0 | 8,104 |
| 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 | $0 | 8,194 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $0 | 8,143 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $0 | 8,190 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $0 | 8,239 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $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) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
