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SouthBank, a Federal Savings Bank, Securities
| 2015-06-30 | Rank | |
| Total securities | $5,214,000 | 5,569 |
| U.S. Government securities | $5,214,000 | 5,024 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,214,000 | 4,912 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 5,407 |
| Mortgage-backed securities | $397,000 | 4,788 |
| Certificates of participation in pools of residential mortgages | $397,000 | 4,564 |
| Issued or guaranteed by U.S. | $397,000 | 4,561 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,214,000 | 5,200 |
| Total debt securities | $5,214,000 | 5,545 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $6,394,000 | 5,490 |
| U.S. Government securities | $6,394,000 | 4,916 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,394,000 | 4,810 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $50,000 | 5,466 |
| Mortgage-backed securities | $412,000 | 4,836 |
| Certificates of participation in pools of residential mortgages | $412,000 | 4,602 |
| Issued or guaranteed by U.S. | $412,000 | 4,597 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $6,394,000 | 5,125 |
| Total debt securities | $6,394,000 | 5,471 |
| Structured notes | ||
| Amortized cost | $43,000 | 2,081 |
| Fair value | $43,000 | 2,084 |
| 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 | $7,506,000 | 5,476 |
| U.S. Government securities | $7,506,000 | 4,804 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,506,000 | 4,685 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $50,000 | 5,539 |
| Mortgage-backed securities | $1,121,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 4,375 |
| Issued or guaranteed by U.S. | $1,121,000 | 4,368 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $7,506,000 | 5,093 |
| Total debt securities | $7,506,000 | 5,454 |
| Structured notes | ||
| Amortized cost | $45,000 | 2,180 |
| Fair value | $46,000 | 2,183 |
| 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 | $7,889,000 | 5,532 |
| U.S. Government securities | $7,889,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,889,000 | 4,734 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $1,143,000 | 4,746 |
| Certificates of participation in pools of residential mortgages | $1,143,000 | 4,450 |
| Issued or guaranteed by U.S. | $1,143,000 | 4,447 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $7,889,000 | 5,151 |
| Total debt securities | $7,889,000 | 5,509 |
| Structured notes | ||
| Amortized cost | $48,000 | 2,283 |
| Fair value | $49,000 | 2,284 |
| 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 | $10,900,000 | 5,282 |
| U.S. Government securities | $10,900,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,900,000 | 4,395 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $2,663,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $2,663,000 | 4,014 |
| Issued or guaranteed by U.S. | $2,663,000 | 4,012 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $10,900,000 | 4,889 |
| Total debt securities | $10,900,000 | 5,261 |
| Structured notes | ||
| Amortized cost | $551,000 | 1,886 |
| Fair value | $552,000 | 1,883 |
| 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 | $11,789,000 | 5,244 |
| U.S. Government securities | $11,789,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,789,000 | 4,321 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $2,740,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $2,740,000 | 4,028 |
| Issued or guaranteed by U.S. | $2,740,000 | 4,026 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $11,789,000 | 4,840 |
| Total debt securities | $11,789,000 | 5,218 |
| Structured notes | ||
| Amortized cost | $554,000 | 1,932 |
| Fair value | $554,000 | 1,932 |
| 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 | $13,312,000 | 5,106 |
| U.S. Government securities | $13,312,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,312,000 | 4,113 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $2,814,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $2,814,000 | 4,029 |
| Issued or guaranteed by U.S. | $2,814,000 | 4,024 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $13,312,000 | 4,703 |
| Total debt securities | $13,312,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $558,000 | 1,923 |
| Fair value | $556,000 | 1,919 |
| 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 | $13,653,000 | 5,121 |
| U.S. Government securities | $13,653,000 | 4,204 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,653,000 | 4,105 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $2,941,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $2,941,000 | 4,007 |
| Issued or guaranteed by U.S. | $2,941,000 | 4,000 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $13,653,000 | 4,723 |
| Total debt securities | $13,653,000 | 5,088 |
| Structured notes | ||
| Amortized cost | $563,000 | 1,916 |
| Fair value | $561,000 | 1,915 |
| 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 | $13,074,000 | 5,184 |
| U.S. Government securities | $12,080,000 | 4,393 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,080,000 | 4,299 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $994,000 | 2,005 |
| 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 | $994,000 | 1,567 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $3,919,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $3,919,000 | 3,736 |
| Issued or guaranteed by U.S. | $3,919,000 | 3,731 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $13,074,000 | 4,799 |
| Total debt securities | $13,074,000 | 5,152 |
| Structured notes | ||
| Amortized cost | $71,000 | 2,362 |
| Fair value | $73,000 | 2,358 |
| 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 | $14,045,000 | 5,101 |
| U.S. Government securities | $13,047,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,047,000 | 4,194 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $998,000 | 2,014 |
| 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 | $998,000 | 1,553 |
