Home > St James Federal Savings and Loan Association > Securities
St James Federal Savings and Loan Association, Securities
| 2015-06-30 | Rank | |
| Total securities | $1,020,000 | 6,030 |
| U.S. Government securities | $399,000 | 5,915 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $399,000 | 5,823 |
| Securities issued by states & political subdivisions | $621,000 | 4,834 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $399,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $399,000 | 4,563 |
| Issued or guaranteed by U.S. | $399,000 | 4,560 |
| 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) | $1,020,000 | 1,909 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $1,020,000 | 6,008 |
| 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 | $1,168,000 | 6,067 |
| U.S. Government securities | $430,000 | 5,985 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $430,000 | 5,897 |
| Securities issued by states & political subdivisions | $738,000 | 4,788 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $430,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $430,000 | 4,598 |
| Issued or guaranteed by U.S. | $430,000 | 4,593 |
| 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) | $1,168,000 | 1,870 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $1,168,000 | 6,046 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| 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 | $1,198,000 | 6,161 |
| U.S. Government securities | $457,000 | 6,075 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $457,000 | 5,982 |
| Securities issued by states & political subdivisions | $741,000 | 4,863 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $457,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $457,000 | 4,662 |
| Issued or guaranteed by U.S. | $457,000 | 4,657 |
| 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) | $1,198,000 | 1,892 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $1,198,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| 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 | $1,231,000 | 6,243 |
| U.S. Government securities | $488,000 | 6,154 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $488,000 | 6,062 |
| Securities issued by states & political subdivisions | $743,000 | 4,912 |
| 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 | $488,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $488,000 | 4,737 |
| Issued or guaranteed by U.S. | $488,000 | 4,733 |
| 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) | $1,231,000 | 1,922 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $1,231,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| 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 | $1,269,000 | 6,302 |
| U.S. Government securities | $523,000 | 6,203 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $523,000 | 6,110 |
| Securities issued by states & political subdivisions | $746,000 | 4,965 |
| 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 | $523,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $523,000 | 4,760 |
| Issued or guaranteed by U.S. | $523,000 | 4,758 |
| 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) | $1,269,000 | 1,922 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $1,269,000 | 6,279 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $791,000 | 6,436 |
| U.S. Government securities | $558,000 | 6,256 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $558,000 | 6,155 |
| Securities issued by states & political subdivisions | $233,000 | 5,299 |
| 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 | $558,000 | 5,035 |
| Certificates of participation in pools of residential mortgages | $558,000 | 4,785 |
| Issued or guaranteed by U.S. | $558,000 | 4,781 |
| 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) | $791,000 | 2,053 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $791,000 | 6,410 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $870,000 | 6,500 |
| U.S. Government securities | $595,000 | 6,315 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $595,000 | 6,214 |
| Securities issued by states & political subdivisions | $275,000 | 5,318 |
| 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 | $595,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $595,000 | 4,799 |
| Issued or guaranteed by U.S. | $595,000 | 4,795 |
| 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) | $870,000 | 2,024 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $870,000 | 6,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $914,000 | 6,565 |
| U.S. Government securities | $637,000 | 6,381 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $637,000 | 6,283 |
| Securities issued by states & political subdivisions | $277,000 | 5,358 |
| 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 | $637,000 | 5,092 |
| Certificates of participation in pools of residential mortgages | $637,000 | 4,817 |
| Issued or guaranteed by U.S. | $637,000 | 4,812 |
| 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) | $914,000 | 1,999 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $914,000 | 6,536 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $970,000 | 6,598 |
| U.S. Government securities | $690,000 | 6,391 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $690,000 | 6,292 |
| Securities issued by states & political subdivisions | $280,000 | 5,358 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $690,000 | 5,079 |
| Certificates of participation in pools of residential mortgages | $690,000 | 4,777 |
| Issued or guaranteed by U.S. | $690,000 | 4,773 |
| 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) | $970,000 | 1,928 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $970,000 | 6,566 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,081,000 | 6,630 |
| U.S. Government securities | $759,000 | 6,426 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $759,000 | 6,321 |
| Securities issued by states & political subdivisions | $322,000 | 5,338 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| 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) | $1,081,000 | 1,868 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $1,081,000 | 6,600 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,161,000 | 6,680 |
