| 2010-06-30 | Rank |
| Total securities | $6,575,000 | 6,357 |
| U.S. Government securities | $6,575,000 | 5,673 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,575,000 | 5,560 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| 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 | $1,064,000 | 5,725 |
| Mortgage-backed securities | $2,521,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $2,298,000 | 4,173 |
| Issued or guaranteed by U.S. | $2,298,000 | 4,164 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $223,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,090 |
| Privately issued | $0 | 1,445 |
| 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) | $6,575,000 | 5,853 |
| Total debt securities | $6,575,000 | 6,319 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $8,674,000 | 6,036 |
| U.S. Government securities | $8,674,000 | 5,279 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,674,000 | 5,171 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | $1,113,000 | 5,767 |
| Mortgage-backed securities | $2,692,000 | 4,685 |
| Certificates of participation in pools of residential mortgages | $2,460,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,460,000 | 4,233 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $232,000 | 3,395 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 3,063 |
| Privately issued | $0 | 1,481 |
| 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) | $8,674,000 | 5,548 |
| Total debt securities | $8,674,000 | 5,989 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,740 |
| Fair value | $1,990,000 | 1,863 |
| 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 | $9,696,000 | 5,846 |
| U.S. Government securities | $9,696,000 | 5,048 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,696,000 | 4,951 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | $1,152,000 | 5,822 |
| Mortgage-backed securities | $2,839,000 | 4,731 |
| Certificates of participation in pools of residential mortgages | $2,590,000 | 4,277 |
| Issued or guaranteed by U.S. | $2,590,000 | 4,270 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $249,000 | 3,395 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,049 |
| Privately issued | $0 | 1,512 |
| 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) | $9,696,000 | 5,370 |
| Total debt securities | $9,696,000 | 5,812 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $1,957,000 | 1,626 |
| 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 | $13,432,000 | 5,279 |
| U.S. Government securities | $13,287,000 | 4,401 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,287,000 | 4,306 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | $145,000 | 1,165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,060,000 | 5,464 |
| Mortgage-backed securities | $5,379,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $5,115,000 | 3,617 |
| Issued or guaranteed by U.S. | $5,115,000 | 3,606 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $264,000 | 3,392 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 3,041 |
| Privately issued | $0 | 1,566 |
| 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) | $13,432,000 | 4,841 |
| Total debt securities | $13,287,000 | 5,252 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $1,976,000 | 1,202 |
| 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 | $13,664,000 | 5,241 |
| U.S. Government securities | $13,523,000 | 4,372 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,523,000 | 4,272 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | $141,000 | 1,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,362,000 | 5,342 |
| Mortgage-backed securities | $5,695,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $5,397,000 | 3,584 |
| Issued or guaranteed by U.S. | $5,397,000 | 3,572 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $298,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 3,001 |
| Privately issued | $0 | 1,581 |
| 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) | $13,664,000 | 4,786 |
| Total debt securities | $13,523,000 | 5,226 |
| Structured notes |
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,977,000 | 818 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $17,644,000 | 4,714 |
| U.S. Government securities | $17,504,000 | 3,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,504,000 | 3,752 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $140,000 | 1,212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,985,000 | 5,170 |
| Mortgage-backed securities | $6,079,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $5,688,000 | 3,592 |
| Issued or guaranteed by U.S. | $5,688,000 | 3,582 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $391,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,947 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $17,644,000 | 4,253 |
| Total debt securities | $17,504,000 | 4,694 |
| Structured notes |
| Amortized cost | $3,000,000 | 407 |
| Fair value | $2,986,000 | 436 |
| 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 | $20,471,000 | 4,393 |
| U.S. Government securities | $20,326,000 | 3,523 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $20,326,000 | 3,452 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $145,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,051,000 | 5,204 |
| Mortgage-backed securities | $11,825,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $11,430,000 | 2,545 |
