| 2014-06-30 | Rank |
| Total securities | $19,598,000 | 4,455 |
| U.S. Government securities | $16,702,000 | 3,801 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,702,000 | 3,693 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $2,896,000 | 1,222 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,896,000 | 927 |
| 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 | $18,268,000 | 2,381 |
| Mortgage-backed securities | $10,822,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $8,232,000 | 2,890 |
| Issued or guaranteed by U.S. | $8,232,000 | 2,890 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,590,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $2,590,000 | 2,239 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $19,598,000 | 4,080 |
| Total debt securities | $19,599,000 | 4,433 |
| Structured notes |
| Amortized cost | $3,236,000 | 965 |
| Fair value | $3,032,000 | 979 |
| 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 | $19,729,000 | 4,484 |
| U.S. Government securities | $16,833,000 | 3,819 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,833,000 | 3,723 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,896,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,896,000 | 954 |
| 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 | $15,535,000 | 2,629 |
| Mortgage-backed securities | $11,106,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $8,368,000 | 2,890 |
| Issued or guaranteed by U.S. | $8,368,000 | 2,890 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,738,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $2,738,000 | 2,190 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $19,729,000 | 4,114 |
| Total debt securities | $19,729,000 | 4,462 |
| Structured notes |
| Amortized cost | $3,236,000 | 976 |
| Fair value | $2,946,000 | 1,019 |
| 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 | $18,893,000 | 4,566 |
| U.S. Government securities | $15,999,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,999,000 | 3,801 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,894,000 | 1,296 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,894,000 | 972 |
| 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 | $15,497,000 | 2,635 |
| Mortgage-backed securities | $10,433,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | $8,092,000 | 2,931 |
| Issued or guaranteed by U.S. | $8,092,000 | 2,929 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,341,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $2,341,000 | 2,285 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $18,893,000 | 4,188 |
| Total debt securities | $18,892,000 | 4,545 |
| Structured notes |
| Amortized cost | $3,236,000 | 952 |
| Fair value | $2,876,000 | 1,010 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $19,723,000 | 4,526 |
| U.S. Government securities | $16,804,000 | 3,848 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,804,000 | 3,745 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,919,000 | 1,327 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,919,000 | 1,004 |
| 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 | $16,059,000 | 2,533 |
| Mortgage-backed securities | $11,033,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $8,521,000 | 2,872 |
| Issued or guaranteed by U.S. | $8,521,000 | 2,869 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,512,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $2,512,000 | 2,265 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $19,723,000 | 4,156 |
| Total debt securities | $19,722,000 | 4,499 |
| Structured notes |
| Amortized cost | $3,236,000 | 954 |
| Fair value | $3,006,000 | 962 |
| 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 | $20,363,000 | 4,467 |
| U.S. Government securities | $17,462,000 | 3,761 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,462,000 | 3,670 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,901,000 | 1,353 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,901,000 | 1,021 |
| 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 | $16,571,000 | 2,486 |
| Mortgage-backed securities | $11,645,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $8,886,000 | 2,778 |
| Issued or guaranteed by U.S. | $8,886,000 | 2,776 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,759,000 | 2,343 |
| CMOs issued by government agencies or sponsored agencies | $2,759,000 | 2,254 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $20,363,000 | 4,117 |
| Total debt securities | $20,362,000 | 4,437 |
| Structured notes |
| Amortized cost | $3,236,000 | 930 |
| Fair value | $3,020,000 | 943 |
| 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 | $22,136,000 | 4,318 |
| U.S. Government securities | $18,850,000 | 3,648 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $18,850,000 | 3,560 |
| Securities issued by states & political subdivisions | $281,000 | 5,375 |
| Other domestic debt securities | $3,005,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,005,000 | 973 |
| 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 | $17,544,000 | 2,416 |
| Mortgage-backed securities | $12,864,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $9,801,000 | 2,690 |
| Issued or guaranteed by U.S. | $9,801,000 | 2,689 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,063,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $3,063,000 | 2,208 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $22,136,000 | 3,993 |
| Total debt securities | $22,135,000 | 4,291 |
| Structured notes |
| Amortized cost | $2,996,000 | 1,020 |
| Fair value | $2,987,000 | 1,015 |
| 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 | $23,256,000 | 4,187 |
| U.S. Government securities | $19,375,000 | 3,553 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,375,000 | 3,472 |
| Securities issued by states & political subdivisions | $286,000 | 5,420 |
| Other domestic debt securities | $3,595,000 | 1,199 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,595,000 | 856 |
| 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 | $16,512,000 | 2,488 |
| Mortgage-backed securities | $13,868,000 | 2,889 |
| Certificates of participation in pools of residential mortgages | $10,586,000 | 2,581 |
| Issued or guaranteed by U.S. | $10,586,000 | 2,579 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,282,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $3,282,000 | 2,228 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $23,256,000 | 3,865 |
| Total debt securities | $23,256,000 | 4,160 |
| Structured notes |
| Amortized cost | $2,496,000 | 1,154 |
| Fair value | $2,501,000 | 1,135 |
| 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 | $25,457,000 | 4,038 |
| U.S. Government securities | $20,387,000 | 3,540 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,387,000 | 3,463 |
| Securities issued by states & political subdivisions | $1,002,000 | 4,987 |
| Other domestic debt securities | $4,068,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,068,000 | 834 |
| 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 | $17,853,000 | 2,409 |
| Mortgage-backed securities | $15,391,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $11,911,000 | 2,565 |
| Issued or guaranteed by U.S. | $11,911,000 | 2,563 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,480,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $3,480,000 | 2,285 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $25,457,000 | 3,729 |
| Total debt securities | $25,457,000 | 4,011 |
| Structured notes |
| Amortized cost | $1,996,000 | 1,437 |
| Fair value | $1,996,000 | 1,416 |
| 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 | $28,424,000 | 3,817 |
| U.S. Government securities | $23,412,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $23,412,000 | 3,252 |
| Securities issued by states & political subdivisions | $985,000 | 4,989 |
| Other domestic debt securities | $4,027,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $4,027,000 | 844 |
| 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 | $15,173,000 | 2,683 |
| Mortgage-backed securities | $15,903,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $12,276,000 | 2,558 |
| Issued or guaranteed by U.S. | $12,276,000 | 2,555 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,627,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $3,627,000 | 2,262 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $28,424,000 | 3,545 |
| Total debt securities | $28,424,000 | 3,788 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,002,000 | 1,565 |
| 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 | $27,408,000 | 3,931 |
| U.S. Government securities | $25,165,000 | 3,226 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $25,165,000 | 3,158 |
| Securities issued by states & political subdivisions | $1,753,000 | 4,609 |
| Other domestic debt securities | $490,000 | 2,383 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $490,000 | 1,865 |
| 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 | $17,668,000 | 2,460 |
| Mortgage-backed securities | $18,684,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $14,936,000 | 2,285 |
| Issued or guaranteed by U.S. | $14,936,000 | 2,282 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,748,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $3,748,000 | 2,242 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $27,408,000 | 3,625 |
| Total debt securities | $27,407,000 | 3,901 |
| Structured notes |
| Amortized cost | $3,530,000 | 1,284 |
| Fair value | $3,495,000 | 1,301 |
| 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 | $30,176,000 | 3,661 |
| U.S. Government securities | $27,951,000 | 2,956 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $27,951,000 | 2,890 |
| Securities issued by states & political subdivisions | $1,741,000 | 4,605 |
| Other domestic debt securities | $484,000 | 2,375 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $484,000 | 1,782 |
| 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 | $16,693,000 | 2,420 |
| Mortgage-backed securities | $19,393,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $15,555,000 | 2,123 |
| Issued or guaranteed by U.S. | $15,555,000 | 2,119 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,838,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $3,838,000 | 2,135 |
| Privately issued | $0 | 1,216 |
| 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) | $30,176,000 | 3,379 |
| Total debt securities | $30,176,000 | 3,639 |
| Structured notes |
| Amortized cost | $2,999,000 | 1,393 |
| Fair value | $2,989,000 | 1,415 |
| 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 | $27,314,000 | 3,811 |
| U.S. Government securities | $23,771,000 | 3,212 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $23,771,000 | 3,125 |
| Securities issued by states & political subdivisions | $3,043,000 | 4,080 |
| Other domestic debt securities | $500,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $500,000 | 1,701 |
| 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 | $19,797,000 | 2,138 |
| Mortgage-backed securities | $18,774,000 | 2,522 |
| Certificates of participation in pools of residential mortgages | $14,571,000 | 2,148 |
| Issued or guaranteed by U.S. | $14,571,000 | 2,141 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,203,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $4,203,000 | 2,034 |
| Privately issued | $0 | 1,235 |
| 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) | $27,314,000 | 3,511 |
| Total debt securities | $27,314,000 | 3,778 |
| Structured notes |
| Amortized cost | $2,250,000 | 1,654 |
| Fair value | $2,251,000 | 1,672 |
| 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 | $24,441,000 | 4,115 |
| U.S. Government securities | $21,574,000 | 3,505 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $21,574,000 | 3,413 |
| Securities issued by states & political subdivisions | $2,867,000 | 4,109 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| 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 | $19,588,000 | 2,196 |