| U.S. Government securities | $837,000 | 6,460 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $837,000 | 6,351 |
| Securities issued by states & political subdivisions | $324,000 | 5,387 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| 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) | $1,161,000 | 1,863 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $1,161,000 | 6,650 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,245,000 | 6,762 |
| U.S. Government securities | $919,000 | 6,550 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $919,000 | 6,453 |
| Securities issued by states & political subdivisions | $326,000 | 5,430 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,245,000 | 1,878 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $1,245,000 | 6,733 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,321,000 | 6,823 |
| U.S. Government securities | $993,000 | 6,610 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $993,000 | 6,511 |
| Securities issued by states & political subdivisions | $328,000 | 5,439 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| 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 | $98,000 | 6,166 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,321,000 | 1,866 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $1,321,000 | 6,792 |
| 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 | $1,045,000 | 6,923 |
| U.S. Government securities | $715,000 | 6,749 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $715,000 | 6,649 |
| Securities issued by states & political subdivisions | $330,000 | 5,435 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| 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 | $121,000 | 6,171 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,045,000 | 1,989 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $1,045,000 | 6,893 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,280,000 | 6,926 |
| U.S. Government securities | $250,000 | 6,906 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $250,000 | 6,813 |
| Securities issued by states & political subdivisions | $571,000 | 5,227 |
| Other domestic debt securities | $458,000 | 2,401 |
| Privately issued residential mortgage-backed securities | $458,000 | 934 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,348 |
| 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 | $458,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $458,000 | 3,388 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $458,000 | 885 |
| 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) | $1,280,000 | 2,000 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $1,279,000 | 6,899 |
| 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 | $1,344,000 | 7,008 |
| U.S. Government securities | $250,000 | 6,983 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $250,000 | 6,886 |
| Securities issued by states & political subdivisions | $573,000 | 5,217 |
| Other domestic debt securities | $520,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $520,000 | 947 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,395 |
| 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 | $520,000 | 5,409 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $520,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $520,000 | 895 |
| 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) | $1,344,000 | 1,996 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $1,343,000 | 6,975 |
| 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 | $1,702,000 | 7,020 |
| U.S. Government securities | $555,000 | 6,992 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $555,000 | 6,886 |
| Securities issued by states & political subdivisions | $575,000 | 5,198 |
| Other domestic debt securities | $571,000 | 2,175 |
| Privately issued residential mortgage-backed securities | $571,000 | 949 |
| 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 | $1,000 | 1,418 |
| 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 | $831,000 | 5,278 |
| Certificates of participation in pools of residential mortgages | $260,000 | 5,277 |
| Issued or guaranteed by U.S. | $260,000 | 5,262 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $571,000 | 3,278 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $571,000 | 898 |
| 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) | $1,702,000 | 1,914 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $1,701,000 | 6,988 |
| 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 | $1,563,000 | 7,095 |
| U.S. Government securities | $611,000 | 7,028 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $611,000 | 6,920 |
| Securities issued by states & political subdivisions | $377,000 | 5,390 |
| Other domestic debt securities | $574,000 | 2,224 |
| Privately issued residential mortgage-backed securities | $574,000 | 980 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,444 |
| 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 | $868,000 | 5,235 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,228 |
| Issued or guaranteed by U.S. | $294,000 | 5,217 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $574,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $574,000 | 930 |
| 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) | $1,563,000 | 1,981 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $1,562,000 | 7,063 |
| 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 | $820,000 | 7,255 |
| U.S. Government securities | $423,000 | 7,112 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $423,000 | 7,000 |
| Securities issued by states & political subdivisions | $379,000 | 5,400 |
| Other domestic debt securities | $17,000 | 2,992 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,349 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,458 |
| 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 | $354,000 | 5,528 |
| Certificates of participation in pools of residential mortgages | $337,000 | 5,150 |
| Issued or guaranteed by U.S. | $337,000 | 5,138 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,000 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $17,000 | 1,287 |
| 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) | $820,000 | 2,250 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $819,000 | 7,227 |