| Issued or guaranteed by U.S. | $11,430,000 | 2,530 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $395,000 | 3,250 |
| CMOs issued by government agencies or sponsored agencies | $395,000 | 2,929 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $20,471,000 | 3,932 |
| Total debt securities | $20,326,000 | 4,376 |
| Structured notes |
| Amortized cost | $2,000,000 | 621 |
| Fair value | $2,001,000 | 675 |
| 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 | $18,360,000 | 4,582 |
| U.S. Government securities | $18,198,000 | 3,727 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,198,000 | 3,654 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $162,000 | 1,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,859,000 | 4,911 |
| Mortgage-backed securities | $12,118,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $11,726,000 | 2,426 |
| Issued or guaranteed by U.S. | $11,726,000 | 2,410 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $392,000 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,852 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $18,360,000 | 4,095 |
| Total debt securities | $18,198,000 | 4,562 |
| Structured notes |
| Amortized cost | $1,000,000 | 926 |
| Fair value | $1,001,000 | 961 |
| 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 | $21,986,000 | 4,205 |
| U.S. Government securities | $20,989,000 | 3,424 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,989,000 | 3,363 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $997,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,857,000 | 5,285 |
| Mortgage-backed securities | $12,403,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $12,009,000 | 2,371 |
| Issued or guaranteed by U.S. | $12,009,000 | 2,359 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $394,000 | 3,202 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 2,864 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $21,986,000 | 3,742 |
| Total debt securities | $20,989,000 | 4,264 |
| Structured notes |
| Amortized cost | $1,000,000 | 979 |
| Fair value | $1,000,000 | 1,039 |
| 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 | $25,998,000 | 3,781 |
| U.S. Government securities | $24,972,000 | 3,020 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,972,000 | 2,966 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,026,000 | 1,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,011,000 | 4,815 |
| Mortgage-backed securities | $13,431,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $12,996,000 | 2,177 |
| Issued or guaranteed by U.S. | $12,996,000 | 2,166 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $435,000 | 3,162 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 2,820 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $25,998,000 | 3,377 |
| Total debt securities | $24,972,000 | 3,832 |
| Structured notes |
| Amortized cost | $2,800,000 | 552 |
| Fair value | $2,804,000 | 551 |
| 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 | $41,694,000 | 2,673 |
| U.S. Government securities | $40,697,000 | 2,028 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $40,697,000 | 1,984 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $997,000 | 1,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,042,000 | 3,766 |
| Mortgage-backed securities | $13,565,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $13,134,000 | 1,947 |
| Issued or guaranteed by U.S. | $13,134,000 | 1,937 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $431,000 | 3,059 |
| CMOs issued by government agencies or sponsored agencies | $431,000 | 2,739 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $41,694,000 | 2,345 |
| Total debt securities | $40,697,000 | 2,692 |
| Structured notes |
| Amortized cost | $8,299,000 | 294 |
| Fair value | $8,297,000 | 294 |
| 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 | $47,025,000 | 2,428 |
| U.S. Government securities | $46,041,000 | 1,819 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $46,041,000 | 1,774 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $984,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,020,000 | 3,788 |
| Mortgage-backed securities | $13,841,000 | 2,280 |
| Certificates of participation in pools of residential mortgages | $13,395,000 | 1,773 |
| Issued or guaranteed by U.S. | $13,395,000 | 1,764 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $446,000 | 3,005 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 2,684 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $47,025,000 | 2,103 |
| Total debt securities | $46,041,000 | 2,418 |
| Structured notes |
| Amortized cost | $9,798,000 | 299 |
| Fair value | $9,748,000 | 299 |
| 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 | $44,667,000 | 2,511 |
| U.S. Government securities | $43,703,000 | 1,936 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $43,703,000 | 1,880 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $964,000 | 996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,081,000 | 2,654 |
| Mortgage-backed securities | $13,259,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $12,779,000 | 1,779 |
| Issued or guaranteed by U.S. | $12,779,000 | 1,773 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $480,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 2,635 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $44,667,000 | 2,178 |
| Total debt securities | $43,703,000 | 2,515 |
| Structured notes |
| Amortized cost | $10,547,000 | 286 |
| Fair value | $10,340,000 | 286 |
| 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 | $36,199,000 | 3,017 |
| U.S. Government securities | $35,481,000 | 2,336 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $35,481,000 | 2,269 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $718,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,325,000 | 2,911 |
| Mortgage-backed securities | $10,721,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $10,182,000 | 2,045 |
| Issued or guaranteed by U.S. | $10,182,000 | 2,038 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $539,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $539,000 | 2,558 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $36,199,000 | 2,621 |
| Total debt securities | $35,481,000 | 3,017 |
| Structured notes |
| Amortized cost | $10,546,000 | 311 |
| Fair value | $10,438,000 | 311 |
| 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 | $35,989,000 | 3,052 |
| U.S. Government securities | $35,281,000 | 2,408 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $35,281,000 | 2,341 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $708,000 | 1,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,427,000 | 2,889 |
| Mortgage-backed securities | $9,690,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $9,134,000 | 2,202 |
| Issued or guaranteed by U.S. | $9,134,000 | 2,190 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $556,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $556,000 | 2,536 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $35,989,000 | 2,648 |
| Total debt securities | $35,281,000 | 3,056 |
| Structured notes |
| Amortized cost | $10,546,000 | 339 |
| Fair value | $10,360,000 | 343 |
| 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 | $36,128,000 | 3,080 |
| U.S. Government securities | $35,935,000 | 2,378 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $35,935,000 | 2,310 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $193,000 | 1,580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,426,000 | 4,481 |
| Mortgage-backed securities | $9,783,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $9,205,000 | 2,208 |
| Issued or guaranteed by U.S. | $9,205,000 | 2,191 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $578,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $578,000 | 2,496 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $36,128,000 | 2,661 |
| Total debt securities | $35,935,000 | 3,050 |
| Structured notes |
| Amortized cost | $10,545,000 | 378 |
| Fair value | $10,375,000 | 377 |
| 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 | $30,038,000 | 3,502 |
| U.S. Government securities | $29,846,000 | 2,767 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $29,846,000 | 2,682 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $192,000 | 1,603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,359,000 | 5,204 |
| Mortgage-backed securities | $10,114,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | $9,491,000 | 2,176 |
| Issued or guaranteed by U.S. | $9,491,000 | 2,163 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $623,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $623,000 | 2,446 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $30,038,000 | 3,036 |
| Total debt securities | $29,846,000 | 3,468 |
| Structured notes |
| Amortized cost | $10,544,000 | 400 |
| Fair value | $10,159,000 | 397 |
| 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 | $30,504,000 | 3,512 |
| U.S. Government securities | $30,312,000 | 2,779 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $30,312,000 | 2,690 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $192,000 | 1,629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,901,000 | 5,005 |
| Mortgage-backed securities | $10,854,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $10,140,000 | 2,132 |
| Issued or guaranteed by U.S. | $10,140,000 | 2,120 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $714,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $714,000 | 2,398 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $30,504,000 | 3,042 |
| Total debt securities | $30,312,000 | 3,475 |
| Structured notes |
| Amortized cost | $11,543,000 | 381 |
| Fair value | $11,258,000 | 380 |
| 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 | $31,466,000 | 3,434 |
| U.S. Government securities | $31,273,000 | 2,691 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $31,273,000 | 2,603 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $193,000 | 1,650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,918,000 | 4,986 |
| Mortgage-backed securities | $11,664,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $10,871,000 | 2,054 |
| Issued or guaranteed by U.S. | $10,871,000 | 2,039 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $793,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $793,000 | 2,349 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $31,466,000 | 2,971 |
| Total debt securities | $31,273,000 | 3,399 |
| Structured notes |
| Amortized cost | $11,542,000 | 378 |
| Fair value | $11,334,000 | 375 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $32,850,000 | 3,304 |
| U.S. Government securities | $32,657,000 | 2,567 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $32,657,000 | 2,491 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $193,000 | 1,657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,485,000 | 6,149 |
| Mortgage-backed securities | $12,818,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $11,910,000 | 1,979 |
| Issued or guaranteed by U.S. | $11,910,000 | 1,964 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $908,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $908,000 | 2,314 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $32,850,000 | 2,851 |
| Total debt securities | $32,657,000 | 3,267 |
| Structured notes |
| Amortized cost | $11,538,000 | 378 |
| Fair value | $11,459,000 | 374 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $32,451,000 | 3,391 |
| U.S. Government securities | $32,257,000 | 2,644 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $32,257,000 | 2,549 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $194,000 | 1,683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,491,000 | 6,133 |
| Mortgage-backed securities | $13,099,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $12,013,000 | 2,030 |
| Issued or guaranteed by U.S. | $12,013,000 | 2,018 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,086,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,086,000 | 2,257 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $32,451,000 | 2,917 |
| Total debt securities | $32,252,000 | 3,353 |
| Structured notes |
| Amortized cost | $11,530,000 | 374 |
| Fair value | $11,500,000 | 372 |
| 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 | $32,917,000 | 3,386 |
| U.S. Government securities | $32,722,000 | 2,660 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $32,722,000 | 2,558 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $195,000 | 1,713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,473,000 | 6,195 |
| Mortgage-backed securities | $10,824,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $9,593,000 | 2,378 |
| Issued or guaranteed by U.S. | $9,593,000 | 2,370 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,231,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,252 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $32,917,000 | 2,917 |
| Total debt securities | $32,721,000 | 3,350 |
| Structured notes |
| Amortized cost | $12,025,000 | 351 |
| Fair value | $11,825,000 | 353 |
| 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 | $28,533,000 | 3,761 |
| U.S. Government securities | $24,946,000 | 3,290 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,946,000 | 3,155 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $3,391,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $1,392,000 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,999,000 | 1,434 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $196,000 | 1,753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,489,000 | 6,176 |
| Mortgage-backed securities | $9,723,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $8,331,000 | 2,596 |
| Issued or guaranteed by U.S. | $8,331,000 | 2,588 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,392,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $1,392,000 | 655 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,999,000 | 2,782 |
| Available-for-sale securities (fair market value) | $26,534,000 | 3,412 |
| Total debt securities | $28,337,000 | 3,723 |
| Structured notes |
| Amortized cost | $11,524,000 | 367 |
| Fair value | $11,459,000 | 368 |
| 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 | $21,293,000 | 4,550 |
| U.S. Government securities | $19,093,000 | 3,948 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,093,000 | 3,809 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,200,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,889,000 | 4,654 |
| Mortgage-backed securities | $5,925,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $4,359,000 | 3,534 |
| Issued or guaranteed by U.S. | $4,359,000 | 3,527 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,566,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $1,566,000 | 2,137 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $21,293,000 | 3,936 |
| Total debt securities | $19,093,000 | 4,765 |
| Structured notes |
| Amortized cost | $10,227,000 | 419 |
| Fair value | $10,265,000 | 413 |
| 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 | $18,408,000 | 5,020 |
| U.S. Government securities | $15,051,000 | 4,687 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,051,000 | 4,524 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,357,000 | 755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,657,000 | 4,366 |
| Mortgage-backed securities | $4,528,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $2,861,000 | 4,131 |
| Issued or guaranteed by U.S. | $2,861,000 | 4,122 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,667,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $1,667,000 | 2,142 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $18,408,000 | 4,395 |
| Total debt securities | $15,051,000 | 5,493 |
| Structured notes |
| Amortized cost | $5,234,000 | 782 |
| Fair value | $5,170,000 | 779 |
| 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 | $16,218,000 | 5,340 |
| U.S. Government securities | $12,860,000 | 5,044 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,860,000 | 4,913 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $3,358,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,256,000 | 6,352 |
| Mortgage-backed securities | $5,158,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $3,235,000 | 4,037 |
| Issued or guaranteed by U.S. | $3,235,000 | 4,028 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,923,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $1,923,000 | 2,103 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $16,218,000 | 4,686 |
| Total debt securities | $12,860,000 | 5,876 |
| Structured notes |
| Amortized cost | $3,234,000 | 1,005 |
| Fair value | $3,270,000 | 1,001 |
| 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 | $16,791,000 | 5,305 |
| U.S. Government securities | $12,953,000 | 5,089 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,953,000 | 4,941 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,838,000 | 737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,347,000 | 4,727 |
| Mortgage-backed securities | $4,996,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $3,390,000 | 3,957 |
| Issued or guaranteed by U.S. | $3,390,000 | 3,946 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,606,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $1,606,000 | 2,331 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $16,791,000 | 4,625 |
| Total debt securities | $12,953,000 | 5,916 |
| Structured notes |
| Amortized cost | $4,437,000 | 706 |
| Fair value | $4,432,000 | 701 |
| 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 | $17,375,000 | 5,134 |
| U.S. Government securities | $13,558,000 | 4,813 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,558,000 | 4,662 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,817,000 | 787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,778,000 | 4,515 |
| Mortgage-backed securities | $5,211,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $2,665,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,665,000 | 4,235 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,546,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $2,546,000 | 2,016 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $17,375,000 | 4,495 |
| Total debt securities | $13,558,000 | 5,717 |
| Structured notes |
| Amortized cost | $3,940,000 | 658 |
| Fair value | $3,936,000 | 644 |
| 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 | $15,197,000 | 5,440 |
| U.S. Government securities | $12,378,000 | 5,000 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,378,000 | 4,838 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,819,000 | 951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,770,000 | 4,493 |
| Mortgage-backed securities | $6,161,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $2,293,000 | 4,500 |
| Issued or guaranteed by U.S. | $2,293,000 | 4,483 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,868,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $3,868,000 | 1,829 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $15,197,000 | 4,751 |
| Total debt securities | $12,376,000 | 5,894 |
| Structured notes |
| Amortized cost | $3,183,000 | 591 |
| Fair value | $3,194,000 | 591 |
| 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 | $14,515,000 | 5,574 |
| U.S. Government securities | $12,514,000 | 4,987 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,514,000 | 4,805 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,001,000 | 1,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,546,000 | 4,224 |
| Mortgage-backed securities | $6,800,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $3,293,000 | 4,038 |
| Issued or guaranteed by U.S. | $3,293,000 | 4,023 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,507,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $3,507,000 | 1,986 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $14,515,000 | 4,860 |
| Total debt securities | $12,514,000 | 5,871 |
| Structured notes |
| Amortized cost | $3,655,000 | 397 |
| Fair value | $3,662,000 | 399 |
| 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 | $12,072,000 | 6,051 |
| U.S. Government securities | $8,086,000 | 6,128 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,086,000 | 5,931 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,986,000 | 802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,228,000 | 4,728 |
| Mortgage-backed securities | $4,925,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $1,968,000 | 4,674 |
| Issued or guaranteed by U.S. | $1,968,000 | 4,659 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,957,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $2,957,000 | 2,180 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $12,072,000 | 5,269 |
| Total debt securities | $8,086,000 | 6,904 |
| Structured notes |
| Amortized cost | $1,748,000 | 584 |
| Fair value | $1,752,000 | 586 |
| 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 | $5,052,000 | 7,918 |
| U.S. Government securities | $5,030,000 | 7,226 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,030,000 | 6,981 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $22,000 | 2,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $5,030,000 | 2,285 |
| Available-for-sale securities (fair market value) | $22,000 | 8,590 |
| Total debt securities | $5,030,000 | 7,814 |
| Structured notes |
| Amortized cost | $1,000,000 | 323 |
| Fair value | $980,000 | 408 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