| 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 | $42,000 | 5,968 |
| Mortgage-backed securities | $4,483,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $4,483,000 | 3,655 |
| Issued or guaranteed by U.S. | $4,483,000 | 3,651 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $14,045,000 | 4,738 |
| Total debt securities | $14,045,000 | 5,069 |
| Structured notes | ||
| Amortized cost | $82,000 | 2,400 |
| Fair value | $84,000 | 2,396 |
| 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 | $15,971,000 | 4,864 |
| U.S. Government securities | $13,494,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,494,000 | 4,111 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,477,000 | 1,435 |
| 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 | $2,477,000 | 1,053 |
| 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 | $167,000 | 5,974 |
| Mortgage-backed securities | $4,895,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $4,895,000 | 3,556 |
| Issued or guaranteed by U.S. | $4,895,000 | 3,552 |
| 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) | $15,971,000 | 4,494 |
| Total debt securities | $15,971,000 | 4,829 |
| Structured notes | ||
| Amortized cost | $95,000 | 2,433 |
| Fair value | $97,000 | 2,432 |
| 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 | $16,388,000 | 4,893 |
| U.S. Government securities | $13,926,000 | 4,244 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,926,000 | 4,158 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,462,000 | 1,479 |
| 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 | $2,462,000 | 1,096 |
| 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 | $292,000 | 6,000 |
| Mortgage-backed securities | $8,299,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $8,295,000 | 3,048 |
| Issued or guaranteed by U.S. | $8,295,000 | 3,047 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,000 | 3,838 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,665 |
| 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) | $16,388,000 | 4,517 |
| Total debt securities | $16,388,000 | 4,862 |
| Structured notes | ||
| Amortized cost | $108,000 | 2,611 |
| Fair value | $110,000 | 2,608 |
| 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 | $13,521,000 | 5,234 |
| U.S. Government securities | $11,100,000 | 4,720 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,100,000 | 4,622 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,421,000 | 1,509 |
| 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 | $2,421,000 | 1,106 |
| 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 | $417,000 | 6,005 |
| Mortgage-backed securities | $8,976,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $8,965,000 | 2,981 |
| Issued or guaranteed by U.S. | $8,965,000 | 2,981 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,000 | 3,819 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,644 |
| 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) | $13,521,000 | 4,843 |
| Total debt securities | $13,521,000 | 5,201 |
| 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 | $13,127,000 | 5,347 |
| U.S. Government securities | $10,708,000 | 4,864 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,708,000 | 4,765 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,419,000 | 1,479 |
| 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 | $2,419,000 | 1,086 |
| 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 | $542,000 | 5,965 |
| Mortgage-backed securities | $10,571,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $10,552,000 | 2,767 |
| Issued or guaranteed by U.S. | $10,552,000 | 2,765 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,651 |
| 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) | $13,127,000 | 4,941 |
| Total debt securities | $13,127,000 | 5,317 |
| Structured notes | ||
| Amortized cost | $134,000 | 3,060 |
| Fair value | $137,000 | 3,058 |
| 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 | $13,597,000 | 5,270 |
| U.S. Government securities | $11,277,000 | 4,735 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,277,000 | 4,641 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,320,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,320,000 | 1,037 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,625,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $9,596,000 | 2,791 |
| Issued or guaranteed by U.S. | $9,596,000 | 2,791 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $29,000 | 3,757 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,488 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,597,000 | 4,850 |
| Total debt securities | $13,597,000 | 5,241 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $10,151,000 | 5,694 |
| U.S. Government securities | $8,751,000 | 5,133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,751,000 | 5,032 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,400,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,400,000 | 1,267 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,688,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $3,650,000 | 3,892 |
| Issued or guaranteed by U.S. | $3,650,000 | 3,880 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $38,000 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,466 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $10,151,000 | 5,272 |
| Total debt securities | $10,151,000 | 5,655 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $7,283,000 | 6,190 |
| U.S. Government securities | $7,272,000 | 5,544 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,272,000 | 5,434 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $11,000 | 2,777 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $198,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $141,000 | 5,396 |
| Issued or guaranteed by U.S. | $141,000 | 5,384 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $57,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,438 |