| 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 | $913,000 | 7,318 |
| U.S. Government securities | $511,000 | 7,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $511,000 | 7,033 |
| Securities issued by states & political subdivisions | $381,000 | 5,394 |
| Other domestic debt securities | $20,000 | 3,069 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,420 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,508 |
| 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 | $429,000 | 5,536 |
| Certificates of participation in pools of residential mortgages | $409,000 | 5,107 |
| Issued or guaranteed by U.S. | $409,000 | 5,094 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,000 | 3,747 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $20,000 | 1,353 |
| 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) | $913,000 | 2,256 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $912,000 | 7,290 |
| 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 | $1,253,000 | 7,329 |
| U.S. Government securities | $846,000 | 7,156 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $846,000 | 7,053 |
| Securities issued by states & political subdivisions | $383,000 | 5,355 |
| Other domestic debt securities | $23,000 | 3,058 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,441 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,552 |
| 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 | $489,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,118 |
| Issued or guaranteed by U.S. | $466,000 | 5,106 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $23,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $23,000 | 1,375 |
| 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) | $1,253,000 | 2,184 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $1,252,000 | 7,294 |
| 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 | $1,329,000 | 7,400 |
| U.S. Government securities | $919,000 | 7,235 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $919,000 | 7,129 |
| Securities issued by states & political subdivisions | $384,000 | 5,371 |
| Other domestic debt securities | $25,000 | 3,112 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,472 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,583 |
| 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 | $544,000 | 5,585 |
| Certificates of participation in pools of residential mortgages | $519,000 | 5,195 |
| Issued or guaranteed by U.S. | $519,000 | 5,183 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $25,000 | 3,666 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $25,000 | 1,409 |
| 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) | $1,329,000 | 2,199 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $1,328,000 | 7,368 |
| 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 | $187,000 | 7,677 |
| U.S. Government securities | $0 | 7,608 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $186,000 | 5,650 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,646 |
| 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 | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $187,000 | 2,927 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $186,000 | 7,649 |
| 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 | $189,000 | 7,753 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $188,000 | 5,681 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,694 |
| 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 | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $189,000 | 3,001 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $188,000 | 7,722 |
| 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 | $191,000 | 7,842 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $190,000 | 5,725 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,755 |
| 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 | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $191,000 | 3,044 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $190,000 | 7,815 |
| 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 | $250,000 | 7,902 |
| U.S. Government securities | $58,000 | 7,768 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,000 | 7,685 |
| Securities issued by states & political subdivisions | $191,000 | 5,662 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,772 |
| 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 | $58,000 | 6,273 |
| Certificates of participation in pools of residential mortgages | $58,000 | 5,976 |
| Issued or guaranteed by U.S. | $58,000 | 5,959 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 3,004 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $249,000 | 7,876 |
| 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 | $253,000 | 7,954 |
| U.S. Government securities | $59,000 | 7,838 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,000 | 7,761 |
| Securities issued by states & political subdivisions | $193,000 | 5,623 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,767 |
| 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 | $59,000 | 6,293 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,000 |
| Issued or guaranteed by U.S. | $59,000 | 5,980 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $253,000 | 3,030 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $252,000 | 7,929 |
| 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 | $255,000 | 8,011 |
| U.S. Government securities | $59,000 | 7,885 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,000 | 7,803 |
| Securities issued by states & political subdivisions | $195,000 | 5,640 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,867 |
| 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 | $59,000 | 6,303 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,018 |
| Issued or guaranteed by U.S. | $59,000 | 5,998 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $255,000 | 3,050 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $254,000 | 7,978 |
| 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 | $316,000 | 8,033 |
| U.S. Government securities | $101,000 | 7,922 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $101,000 | 7,847 |
| Securities issued by states & political subdivisions | $197,000 | 5,688 |
| Other domestic debt securities | $11,000 | 3,144 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,520 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 1,889 |
| 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 | $112,000 | 6,230 |
| Certificates of participation in pools of residential mortgages | $101,000 | 5,955 |
| Issued or guaranteed by U.S. | $101,000 | 5,930 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $11,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $11,000 | 1,431 |
| 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) | $293,000 | 3,028 |
| Available-for-sale securities (fair market value) | $23,000 | 7,582 |
| Total debt securities | $309,000 | 7,993 |
| 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 | $575,000 | 8,023 |
| U.S. Government securities | $355,000 | 7,876 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $355,000 | 7,800 |
| Securities issued by states & political subdivisions | $198,000 | 5,690 |
| Other domestic debt securities | $11,000 | 3,113 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,508 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 1,842 |
| 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 | $166,000 | 6,161 |
| Certificates of participation in pools of residential mortgages | $155,000 | 5,861 |
| Issued or guaranteed by U.S. | $155,000 | 5,831 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $11,000 | 1,418 |
| 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) | $499,000 | 2,902 |
| Available-for-sale securities (fair market value) | $76,000 | 7,590 |
| Total debt securities | $564,000 | 7,976 |
| 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 | $797,000 | 8,039 |
| U.S. Government securities | $569,000 | 7,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $569,000 | 7,818 |
| Securities issued by states & political subdivisions | $200,000 | 5,703 |
| Other domestic debt securities | $12,000 | 2,955 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,411 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 1,776 |
| 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 | $181,000 | 6,053 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,741 |
| Issued or guaranteed by U.S. | $169,000 | 5,722 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $12,000 | 1,330 |
| 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) | $709,000 | 2,832 |
| Available-for-sale securities (fair market value) | $88,000 | 7,601 |
| Total debt securities | $781,000 | 8,001 |
| 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 | $848,000 | 8,084 |
| U.S. Government securities | $606,000 | 7,961 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $606,000 | 7,856 |
| Securities issued by states & political subdivisions | $202,000 | 5,733 |
| Other domestic debt securities | $13,000 | 2,921 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,377 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 1,681 |
| 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 | $219,000 | 5,956 |
| Certificates of participation in pools of residential mortgages | $206,000 | 5,625 |
| Issued or guaranteed by U.S. | $206,000 | 5,603 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $13,000 | 3,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $13,000 | 1,293 |
| 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) | $726,000 | 2,882 |
| Available-for-sale securities (fair market value) | $122,000 | 7,611 |
| Total debt securities | $821,000 | 8,041 |
| 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 | $901,000 | 8,125 |
| U.S. Government securities | $626,000 | 8,008 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $626,000 | 7,902 |
| Securities issued by states & political subdivisions | $203,000 | 5,776 |
| Other domestic debt securities | $14,000 | 2,873 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,335 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $58,000 | 1,644 |
| 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 | $240,000 | 5,939 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,606 |
| Issued or guaranteed by U.S. | $226,000 | 5,585 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $14,000 | 1,246 |
| 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) | $761,000 | 2,892 |
| Available-for-sale securities (fair market value) | $140,000 | 7,641 |
| Total debt securities | $843,000 | 8,093 |
| 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 | $926,000 | 8,159 |
| U.S. Government securities | $649,000 | 8,046 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $649,000 | 7,939 |
| Securities issued by states & political subdivisions | $205,000 | 5,828 |
| Other domestic debt securities | $15,000 | 2,900 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,305 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 1,671 |
| 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 | $263,000 | 5,914 |
| Certificates of participation in pools of residential mortgages | $248,000 | 5,590 |
| Issued or guaranteed by U.S. | $248,000 | 5,567 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $15,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $15,000 | 1,205 |
| 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) | $767,000 | 2,922 |
| Available-for-sale securities (fair market value) | $159,000 | 7,662 |
| Total debt securities | $869,000 | 8,128 |
| 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 | $949,000 | 8,204 |
| U.S. Government securities | $660,000 | 8,098 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $660,000 | 7,992 |
| Securities issued by states & political subdivisions | $207,000 | 5,873 |
| Other domestic debt securities | $17,000 | 2,944 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,291 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 1,698 |
| 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 | $276,000 | 5,911 |
| Certificates of participation in pools of residential mortgages | $259,000 | 5,586 |
| Issued or guaranteed by U.S. | $259,000 | 5,563 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $17,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $17,000 | 1,200 |
| 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) | $780,000 | 2,980 |
| Available-for-sale securities (fair market value) | $169,000 | 7,713 |
| Total debt securities | $884,000 | 8,171 |
| 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 | $1,010,000 | 8,253 |
| U.S. Government securities | $721,000 | 8,160 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $721,000 | 8,054 |
| Securities issued by states & political subdivisions | $209,000 | 5,934 |
| Other domestic debt securities | $18,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,280 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $62,000 | 1,746 |
| 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 | $338,000 | 5,865 |
| Certificates of participation in pools of residential mortgages | $320,000 | 5,508 |
| Issued or guaranteed by U.S. | $320,000 | 5,481 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $18,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $18,000 | 1,178 |
| 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) | $874,000 | 3,003 |
| Available-for-sale securities (fair market value) | $136,000 | 7,775 |
| Total debt securities | $948,000 | 8,242 |
| 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 | $1,024,000 | 8,300 |
| U.S. Government securities | $740,000 | 8,201 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $740,000 | 8,086 |
| Securities issued by states & political subdivisions | $210,000 | 5,963 |
| Other domestic debt securities | $20,000 | 3,055 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,264 |
| 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 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 1,791 |
| 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 | $359,000 | 5,859 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,514 |
| Issued or guaranteed by U.S. | $339,000 | 5,489 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $20,000 | 1,166 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $887,000 | 3,016 |
| Available-for-sale securities (fair market value) | $137,000 | 7,815 |
| Total debt securities | $970,000 | 8,283 |
| 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 | $1,053,000 | 8,338 |
| U.S. Government securities | $760,000 | 8,239 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $760,000 | 8,124 |
| Securities issued by states & political subdivisions | $212,000 | 5,984 |
| Other domestic debt securities | $22,000 | 3,128 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,246 |
| 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 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 1,818 |
| 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 | $381,000 | 5,875 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,508 |
| Issued or guaranteed by U.S. | $359,000 | 5,485 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $22,000 | 3,525 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $22,000 | 1,153 |
| 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) | $836,000 | 3,099 |
| Available-for-sale securities (fair market value) | $217,000 | 7,824 |
| Total debt securities | $994,000 | 8,314 |
| 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 | $1,079,000 | 8,378 |
| U.S. Government securities | $779,000 | 8,287 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $779,000 | 8,164 |
| Securities issued by states & political subdivisions | $214,000 | 6,013 |
| Other domestic debt securities | $24,000 | 3,226 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,230 |
| 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $62,000 | 1,828 |
| 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 | $402,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $378,000 | 5,528 |
| Issued or guaranteed by U.S. | $378,000 | 5,503 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $24,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $24,000 | 1,128 |
| 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) | $848,000 | 3,174 |
| Available-for-sale securities (fair market value) | $231,000 | 7,861 |
| Total debt securities | $1,017,000 | 8,342 |
| 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 | $1,113,000 | 8,406 |
| U.S. Government securities | $816,000 | 8,308 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $816,000 | 8,198 |
| Securities issued by states & political subdivisions | $216,000 | 6,054 |
| Other domestic debt securities | $27,000 | 3,278 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,208 |
| 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 1,849 |
| 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 | $442,000 | 5,919 |
| Certificates of participation in pools of residential mortgages | $415,000 | 5,521 |
| Issued or guaranteed by U.S. | $415,000 | 5,501 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $27,000 | 3,544 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $27,000 | 1,104 |
| 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) | $852,000 | 3,206 |
| Available-for-sale securities (fair market value) | $261,000 | 7,883 |
| Total debt securities | $1,059,000 | 8,373 |
| 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 | $1,193,000 | 8,415 |
| U.S. Government securities | $882,000 | 8,317 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $882,000 | 8,203 |
| Securities issued by states & political subdivisions | $217,000 | 6,052 |
| Other domestic debt securities | $32,000 | 3,315 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,168 |
| 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 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $62,000 | 1,861 |
| 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 | $513,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,507 |
| Issued or guaranteed by U.S. | $481,000 | 5,480 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $32,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $32,000 | 1,063 |
| 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) | $896,000 | 3,236 |
| Available-for-sale securities (fair market value) | $297,000 | 7,894 |
| Total debt securities | $1,131,000 | 8,381 |
| 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 | $1,248,000 | 8,478 |
| U.S. Government securities | $935,000 | 8,376 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $935,000 | 8,253 |
| Securities issued by states & political subdivisions | $219,000 | 6,080 |
| Other domestic debt securities | $33,000 | 3,365 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,158 |
| 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 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,000 | 1,900 |
| 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 | $567,000 | 5,910 |
| Certificates of participation in pools of residential mortgages | $534,000 | 5,513 |
| Issued or guaranteed by U.S. | $534,000 | 5,493 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,000 | 3,601 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $33,000 | 1,060 |
| 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) | $905,000 | 3,276 |
| Available-for-sale securities (fair market value) | $343,000 | 7,962 |
| Total debt securities | $1,187,000 | 8,445 |
| 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 | $1,306,000 | 8,494 |
| U.S. Government securities | $979,000 | 8,389 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $979,000 | 8,272 |
| Securities issued by states & political subdivisions | $221,000 | 6,120 |
| Other domestic debt securities | $36,000 | 3,418 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,140 |
| 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 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 1,927 |
| 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 | $614,000 | 5,920 |
| Certificates of participation in pools of residential mortgages | $578,000 | 5,506 |
| Issued or guaranteed by U.S. | $578,000 | 5,487 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $36,000 | 3,622 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $36,000 | 1,046 |
| 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) | $927,000 | 3,293 |
| Available-for-sale securities (fair market value) | $379,000 | 7,984 |
| Total debt securities | $1,236,000 | 8,464 |
| 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 | $1,368,000 | 8,534 |
| U.S. Government securities | $1,042,000 | 8,386 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,042,000 | 8,263 |
| Securities issued by states & political subdivisions | $222,000 | 6,162 |
| Other domestic debt securities | $40,000 | 3,479 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,096 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,965 |
| 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 | $681,000 | 5,904 |
| Certificates of participation in pools of residential mortgages | $641,000 | 5,463 |
| Issued or guaranteed by U.S. | $641,000 | 5,447 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $40,000 | 3,628 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $40,000 | 1,002 |
| 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) | $446,000 | 3,742 |
| Available-for-sale securities (fair market value) | $922,000 | 7,878 |
| Total debt securities | $1,304,000 | 8,496 |
| 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 | $1,459,000 | 8,591 |
| U.S. Government securities | $1,134,000 | 8,446 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,134,000 | 8,316 |
| Securities issued by states & political subdivisions | $224,000 | 6,194 |
| Other domestic debt securities | $45,000 | 3,572 |
| Privately issued residential mortgage-backed securities | $45,000 | 1,078 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $56,000 | 2,032 |
| 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 | $778,000 | 5,898 |
| Certificates of participation in pools of residential mortgages | $733,000 | 5,439 |
| Issued or guaranteed by U.S. | $733,000 | 5,422 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $45,000 | 3,685 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $45,000 | 991 |
| 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) | $959,000 | 3,350 |
| Available-for-sale securities (fair market value) | $500,000 | 8,037 |
| Total debt securities | $1,403,000 | 8,561 |
| 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 | $1,579,000 | 8,565 |
| U.S. Government securities | $1,249,000 | 8,399 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,249,000 | 8,262 |
| Securities issued by states & political subdivisions | $226,000 | 6,192 |
| Other domestic debt securities | $52,000 | 3,659 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,139 |
| 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 | $52,000 | 2,057 |
| 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 | $900,000 | 5,856 |
| Certificates of participation in pools of residential mortgages | $848,000 | 5,386 |
| Issued or guaranteed by U.S. | $848,000 | 5,368 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $52,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $52,000 | 1,041 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $968,000 | 3,371 |
| Available-for-sale securities (fair market value) | $611,000 | 8,027 |
| Total debt securities | $1,527,000 | 8,515 |
| 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 | $1,280,000 | 8,702 |
| U.S. Government securities | $1,004,000 | 8,566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,004,000 | 8,433 |
| Securities issued by states & political subdivisions | $229,000 | 6,252 |
| Other domestic debt securities | $1,000 | 3,873 |
| 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 | $1,000 | 3,353 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,000 | 2,114 |
| 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 | $1,004,000 | 5,766 |
| Certificates of participation in pools of residential mortgages | $947,000 | 5,331 |
| Issued or guaranteed by U.S. | $947,000 | 5,309 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $57,000 | 3,781 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,594 |
| 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) | $420,000 | 3,909 |
| Available-for-sale securities (fair market value) | $860,000 | 8,033 |
| Total debt securities | $1,234,000 | 8,651 |
| 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 | $1,443,000 | 8,691 |
| U.S. Government securities | $1,168,000 | 8,499 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,168,000 | 8,351 |
| Securities issued by states & political subdivisions | $229,000 | 6,289 |
| 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 | $46,000 | 2,171 |