| Mortgage-backed securities | $17,610,000 | 2,545 |
| Certificates of participation in pools of residential mortgages | $13,275,000 | 2,222 |
| Issued or guaranteed by U.S. | $13,275,000 | 2,218 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,335,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $4,335,000 | 1,972 |
| Privately issued | $0 | 1,265 |
| 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) | $24,441,000 | 3,779 |
| Total debt securities | $24,442,000 | 4,079 |
| Structured notes |
| Amortized cost | $1,250,000 | 2,339 |
| Fair value | $1,238,000 | 2,360 |
| 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 | $25,065,000 | 4,024 |
| U.S. Government securities | $22,018,000 | 3,451 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $22,018,000 | 3,352 |
| Securities issued by states & political subdivisions | $3,047,000 | 4,005 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| 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 | $15,051,000 | 2,579 |
| Mortgage-backed securities | $14,455,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $9,361,000 | 2,668 |
| Issued or guaranteed by U.S. | $9,361,000 | 2,663 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,094,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $5,094,000 | 1,799 |
| Privately issued | $0 | 1,299 |
| 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) | $25,065,000 | 3,706 |
| Total debt securities | $25,064,000 | 3,993 |
| Structured notes |
| Amortized cost | $1,250,000 | 2,388 |
| Fair value | $1,200,000 | 2,415 |
| 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 | $26,258,000 | 3,797 |
| U.S. Government securities | $23,262,000 | 3,153 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $23,262,000 | 3,054 |
| Securities issued by states & political subdivisions | $2,996,000 | 4,035 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| 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 | $16,704,000 | 2,396 |
| Mortgage-backed securities | $15,842,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $10,225,000 | 2,433 |
| Issued or guaranteed by U.S. | $10,225,000 | 2,429 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,617,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $5,617,000 | 1,693 |
| Privately issued | $0 | 1,350 |
| 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) | $26,258,000 | 3,494 |
| Total debt securities | $26,259,000 | 3,766 |
| Structured notes |
| Amortized cost | $2,498,000 | 1,732 |
| Fair value | $2,486,000 | 1,711 |
| 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 | $22,945,000 | 4,049 |
| U.S. Government securities | $19,725,000 | 3,467 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,725,000 | 3,372 |
| Securities issued by states & political subdivisions | $3,177,000 | 3,910 |
| Other domestic debt securities | $43,000 | 3,029 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,393 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| 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 | $18,466,000 | 2,236 |
| Mortgage-backed securities | $13,169,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $9,923,000 | 2,418 |
| Issued or guaranteed by U.S. | $9,923,000 | 2,414 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,246,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $3,203,000 | 2,032 |
| Privately issued | $43,000 | 1,326 |
| 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) | $22,945,000 | 3,719 |
| Total debt securities | $22,943,000 | 4,011 |
| Structured notes |
| Amortized cost | $2,003,000 | 1,853 |
| Fair value | $2,005,000 | 1,957 |
| 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 | $22,209,000 | 4,148 |
| U.S. Government securities | $19,059,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,059,000 | 3,497 |
| Securities issued by states & political subdivisions | $3,057,000 | 3,872 |
| Other domestic debt securities | $93,000 | 2,970 |
| Privately issued residential mortgage-backed securities | $93,000 | 1,385 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| 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 | $15,902,000 | 2,501 |
| Mortgage-backed securities | $12,464,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $10,215,000 | 2,405 |
| Issued or guaranteed by U.S. | $10,215,000 | 2,397 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,249,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $2,156,000 | 2,204 |
| Privately issued | $93,000 | 1,325 |
| 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) | $22,209,000 | 3,781 |
| Total debt securities | $22,210,000 | 4,108 |
| Structured notes |
| Amortized cost | $1,018,000 | 2,446 |
| Fair value | $1,031,000 | 2,447 |
| 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 | $22,915,000 | 4,123 |
| U.S. Government securities | $19,718,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $19,718,000 | 3,505 |
| Securities issued by states & political subdivisions | $3,050,000 | 3,866 |
| Other domestic debt securities | $147,000 | 2,960 |
| Privately issued residential mortgage-backed securities | $147,000 | 1,395 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,765,000 | 2,394 |
| Mortgage-backed securities | $13,193,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | $10,838,000 | 2,409 |
| Issued or guaranteed by U.S. | $10,838,000 | 2,405 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,355,000 | 2,373 |
| CMOs issued by government agencies or sponsored agencies | $2,208,000 | 2,131 |
| Privately issued | $147,000 | 1,338 |
| 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) | $22,915,000 | 3,738 |
| Total debt securities | $22,915,000 | 4,090 |
| Structured notes |
| Amortized cost | $1,034,000 | 2,235 |
| Fair value | $1,043,000 | 2,233 |
| 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 | $22,776,000 | 4,104 |
| U.S. Government securities | $19,530,000 | 3,572 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,530,000 | 3,496 |
| Securities issued by states & political subdivisions | $3,009,000 | 3,897 |
| Other domestic debt securities | $237,000 | 2,932 |
| Privately issued residential mortgage-backed securities | $237,000 | 1,385 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,545,000 | 2,330 |
| Mortgage-backed securities | $13,057,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $11,057,000 | 2,454 |
| Issued or guaranteed by U.S. | $11,057,000 | 2,447 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,000,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $1,763,000 | 2,245 |
| Privately issued | $237,000 | 1,325 |
| 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) | $22,776,000 | 3,724 |
| Total debt securities | $22,776,000 | 4,076 |
| Structured notes |
| Amortized cost | $1,045,000 | 1,949 |
| Fair value | $1,050,000 | 1,947 |
| 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 | $22,788,000 | 4,128 |
| U.S. Government securities | $19,594,000 | 3,550 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,594,000 | 3,475 |
| Securities issued by states & political subdivisions | $2,951,000 | 3,943 |
| Other domestic debt securities | $243,000 | 3,037 |
| Privately issued residential mortgage-backed securities | $243,000 | 1,435 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,078,000 | 2,307 |
| Mortgage-backed securities | $13,653,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $11,628,000 | 2,457 |
| Issued or guaranteed by U.S. | $11,628,000 | 2,447 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,025,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $1,782,000 | 2,204 |
| Privately issued | $243,000 | 1,371 |
| 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) | $22,788,000 | 3,735 |
| Total debt securities | $22,788,000 | 4,093 |
| Structured notes |
| Amortized cost | $555,000 | 1,960 |
| Fair value | $563,000 | 1,963 |
| 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 | $22,516,000 | 4,135 |
| U.S. Government securities | $19,315,000 | 3,538 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,315,000 | 3,465 |
| Securities issued by states & political subdivisions | $2,966,000 | 3,902 |
| Other domestic debt securities | $235,000 | 3,118 |
| Privately issued residential mortgage-backed securities | $235,000 | 1,462 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,578,000 | 2,842 |
| Mortgage-backed securities | $14,194,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $12,172,000 | 2,435 |
| Issued or guaranteed by U.S. | $12,172,000 | 2,426 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,022,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $1,787,000 | 2,204 |
| Privately issued | $235,000 | 1,396 |
| 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) | $22,516,000 | 3,727 |
| Total debt securities | $22,508,000 | 4,094 |
| 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 | $13,800,000 | 5,262 |
| U.S. Government securities | $12,125,000 | 4,690 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,125,000 | 4,607 |
| Securities issued by states & political subdivisions | $1,469,000 | 4,557 |
| Other domestic debt securities | $206,000 | 3,076 |
| Privately issued residential mortgage-backed securities | $206,000 | 1,497 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,944,000 | 3,605 |
| Mortgage-backed securities | $8,900,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $7,327,000 | 3,228 |
| Issued or guaranteed by U.S. | $7,327,000 | 3,216 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,573,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,367,000 | 2,363 |
| Privately issued | $206,000 | 1,433 |
| 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) | $13,800,000 | 4,779 |
| Total debt securities | $13,800,000 | 5,219 |
| 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 | $12,200,000 | 5,554 |
| U.S. Government securities | $11,734,000 | 4,827 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,734,000 | 4,735 |
| Securities issued by states & political subdivisions | $249,000 | 5,529 |
| Other domestic debt securities | $217,000 | 2,997 |
| Privately issued residential mortgage-backed securities | $217,000 | 1,449 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,151,000 | 3,418 |
| Mortgage-backed securities | $8,418,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $6,837,000 | 3,275 |
| Issued or guaranteed by U.S. | $6,837,000 | 3,262 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,581,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $1,364,000 | 2,339 |
| Privately issued | $217,000 | 1,382 |
| 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) | $12,200,000 | 5,041 |
| Total debt securities | $12,200,000 | 5,507 |
| 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 | $12,075,000 | 5,525 |
| U.S. Government securities | $11,837,000 | 4,752 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,837,000 | 4,661 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $238,000 | 2,929 |
| Privately issued residential mortgage-backed securities | $238,000 | 1,410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,163,000 | 3,266 |
| Mortgage-backed securities | $8,657,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $7,027,000 | 3,148 |
| Issued or guaranteed by U.S. | $7,027,000 | 3,137 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,630,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $1,392,000 | 2,245 |
| Privately issued | $238,000 | 1,348 |
| 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) | $12,075,000 | 5,006 |
| Total debt securities | $12,072,000 | 5,486 |
| 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 | $12,370,000 | 5,522 |
| U.S. Government securities | $12,130,000 | 4,720 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,130,000 | 4,635 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $240,000 | 2,900 |
| Privately issued residential mortgage-backed securities | $240,000 | 1,375 |
| 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 | $8,813,000 | 3,585 |
| Mortgage-backed securities | $8,317,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $6,670,000 | 3,226 |
| Issued or guaranteed by U.S. | $6,670,000 | 3,210 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,647,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $1,407,000 | 2,241 |
| Privately issued | $240,000 | 1,306 |
| 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) | $12,370,000 | 5,026 |
| Total debt securities | $12,371,000 | 5,465 |
| Structured notes |
| Amortized cost | $700,000 | 1,247 |
| Fair value | $694,000 | 1,249 |
| 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 | $13,192,000 | 5,389 |
| U.S. Government securities | $12,946,000 | 4,574 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,946,000 | 4,492 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $246,000 | 2,856 |
| Privately issued residential mortgage-backed securities | $246,000 | 1,366 |
| 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 | $8,923,000 | 3,551 |
| Mortgage-backed securities | $8,998,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $7,244,000 | 2,998 |
| Issued or guaranteed by U.S. | $7,244,000 | 2,986 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,754,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,194 |
| Privately issued | $246,000 | 1,295 |
| 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) | $13,192,000 | 4,891 |
| Total debt securities | $13,192,000 | 5,321 |
| Structured notes |
| Amortized cost | $700,000 | 1,360 |
| Fair value | $700,000 | 1,367 |
| 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 | $13,066,000 | 5,489 |
| U.S. Government securities | $12,824,000 | 4,721 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,824,000 | 4,621 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $242,000 | 2,695 |
| Privately issued residential mortgage-backed securities | $242,000 | 1,266 |
| 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 | $8,891,000 | 3,593 |
| Mortgage-backed securities | $7,151,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $4,904,000 | 3,254 |
| Issued or guaranteed by U.S. | $4,904,000 | 3,238 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,247,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $2,005,000 | 1,931 |
| Privately issued | $242,000 | 1,204 |
| 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) | $13,066,000 | 4,927 |
| Total debt securities | $13,067,000 | 5,432 |
| Structured notes |
| Amortized cost | $700,000 | 1,844 |
| Fair value | $695,000 | 1,861 |
| 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 | $12,673,000 | 5,602 |
| U.S. Government securities | $12,430,000 | 4,871 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,430,000 | 4,775 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $243,000 | 2,652 |
| Privately issued residential mortgage-backed securities | $243,000 | 1,229 |
| 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 | $7,139,000 | 3,982 |
| Mortgage-backed securities | $7,323,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $5,049,000 | 3,061 |
| Issued or guaranteed by U.S. | $5,049,000 | 3,045 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,274,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $2,031,000 | 1,878 |
| Privately issued | $243,000 | 1,166 |
| 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) | $12,673,000 | 5,024 |
| Total debt securities | $12,674,000 | 5,553 |
| Structured notes |
| Amortized cost | $700,000 | 2,068 |
| Fair value | $682,000 | 2,084 |
| 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 | $11,542,000 | 5,812 |
| U.S. Government securities | $11,302,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,302,000 | 5,023 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $240,000 | 2,602 |
| Privately issued residential mortgage-backed securities | $240,000 | 1,189 |
| 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 | $7,225,000 | 3,947 |
| Mortgage-backed securities | $6,267,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $4,484,000 | 3,143 |
| Issued or guaranteed by U.S. | $4,484,000 | 3,131 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,783,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $1,543,000 | 2,021 |
| Privately issued | $240,000 | 1,119 |
| 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) | $11,542,000 | 5,218 |
| Total debt securities | $11,539,000 | 5,754 |
| Structured notes |
| Amortized cost | $700,000 | 2,162 |
| Fair value | $660,000 | 2,178 |
| 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 | $11,581,000 | 5,808 |
| U.S. Government securities | $11,335,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,335,000 | 5,010 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $246,000 | 2,616 |
| Privately issued residential mortgage-backed securities | $246,000 | 1,144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,566,000 | 3,891 |
| Mortgage-backed securities | $6,226,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $4,370,000 | 3,191 |
| Issued or guaranteed by U.S. | $4,370,000 | 3,173 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,856,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $1,610,000 | 1,963 |
| Privately issued | $246,000 | 1,070 |
| 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) | $11,581,000 | 5,198 |
| Total debt securities | $11,581,000 | 5,755 |
| Structured notes |
| Amortized cost | $700,000 | 2,224 |
| Fair value | $679,000 | 2,242 |
| 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 | $11,832,000 | 5,813 |
| U.S. Government securities | $11,587,000 | 5,137 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,587,000 | 5,016 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $245,000 | 2,654 |
| Privately issued residential mortgage-backed securities | $245,000 | 1,125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,998,000 | 3,798 |
| Mortgage-backed securities | $6,486,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $4,606,000 | 3,111 |
| Issued or guaranteed by U.S. | $4,606,000 | 3,097 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,880,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $1,635,000 | 1,955 |
| Privately issued | $245,000 | 1,057 |
| 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) | $11,832,000 | 5,199 |
| Total debt securities | $11,832,000 | 5,764 |
| Structured notes |
| Amortized cost | $700,000 | 2,328 |
| Fair value | $674,000 | 2,345 |
| 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 | $11,518,000 | 5,915 |
| U.S. Government securities | $11,276,000 | 5,233 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,276,000 | 5,118 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $242,000 | 2,703 |
| Privately issued residential mortgage-backed securities | $242,000 | 1,115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,561,000 | 3,909 |
| Mortgage-backed securities | $6,206,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $4,306,000 | 3,220 |
| Issued or guaranteed by U.S. | $4,306,000 | 3,205 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,900,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $1,658,000 | 1,924 |
| Privately issued | $242,000 | 1,036 |
| 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) | $11,518,000 | 5,281 |
| Total debt securities | $11,517,000 | 5,857 |
| Structured notes |
| Amortized cost | $700,000 | 2,452 |
| Fair value | $666,000 | 2,476 |
| 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 | $9,685,000 | 6,292 |
| U.S. Government securities | $9,446,000 | 5,660 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,446,000 | 5,531 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $239,000 | 2,746 |
| Privately issued residential mortgage-backed securities | $239,000 | 1,100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,634,000 | 3,892 |
| Mortgage-backed securities | $5,949,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $4,519,000 | 3,163 |
| Issued or guaranteed by U.S. | $4,519,000 | 3,152 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,430,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $1,191,000 | 2,106 |
| Privately issued | $239,000 | 1,024 |
| 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) | $9,685,000 | 5,607 |
| Total debt securities | $9,685,000 | 6,231 |
| Structured notes |
| Amortized cost | $700,000 | 2,509 |
| Fair value | $652,000 | 2,542 |
| 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 | $9,598,000 | 6,376 |
| U.S. Government securities | $9,107,000 | 5,814 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,107,000 | 5,674 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $491,000 | 2,501 |
| Privately issued residential mortgage-backed securities | $241,000 | 1,079 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,215 |
| 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 | $6,438,000 | 4,191 |
| Mortgage-backed securities | $6,330,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $4,849,000 | 3,111 |
| Issued or guaranteed by U.S. | $4,849,000 | 3,098 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,481,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $1,240,000 | 2,083 |
| Privately issued | $241,000 | 1,005 |
| 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) | $9,598,000 | 5,667 |
| Total debt securities | $9,595,000 | 6,317 |
| Structured notes |
| Amortized cost | $700,000 | 2,512 |
| Fair value | $661,000 | 2,536 |
| 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 | $9,439,000 | 6,468 |
| U.S. Government securities | $8,946,000 | 5,842 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,946,000 | 5,691 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $493,000 | 2,580 |
| Privately issued residential mortgage-backed securities | $243,000 | 1,046 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,327 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,617,000 | 4,117 |
| Mortgage-backed securities | $6,137,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $4,604,000 | 3,208 |
| Issued or guaranteed by U.S. | $4,604,000 | 3,197 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,533,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $1,290,000 | 2,066 |
| Privately issued | $243,000 | 968 |
| 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) | $9,439,000 | 5,740 |
| Total debt securities | $9,438,000 | 6,407 |
| Structured notes |
| Amortized cost | $700,000 | 2,505 |
| Fair value | $663,000 | 2,532 |
| 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 | $8,966,000 | 6,559 |
| U.S. Government securities | $8,470,000 | 5,943 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,470,000 | 5,797 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $496,000 | 2,631 |
| Privately issued residential mortgage-backed securities | $246,000 | 1,031 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,398 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,860,000 | 4,060 |
| Mortgage-backed securities | $6,091,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $4,987,000 | 3,144 |
| Issued or guaranteed by U.S. | $4,987,000 | 3,131 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,104,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,330 |
| Privately issued | $246,000 | 952 |
| 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) | $8,966,000 | 5,823 |
| Total debt securities | $8,966,000 | 6,505 |
| Structured notes |
| Amortized cost | $700,000 | 2,456 |
| Fair value | $683,000 | 2,472 |
| 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 | $9,414,000 | 6,488 |
| U.S. Government securities | $8,917,000 | 5,871 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,917,000 | 5,731 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $497,000 | 2,713 |
| Privately issued residential mortgage-backed securities | $247,000 | 1,009 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,467 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,554,000 | 4,731 |
| Mortgage-backed securities | $6,536,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $5,369,000 | 3,111 |
| Issued or guaranteed by U.S. | $5,369,000 | 3,100 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,167,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,378 |
| Privately issued | $247,000 | 924 |
| 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) | $9,414,000 | 5,753 |
| Total debt securities | $9,415,000 | 6,428 |
| Structured notes |
| Amortized cost | $700,000 | 2,434 |
| Fair value | $683,000 | 2,451 |
| 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 | $8,854,000 | 6,683 |
| U.S. Government securities | $8,359,000 | 6,104 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,359,000 | 5,955 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $495,000 | 2,774 |
| Privately issued residential mortgage-backed securities | $245,000 | 983 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,559 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,900,000 | 5,021 |
| Mortgage-backed securities | $6,009,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $4,785,000 | 3,329 |
| Issued or guaranteed by U.S. | $4,785,000 | 3,321 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,224,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,395 |
| Privately issued | $245,000 | 906 |
| 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) | $8,854,000 | 5,939 |
| Total debt securities | $8,855,000 | 6,624 |
| Structured notes |
| Amortized cost | $700,000 | 2,419 |
| Fair value | $667,000 | 2,436 |
| 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 | $9,336,000 | 6,605 |
| U.S. Government securities | $8,797,000 | 5,992 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,797,000 | 5,842 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $539,000 | 2,667 |
| Privately issued residential mortgage-backed securities | $289,000 | 957 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,625 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,101,000 | 4,906 |
| Mortgage-backed securities | $6,431,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $5,090,000 | 3,271 |
| Issued or guaranteed by U.S. | $5,090,000 | 3,260 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,341,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $1,052,000 | 2,375 |
| Privately issued | $289,000 | 885 |
| 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) | $9,336,000 | 5,853 |
| Total debt securities | $9,336,000 | 6,547 |
| Structured notes |
| Amortized cost | $700,000 | 2,360 |
| Fair value | $676,000 | 2,372 |
| 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 | $7,334,000 | 7,099 |
| U.S. Government securities | $7,050,000 | 6,472 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,050,000 | 6,313 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $284,000 | 3,059 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,690 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,240,000 | 4,879 |
| Mortgage-backed securities | $4,417,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $3,778,000 | 3,738 |
| Issued or guaranteed by U.S. | $3,778,000 | 3,732 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $639,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $605,000 | 2,676 |
| Privately issued | $34,000 | 1,014 |
| 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) | $7,334,000 | 6,308 |
| Total debt securities | $7,333,000 | 7,033 |
| Structured notes |
| Amortized cost | $700,000 | 2,349 |
| Fair value | $683,000 | 2,359 |
| 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 | $5,337,000 | 7,664 |
| U.S. Government securities | $5,048,000 | 7,191 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,048,000 | 7,031 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $289,000 | 3,159 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,093 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,803 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,026,000 | 4,951 |
| Mortgage-backed securities | $2,523,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $1,856,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,856,000 | 4,640 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $667,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,706 |
| Privately issued | $39,000 | 1,001 |
| 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) | $5,337,000 | 6,861 |
| Total debt securities | $5,337,000 | 7,595 |
| Structured notes |
| Amortized cost | $700,000 | 2,315 |
| Fair value | $644,000 | 2,330 |
| 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 | $5,274,000 | 7,677 |
| U.S. Government securities | $4,972,000 | 7,178 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,972,000 | 7,020 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $302,000 | 3,242 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,887 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,873,000 | 4,980 |
| Mortgage-backed securities | $2,329,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $1,555,000 | 4,863 |
| Issued or guaranteed by U.S. | $1,555,000 | 4,848 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $774,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 2,700 |
| Privately issued | $52,000 | 1,041 |
| 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) | $5,274,000 | 6,874 |
| Total debt securities | $5,273,000 | 7,599 |
| Structured notes |
| Amortized cost | $700,000 | 2,095 |
| Fair value | $689,000 | 2,106 |
| 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 | $5,364,000 | 7,716 |
| U.S. Government securities | $5,048,000 | 7,214 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,048,000 | 7,028 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $316,000 | 3,281 |
| Privately issued residential mortgage-backed securities | $66,000 | 977 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,027 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,924,000 | 4,891 |
| Mortgage-backed securities | $2,472,000 | 4,941 |
| Certificates of participation in pools of residential mortgages | $1,654,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,654,000 | 4,799 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $818,000 | 2,925 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 2,823 |
| Privately issued | $66,000 | 853 |
| 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) | $5,364,000 | 6,896 |
| Total debt securities | $5,364,000 | 7,634 |
| Structured notes |
| Amortized cost | $700,000 | 1,964 |
| Fair value | $665,000 | 1,975 |
| 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 | $5,077,000 | 7,767 |
| U.S. Government securities | $4,744,000 | 7,231 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,744,000 | 7,053 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $333,000 | 3,397 |
| Privately issued residential mortgage-backed securities | $83,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,134 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,803,000 | 5,397 |
| Mortgage-backed securities | $2,686,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 4,717 |
| Issued or guaranteed by U.S. | $1,810,000 | 4,696 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $876,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $793,000 | 2,829 |
| Privately issued | $83,000 | 913 |
| 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) | $5,077,000 | 6,944 |
| Total debt securities | $5,077,000 | 7,676 |
| Structured notes |
| Amortized cost | $700,000 | 1,691 |
| Fair value | $663,000 | 1,703 |
| 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 | $5,877,000 | 7,532 |
| U.S. Government securities | $5,456,000 | 6,936 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,456,000 | 6,748 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $421,000 | 3,359 |
| Privately issued residential mortgage-backed securities | $171,000 | 1,011 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,175 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,377,000 | 6,260 |
| Mortgage-backed securities | $3,899,000 | 4,471 |
| Certificates of participation in pools of residential mortgages | $2,220,000 | 4,535 |
| Issued or guaranteed by U.S. | $2,220,000 | 4,518 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,679,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,582 |
| Privately issued | $171,000 | 898 |
| 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) | $5,877,000 | 6,713 |
| Total debt securities | $5,878,000 | 7,436 |
| Structured notes |
| Amortized cost | $700,000 | 1,492 |
| Fair value | $700,000 | 1,506 |
| 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 | $5,821,000 | 7,574 |
| U.S. Government securities | $5,275,000 | 7,034 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,275,000 | 6,826 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $546,000 | 3,184 |
| Privately issued residential mortgage-backed securities | $296,000 | 953 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,207 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,003,000 | 5,864 |
| Mortgage-backed securities | $4,631,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $3,509,000 | 3,966 |
| Issued or guaranteed by U.S. | $3,509,000 | 3,951 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,122,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $826,000 | 3,107 |
| Privately issued | $296,000 | 845 |
| 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) | $5,821,000 | 6,741 |
| Total debt securities | $5,830,000 | 7,482 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $6,494,000 | 7,402 |
| U.S. Government securities | $5,292,000 | 7,047 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,292,000 | 6,843 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,202,000 | 2,656 |
| Privately issued residential mortgage-backed securities | $952,000 | 742 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,232 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,968,000 | 5,922 |
| Mortgage-backed securities | $5,310,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $3,464,000 | 3,953 |
| Issued or guaranteed by U.S. | $3,464,000 | 3,939 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,846,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 3,114 |
| Privately issued | $952,000 | 664 |
| 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) | $6,494,000 | 6,562 |
| Total debt securities | $6,493,000 | 7,316 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $4,867,000 | 7,972 |
| U.S. Government securities | $4,617,000 | 7,382 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,617,000 | 7,129 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $250,000 | 3,713 |
| 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 | $250,000 | 3,223 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,226,000 | 5,209 |
| Mortgage-backed securities | $3,399,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $3,399,000 | 3,702 |
| Issued or guaranteed by U.S. | $3,399,000 | 3,687 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $4,867,000 | 7,020 |
| Total debt securities | $4,867,000 | 7,869 |
| 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 | $4,931,000 | 8,385 |
| U.S. Government securities | $4,774,000 | 7,860 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,774,000 | 7,524 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $157,000 | 6,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,686,000 | 5,279 |
| Mortgage-backed securities | $2,204,000 | 4,652 |
| Certificates of participation in pools of residential mortgages | $2,204,000 | 3,829 |
| Issued or guaranteed by U.S. | $2,204,000 | 3,813 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,931,000 | 7,267 |
| Total debt securities | $4,774,000 | 8,320 |
| 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 | $2,108,000 | 9,588 |
| U.S. Government securities | $1,985,000 | 9,344 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $1,985,000 | 8,927 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $123,000 | 6,490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $268,000 | 7,922 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $2,108,000 | 8,379 |
| Total debt securities | $1,985,000 | 9,530 |
| 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 |