| Privately issued | $11,000 | 1,216 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,283,000 | 5,744 |
| Total debt securities | $7,283,000 | 6,159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $12,005,000 | 5,522 |
| U.S. Government securities | $10,168,000 | 4,997 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,168,000 | 4,878 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,837,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,748,000 | 1,115 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,611,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $1,608,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,608,000 | 4,499 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,003,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 2,806 |
| Privately issued | $89,000 | 1,169 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,813,000 | 1,339 |
| Available-for-sale securities (fair market value) | $6,192,000 | 5,903 |
| Total debt securities | $12,005,000 | 5,486 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $11,063,000 | 5,558 |
| U.S. Government securities | $9,103,000 | 5,020 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,103,000 | 4,902 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,960,000 | 1,711 |
| Privately issued residential mortgage-backed securities | $174,000 | 1,229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,786,000 | 1,100 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,114,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $1,805,000 | 4,320 |
| Issued or guaranteed by U.S. | $1,805,000 | 4,315 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,309,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $1,135,000 | 2,658 |
| Privately issued | $174,000 | 1,172 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,376,000 | 1,491 |
| Available-for-sale securities (fair market value) | $6,687,000 | 5,759 |
| Total debt securities | $11,063,000 | 5,520 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $12,927,000 | 5,250 |
| U.S. Government securities | $10,482,000 | 4,741 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,482,000 | 4,617 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,445,000 | 1,591 |
| Privately issued residential mortgage-backed securities | $637,000 | 1,097 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,808,000 | 1,105 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,599,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $2,251,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,251,000 | 4,132 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,348,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $1,711,000 | 2,430 |
| Privately issued | $637,000 | 1,046 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,454,000 | 1,517 |
| Available-for-sale securities (fair market value) | $8,473,000 | 5,464 |
| Total debt securities | $12,927,000 | 5,213 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $11,209,000 | 5,530 |
| U.S. Government securities | $9,193,000 | 5,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,193,000 | 4,976 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $2,016,000 | 1,718 |
| Privately issued residential mortgage-backed securities | $753,000 | 1,092 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,263,000 | 1,212 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,910,000 | 4,034 |
| Certificates of participation in pools of residential mortgages | $2,604,000 | 4,058 |
| Issued or guaranteed by U.S. | $2,604,000 | 4,050 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,306,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $1,553,000 | 2,371 |
| Privately issued | $753,000 | 1,049 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,548,000 | 1,559 |
| Available-for-sale securities (fair market value) | $6,661,000 | 5,836 |
| Total debt securities | $11,209,000 | 5,496 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $9,374,000 | 5,911 |
| U.S. Government securities | $6,944,000 | 5,643 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,944,000 | 5,535 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,430,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $1,161,000 | 1,020 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,269,000 | 1,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,602,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $5,036,000 | 3,444 |
| Issued or guaranteed by U.S. | $5,036,000 | 3,436 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,566,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $1,405,000 | 2,375 |
| Privately issued | $1,161,000 | 981 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $301,000 | 2,737 |
| Available-for-sale securities (fair market value) | $9,073,000 | 5,479 |
| Total debt securities | $9,374,000 | 5,871 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $9,920,000 | 5,814 |
| U.S. Government securities | $7,303,000 | 5,527 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,303,000 | 5,428 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,617,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $1,316,000 | 1,017 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,301,000 | 1,248 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,368,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $5,359,000 | 3,431 |
| Issued or guaranteed by U.S. | $5,359,000 | 3,422 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,009,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $1,693,000 | 2,261 |
| Privately issued | $1,316,000 | 975 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $337,000 | 2,770 |
| Available-for-sale securities (fair market value) | $9,583,000 | 5,396 |
| Total debt securities | $9,920,000 | 5,777 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $10,804,000 | 5,695 |
| U.S. Government securities | $7,957,000 | 5,426 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,957,000 | 5,329 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,847,000 | 1,681 |
| Privately issued residential mortgage-backed securities | $1,489,000 | 1,039 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,358,000 | 1,325 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,192,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $5,865,000 | 3,392 |
| Issued or guaranteed by U.S. | $5,865,000 | 3,381 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,327,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $1,838,000 | 2,187 |
| Privately issued | $1,489,000 | 998 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $391,000 | 2,806 |
| Available-for-sale securities (fair market value) | $10,413,000 | 5,276 |
| Total debt securities | $10,804,000 | 5,653 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $11,523,000 | 5,566 |
| U.S. Government securities | $8,542,000 | 5,280 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,542,000 | 5,185 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,981,000 | 1,666 |
| Privately issued residential mortgage-backed securities | $1,630,000 | 1,036 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,351,000 | 1,358 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,915,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $6,214,000 | 3,372 |
| Issued or guaranteed by U.S. | $6,214,000 | 3,360 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,701,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $2,071,000 | 2,105 |
| Privately issued | $1,630,000 | 995 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $460,000 | 2,790 |
| Available-for-sale securities (fair market value) | $11,063,000 | 5,153 |
| Total debt securities | $11,523,000 | 5,525 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $11,804,000 | 5,572 |
| U.S. Government securities | $9,433,000 | 5,203 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,433,000 | 5,123 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,371,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $1,902,000 | 1,016 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $469,000 | 1,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,077,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $6,762,000 | 3,332 |
| Issued or guaranteed by U.S. | $6,762,000 | 3,318 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,315,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $2,413,000 | 2,006 |
| Privately issued | $1,902,000 | 977 |
| 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) | $550,000 | 2,759 |
| Available-for-sale securities (fair market value) | $11,254,000 | 5,169 |
| Total debt securities | $11,804,000 | 5,529 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $12,315,000 | 5,535 |
| U.S. Government securities | $10,067,000 | 5,131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,067,000 | 5,047 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,248,000 | 1,745 |
| Privately issued residential mortgage-backed securities | $2,028,000 | 950 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $220,000 | 2,210 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,835,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $7,065,000 | 3,230 |
| Issued or guaranteed by U.S. | $7,065,000 | 3,218 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,770,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $2,742,000 | 1,897 |
| Privately issued | $2,028,000 | 912 |
| 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) | $602,000 | 2,747 |
| Available-for-sale securities (fair market value) | $11,713,000 | 5,114 |
| Total debt securities | $12,315,000 | 5,490 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $13,282,000 | 5,309 |
| U.S. Government securities | $10,820,000 | 4,924 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,820,000 | 4,838 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,462,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $2,246,000 | 926 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $216,000 | 2,176 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,061,000 | 2,980 |
| Certificates of participation in pools of residential mortgages | $7,112,000 | 3,128 |
| Issued or guaranteed by U.S. | $7,112,000 | 3,117 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,949,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $2,703,000 | 1,808 |
| Privately issued | $2,246,000 | 889 |
| 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) | $613,000 | 2,765 |
| Available-for-sale securities (fair market value) | $12,669,000 | 4,894 |
| Total debt securities | $13,282,000 | 5,268 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $12,171,000 | 5,557 |
| U.S. Government securities | $10,156,000 | 5,093 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,156,000 | 5,005 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,015,000 | 1,827 |
| Privately issued residential mortgage-backed securities | $1,801,000 | 979 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $214,000 | 2,194 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,703,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $6,077,000 | 3,346 |
| Issued or guaranteed by U.S. | $6,077,000 | 3,329 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,626,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $2,825,000 | 1,794 |
| Privately issued | $1,801,000 | 931 |
| 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) | $639,000 | 2,758 |
| Available-for-sale securities (fair market value) | $11,532,000 | 5,152 |
| Total debt securities | $12,171,000 | 5,496 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $11,054,000 | 5,750 |
| U.S. Government securities | $8,917,000 | 5,355 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,917,000 | 5,267 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $2,137,000 | 1,703 |
| Privately issued residential mortgage-backed securities | $1,915,000 | 929 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $222,000 | 2,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,563,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $4,451,000 | 3,686 |
| Issued or guaranteed by U.S. | $4,451,000 | 3,671 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,112,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $3,197,000 | 1,699 |
| Privately issued | $1,915,000 | 887 |
| 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) | $669,000 | 2,781 |
| Available-for-sale securities (fair market value) | $10,385,000 | 5,332 |
| Total debt securities | $11,054,000 | 5,682 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $12,364,000 | 5,613 |
| U.S. Government securities | $10,161,000 | 5,224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,161,000 | 5,119 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $2,203,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $1,980,000 | 847 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $223,000 | 2,009 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,179,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $4,958,000 | 3,234 |
| Issued or guaranteed by U.S. | $4,958,000 | 3,219 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,221,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $3,241,000 | 1,617 |
| Privately issued | $1,980,000 | 807 |
| 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) | $686,000 | 2,845 |
| Available-for-sale securities (fair market value) | $11,678,000 | 5,156 |
| Total debt securities | $12,364,000 | 5,558 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $13,018,000 | 5,547 |
| U.S. Government securities | $10,763,000 | 5,195 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,763,000 | 5,101 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,255,000 | 1,511 |
| Privately issued residential mortgage-backed securities | $2,034,000 | 810 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $221,000 | 1,994 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,860,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $5,377,000 | 2,986 |
| Issued or guaranteed by U.S. | $5,377,000 | 2,970 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,483,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $3,449,000 | 1,533 |
| Privately issued | $2,034,000 | 771 |
| 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) | $712,000 | 2,892 |
| Available-for-sale securities (fair market value) | $12,306,000 | 5,099 |
| Total debt securities | $13,018,000 | 5,497 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $13,942,000 | 5,385 |
| U.S. Government securities | $11,557,000 | 5,073 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,557,000 | 4,967 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $2,385,000 | 1,426 |
| Privately issued residential mortgage-backed securities | $2,144,000 | 750 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $241,000 | 1,950 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,469,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $6,002,000 | 2,758 |
| Issued or guaranteed by U.S. | $6,002,000 | 2,745 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,467,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $3,323,000 | 1,547 |
| Privately issued | $2,144,000 | 711 |
| 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) | $745,000 | 2,904 |
| Available-for-sale securities (fair market value) | $13,197,000 | 4,917 |
| Total debt securities | $13,942,000 | 5,348 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $15,166,000 | 5,236 |
| U.S. Government securities | $13,856,000 | 4,638 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,856,000 | 4,515 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,310,000 | 1,762 |
| Privately issued residential mortgage-backed securities | $1,060,000 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,955 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,525,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $6,575,000 | 2,631 |
| Issued or guaranteed by U.S. | $6,575,000 | 2,622 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,950,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $4,890,000 | 1,293 |
| Privately issued | $1,060,000 | 827 |
| 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) | $480,000 | 3,123 |
| Available-for-sale securities (fair market value) | $14,686,000 | 4,696 |
| Total debt securities | $15,166,000 | 5,189 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $14,904,000 | 5,308 |
| U.S. Government securities | $14,128,000 | 4,639 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,128,000 | 4,515 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $776,000 | 2,093 |
| Privately issued residential mortgage-backed securities | $526,000 | 995 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,008 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,162,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $6,964,000 | 2,556 |
| Issued or guaranteed by U.S. | $6,964,000 | 2,542 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,198,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $4,672,000 | 1,332 |
| Privately issued | $526,000 | 937 |
| 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) | $14,904,000 | 4,700 |
| Total debt securities | $14,904,000 | 5,264 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $15,700,000 | 5,217 |
| U.S. Government securities | $14,446,000 | 4,619 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,446,000 | 4,491 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,254,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $1,004,000 | 861 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,048 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,135,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $9,206,000 | 2,207 |
| Issued or guaranteed by U.S. | $9,206,000 | 2,190 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,929,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $3,925,000 | 1,426 |
| Privately issued | $1,004,000 | 802 |
| 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) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $15,699,000 | 4,596 |
| Total debt securities | $15,700,000 | 5,178 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $17,163,000 | 4,979 |
| U.S. Government securities | $16,264,000 | 4,313 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,264,000 | 4,182 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $899,000 | 2,069 |
| Privately issued residential mortgage-backed securities | $649,000 | 935 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,110 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,600,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $8,922,000 | 2,251 |
| Issued or guaranteed by U.S. | $8,922,000 | 2,239 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,678,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $4,029,000 | 1,390 |
| Privately issued | $649,000 | 877 |
| 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) | $17,163,000 | 4,336 |
| Total debt securities | $17,163,000 | 4,930 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $17,027,000 | 5,048 |
| U.S. Government securities | $16,102,000 | 4,381 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,102,000 | 4,247 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $925,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $675,000 | 922 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,215 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,090,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $9,457,000 | 2,229 |
| Issued or guaranteed by U.S. | $9,457,000 | 2,218 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,633,000 | 1,530 |
| CMOs issued by government agencies or sponsored agencies | $3,958,000 | 1,404 |
| Privately issued | $675,000 | 865 |
| 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) | $17,027,000 | 4,400 |
| Total debt securities | $17,027,000 | 4,993 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $16,573,000 | 5,124 |
| U.S. Government securities | $14,990,000 | 4,526 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,990,000 | 4,391 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,583,000 | 1,787 |
| Privately issued residential mortgage-backed securities | $718,000 | 874 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $865,000 | 1,731 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,269,000 | 2,220 |
| Certificates of participation in pools of residential mortgages | $9,238,000 | 2,264 |
| Issued or guaranteed by U.S. | $9,238,000 | 2,252 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,031,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $4,313,000 | 1,356 |
| Privately issued | $718,000 | 817 |
| 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) | $1,209,000 | 2,961 |
| Available-for-sale securities (fair market value) | $15,364,000 | 4,634 |
| Total debt securities | $16,573,000 | 5,075 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $15,120,000 | 5,354 |
| U.S. Government securities | $14,196,000 | 4,659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,196,000 | 4,524 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $924,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $924,000 | 1,773 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,757,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $8,264,000 | 2,452 |
| Issued or guaranteed by U.S. | $8,264,000 | 2,440 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,493,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $4,493,000 | 1,335 |
| 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) | $15,120,000 | 4,682 |
| Total debt securities | $15,120,000 | 5,301 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $15,535,000 | 5,320 |
| U.S. Government securities | $14,613,000 | 4,635 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,613,000 | 4,497 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $922,000 | 2,300 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $922,000 | 1,856 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,473,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $7,902,000 | 2,572 |
| Issued or guaranteed by U.S. | $7,902,000 | 2,562 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,571,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $3,571,000 | 1,529 |
| 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) | $15,535,000 | 4,647 |
| Total debt securities | $15,535,000 | 5,267 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $15,708,000 | 5,352 |
| U.S. Government securities | $13,409,000 | 4,911 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,409,000 | 4,767 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,299,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,299,000 | 1,251 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,684,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $7,834,000 | 2,638 |
| Issued or guaranteed by U.S. | $7,834,000 | 2,629 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,850,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $3,850,000 | 1,506 |
| 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) | $10,766,000 | 1,425 |
| Available-for-sale securities (fair market value) | $4,942,000 | 6,822 |
| Total debt securities | $15,708,000 | 5,291 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $15,456,000 | 5,413 |
| U.S. Government securities | $12,645,000 | 5,097 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,645,000 | 4,937 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,811,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,811,000 | 1,179 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,671,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $7,856,000 | 2,667 |
| Issued or guaranteed by U.S. | $7,856,000 | 2,661 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,815,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $3,815,000 | 1,546 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,570,000 | 1,306 |
| Available-for-sale securities (fair market value) | $2,886,000 | 7,353 |
| Total debt securities | $15,456,000 | 5,348 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $8,786,000 | 6,758 |
| U.S. Government securities | $5,950,000 | 6,837 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,950,000 | 6,676 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,836,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,836,000 | 1,230 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,460,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $3,218,000 | 3,957 |
| Issued or guaranteed by U.S. | $3,218,000 | 3,947 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,242,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $2,242,000 | 1,878 |
| 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) | $7,788,000 | 1,697 |
| Available-for-sale securities (fair market value) | $998,000 | 7,862 |
| Total debt securities | $8,786,000 | 6,693 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $4,002,000 | 7,979 |
| U.S. Government securities | $3,701,000 | 7,615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,701,000 | 7,457 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $301,000 | 3,141 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,000 | 2,725 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,701,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 5,006 |
| Issued or guaranteed by U.S. | $1,282,000 | 4,993 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,419,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $2,419,000 | 1,870 |
| 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) | $4,002,000 | 2,243 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $4,002,000 | 7,917 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $465,000 | 8,824 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $465,000 | 3,076 |
| Privately issued residential mortgage-backed securities | $465,000 | 868 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $465,000 | 6,232 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $465,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $465,000 | 801 |
| 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) | $465,000 | 3,808 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $465,000 | 8,766 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $519,000 | 8,864 |
| U.S. Government securities | $519,000 | 8,692 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $519,000 | 8,566 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $519,000 | 6,180 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $519,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $519,000 | 2,982 |
| Privately issued | NA | NA |
| 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) | $519,000 | 3,768 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $519,000 | 8,807 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $0 | 9,073 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,835 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $0 | 8,370 |
| Total debt securities | $0 | 9,018 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $0 | 9,101 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,860 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $0 | 8,383 |
| Total debt securities | $0 | 9,046 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $0 | 9,153 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,906 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $0 | 8,426 |
| Total debt securities | $0 | 9,097 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $0 | 9,193 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,949 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $0 | 8,446 |
| Total debt securities | $0 | 9,137 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,193 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| 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 | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $480,000 | 9,642 |
| U.S. Government securities | $480,000 | 9,477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $480,000 | 9,275 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $480,000 | 8,753 |
| Total debt securities | $480,000 | 9,547 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $463,000 | 9,985 |
| U.S. Government securities | $463,000 | 9,840 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $463,000 | 9,586 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $463,000 | 9,030 |
| Total debt securities | $463,000 | 9,903 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $498,000 | 10,187 |
| U.S. Government securities | $498,000 | 10,010 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $498,000 | 9,612 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $498,000 | 5,909 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $498,000 | 10,096 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $0 | 10,855 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $0 | 10,722 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $0 | 11,393 |
| U.S. Government securities | $0 | 11,246 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $0 | 11,277 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,102,000 | 10,987 |
| U.S. Government securities | $3,102,000 | 10,519 |
| U.S. Treasury securities | $2,100,000 | 6,881 |
| U.S. Government agency obligations | $1,002,000 | 10,466 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $3,102,000 | 8,893 |
| Total debt securities | $3,102,000 | 10,879 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,983,000 | 11,703 |
| U.S. Government securities | $2,983,000 | 11,269 |
| U.S. Treasury securities | $1,997,000 | 8,237 |
| U.S. Government agency obligations | $986,000 | 10,915 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $2,983,000 | 9,326 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,983,000 | 11,608 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $0 | 13,214 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,082 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |