| 2015-03-31 | Rank |
| Total securities | $16,025,000 | 4,563 |
| U.S. Government securities | $14,076,000 | 3,866 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,076,000 | 3,751 |
| Securities issued by states & political subdivisions | $1,949,000 | 4,379 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,623,000 | 3,731 |
| Mortgage-backed securities | $11,138,000 | 2,878 |
| Certificates of participation in pools of residential mortgages | $10,392,000 | 2,415 |
| Issued or guaranteed by U.S. | $10,392,000 | 2,413 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $746,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $746,000 | 2,751 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,025,000 | 4,203 |
| Total debt securities | $16,026,000 | 4,544 |
| Structured notes |
| Amortized cost | $998,000 | 1,480 |
| Fair value | $990,000 | 1,490 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $16,275,000 | 4,600 |
| U.S. Government securities | $14,358,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,358,000 | 3,776 |
| Securities issued by states & political subdivisions | $1,917,000 | 4,446 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,808,000 | 3,950 |
| Mortgage-backed securities | $11,450,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $10,688,000 | 2,430 |
| Issued or guaranteed by U.S. | $10,688,000 | 2,427 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $762,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 2,791 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $16,275,000 | 4,231 |
| Total debt securities | $16,275,000 | 4,581 |
| Structured notes |
| Amortized cost | $998,000 | 1,556 |
| Fair value | $978,000 | 1,566 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $12,547,000 | 5,041 |
| U.S. Government securities | $10,629,000 | 4,467 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,629,000 | 4,355 |
| Securities issued by states & political subdivisions | $1,918,000 | 4,486 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,050,000 | 4,151 |
| Mortgage-backed securities | $7,742,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $6,960,000 | 3,032 |
| Issued or guaranteed by U.S. | $6,960,000 | 3,030 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $782,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $782,000 | 2,820 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $12,547,000 | 4,655 |
| Total debt securities | $12,545,000 | 5,017 |
| Structured notes |
| Amortized cost | $998,000 | 1,664 |
| Fair value | $935,000 | 1,701 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $12,838,000 | 5,097 |
| U.S. Government securities | $10,937,000 | 4,495 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,937,000 | 4,388 |
| Securities issued by states & political subdivisions | $1,901,000 | 4,538 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| 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 | $5,263,000 | 4,130 |
| Mortgage-backed securities | $8,068,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $7,259,000 | 3,046 |
| Issued or guaranteed by U.S. | $7,259,000 | 3,046 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $809,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $809,000 | 2,854 |
| 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) | $12,838,000 | 4,690 |
| Total debt securities | $12,838,000 | 5,074 |
| Structured notes |
| Amortized cost | $998,000 | 1,703 |
| Fair value | $921,000 | 1,747 |
| 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 | $12,978,000 | 5,133 |
| U.S. Government securities | $11,139,000 | 4,508 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,139,000 | 4,406 |
| Securities issued by states & political subdivisions | $1,839,000 | 4,565 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| 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 | $3,666,000 | 4,535 |
| Mortgage-backed securities | $8,266,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $7,432,000 | 3,028 |
| Issued or guaranteed by U.S. | $7,432,000 | 3,028 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $834,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $834,000 | 2,877 |
| 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) | $12,978,000 | 4,728 |
| Total debt securities | $12,978,000 | 5,108 |
| Structured notes |
| Amortized cost | $998,000 | 1,737 |
| Fair value | $880,000 | 1,794 |
| 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 | $13,108,000 | 5,120 |
| U.S. Government securities | $11,317,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,317,000 | 4,376 |
| Securities issued by states & political subdivisions | $1,791,000 | 4,622 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| 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 | $3,769,000 | 4,527 |
| Mortgage-backed securities | $8,454,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $7,599,000 | 2,995 |
| Issued or guaranteed by U.S. | $7,599,000 | 2,993 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $855,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,837 |
| 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) | $13,108,000 | 4,718 |
| Total debt securities | $13,107,000 | 5,090 |
| Structured notes |
| Amortized cost | $997,000 | 1,741 |
| Fair value | $881,000 | 1,785 |
| 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 | $13,458,000 | 5,136 |
| U.S. Government securities | $11,675,000 | 4,470 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,675,000 | 4,363 |
| Securities issued by states & political subdivisions | $1,783,000 | 4,643 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| 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 | $3,424,000 | 4,685 |
| Mortgage-backed securities | $8,732,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $7,833,000 | 2,968 |
| Issued or guaranteed by U.S. | $7,833,000 | 2,965 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $899,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $899,000 | 2,837 |
| 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) | $13,458,000 | 4,743 |
| Total debt securities | $13,456,000 | 5,103 |
| Structured notes |
| Amortized cost | $997,000 | 1,747 |
| Fair value | $917,000 | 1,757 |
| 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 | $14,120,000 | 5,070 |
| U.S. Government securities | $12,244,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,244,000 | 4,282 |
| Securities issued by states & political subdivisions | $1,876,000 | 4,605 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| 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 | $4,861,000 | 4,297 |
| Mortgage-backed securities | $9,182,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $8,237,000 | 2,880 |
| Issued or guaranteed by U.S. | $8,237,000 | 2,878 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $945,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,852 |
| 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) | $14,120,000 | 4,692 |
| Total debt securities | $14,121,000 | 5,038 |
| Structured notes |
| Amortized cost | $997,000 | 1,720 |
| Fair value | $931,000 | 1,735 |
| 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 | $13,691,000 | 5,143 |
| U.S. Government securities | $11,111,000 | 4,556 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,111,000 | 4,460 |
| Securities issued by states & political subdivisions | $2,580,000 | 4,374 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| 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 | $7,157,000 | 3,839 |
| Mortgage-backed securities | $8,862,000 | 3,420 |
| Certificates of participation in pools of residential mortgages | $7,871,000 | 2,979 |
| Issued or guaranteed by U.S. | $7,871,000 | 2,978 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $991,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,867 |
| 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) | $13,691,000 | 4,772 |
| Total debt securities | $13,691,000 | 5,105 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $13,896,000 | 5,101 |
| U.S. Government securities | $10,666,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,666,000 | 4,500 |
| Securities issued by states & political subdivisions | $3,230,000 | 4,196 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,850,000 | 4,586 |
| Mortgage-backed securities | $8,392,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $8,392,000 | 2,888 |
| Issued or guaranteed by U.S. | $8,392,000 | 2,886 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $13,896,000 | 4,725 |
| Total debt securities | $13,895,000 | 5,069 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $13,322,000 | 5,234 |
| U.S. Government securities | $8,249,000 | 5,068 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,249,000 | 4,974 |
| Securities issued by states & political subdivisions | $2,261,000 | 4,483 |
| Other domestic debt securities | $2,812,000 | 1,397 |
| 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 | $2,812,000 | 1,031 |
| 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 | $3,464,000 | 4,761 |
| Mortgage-backed securities | $8,249,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $8,249,000 | 3,058 |
| Issued or guaranteed by U.S. | $8,249,000 | 3,057 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $13,322,000 | 4,834 |
| Total debt securities | $13,322,000 | 5,202 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $13,410,000 | 5,255 |
| U.S. Government securities | $8,603,000 | 5,103 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,603,000 | 5,014 |
| Securities issued by states & political subdivisions | $2,232,000 | 4,472 |
| Other domestic debt securities | $2,575,000 | 1,464 |
| 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 | $2,575,000 | 1,075 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,726,000 | 4,734 |
| Mortgage-backed securities | $8,603,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $8,603,000 | 3,043 |
| Issued or guaranteed by U.S. | $8,603,000 | 3,043 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $13,410,000 | 4,860 |
| Total debt securities | $13,411,000 | 5,223 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $14,178,000 | 5,225 |
| U.S. Government securities | $11,594,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,594,000 | 4,638 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,584,000 | 1,431 |
| 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 | $2,584,000 | 1,044 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,669,000 | 4,776 |
| Mortgage-backed securities | $11,594,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $11,594,000 | 2,636 |
| Issued or guaranteed by U.S. | $11,594,000 | 2,634 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $14,178,000 | 4,816 |
| Total debt securities | $14,178,000 | 5,198 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $15,064,000 | 5,092 |
| U.S. Government securities | $12,648,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,648,000 | 4,449 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,416,000 | 1,465 |
| 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 | $2,416,000 | 1,020 |
| 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 | $8,858,000 | 3,410 |
| Mortgage-backed securities | $12,648,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $12,648,000 | 2,407 |
| Issued or guaranteed by U.S. | $12,648,000 | 2,401 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $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) | $15,064,000 | 4,671 |
| Total debt securities | $15,064,000 | 5,065 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $16,056,000 | 4,945 |
| U.S. Government securities | $13,570,000 | 4,364 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,570,000 | 4,268 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,486,000 | 1,464 |
| 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 | $2,486,000 | 985 |
| 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 | $9,421,000 | 3,280 |
| Mortgage-backed securities | $13,570,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $13,570,000 | 2,254 |
| Issued or guaranteed by U.S. | $13,570,000 | 2,248 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $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) | $16,056,000 | 4,537 |
| Total debt securities | $16,056,000 | 4,916 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $14,743,000 | 5,164 |
| U.S. Government securities | $12,127,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,127,000 | 4,590 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,616,000 | 1,377 |
| 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 | $2,616,000 | 900 |
| 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 | $8,419,000 | 3,494 |
| Mortgage-backed securities | $12,127,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $12,127,000 | 2,350 |
| Issued or guaranteed by U.S. | $12,127,000 | 2,343 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $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) | $14,743,000 | 4,734 |
| Total debt securities | $14,743,000 | 5,132 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $14,101,000 | 5,237 |
| U.S. Government securities | $11,501,000 | 4,774 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,501,000 | 4,650 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,600,000 | 1,401 |
| 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 | $2,600,000 | 916 |
| 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 | $8,720,000 | 3,457 |
| Mortgage-backed securities | $11,501,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $11,501,000 | 2,363 |
| Issued or guaranteed by U.S. | $11,501,000 | 2,358 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $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) | $14,101,000 | 4,805 |
| Total debt securities | $14,100,000 | 5,201 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $14,963,000 | 5,039 |
| U.S. Government securities | $12,397,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,397,000 | 4,357 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,566,000 | 1,511 |
| 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 | $2,566,000 | 922 |
| 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 | $8,400,000 | 3,459 |
| Mortgage-backed securities | $12,397,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $12,397,000 | 2,178 |
| Issued or guaranteed by U.S. | $12,397,000 | 2,172 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $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) | $14,963,000 | 4,605 |
| Total debt securities | $14,963,000 | 5,003 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $12,407,000 | 5,317 |
| U.S. Government securities | $9,215,000 | 4,993 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,215,000 | 4,881 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $3,192,000 | 1,415 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,192,000 | 804 |
| 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 | $8,899,000 | 3,411 |
| Mortgage-backed securities | $9,215,000 | 3,263 |
| Certificates of participation in pools of residential mortgages | $9,215,000 | 2,532 |
| Issued or guaranteed by U.S. | $9,215,000 | 2,526 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $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) | $12,407,000 | 4,878 |
| Total debt securities | $12,407,000 | 5,286 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $17,247,000 | 4,715 |
| U.S. Government securities | $13,078,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,078,000 | 4,281 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,169,000 | 1,255 |
| 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 | $4,169,000 | 649 |
| 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 | $8,968,000 | 3,428 |
| Mortgage-backed securities | $11,069,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $11,069,000 | 2,287 |
| Issued or guaranteed by U.S. | $11,069,000 | 2,281 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $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) | $17,247,000 | 4,299 |
| Total debt securities | $17,247,000 | 4,676 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,009,000 | 2,029 |
| 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 | $15,410,000 | 4,975 |
| U.S. Government securities | $10,194,000 | 4,961 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,194,000 | 4,860 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $5,216,000 | 1,168 |
| 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 | $5,216,000 | 576 |
| 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 | $9,132,000 | 3,468 |
| Mortgage-backed securities | $7,213,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $7,213,000 | 2,956 |
| Issued or guaranteed by U.S. | $7,213,000 | 2,948 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $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) | $15,410,000 | 4,535 |
| Total debt securities | $15,409,000 | 4,939 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,398 |
| Fair value | $2,981,000 | 1,476 |
| 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 | $16,411,000 | 4,827 |
| U.S. Government securities | $12,289,000 | 4,543 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,289,000 | 4,452 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $4,122,000 | 1,346 |
| 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 | $4,122,000 | 701 |
| 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 | $6,682,000 | 3,964 |
| Mortgage-backed securities | $9,346,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $9,346,000 | 2,678 |
| Issued or guaranteed by U.S. | $9,346,000 | 2,671 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $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) | $16,411,000 | 4,404 |
| Total debt securities | $16,411,000 | 4,789 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,166 |
| Fair value | $2,943,000 | 1,250 |
| 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 | $12,216,000 | 5,458 |
| U.S. Government securities | $8,606,000 | 5,270 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,606,000 | 5,171 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $3,610,000 | 1,492 |
| 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 | $3,610,000 | 795 |
| 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 | $6,610,000 | 3,988 |
| Mortgage-backed securities | $8,606,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | $8,606,000 | 2,857 |
| Issued or guaranteed by U.S. | $8,606,000 | 2,846 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $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) | $12,216,000 | 4,990 |
| Total debt securities | $12,215,000 | 5,409 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $9,617,000 | 5,893 |
| U.S. Government securities | $7,675,000 | 5,462 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,675,000 | 5,378 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,942,000 | 1,974 |
| 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 | $1,942,000 | 1,158 |
| 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 | $7,674,000 | 3,769 |
| Mortgage-backed securities | $6,663,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $6,663,000 | 3,274 |
| Issued or guaranteed by U.S. | $6,663,000 | 3,263 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $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) | $9,617,000 | 5,384 |
| Total debt securities | $9,617,000 | 5,844 |
| 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 | $9,073,000 | 6,071 |
| U.S. Government securities | $9,073,000 | 5,274 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,073,000 | 5,195 |
| 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 | $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 | $7,295,000 | 3,894 |
| Mortgage-backed securities | $7,553,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $7,553,000 | 3,175 |
| Issued or guaranteed by U.S. | $7,553,000 | 3,164 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $9,073,000 | 5,547 |
| Total debt securities | $9,072,000 | 6,018 |
| 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 | $12,378,000 | 5,524 |
| U.S. Government securities | $12,378,000 | 4,695 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,378,000 | 4,610 |
| 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 | $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 | $8,472,000 | 3,696 |
| Mortgage-backed securities | $10,852,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $10,852,000 | 2,626 |
| Issued or guaranteed by U.S. | $10,852,000 | 2,610 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $12,378,000 | 5,012 |
| Total debt securities | $12,378,000 | 5,478 |
| 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 | $10,648,000 | 5,752 |
| U.S. Government securities | $10,648,000 | 4,955 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,648,000 | 4,870 |
| 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 | $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 | $7,571,000 | 3,892 |
| Mortgage-backed securities | $9,143,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $9,143,000 | 2,778 |
| Issued or guaranteed by U.S. | $9,143,000 | 2,764 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $10,648,000 | 5,219 |
| Total debt securities | $10,648,000 | 5,709 |
| 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 | $7,563,000 | 6,418 |
| U.S. Government securities | $7,563,000 | 5,709 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,563,000 | 5,628 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,208,000 | 5,135 |
| Mortgage-backed securities | $6,050,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $6,050,000 | 3,349 |
| Issued or guaranteed by U.S. | $6,050,000 | 3,332 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $7,563,000 | 5,856 |
| Total debt securities | $7,564,000 | 6,358 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $6,878,000 | 6,596 |
| U.S. Government securities | $6,878,000 | 5,921 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,878,000 | 5,832 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $142,000 | 6,564 |
| Mortgage-backed securities | $5,842,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $5,842,000 | 3,317 |
| Issued or guaranteed by U.S. | $5,842,000 | 3,299 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $6,878,000 | 6,025 |
| Total debt securities | $6,878,000 | 6,526 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $6,378,000 | 6,762 |
| U.S. Government securities | $6,362,000 | 6,194 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,362,000 | 6,088 |
| 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 | $16,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $101,000 | 6,629 |
| Mortgage-backed securities | $5,345,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $5,345,000 | 3,142 |
| Issued or guaranteed by U.S. | $5,345,000 | 3,126 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $6,378,000 | 6,145 |
| Total debt securities | $6,372,000 | 6,708 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $1,309,000 | 7,981 |
| U.S. Government securities | $1,293,000 | 7,764 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,293,000 | 7,654 |
| 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 | $16,000 | 1,711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $1,293,000 | 5,103 |
| Certificates of participation in pools of residential mortgages | $1,293,000 | 4,602 |
| Issued or guaranteed by U.S. | $1,293,000 | 4,589 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,309,000 | 7,299 |
| Total debt securities | $1,293,000 | 7,942 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