| 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 | $1,168,000 | 5,656 |
| Certificates of participation in pools of residential mortgages | $1,101,000 | 5,203 |
| Issued or guaranteed by U.S. | $1,101,000 | 5,180 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $67,000 | 3,864 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,667 |
| 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) | $607,000 | 3,741 |
| Available-for-sale securities (fair market value) | $836,000 | 8,071 |
| Total debt securities | $1,397,000 | 8,631 |
| 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 | $1,781,000 | 8,641 |
| U.S. Government securities | $1,507,000 | 8,393 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,507,000 | 8,237 |
| Securities issued by states & political subdivisions | $230,000 | 6,305 |
| 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 | $44,000 | 2,180 |
| 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 | $1,507,000 | 5,585 |
| Certificates of participation in pools of residential mortgages | $1,106,000 | 5,249 |
| Issued or guaranteed by U.S. | $1,106,000 | 5,229 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $401,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 3,388 |
| 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) | $651,000 | 3,736 |
| Available-for-sale securities (fair market value) | $1,130,000 | 7,986 |
| Total debt securities | $1,737,000 | 8,579 |
| 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 | $2,259,000 | 8,575 |
| U.S. Government securities | $1,975,000 | 8,309 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,975,000 | 8,130 |
| Securities issued by states & political subdivisions | $232,000 | 6,301 |
| 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 | $52,000 | 2,159 |
| 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 | $1,975,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $1,383,000 | 5,050 |
| Issued or guaranteed by U.S. | $1,383,000 | 5,036 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $592,000 | 3,431 |
| CMOs issued by government agencies or sponsored agencies | $592,000 | 3,271 |
| 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) | $704,000 | 3,741 |
| Available-for-sale securities (fair market value) | $1,555,000 | 7,915 |
| Total debt securities | $2,207,000 | 8,506 |
| 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 | $2,620,000 | 8,529 |
| U.S. Government securities | $2,331,000 | 8,192 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,331,000 | 8,002 |
| Securities issued by states & political subdivisions | $233,000 | 6,309 |
| 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 | $56,000 | 2,159 |
| 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 | $2,331,000 | 5,155 |
| Certificates of participation in pools of residential mortgages | $1,711,000 | 4,826 |
| Issued or guaranteed by U.S. | $1,711,000 | 4,809 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $620,000 | 3,470 |
| CMOs issued by government agencies or sponsored agencies | $620,000 | 3,318 |
| 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) | $787,000 | 3,758 |
| Available-for-sale securities (fair market value) | $1,833,000 | 7,864 |
| Total debt securities | $2,564,000 | 8,450 |
| 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 | $2,915,000 | 8,604 |
| U.S. Government securities | $2,626,000 | 8,224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,626,000 | 8,006 |
| Securities issued by states & political subdivisions | $237,000 | 6,437 |
| 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 | $52,000 | 2,112 |
| 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 | $2,626,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $2,086,000 | 4,416 |
| Issued or guaranteed by U.S. | $2,086,000 | 4,398 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $540,000 | 3,672 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,502 |
| 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) | $1,189,000 | 3,680 |
| Available-for-sale securities (fair market value) | $1,726,000 | 8,029 |
| Total debt securities | $2,863,000 | 8,520 |
| 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 | $1,685,000 | 9,350 |
| U.S. Government securities | $1,199,000 | 9,247 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,199,000 | 9,001 |
| Securities issued by states & political subdivisions | $241,000 | 6,605 |
| 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 | $245,000 | 5,415 |
| 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 | $1,199,000 | 5,360 |
| Certificates of participation in pools of residential mortgages | $515,000 | 5,394 |
| Issued or guaranteed by U.S. | $515,000 | 5,377 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $684,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $684,000 | 2,973 |
| 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) | $1,632,000 | 4,060 |
| Available-for-sale securities (fair market value) | $53,000 | 9,193 |
| Total debt securities | $1,440,000 | 9,328 |
| 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 | $6,354,000 | 8,215 |
| U.S. Government securities | $5,851,000 | 7,686 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,851,000 | 7,156 |
| Securities issued by states & political subdivisions | $244,000 | 6,922 |
| 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 | $259,000 | 5,169 |
| 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 | $1,392,000 | 5,507 |
| Certificates of participation in pools of residential mortgages | $661,000 | 5,470 |
| Issued or guaranteed by U.S. | $661,000 | 5,459 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $731,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $731,000 | 3,137 |
| 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) | $6,299,000 | 2,732 |
| Available-for-sale securities (fair market value) | $55,000 | 9,447 |
| Total debt securities | $6,095,000 | 8,187 |
| 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 | $5,127,000 | 8,719 |
| U.S. Government securities | $3,762,000 | 8,632 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,762,000 | 7,818 |
| Securities issued by states & political subdivisions | $248,000 | 7,132 |
| 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 | $1,117,000 | 2,176 |
| 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 | $1,403,000 | 5,745 |
| Certificates of participation in pools of residential mortgages | $614,000 | 5,797 |
| Issued or guaranteed by U.S. | $614,000 | 5,781 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $789,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 3,340 |
| 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) | $4,320,000 | 3,654 |
| Available-for-sale securities (fair market value) | $807,000 | 8,969 |
| Total debt securities | $4,010,000 | 9,003 |
| 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 | $5,214,000 | 9,137 |
| U.S. Government securities | $4,139,000 | 8,998 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,139,000 | 7,744 |
| Securities issued by states & political subdivisions | $83,000 | 7,935 |
| 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 | $992,000 | 2,336 |
| 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 | $1,692,000 | 5,654 |
| Certificates of participation in pools of residential mortgages | $831,000 | 5,620 |
| Issued or guaranteed by U.S. | $831,000 | 5,602 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $861,000 | 3,584 |
| CMOs issued by government agencies or sponsored agencies | $861,000 | 3,461 |
| 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) | $4,247,000 | 4,450 |
| Available-for-sale securities (fair market value) | $967,000 | 9,240 |
| Total debt securities | $4,222,000 | 9,410 |
| 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 | $6,859,000 | 9,042 |
| U.S. Government securities | $5,101,000 | 9,097 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,101,000 | 7,581 |
| 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 | $1,760,000 | 1,628 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 286 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,953,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $1,093,000 | 5,693 |
| Issued or guaranteed by U.S. | $1,093,000 | 5,677 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $860,000 | 3,998 |
| CMOs issued by government agencies or sponsored agencies | $860,000 | 3,849 |
| 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) | $5,090,000 | 4,648 |
| Available-for-sale securities (fair market value) | $1,769,000 | 9,143 |
| Total debt securities | $5,101,000 | 9,620 |
| 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 | $5,908,000 | 9,818 |
| U.S. Government securities | $2,208,000 | 10,999 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,208,000 | 9,572 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,005,000 | 1,795 |
| 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 | $2,005,000 | 1,391 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,698,000 | 1,589 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 306 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,208,000 | 6,085 |
| Certificates of participation in pools of residential mortgages | $1,348,000 | 5,625 |
| Issued or guaranteed by U.S. | $1,348,000 | 5,597 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $860,000 | 4,440 |
| CMOs issued by government agencies or sponsored agencies | $860,000 | 4,265 |
| 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) | $4,210,000 | 5,362 |
| Available-for-sale securities (fair market value) | $1,698,000 | 9,564 |
| Total debt securities | $4,213,000 | 10,444 |
| 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 | $5,366,000 | 10,678 |
| U.S. Government securities | $2,291,000 | 11,623 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $2,291,000 | 9,660 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,057,000 | 2,715 |
| 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 | $1,057,000 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,021,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 370 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,291,000 | 6,392 |
| Certificates of participation in pools of residential mortgages | $1,605,000 | 5,639 |
| Issued or guaranteed by U.S. | $1,605,000 | 5,612 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $686,000 | 4,965 |
| CMOs issued by government agencies or sponsored agencies | $686,000 | 4,764 |
| 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) | $3,345,000 | 9,088 |
| Available-for-sale securities (fair market value) | $2,021,000 | 8,839 |
| Total debt securities | $3,348,000 | 11,468 |
| 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 | $6,167,000 | 10,695 |
| U.S. Government securities | $2,723,000 | 11,796 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,723,000 | 9,605 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $911,000 | 3,498 |
| 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 | $911,000 | 2,684 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,536,000 | 1,203 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 351 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,723,000 | 6,630 |
| Certificates of participation in pools of residential mortgages | $1,723,000 | 6,064 |
| Issued or guaranteed by U.S. | $1,723,000 | 6,013 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,000,000 | 4,988 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 4,772 |
| 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 | $3,634,000 | 11,759 |
| 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 |
| 1992-12-31 | Rank | |
| Total securities | $6,837,000 | 10,613 |
| U.S. Government securities | $3,361,000 | 11,864 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $3,361,000 | 9,242 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,001,000 | 4,071 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,001,000 | 2,940 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,476,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 561 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,361,000 | 6,493 |
| Certificates of participation in pools of residential mortgages | $2,915,000 | 5,257 |
| Issued or guaranteed by U.S. | $2,915,000 | 5,201 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $446,000 | 6,027 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 5,622 |
| 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 | $4,362,000 | 11,799 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |